Historical option data for PATANJALI
18 Jun 2026 04:10 PM IST
| PATANJALI 30-Jun-2026 (11d) 445 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 0
Theta: -0.24
Gamma: 0.0112
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Jun | 424.20 | 1.85 | 0.85 (85.00%) | 28.38 | 255 | 21 | 210 | |||||||||
| 17 Jun | 419.00 | 1.45 | -0.55 (-27.50%) | 28.85 | 174 | 84 | 187 | |||||||||
| 16 Jun | 425.55 | 2.6 | -0.4 (-13.33%) | 26.28 | 43 | 7 | 104 | |||||||||
| 15 Jun | 425.70 | 2.7 | -1.3 (-32.50%) | 26.43 | 65 | 4 | 98 | |||||||||
| 12 Jun | 425.55 | 3.5 | 0.5 (16.67%) | 25.64 | 114 | 1 | 93 | |||||||||
| 11 Jun | 419.10 | 2.75 | -0.25 (-8.33%) | 28 | 43 | 1 | 91 | |||||||||
| 10 Jun | 419.60 | 3.3 | -0.7 (-17.50%) | 29.4 | 116 | -9 | 90 | |||||||||
| 9 Jun | 422.05 | 3.75 | -0.6 (-13.79%) | 27.47 | 51 | -7 | 99 | |||||||||
| 8 Jun | 419.95 | 4.35 | -0.65 (-13.00%) | 30.1 | 49 | 10 | 106 | |||||||||
| 5 Jun | 420.45 | 5.15 | -1.6 (-23.70%) | 29.51 | 251 | 24 | 100 | |||||||||
| 4 Jun | 427.25 | 6.4 | -5.6 (-46.67%) | 29.79 | 125 | 43 | 75 | |||||||||
| 3 Jun | 441.65 | 11.2 | -25.8 (-69.73%) | 26.5 | 98 | 31 | 31 | |||||||||
| 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 | |||||||||
| 26 May | 465.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 456.75 | 0 | -36.85 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 459.85 | 0 | -36.85 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 449.95 | 0 | -36.85 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 446.65 | 0 | -36.85 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 441.05 | 0 | -36.85 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 454.10 | 0 | -36.85 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 461.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 460.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 460.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 457.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 456.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Patanjali Foods Limited - strike price 445 expiring on 30JUN2026
Delta for 445 CE is 0.16
Historical price for 445 CE is as follows
On 18 Jun PATANJALI was trading at 424.20. The strike last trading price was 1.85, which was 0.85 higher than the previous day. The implied volatity was 28.38, the open interest changed by 21 which increased total open position to 210
On 17 Jun PATANJALI was trading at 419.00. The strike last trading price was 1.45, which was -0.55 lower than the previous day. The implied volatity was 28.85, the open interest changed by 84 which increased total open position to 187
On 16 Jun PATANJALI was trading at 425.55. The strike last trading price was 2.6, which was -0.4 lower than the previous day. The implied volatity was 26.28, the open interest changed by 7 which increased total open position to 104
On 15 Jun PATANJALI was trading at 425.70. The strike last trading price was 2.7, which was -1.3 lower than the previous day. The implied volatity was 26.43, the open interest changed by 4 which increased total open position to 98
On 12 Jun PATANJALI was trading at 425.55. The strike last trading price was 3.5, which was 0.5 higher than the previous day. The implied volatity was 25.64, the open interest changed by 1 which increased total open position to 93
On 11 Jun PATANJALI was trading at 419.10. The strike last trading price was 2.75, which was -0.25 lower than the previous day. The implied volatity was 28, the open interest changed by 1 which increased total open position to 91
On 10 Jun PATANJALI was trading at 419.60. The strike last trading price was 3.3, which was -0.7 lower than the previous day. The implied volatity was 29.4, the open interest changed by -9 which decreased total open position to 90
On 9 Jun PATANJALI was trading at 422.05. The strike last trading price was 3.75, which was -0.6 lower than the previous day. The implied volatity was 27.47, the open interest changed by -7 which decreased total open position to 99
On 8 Jun PATANJALI was trading at 419.95. The strike last trading price was 4.35, which was -0.65 lower than the previous day. The implied volatity was 30.1, the open interest changed by 10 which increased total open position to 106
On 5 Jun PATANJALI was trading at 420.45. The strike last trading price was 5.15, which was -1.6 lower than the previous day. The implied volatity was 29.51, the open interest changed by 24 which increased total open position to 100
