PATANJALI
Patanjali Foods Limited
Historical option data for PATANJALI
21 Sep 2025 04:15 PM IST
| PATANJALI 30SEP2025 680 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.10
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 608.90 | 0.7 | 0.2 | 36.08 | 1 | 0 | 39 | |||||||||
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| 14 Sept | 592.70 | 0.35 | -0.4 | 30.10 | 18 | -10 | 51 | |||||||||
For Patanjali Foods Limited - strike price 680 expiring on 30SEP2025
Delta for 680 CE is 0.05
Historical price for 680 CE is as follows
On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 0.7, which was 0.2 higher than the previous day. The implied volatity was 36.08, the open interest changed by 0 which decreased total open position to 39
On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 0.35, which was -0.4 lower than the previous day. The implied volatity was 30.10, the open interest changed by -10 which decreased total open position to 51
| PATANJALI 30SEP2025 680 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 608.90 | 382.95 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 592.70 | 382.95 | 0 | - | 0 | 0 | 0 |
For Patanjali Foods Limited - strike price 680 expiring on 30SEP2025
Delta for 680 PE is -
Historical price for 680 PE is as follows
On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 382.95, 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
On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 382.95, 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
