Historical option data for PATANJALI
03 Jun 2026 04:10 PM IST
| PATANJALI 30-Jun-2026 (27d) 465 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 0
Theta: -0.23
Gamma: 0.00959
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 3 Jun | 441.65 | 5.25 | -2.75 (-34.38%) | 28.32 | 145 | -5 | 139 | |||||||||
| 2 Jun | 451.55 | 8.2 | 0.2 (2.50%) | 26.34 | 165 | 30 | 144 | |||||||||
| 1 Jun | 449.25 | 7.55 | -4.45 (-37.08%) | 27.66 | 133 | -10 | 113 | |||||||||
| 29 May | 456.20 | 13.15 | -0.85 (-6.07%) | 31.56 | 157 | 28 | 123 | |||||||||
| 27 May | 454.75 | 13.1 | -4.9 (-27.22%) | 30.59 | 106 | 31 | 94 | |||||||||
| 26 May | 465.75 | 18 | -3 (-14.29%) | 29.41 | 51 | 15 | 62 | |||||||||
| 25 May | 468.45 | 21.4 | -1.6 (-6.96%) | 30.21 | 76 | 43 | 47 | |||||||||
| 22 May | 463.45 | 23 | 0 (0.00%) | 35.74 | 5 | 0 | 4 | |||||||||
| 21 May | 463.25 | 23 | -3 (-11.54%) | 35.74 | 5 | 0 | 3 | |||||||||
| 20 May | 467.15 | 26 | 5 (23.81%) | 39.49 | 3 | 2 | 2 | |||||||||
| 18 May | 456.75 | 20.15 | -0.6 (-2.89%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 459.85 | 20.15 | -5.55 (-21.60%) | 32.22 | 2 | 0 | 0 | |||||||||
| 14 May | 449.95 | 0 | -25.7 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 446.65 | 0 | -25.7 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 441.05 | 0 | -25.7 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 454.10 | 0 | -25.7 (-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 465 expiring on 30JUN2026
Delta for 465 CE is 0.26
Historical price for 465 CE is as follows
On 3 Jun PATANJALI was trading at 441.65. The strike last trading price was 5.25, which was -2.75 lower than the previous day. The implied volatity was 28.32, the open interest changed by -5 which decreased total open position to 139
On 2 Jun PATANJALI was trading at 451.55. The strike last trading price was 8.2, which was 0.2 higher than the previous day. The implied volatity was 26.34, the open interest changed by 30 which increased total open position to 144
On 1 Jun PATANJALI was trading at 449.25. The strike last trading price was 7.55, which was -4.45 lower than the previous day. The implied volatity was 27.66, the open interest changed by -10 which decreased total open position to 113
On 29 May PATANJALI was trading at 456.20. The strike last trading price was 13.15, which was -0.85 lower than the previous day. The implied volatity was 31.56, the open interest changed by 28 which increased total open position to 123
On 27 May PATANJALI was trading at 454.75. The strike last trading price was 13.1, which was -4.9 lower than the previous day. The implied volatity was 30.59, the open interest changed by 31 which increased total open position to 94
On 26 May PATANJALI was trading at 465.75. The strike last trading price was 18, which was -3 lower than the previous day. The implied volatity was 29.41, the open interest changed by 15 which increased total open position to 62
On 25 May PATANJALI was trading at 468.45. The strike last trading price was 21.4, which was -1.6 lower than the previous day. The implied volatity was 30.21, the open interest changed by 43 which increased total open position to 47
On 22 May PATANJALI was trading at 463.45. The strike last trading price was 23, which was 0 lower than the previous day. The implied volatity was 35.74, the open interest changed by 0 which decreased total open position to 4
On 21 May PATANJALI was trading at 463.25. The strike last trading price was 23, which was -3 lower than the previous day. The implied volatity was 35.74, the open interest changed by 0 which decreased total open position to 3
On 20 May PATANJALI was trading at 467.15. The strike last trading price was 26, which was 5 higher than the previous day. The implied volatity was 39.49, the open interest changed by 2 which increased total open position to 2
On 18 May PATANJALI was trading at 456.75. The strike last trading price was 20.15, which was -0.6 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 20.15, which was -5.55 lower than the previous day. The implied volatity was 32.22, 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 -25.7 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 -25.7 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 -25.7 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 -25.7 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 (27d) 465 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 0
