Historical option data for PATANJALI
22 Jun 2026 01:18 PM IST
| PATANJALI 28-Jul-2026 (36d) 400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.72
Vega: 0
Theta: -0.24
Gamma: 0.00712
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 418.95 | 33 | 0 (0.00%) | 35.22 | 3 | 3 | 43 | |||||||||
| 19 Jun | 421.70 | 32.7 | -0.3 (-0.91%) | 34.01 | 15 | -8 | 44 | |||||||||
| 18 Jun | 424.20 | 32.75 | 2.75 (9.17%) | 32.21 | 22 | 16 | 52 | |||||||||
| 17 Jun | 419.00 | 29.5 | -1.5 (-4.84%) | 30.29 | 34 | 24 | 26 | |||||||||
| 16 Jun | 425.55 | 31 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 15 Jun | 425.70 | 31 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 12 Jun | 425.55 | 31 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 11 Jun | 419.10 | 31 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 10 Jun | 419.60 | 31 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 9 Jun | 422.05 | 31 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 8 Jun | 419.95 | 31 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 5 Jun | 420.45 | 31 | -43.75 (-58.53%) | 24.72 | 2 | 2 | 2 | |||||||||
| 14 May | 447.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 May | 446.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Patanjali Foods Limited - strike price 400 expiring on 28JUL2026
Delta for 400 CE is 0.72
Historical price for 400 CE is as follows
On 22 Jun PATANJALI was trading at 418.95. The strike last trading price was 33, which was 0 lower than the previous day. The implied volatity was 35.22, the open interest changed by 3 which increased total open position to 43
On 19 Jun PATANJALI was trading at 421.70. The strike last trading price was 32.7, which was -0.3 lower than the previous day. The implied volatity was 34.01, the open interest changed by -8 which decreased total open position to 44
On 18 Jun PATANJALI was trading at 424.20. The strike last trading price was 32.75, which was 2.75 higher than the previous day. The implied volatity was 32.21, the open interest changed by 16 which increased total open position to 52
On 17 Jun PATANJALI was trading at 419.00. The strike last trading price was 29.5, which was -1.5 lower than the previous day. The implied volatity was 30.29, the open interest changed by 24 which increased total open position to 26
On 16 Jun PATANJALI was trading at 425.55. The strike last trading price was 31, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 Jun PATANJALI was trading at 425.70. The strike last trading price was 31, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Jun PATANJALI was trading at 425.55. The strike last trading price was 31, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Jun PATANJALI was trading at 419.10. The strike last trading price was 31, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Jun PATANJALI was trading at 419.60. The strike last trading price was 31, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Jun PATANJALI was trading at 422.05. The strike last trading price was 31, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Jun PATANJALI was trading at 419.95. The strike last trading price was 31, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Jun PATANJALI was trading at 420.45. The strike last trading price was 31, which was -43.75 lower than the previous day. The implied volatity was 24.72, the open interest changed by 2 which increased total open position to 2
On 14 May PATANJALI was trading at 447.95. The strike last trading price was 0, 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 13 May PATANJALI was trading at 446.65. The strike last trading price was 0, 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
| PATANJALI 28-Jul-2026 (36d) 400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.29
Vega: 0
Theta: -0.16
Gamma: 0.00816
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 418.95 | 8.3 | 0.5 (6.41%) | 31.99 | 45 | 2 | 215 |
| 19 Jun | 421.70 | 8.35 | 1.75 (26.52%) | 32.9 | 53 | 7 | 222 |
| 18 Jun | 424.20 | 6.7 | -1.25 (-15.72%) | 30.09 | 247 | 188 | 214 |
| 17 Jun | 419.00 | 7.95 | 1.75 (28.23%) | 30 | 18 | 10 | 27 |
| 16 Jun | 425.55 | 6.2 | 0.05 (0.81%) | 29.74 | 3 | 0 | 17 |
| 15 Jun | 425.70 | 6.15 | -1.3 (-17.45%) | 30.09 | 19 | 13 | 17 |
| 12 Jun | 425.55 | 7.45 | -5.55 (-42.69%) | 30.66 | 2 | 1 | 4 |
| 11 Jun | 419.10 | 13 | 13 | - | 3 | 0 | 3 |
| 10 Jun | 419.60 | 13 | 13 | - | 3 | 0 | 3 |
| 9 Jun | 422.05 | 13 | 13 | - | 3 | 0 | 3 |
| 8 Jun | 419.95 | 13 | 13 | - | 3 | 0 | 3 |
| 5 Jun | 420.45 | 13 | 7.85 (152.43%) | 37.16 | 3 | 3 | 3 |
| 14 May | 447.95 | 0 | -5.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 446.65 | 0 | -5.15 (-100.00%) | 0 | 0 | 0 | 0 |
For Patanjali Foods Limited - strike price 400 expiring on 28JUL2026
Delta for 400 PE is -0.29
Historical price for 400 PE is as follows
On 22 Jun PATANJALI was trading at 418.95. The strike last trading price was 8.3, which was 0.5 higher than the previous day. The implied volatity was 31.99, the open interest changed by 2 which increased total open position to 215
On 19 Jun PATANJALI was trading at 421.70. The strike last trading price was 8.35, which was 1.75 higher than the previous day. The implied volatity was 32.9, the open interest changed by 7 which increased total open position to 222
On 18 Jun PATANJALI was trading at 424.20. The strike last trading price was 6.7, which was -1.25 lower than the previous day. The implied volatity was 30.09, the open interest changed by 188 which increased total open position to 214
On 17 Jun PATANJALI was trading at 419.00. The strike last trading price was 7.95, which was 1.75 higher than the previous day. The implied volatity was 30, the open interest changed by 10 which increased total open position to 27
On 16 Jun PATANJALI was trading at 425.55. The strike last trading price was 6.2, which was 0.05 higher than the previous day. The implied volatity was 29.74, the open interest changed by 0 which decreased total open position to 17
On 15 Jun PATANJALI was trading at 425.70. The strike last trading price was 6.15, which was -1.3 lower than the previous day. The implied volatity was 30.09, the open interest changed by 13 which increased total open position to 17
On 12 Jun PATANJALI was trading at 425.55. The strike last trading price was 7.45, which was -5.55 lower than the previous day. The implied volatity was 30.66, the open interest changed by 1 which increased total open position to 4
On 11 Jun PATANJALI was trading at 419.10. The strike last trading price was 13, which was 13 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Jun PATANJALI was trading at 419.60. The strike last trading price was 13, which was 13 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Jun PATANJALI was trading at 422.05. The strike last trading price was 13, which was 13 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 8 Jun PATANJALI was trading at 419.95. The strike last trading price was 13, which was 13 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Jun PATANJALI was trading at 420.45. The strike last trading price was 13, which was 7.85 higher than the previous day. The implied volatity was 37.16, the open interest changed by 3 which increased total open position to 3
On 14 May PATANJALI was trading at 447.95. The strike last trading price was 0, which was -5.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May PATANJALI was trading at 446.65. The strike last trading price was 0, which was -5.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