On 4 Jun PATANJALI was trading at 427.25. The strike last trading price was 6.4, which was -5.6 lower than the previous day. The implied volatity was 29.79, the open interest changed by 43 which increased total open position to 75
On 3 Jun PATANJALI was trading at 441.65. The strike last trading price was 11.2, which was -25.8 lower than the previous day. The implied volatity was 26.5, the open interest changed by 31 which increased total open position to 31
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
On 26 May PATANJALI was trading at 465.75. 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
On 18 May PATANJALI was trading at 456.75. The strike last trading price was 0, which was -36.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May PATANJALI was trading at 459.85. The strike last trading price was 0, which was -36.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May PATANJALI was trading at 449.95. The strike last trading price was 0, which was -36.85 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 -36.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May PATANJALI was trading at 441.05. The strike last trading price was 0, which was -36.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May PATANJALI was trading at 454.10. The strike last trading price was 0, which was -36.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May PATANJALI was trading at 461.60. 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 7 May PATANJALI was trading at 460.35. 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 6 May PATANJALI was trading at 460.05. 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 5 May PATANJALI was trading at 457.20. 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 4 May PATANJALI was trading at 456.25. 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
| PATANJALI 30-Jun-2026 (11d) 445 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 0
Theta: -0.13
Gamma: 0.01107
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Jun | 424.20 | 24.15 | 4.45 (22.59%) | 25.77 | 14 | -4 | 505 |
| 17 Jun | 419.00 | 19.7 | 19.7 | - | 2 | 0 | 509 |
| 16 Jun | 425.55 | 19.7 | 19.7 (-28.10%) | 24.08 | 2 | 0 | 509 |
| 15 Jun | 425.70 | 19.7 | -7.7 (-28.10%) | 24.08 | 2 | 0 | 510 |
| 12 Jun | 425.55 | 27.4 | 27.4 (24.26%) | 27.52 | 12 | 0 | 510 |
| 11 Jun | 419.10 | 27.4 | 5.35 (24.26%) | 27.52 | 12 | 3 | 510 |
| 10 Jun | 419.60 | 22.05 | -5 (-18.48%) | 23.57 | 1 | -1 | 507 |
| 9 Jun | 422.05 | 27 | 27 | - | 36 | 0 | 508 |
| 8 Jun | 419.95 | 27 | 27 | - | 36 | 0 | 508 |
| 5 Jun | 420.45 | 27 | 5 (22.73%) | 28.61 | 36 | -3 | 508 |
| 4 Jun | 427.25 | 23.25 | 9.6 (70.33%) | 24.54 | 118 | -3 | 511 |
| 3 Jun | 441.65 | 14.25 | 5.45 (61.93%) | 25.76 | 656 | 484 | 515 |
| 2 Jun | 451.55 | 9.1 | -2.1 (-18.75%) | 25.44 | 52 | 22 | 32 |
| 1 Jun | 449.25 | 11.25 | 1.05 (10.29%) | 25.85 | 21 | 3 | 9 |
| 29 May | 456.20 | 9.8 | 0.8 (8.89%) | 26.66 | 6 | 5 | 6 |
| 27 May | 454.75 | 9 | 0 (0.00%) | 31.8 | 1 | 0 | 1 |
| 26 May | 465.75 | 9 | -4.55 (-33.58%) | 31.8 | 1 | 0 | 0 |
| 18 May | 456.75 | 0 | -13.55 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 459.85 | 0 | -13.55 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 449.95 | 0 | -13.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 446.65 | 0 | -13.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 441.05 | 0 | -13.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 454.10 | 0 | -13.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 461.60 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 460.35 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 460.05 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 457.20 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 456.25 | 0 | 0 | - | 0 | 0 | 0 |
For Patanjali Foods Limited - strike price 445 expiring on 30JUN2026
Delta for 445 PE is -0.86
Historical price for 445 PE is as follows
On 18 Jun PATANJALI was trading at 424.20. The strike last trading price was 24.15, which was 4.45 higher than the previous day. The implied volatity was 25.77, the open interest changed by -4 which decreased total open position to 505
On 17 Jun PATANJALI was trading at 419.00. The strike last trading price was 19.7, which was 19.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 509