Theta: -0.11
Gamma: 0.01034
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 3 Jun | 441.65 | 27.15 | 7.9 (41.04%) | 23.92 | 24 | -10 | 145 |
| 2 Jun | 451.55 | 19.2 | -2 (-9.43%) | 21.64 | 114 | 43 | 156 |
| 1 Jun | 449.25 | 21.2 | 2.45 (13.07%) | 24.26 | 32 | 6 | 110 |
| 29 May | 456.20 | 18.8 | -1.05 (-5.29%) | 25.05 | 39 | 22 | 105 |
| 27 May | 454.75 | 20.05 | 5.1 (34.11%) | 26.78 | 104 | 25 | 84 |
| 26 May | 465.75 | 15.2 | 1.45 (10.55%) | 28.23 | 36 | 10 | 58 |
| 25 May | 468.45 | 14.15 | -3.85 (-21.39%) | 28.43 | 65 | 19 | 47 |
| 22 May | 463.45 | 18 | -0.8 (-4.26%) | 31.19 | 29 | 26 | 28 |
| 21 May | 463.25 | 18.8 | 18.8 (-15.32%) | 32.46 | 2 | 0 | 2 |
| 20 May | 467.15 | 18.8 | -3.4 (-15.32%) | 32.46 | 2 | 2 | 2 |
| 18 May | 456.75 | 0 | -22.2 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 459.85 | 0 | -22.2 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 449.95 | 0 | -22.2 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 446.65 | 0 | -22.2 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 441.05 | 0 | -22.2 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 454.10 | 0 | -22.2 (-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 465 expiring on 30JUN2026
Delta for 465 PE is -0.78
Historical price for 465 PE is as follows
On 3 Jun PATANJALI was trading at 441.65. The strike last trading price was 27.15, which was 7.9 higher than the previous day. The implied volatity was 23.92, the open interest changed by -10 which decreased total open position to 145
On 2 Jun PATANJALI was trading at 451.55. The strike last trading price was 19.2, which was -2 lower than the previous day. The implied volatity was 21.64, the open interest changed by 43 which increased total open position to 156
On 1 Jun PATANJALI was trading at 449.25. The strike last trading price was 21.2, which was 2.45 higher than the previous day. The implied volatity was 24.26, the open interest changed by 6 which increased total open position to 110
On 29 May PATANJALI was trading at 456.20. The strike last trading price was 18.8, which was -1.05 lower than the previous day. The implied volatity was 25.05, the open interest changed by 22 which increased total open position to 105
On 27 May PATANJALI was trading at 454.75. The strike last trading price was 20.05, which was 5.1 higher than the previous day. The implied volatity was 26.78, the open interest changed by 25 which increased total open position to 84
On 26 May PATANJALI was trading at 465.75. The strike last trading price was 15.2, which was 1.45 higher than the previous day. The implied volatity was 28.23, the open interest changed by 10 which increased total open position to 58
On 25 May PATANJALI was trading at 468.45. The strike last trading price was 14.15, which was -3.85 lower than the previous day. The implied volatity was 28.43, the open interest changed by 19 which increased total open position to 47
On 22 May PATANJALI was trading at 463.45. The strike last trading price was 18, which was -0.8 lower than the previous day. The implied volatity was 31.19, the open interest changed by 26 which increased total open position to 28
On 21 May PATANJALI was trading at 463.25. The strike last trading price was 18.8, which was 18.8 higher than the previous day. The implied volatity was 32.46, the open interest changed by 0 which decreased total open position to 2
On 20 May PATANJALI was trading at 467.15. The strike last trading price was 18.8, which was -3.4 lower than the previous day. The implied volatity was 32.46, the open interest changed by 2 which increased total open position to 2
On 18 May PATANJALI was trading at 456.75. The strike last trading price was 0, which was -22.2 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 -22.2 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 -22.2 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 -22.2 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 -22.2 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 -22.2 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
