Historical option data for PATANJALI
05 Jun 2026 04:10 PM IST
| PATANJALI 30-Jun-2026 (24d) 455 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 0
Theta: -0.19
Gamma: 0.00806
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jun | 420.45 | 3.25 | -1.25 (-27.78%) | 29.93 | 499 | -20 | 645 | |||||||||
| 4 Jun | 427.25 | 4.35 | -3.65 (-45.63%) | 30.66 | 225 | 37 | 664 | |||||||||
| 3 Jun | 441.65 | 8.1 | -3.9 (-32.50%) | 28.14 | 344 | 14 | 627 | |||||||||
| 2 Jun | 451.55 | 12.05 | 0.05 (0.42%) | 26.96 | 947 | 550 | 617 | |||||||||
| 1 Jun | 449.25 | 11.35 | -5.65 (-33.24%) | 28.51 | 117 | 19 | 66 | |||||||||
| 29 May | 456.20 | 17.1 | -0.9 (-5.00%) | 31.32 | 104 | 41 | 46 | |||||||||
| 27 May | 454.75 | 17.75 | -13.25 (-42.74%) | 30.78 | 11 | 4 | 4 | |||||||||
| 26 May | 465.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 May | 468.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 May | 463.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 May | 463.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 456.75 | 0 | -30.95 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 459.85 | 0 | -30.95 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 449.95 | 0 | -30.95 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 446.65 | 0 | -30.95 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 441.05 | 0 | -30.95 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 454.10 | 0 | -30.95 (-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 455 expiring on 30JUN2026
Delta for 455 CE is 0.19
Historical price for 455 CE is as follows
On 5 Jun PATANJALI was trading at 420.45. The strike last trading price was 3.25, which was -1.25 lower than the previous day. The implied volatity was 29.93, the open interest changed by -20 which decreased total open position to 645
On 4 Jun PATANJALI was trading at 427.25. The strike last trading price was 4.35, which was -3.65 lower than the previous day. The implied volatity was 30.66, the open interest changed by 37 which increased total open position to 664
On 3 Jun PATANJALI was trading at 441.65. The strike last trading price was 8.1, which was -3.9 lower than the previous day. The implied volatity was 28.14, the open interest changed by 14 which increased total open position to 627
On 2 Jun PATANJALI was trading at 451.55. The strike last trading price was 12.05, which was 0.05 higher than the previous day. The implied volatity was 26.96, the open interest changed by 550 which increased total open position to 617
On 1 Jun PATANJALI was trading at 449.25. The strike last trading price was 11.35, which was -5.65 lower than the previous day. The implied volatity was 28.51, the open interest changed by 19 which increased total open position to 66
On 29 May PATANJALI was trading at 456.20. The strike last trading price was 17.1, which was -0.9 lower than the previous day. The implied volatity was 31.32, the open interest changed by 41 which increased total open position to 46
On 27 May PATANJALI was trading at 454.75. The strike last trading price was 17.75, which was -13.25 lower than the previous day. The implied volatity was 30.78, the open interest changed by 4 which increased total open position to 4
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 25 May PATANJALI was trading at 468.45. 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 22 May PATANJALI was trading at 463.45. 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 21 May PATANJALI was trading at 463.25. 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 18 May PATANJALI was trading at 456.75. The strike last trading price was 0, which was -30.95 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 -30.95 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 -30.95 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 -30.95 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 -30.95 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 -30.95 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 (24d) 455 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 0
Theta: -0.09
Gamma: 0.00721
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jun | 420.45 | 39 | 10 (34.48%) | 29.22 | 10 | 0 | 508 |
| 4 Jun | 427.25 | 30.45 | 11 (56.56%) | 22.81 | 10 | 4 | 506 |
| 3 Jun | 441.65 | 19.45 | 6.15 (46.24%) | 23.55 | 98 | -16 | 503 |
| 2 Jun | 451.55 | 13.8 | -1.1 (-7.38%) | 25.32 | 700 | 472 | 522 |
| 1 Jun | 449.25 | 16.1 | 1.9 (13.38%) | 23.77 | 198 | 5 | 51 |
| 29 May | 456.20 | 13.55 | -1.1 (-7.51%) | 25.75 | 129 | 34 | 48 |
| 27 May | 454.75 | 15 | 1.4 (10.29%) | 28.08 | 24 | 13 | 15 |
| 26 May | 465.75 | 13.6 | -2.95 (-17.82%) | 34.04 | 1 | 1 | 2 |
| 25 May | 468.45 | 16.55 | 0 (0.00%) | - | 1 | 0 | 1 |
| 22 May | 463.45 | 16.55 | 0 (0.00%) | 33.75 | 1 | 0 | 1 |
| 21 May | 463.25 | 16.55 | -1 (-5.70%) | 33.75 | 1 | 1 | 1 |
| 18 May | 456.75 | 0 | -17.55 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 459.85 | 0 | -17.55 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 449.95 | 0 | -17.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 446.65 | 0 | -17.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 441.05 | 0 | -17.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 454.10 | 0 | -17.55 (-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 455 expiring on 30JUN2026
Delta for 455 PE is -0.85
Historical price for 455 PE is as follows
On 5 Jun PATANJALI was trading at 420.45. The strike last trading price was 39, which was 10 higher than the previous day. The implied volatity was 29.22, the open interest changed by 0 which decreased total open position to 508
On 4 Jun PATANJALI was trading at 427.25. The strike last trading price was 30.45, which was 11 higher than the previous day. The implied volatity was 22.81, the open interest changed by 4 which increased total open position to 506
On 3 Jun PATANJALI was trading at 441.65. The strike last trading price was 19.45, which was 6.15 higher than the previous day. The implied volatity was 23.55, the open interest changed by -16 which decreased total open position to 503
On 2 Jun PATANJALI was trading at 451.55. The strike last trading price was 13.8, which was -1.1 lower than the previous day. The implied volatity was 25.32, the open interest changed by 472 which increased total open position to 522
On 1 Jun PATANJALI was trading at 449.25. The strike last trading price was 16.1, which was 1.9 higher than the previous day. The implied volatity was 23.77, the open interest changed by 5 which increased total open position to 51
On 29 May PATANJALI was trading at 456.20. The strike last trading price was 13.55, which was -1.1 lower than the previous day. The implied volatity was 25.75, the open interest changed by 34 which increased total open position to 48
On 27 May PATANJALI was trading at 454.75. The strike last trading price was 15, which was 1.4 higher than the previous day. The implied volatity was 28.08, the open interest changed by 13 which increased total open position to 15
On 26 May PATANJALI was trading at 465.75. The strike last trading price was 13.6, which was -2.95 lower than the previous day. The implied volatity was 34.04, the open interest changed by 1 which increased total open position to 2
On 25 May PATANJALI was trading at 468.45. The strike last trading price was 16.55, 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 22 May PATANJALI was trading at 463.45. The strike last trading price was 16.55, which was 0 lower than the previous day. The implied volatity was 33.75, the open interest changed by 0 which decreased total open position to 1
On 21 May PATANJALI was trading at 463.25. The strike last trading price was 16.55, which was -1 lower than the previous day. The implied volatity was 33.75, the open interest changed by 1 which increased total open position to 1
On 18 May PATANJALI was trading at 456.75. The strike last trading price was 0, which was -17.55 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 -17.55 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 -17.55 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 -17.55 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 -17.55 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 -17.55 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
