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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 633.35 CE
Delta: 0.18
Vega: 0.28
Theta: -0.32
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 608.90 2.3 -0.9 22.64 283 -27 757
14 Sept 592.70 2.15 -1.1 24.91 212 5 857

For Patanjali Foods Limited - strike price 633.35 expiring on 30SEP2025

Delta for 633.35 CE is 0.18

Historical price for 633.35 CE is as follows

On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 2.3, which was -0.9 lower than the previous day. The implied volatity was 22.64, the open interest changed by -27 which decreased total open position to 757


On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 2.15, which was -1.1 lower than the previous day. The implied volatity was 24.91, the open interest changed by 5 which increased total open position to 857


PATANJALI 30SEP2025 633.35 PE
Delta: -0.78
Vega: 0.31
Theta: -0.24
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 608.90 26.15 -1.55 26.38 36 -1 27
14 Sept 592.70 42.5 6.2 30.87 29 -5 53

For Patanjali Foods Limited - strike price 633.35 expiring on 30SEP2025

Delta for 633.35 PE is -0.78

Historical price for 633.35 PE is as follows

On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 26.15, which was -1.55 lower than the previous day. The implied volatity was 26.38, the open interest changed by -1 which decreased total open position to 27


On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 42.5, which was 6.2 higher than the previous day. The implied volatity was 30.87, the open interest changed by -5 which decreased total open position to 53