PATANJALI
Patanjali Foods Limited
Historical option data for PATANJALI
21 Sep 2025 04:15 PM IST
| PATANJALI 30SEP2025 640 CE | ||||||||||||||||
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Delta: 0.13
Vega: 0.23
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 608.90 | 1.65 | -0.7 | 23.89 | 206 | 5 | 306 | |||||||||
| 14 Sept | 592.70 | 1.7 | -0.95 | 25.94 | 220 | -27 | 342 | |||||||||
For Patanjali Foods Limited - strike price 640 expiring on 30SEP2025
Delta for 640 CE is 0.13
Historical price for 640 CE is as follows
On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 1.65, which was -0.7 lower than the previous day. The implied volatity was 23.89, the open interest changed by 5 which increased total open position to 306
On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 1.7, which was -0.95 lower than the previous day. The implied volatity was 25.94, the open interest changed by -27 which decreased total open position to 342
| PATANJALI 30SEP2025 640 PE | |||||||
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Delta: -0.81
Vega: 0.28
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 608.90 | 32.45 | -2.1 | 29.46 | 11 | 9 | 19 |
| 14 Sept | 592.70 | 52.4 | -71.15 | 42.76 | 7 | -1 | 11 |
For Patanjali Foods Limited - strike price 640 expiring on 30SEP2025
Delta for 640 PE is -0.81
Historical price for 640 PE is as follows
On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 32.45, which was -2.1 lower than the previous day. The implied volatity was 29.46, the open interest changed by 9 which increased total open position to 19
On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 52.4, which was -71.15 lower than the previous day. The implied volatity was 42.76, the open interest changed by -1 which decreased total open position to 11
