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[--[65.84.65.76]--]
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 626.65 CE
Delta: 0.25
Vega: 0.34
Theta: -0.37
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 608.90 3.35 -1.2 21.65 179 22 212
14 Sept 592.70 3.15 -1.3 25.05 76 7 214

For Patanjali Foods Limited - strike price 626.65 expiring on 30SEP2025

Delta for 626.65 CE is 0.25

Historical price for 626.65 CE is as follows

On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 3.35, which was -1.2 lower than the previous day. The implied volatity was 21.65, the open interest changed by 22 which increased total open position to 212


On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 3.15, which was -1.3 lower than the previous day. The implied volatity was 25.05, the open interest changed by 7 which increased total open position to 214


PATANJALI 30SEP2025 626.65 PE
Delta: -0.72
Vega: 0.36
Theta: -0.28
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 608.90 20.65 -1.55 25.21 41 -4 61
14 Sept 592.70 35.4 5.55 26.41 11 -2 49

For Patanjali Foods Limited - strike price 626.65 expiring on 30SEP2025

Delta for 626.65 PE is -0.72

Historical price for 626.65 PE is as follows

On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 20.65, which was -1.55 lower than the previous day. The implied volatity was 25.21, the open interest changed by -4 which decreased total open position to 61


On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 35.4, which was 5.55 higher than the previous day. The implied volatity was 26.41, the open interest changed by -2 which decreased total open position to 49