PATANJALI
Patanjali Foods Limited
Historical option data for PATANJALI
21 Sep 2025 04:15 PM IST
| PATANJALI 30SEP2025 660 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.12
Theta: -0.15
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 608.90 | 0.65 | -0.35 | 27.49 | 116 | -61 | 131 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 592.70 | 0.85 | -0.5 | 28.69 | 65 | 20 | 168 | |||||||||
For Patanjali Foods Limited - strike price 660 expiring on 30SEP2025
Delta for 660 CE is 0.05
Historical price for 660 CE is as follows
On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 27.49, the open interest changed by -61 which decreased total open position to 131
On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 0.85, which was -0.5 lower than the previous day. The implied volatity was 28.69, the open interest changed by 20 which increased total open position to 168
| PATANJALI 30SEP2025 660 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 608.90 | 150.15 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 592.70 | 150.15 | 0 | 0.00 | 0 | 0 | 0 |
For Patanjali Foods Limited - strike price 660 expiring on 30SEP2025
Delta for 660 PE is 0.00
Historical price for 660 PE is as follows
On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 150.15, which was 0 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 150.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
