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PATANJALI
Patanjali Foods Limited
597.4 -11.50 (-1.89%)

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Historical option data for PATANJALI

21 Sep 2025 04:15 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
PATANJALI 30SEP2025 606.65 CE
Delta: 0.58
Vega: 0.41
Theta: -0.46
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
21 Sept 608.90 10.3 -1.3 19.56 268 -4 213
14 Sept 592.70 7.2 -3.3 23.09 188 5 212

For Patanjali Foods Limited - strike price 606.65 expiring on 30SEP2025

Delta for 606.65 CE is 0.58

Historical price for 606.65 CE is as follows

On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 10.3, which was -1.3 lower than the previous day. The implied volatity was 19.56, the open interest changed by -4 which decreased total open position to 213


On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 7.2, which was -3.3 lower than the previous day. The implied volatity was 23.09, the open interest changed by 5 which increased total open position to 212


PATANJALI 30SEP2025 606.65 PE
Delta: -0.43
Vega: 0.41
Theta: -0.36
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
21 Sept 608.90 7.8 -1.75 22.88 165 39 202
14 Sept 592.70 20.15 3.6 25.29 42 -14 146

For Patanjali Foods Limited - strike price 606.65 expiring on 30SEP2025

Delta for 606.65 PE is -0.43

Historical price for 606.65 PE is as follows

On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 7.8, which was -1.75 lower than the previous day. The implied volatity was 22.88, the open interest changed by 39 which increased total open position to 202


On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 20.15, which was 3.6 higher than the previous day. The implied volatity was 25.29, the open interest changed by -14 which decreased total open position to 146