Historical option data for PATANJALI
29 Jun 2026 10:49 AM IST
| PATANJALI 28-Jul-2026 (27d) 430 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.31
Vega: 0
Theta: -0.23
Gamma: 0.01024
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 409.50 | 6.75 | -0.25 (-3.57%) | 29.78 | 43 | 6 | 85 | |||||||||
| 25 Jun | 412.55 | 6.9 | -3.1 (-31.00%) | 27.77 | 67 | 23 | 74 | |||||||||
| 24 Jun | 414.20 | 9.1 | -0.9 (-9.00%) | 28.35 | 54 | 10 | 50 | |||||||||
| 23 Jun | 414.60 | 10 | -2 (-16.67%) | 30.62 | 17 | 12 | 40 | |||||||||
| 22 Jun | 418.25 | 12 | -3 (-20.00%) | 31.56 | 28 | 15 | 27 | |||||||||
| 19 Jun | 421.70 | 14.85 | 1.85 (14.23%) | 31.54 | 9 | 2 | 10 | |||||||||
| 18 Jun | 424.20 | 12.7 | -0.3 (-2.31%) | 28.94 | 9 | 0 | 8 | |||||||||
| 17 Jun | 419.00 | 12.5 | -4.5 (-26.47%) | 28.94 | 9 | 4 | 7 | |||||||||
| 16 Jun | 425.55 | 17 | -1 (-5.56%) | 29.51 | 2 | 2 | 3 | |||||||||
| 15 Jun | 425.70 | 17.55 | -34.45 (-66.25%) | 32.3 | 1 | 0 | 0 | |||||||||
| 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 | |||||||||
For Patanjali Foods Limited - strike price 430 expiring on 28JUL2026
Delta for 430 CE is 0.31
Historical price for 430 CE is as follows
On 29 Jun PATANJALI was trading at 409.50. The strike last trading price was 6.75, which was -0.25 lower than the previous day. The implied volatity was 29.78, the open interest changed by 6 which increased total open position to 85
On 25 Jun PATANJALI was trading at 412.55. The strike last trading price was 6.9, which was -3.1 lower than the previous day. The implied volatity was 27.77, the open interest changed by 23 which increased total open position to 74
On 24 Jun PATANJALI was trading at 414.20. The strike last trading price was 9.1, which was -0.9 lower than the previous day. The implied volatity was 28.35, the open interest changed by 10 which increased total open position to 50
On 23 Jun PATANJALI was trading at 414.60. The strike last trading price was 10, which was -2 lower than the previous day. The implied volatity was 30.62, the open interest changed by 12 which increased total open position to 40
On 22 Jun PATANJALI was trading at 418.25. The strike last trading price was 12, which was -3 lower than the previous day. The implied volatity was 31.56, the open interest changed by 15 which increased total open position to 27
On 19 Jun PATANJALI was trading at 421.70. The strike last trading price was 14.85, which was 1.85 higher than the previous day. The implied volatity was 31.54, the open interest changed by 2 which increased total open position to 10
On 18 Jun PATANJALI was trading at 424.20. The strike last trading price was 12.7, which was -0.3 lower than the previous day. The implied volatity was 28.94, the open interest changed by 0 which decreased total open position to 8
On 17 Jun PATANJALI was trading at 419.00. The strike last trading price was 12.5, which was -4.5 lower than the previous day. The implied volatity was 28.94, the open interest changed by 4 which increased total open position to 7
On 16 Jun PATANJALI was trading at 425.55. The strike last trading price was 17, which was -1 lower than the previous day. The implied volatity was 29.51, the open interest changed by 2 which increased total open position to 3
On 15 Jun PATANJALI was trading at 425.70. The strike last trading price was 17.55, which was -34.45 lower than the previous day. The implied volatity was 32.3, the open interest changed by 0 which decreased total open position to 0
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
| PATANJALI 28-Jul-2026 (27d) 430 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 | 23.4 | 23.4 | - | 7 | 0 | 4 |
| 25 Jun | 412.55 | 23.55 | 4.9 (26.27%) | 29.95 | 7 | -2 | 2 |
| 24 Jun | 414.20 | 18.65 | 18.65 | - | 2 | 0 | 4 |
| 23 Jun | 414.60 | 18.65 | 18.65 | - | 2 | 0 | 4 |
| 22 Jun | 418.25 | 18.65 | 18.65 | - | 2 | 0 | 4 |
| 19 Jun | 421.70 | 18.65 | 18.65 | - | 2 | 0 | 4 |
| 18 Jun | 424.20 | 18.65 | 18.65 (16.20%) | 24.58 | 2 | 0 | 4 |
| 17 Jun | 419.00 | 18.65 | 2.6 (16.20%) | 24.58 | 2 | 2 | 4 |
| 16 Jun | 425.55 | 16.05 | 16.05 (-14.63%) | 27.94 | 1 | 0 | 2 |
| 15 Jun | 425.70 | 16.05 | -2.75 (-14.63%) | 27.94 | 1 | 0 | 1 |
| 12 Jun | 425.55 | 18.8 | 0 (0.00%) | - | 1 | 0 | 1 |
| 11 Jun | 419.10 | 18.8 | 0 (0.00%) | 22.98 | 1 | 0 | 1 |
| 10 Jun | 419.60 | 18.8 | 6.75 (56.02%) | 22.98 | 1 | 1 | 1 |
For Patanjali Foods Limited - strike price 430 expiring on 28JUL2026
Delta for 430 PE is -
Historical price for 430 PE is as follows
On 29 Jun PATANJALI was trading at 409.50. The strike last trading price was 23.4, which was 23.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 25 Jun PATANJALI was trading at 412.55. The strike last trading price was 23.55, which was 4.9 higher than the previous day. The implied volatity was 29.95, the open interest changed by -2 which decreased total open position to 2
On 24 Jun PATANJALI was trading at 414.20. The strike last trading price was 18.65, which was 18.65 higher than the previous day. The implied volatity was -, 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 18.65, which was 18.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 22 Jun PATANJALI was trading at 418.25. The strike last trading price was 18.65, which was 18.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 19 Jun PATANJALI was trading at 421.70. The strike last trading price was 18.65, which was 18.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 18 Jun PATANJALI was trading at 424.20. The strike last trading price was 18.65, which was 18.65 higher than the previous day. The implied volatity was 24.58, the open interest changed by 0 which decreased total open position to 4
On 17 Jun PATANJALI was trading at 419.00. The strike last trading price was 18.65, which was 2.6 higher than the previous day. The implied volatity was 24.58, the open interest changed by 2 which increased total open position to 4
On 16 Jun PATANJALI was trading at 425.55. The strike last trading price was 16.05, which was 16.05 higher than the previous day. The implied volatity was 27.94, 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 16.05, which was -2.75 lower than the previous day. The implied volatity was 27.94, the open interest changed by 0 which decreased total open position to 1
On 12 Jun PATANJALI was trading at 425.55. The strike last trading price was 18.8, 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 11 Jun PATANJALI was trading at 419.10. The strike last trading price was 18.8, which was 0 lower than the previous day. The implied volatity was 22.98, the open interest changed by 0 which decreased total open position to 1
On 10 Jun PATANJALI was trading at 419.60. The strike last trading price was 18.8, which was 6.75 higher than the previous day. The implied volatity was 22.98, the open interest changed by 1 which increased total open position to 1