On 16 Jun PATANJALI was trading at 425.55. The strike last trading price was 19.7, which was 19.7 higher than the previous day. The implied volatity was 24.08, the open interest changed by 0 which decreased total open position to 509
On 15 Jun PATANJALI was trading at 425.70. The strike last trading price was 19.7, which was -7.7 lower than the previous day. The implied volatity was 24.08, the open interest changed by 0 which decreased total open position to 510
On 12 Jun PATANJALI was trading at 425.55. The strike last trading price was 27.4, which was 27.4 higher than the previous day. The implied volatity was 27.52, the open interest changed by 0 which decreased total open position to 510
On 11 Jun PATANJALI was trading at 419.10. The strike last trading price was 27.4, which was 5.35 higher than the previous day. The implied volatity was 27.52, the open interest changed by 3 which increased total open position to 510
On 10 Jun PATANJALI was trading at 419.60. The strike last trading price was 22.05, which was -5 lower than the previous day. The implied volatity was 23.57, the open interest changed by -1 which decreased total open position to 507
On 9 Jun PATANJALI was trading at 422.05. The strike last trading price was 27, which was 27 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 508
On 8 Jun PATANJALI was trading at 419.95. The strike last trading price was 27, which was 27 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 508
On 5 Jun PATANJALI was trading at 420.45. The strike last trading price was 27, which was 5 higher than the previous day. The implied volatity was 28.61, the open interest changed by -3 which decreased total open position to 508
On 4 Jun PATANJALI was trading at 427.25. The strike last trading price was 23.25, which was 9.6 higher than the previous day. The implied volatity was 24.54, the open interest changed by -3 which decreased total open position to 511
On 3 Jun PATANJALI was trading at 441.65. The strike last trading price was 14.25, which was 5.45 higher than the previous day. The implied volatity was 25.76, the open interest changed by 484 which increased total open position to 515
On 2 Jun PATANJALI was trading at 451.55. The strike last trading price was 9.1, which was -2.1 lower than the previous day. The implied volatity was 25.44, the open interest changed by 22 which increased total open position to 32
On 1 Jun PATANJALI was trading at 449.25. The strike last trading price was 11.25, which was 1.05 higher than the previous day. The implied volatity was 25.85, the open interest changed by 3 which increased total open position to 9
On 29 May PATANJALI was trading at 456.20. The strike last trading price was 9.8, which was 0.8 higher than the previous day. The implied volatity was 26.66, the open interest changed by 5 which increased total open position to 6
On 27 May PATANJALI was trading at 454.75. The strike last trading price was 9, which was 0 lower than the previous day. The implied volatity was 31.8, the open interest changed by 0 which decreased total open position to 1
On 26 May PATANJALI was trading at 465.75. The strike last trading price was 9, which was -4.55 lower than the previous day. The implied volatity was 31.8, the open interest changed by 0 which decreased total open position to 0
On 18 May PATANJALI was trading at 456.75. The strike last trading price was 0, which was -13.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May PATANJALI was trading at 459.85. The strike last trading price was 0, which was -13.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May PATANJALI was trading at 449.95. The strike last trading price was 0, which was -13.55 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 -13.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May PATANJALI was trading at 441.05. The strike last trading price was 0, which was -13.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May PATANJALI was trading at 454.10. The strike last trading price was 0, which was -13.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May PATANJALI was trading at 461.60. 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 7 May PATANJALI was trading at 460.35. 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 6 May PATANJALI was trading at 460.05. 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 5 May PATANJALI was trading at 457.20. 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 4 May PATANJALI was trading at 456.25. 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
