PATANJALI
Patanjali Foods Limited
Historical option data for PATANJALI
21 Sep 2025 04:15 PM IST
| PATANJALI 30SEP2025 630 CE | ||||||||||||||||
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Delta: 0.22
Vega: 0.31
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 608.90 | 2.85 | -0.9 | 22.39 | 323 | -44 | 139 | |||||||||
| 14 Sept | 592.70 | 2.8 | -5.55 | 25.57 | 87 | 66 | 66 | |||||||||
For Patanjali Foods Limited - strike price 630 expiring on 30SEP2025
Delta for 630 CE is 0.22
Historical price for 630 CE is as follows
On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 2.85, which was -0.9 lower than the previous day. The implied volatity was 22.39, the open interest changed by -44 which decreased total open position to 139
On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 2.8, which was -5.55 lower than the previous day. The implied volatity was 25.57, the open interest changed by 66 which increased total open position to 66
| PATANJALI 30SEP2025 630 PE | |||||||
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Delta: -0.75
Vega: 0.34
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 608.90 | 23.55 | -1.35 | 26.38 | 49 | 6 | 26 |
| 14 Sept | 592.70 | 37.5 | 0 | - | 0 | 0 | 0 |
For Patanjali Foods Limited - strike price 630 expiring on 30SEP2025
Delta for 630 PE is -0.75
Historical price for 630 PE is as follows
On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 23.55, which was -1.35 lower than the previous day. The implied volatity was 26.38, the open interest changed by 6 which increased total open position to 26
On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 37.5, 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
