PATANJALI
Patanjali Foods Limited
Historical option data for PATANJALI
21 Sep 2025 04:15 PM IST
| PATANJALI 30SEP2025 610 CE | ||||||||||||||||
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Delta: 0.52
Vega: 0.42
Theta: -0.47
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 608.90 | 8.7 | -1.25 | 20.01 | 993 | 84 | 242 | |||||||||
| 14 Sept | 592.70 | 6.15 | -8.85 | 23.13 | 106 | 68 | 68 | |||||||||
For Patanjali Foods Limited - strike price 610 expiring on 30SEP2025
Delta for 610 CE is 0.52
Historical price for 610 CE is as follows
On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 8.7, which was -1.25 lower than the previous day. The implied volatity was 20.01, the open interest changed by 84 which increased total open position to 242
On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 6.15, which was -8.85 lower than the previous day. The implied volatity was 23.13, the open interest changed by 68 which increased total open position to 68
| PATANJALI 30SEP2025 610 PE | |||||||
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Delta: -0.48
Vega: 0.42
Theta: -0.36
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 608.90 | 9.4 | -1.75 | 22.94 | 219 | 46 | 63 |
| 14 Sept | 592.70 | 24.2 | 0 | - | 0 | 0 | 0 |
For Patanjali Foods Limited - strike price 610 expiring on 30SEP2025
Delta for 610 PE is -0.48
Historical price for 610 PE is as follows
On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 9.4, which was -1.75 lower than the previous day. The implied volatity was 22.94, the open interest changed by 46 which increased total open position to 63
On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 24.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
