PATANJALI
Patanjali Foods Limited
Historical option data for PATANJALI
21 Sep 2025 04:15 PM IST
| PATANJALI 30SEP2025 620 CE | ||||||||||||||||
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Delta: 0.35
Vega: 0.39
Theta: -0.44
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 608.90 | 5.15 | -1.2 | 21.42 | 1,291 | 78 | 728 | |||||||||
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| 14 Sept | 592.70 | 4 | -1.95 | 23.99 | 393 | 17 | 361 | |||||||||
For Patanjali Foods Limited - strike price 620 expiring on 30SEP2025
Delta for 620 CE is 0.35
Historical price for 620 CE is as follows
On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 5.15, which was -1.2 lower than the previous day. The implied volatity was 21.42, the open interest changed by 78 which increased total open position to 728
On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 4, which was -1.95 lower than the previous day. The implied volatity was 23.99, the open interest changed by 17 which increased total open position to 361
| PATANJALI 30SEP2025 620 PE | |||||||
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Delta: -0.63
Vega: 0.40
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 608.90 | 15.8 | -1.65 | 24.51 | 135 | 12 | 71 |
| 14 Sept | 592.70 | 29.8 | 4.6 | 25.61 | 19 | -4 | 51 |
For Patanjali Foods Limited - strike price 620 expiring on 30SEP2025
Delta for 620 PE is -0.63
Historical price for 620 PE is as follows
On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 15.8, which was -1.65 lower than the previous day. The implied volatity was 24.51, the open interest changed by 12 which increased total open position to 71
On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 29.8, which was 4.6 higher than the previous day. The implied volatity was 25.61, the open interest changed by -4 which decreased total open position to 51
