PATANJALI
Patanjali Foods Limited
Historical option data for PATANJALI
21 Sep 2025 04:15 PM IST
| PATANJALI 30SEP2025 650 CE | ||||||||||||||||
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Delta: 0.08
Vega: 0.16
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 608.90 | 1 | -0.5 | 25.58 | 86 | 24 | 57 | |||||||||
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| 14 Sept | 592.70 | 1.2 | -3.1 | 27.37 | 12 | 9 | 10 | |||||||||
For Patanjali Foods Limited - strike price 650 expiring on 30SEP2025
Delta for 650 CE is 0.08
Historical price for 650 CE is as follows
On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 1, which was -0.5 lower than the previous day. The implied volatity was 25.58, the open interest changed by 24 which increased total open position to 57
On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 1.2, which was -3.1 lower than the previous day. The implied volatity was 27.37, the open interest changed by 9 which increased total open position to 10
| PATANJALI 30SEP2025 650 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 608.90 | 43.95 | -0.05 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 592.70 | 53.4 | 0 | - | 0 | 0 | 0 |
For Patanjali Foods Limited - strike price 650 expiring on 30SEP2025
Delta for 650 PE is 0.00
Historical price for 650 PE is as follows
On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 43.95, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 53.4, 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
