PATANJALI
Patanjali Foods Limited
Historical option data for PATANJALI
21 Sep 2025 04:15 PM IST
| PATANJALI 30SEP2025 666.65 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.11
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 608.90 | 0.7 | 0 | 30.70 | 90 | -30 | 163 | |||||||||
| 14 Sept | 592.70 | 0.75 | -0.25 | 30.09 | 23 | 4 | 203 | |||||||||
For Patanjali Foods Limited - strike price 666.65 expiring on 30SEP2025
Delta for 666.65 CE is 0.05
Historical price for 666.65 CE is as follows
On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 0.7, which was 0 lower than the previous day. The implied volatity was 30.70, the open interest changed by -30 which decreased total open position to 163
On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 30.09, the open interest changed by 4 which increased total open position to 203
| PATANJALI 30SEP2025 666.65 PE | |||||||
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Delta: -0.91
Vega: 0.18
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 608.90 | 57.65 | -6.15 | 37.59 | 3 | 3 | 2 |
| 14 Sept | 592.70 | 198.7 | 0 | 0.00 | 0 | 0 | 0 |
For Patanjali Foods Limited - strike price 666.65 expiring on 30SEP2025
Delta for 666.65 PE is -0.91
Historical price for 666.65 PE is as follows
On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 57.65, which was -6.15 lower than the previous day. The implied volatity was 37.59, the open interest changed by 3 which increased total open position to 2
On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 198.7, 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
