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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 613.35 CE
Delta: 0.46
Vega: 0.42
Theta: -0.46
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
21 Sept 608.90 7.3 -1.2 20.43 373 34 316
14 Sept 592.70 5.3 -2.55 23.35 133 -4 300

For Patanjali Foods Limited - strike price 613.35 expiring on 30SEP2025

Delta for 613.35 CE is 0.46

Historical price for 613.35 CE is as follows

On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 7.3, which was -1.2 lower than the previous day. The implied volatity was 20.43, the open interest changed by 34 which increased total open position to 316


On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 5.3, which was -2.55 lower than the previous day. The implied volatity was 23.35, the open interest changed by -4 which decreased total open position to 300


PATANJALI 30SEP2025 613.35 PE
Delta: -0.54
Vega: 0.42
Theta: -0.35
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
21 Sept 608.90 11.2 -1.85 23.04 125 24 94
14 Sept 592.70 24.4 4 24.61 25 1 96

For Patanjali Foods Limited - strike price 613.35 expiring on 30SEP2025

Delta for 613.35 PE is -0.54

Historical price for 613.35 PE is as follows

On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 11.2, which was -1.85 lower than the previous day. The implied volatity was 23.04, the open interest changed by 24 which increased total open position to 94


On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 24.4, which was 4 higher than the previous day. The implied volatity was 24.61, the open interest changed by 1 which increased total open position to 96