Historical option data for PATANJALI
29 Jun 2026 10:49 AM IST
| PATANJALI 28-Jul-2026 (25d) 420 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 0
Theta: -0.25
Gamma: 0.01133
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 409.50 | 10 | -1 (-9.09%) | 29.6 | 71 | -21 | 170 | |||||||||
| 25 Jun | 412.55 | 10.15 | -3.85 (-27.50%) | 27.45 | 199 | 66 | 189 | |||||||||
| 24 Jun | 414.20 | 13.2 | -0.8 (-5.71%) | 28.61 | 102 | 21 | 122 | |||||||||
| 23 Jun | 414.60 | 14 | -3 (-17.65%) | 30.92 | 58 | 18 | 100 | |||||||||
| 22 Jun | 418.25 | 17.15 | -2.85 (-14.25%) | 32.64 | 101 | -37 | 81 | |||||||||
| 19 Jun | 421.70 | 19.9 | -1.1 (-5.24%) | 32.49 | 134 | 105 | 116 | |||||||||
| 18 Jun | 424.20 | 21 | 4 (23.53%) | 29.35 | 32 | 4 | 14 | |||||||||
| 17 Jun | 419.00 | 17 | -3 (-15.00%) | 29.87 | 14 | 8 | 11 | |||||||||
| 16 Jun | 425.55 | 20 | 0 (0.00%) | - | 2 | 0 | 3 | |||||||||
| 15 Jun | 425.70 | 20 | 0 (0.00%) | - | 2 | 0 | 3 | |||||||||
| 12 Jun | 425.55 | 20 | 0 (0.00%) | - | 2 | 0 | 3 | |||||||||
| 11 Jun | 419.10 | 20 | 0 (0.00%) | - | 2 | 0 | 3 | |||||||||
| 10 Jun | 419.60 | 20 | 0 (0.00%) | - | 2 | 0 | 3 | |||||||||
| 9 Jun | 422.05 | 20 | 0 (0.00%) | - | 2 | 0 | 3 | |||||||||
| 8 Jun | 419.95 | 20 | 0 (0.00%) | - | 2 | 0 | 3 | |||||||||
| 5 Jun | 420.45 | 20 | -30 (-60.00%) | 33.46 | 2 | 2 | 3 | |||||||||
| 4 Jun | 427.25 | 50 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 3 Jun | 441.65 | 50 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 2 Jun | 451.55 | 50 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 1 Jun | 449.25 | 50 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 29 May | 456.20 | 50 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 27 May | 454.75 | 50 | -9.2 (-15.54%) | 38.57 | 1 | 0 | 0 | |||||||||
For Patanjali Foods Limited - strike price 420 expiring on 28JUL2026
Delta for 420 CE is 0.42
Historical price for 420 CE is as follows
On 29 Jun PATANJALI was trading at 409.50. The strike last trading price was 10, which was -1 lower than the previous day. The implied volatity was 29.6, the open interest changed by -21 which decreased total open position to 170
On 25 Jun PATANJALI was trading at 412.55. The strike last trading price was 10.15, which was -3.85 lower than the previous day. The implied volatity was 27.45, the open interest changed by 66 which increased total open position to 189
On 24 Jun PATANJALI was trading at 414.20. The strike last trading price was 13.2, which was -0.8 lower than the previous day. The implied volatity was 28.61, the open interest changed by 21 which increased total open position to 122
On 23 Jun PATANJALI was trading at 414.60. The strike last trading price was 14, which was -3 lower than the previous day. The implied volatity was 30.92, the open interest changed by 18 which increased total open position to 100
On 22 Jun PATANJALI was trading at 418.25. The strike last trading price was 17.15, which was -2.85 lower than the previous day. The implied volatity was 32.64, the open interest changed by -37 which decreased total open position to 81
On 19 Jun PATANJALI was trading at 421.70. The strike last trading price was 19.9, which was -1.1 lower than the previous day. The implied volatity was 32.49, the open interest changed by 105 which increased total open position to 116
On 18 Jun PATANJALI was trading at 424.20. The strike last trading price was 21, which was 4 higher than the previous day. The implied volatity was 29.35, the open interest changed by 4 which increased total open position to 14
On 17 Jun PATANJALI was trading at 419.00. The strike last trading price was 17, which was -3 lower than the previous day. The implied volatity was 29.87, the open interest changed by 8 which increased total open position to 11
On 16 Jun PATANJALI was trading at 425.55. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 Jun PATANJALI was trading at 425.70. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 12 Jun PATANJALI was trading at 425.55. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 11 Jun PATANJALI was trading at 419.10. The strike last trading price was 20, which was 0 lower 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 20, which was 0 lower 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 20, which was 0 lower 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 20, which was 0 lower 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 20, which was -30 lower than the previous day. The implied volatity was 33.46, the open interest changed by 2 which increased total open position to 3
On 4 Jun PATANJALI was trading at 427.25. The strike last trading price was 50, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Jun PATANJALI was trading at 441.65. The strike last trading price was 50, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Jun PATANJALI was trading at 451.55. The strike last trading price was 50, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Jun PATANJALI was trading at 449.25. The strike last trading price was 50, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 May PATANJALI was trading at 456.20. The strike last trading price was 50, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 May PATANJALI was trading at 454.75. The strike last trading price was 50, which was -9.2 lower than the previous day. The implied volatity was 38.57, the open interest changed by 0 which decreased total open position to 0
| PATANJALI 28-Jul-2026 (25d) 420 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 409.50 | 19.45 | 19.45 | - | 9 | 0 | 11 |
| 25 Jun | 412.55 | 19.45 | 3.95 (25.48%) | 30.54 | 9 | 6 | 10 |
| 24 Jun | 414.20 | 15.5 | 15.5 (3.33%) | 29.98 | 2 | 0 | 4 |
| 23 Jun | 414.60 | 15.5 | 0.5 (3.33%) | 29.98 | 2 | 1 | 4 |
| 22 Jun | 418.25 | 15 | 15 | - | 2 | 0 | 3 |
| 19 Jun | 421.70 | 15 | 15 | - | 2 | 0 | 3 |
| 18 Jun | 424.20 | 15 | 15 (29.87%) | 27.93 | 2 | 0 | 3 |
| 17 Jun | 419.00 | 15 | 3.45 (29.87%) | 27.93 | 2 | 2 | 3 |
| 16 Jun | 425.55 | 11.55 | 11.55 (24.19%) | 25.78 | 1 | 0 | 1 |
| 15 Jun | 425.70 | 11.55 | 2.25 (24.19%) | 25.78 | 1 | 1 | 1 |
| 12 Jun | 425.55 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 419.10 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 419.60 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 422.05 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 419.95 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 420.45 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 427.25 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 441.65 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 451.55 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jun | 449.25 | 0 | 0 | - | 0 | 0 | 0 |
| 29 May | 456.20 | 0 | 0 | - | 0 | 0 | 0 |
| 27 May | 454.75 | 0 | 0 | - | 0 | 0 | 0 |
For Patanjali Foods Limited - strike price 420 expiring on 28JUL2026
Delta for 420 PE is -
Historical price for 420 PE is as follows
On 29 Jun PATANJALI was trading at 409.50. The strike last trading price was 19.45, which was 19.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 25 Jun PATANJALI was trading at 412.55. The strike last trading price was 19.45, which was 3.95 higher than the previous day. The implied volatity was 30.54, the open interest changed by 6 which increased total open position to 10
On 24 Jun PATANJALI was trading at 414.20. The strike last trading price was 15.5, which was 15.5 higher than the previous day. The implied volatity was 29.98, the open interest changed by 0 which decreased total open position to 4
On 23 Jun PATANJALI was trading at 414.60. The strike last trading price was 15.5, which was 0.5 higher than the previous day. The implied volatity was 29.98, the open interest changed by 1 which increased total open position to 4
On 22 Jun PATANJALI was trading at 418.25. The strike last trading price was 15, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Jun PATANJALI was trading at 421.70. The strike last trading price was 15, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Jun PATANJALI was trading at 424.20. The strike last trading price was 15, which was 15 higher than the previous day. The implied volatity was 27.93, the open interest changed by 0 which decreased total open position to 3
On 17 Jun PATANJALI was trading at 419.00. The strike last trading price was 15, which was 3.45 higher than the previous day. The implied volatity was 27.93, the open interest changed by 2 which increased total open position to 3
On 16 Jun PATANJALI was trading at 425.55. The strike last trading price was 11.55, which was 11.55 higher than the previous day. The implied volatity was 25.78, the open interest changed by 0 which decreased total open position to 1
On 15 Jun PATANJALI was trading at 425.70. The strike last trading price was 11.55, which was 2.25 higher than the previous day. The implied volatity was 25.78, the open interest changed by 1 which increased total open position to 1
On 12 Jun PATANJALI was trading at 425.55. 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 11 Jun PATANJALI was trading at 419.10. 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 10 Jun PATANJALI was trading at 419.60. 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 9 Jun PATANJALI was trading at 422.05. 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 8 Jun PATANJALI was trading at 419.95. 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 5 Jun PATANJALI was trading at 420.45. 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 4 Jun PATANJALI was trading at 427.25. 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 3 Jun PATANJALI was trading at 441.65. 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
On 2 Jun PATANJALI was trading at 451.55. 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 1 Jun PATANJALI was trading at 449.25. 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 29 May PATANJALI was trading at 456.20. 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 27 May PATANJALI was trading at 454.75. 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
