Historical option data for PATANJALI
02 Jun 2026 04:10 PM IST
| PATANJALI 30-Jun-2026 (27d) 470 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.31
Vega: 0
Theta: -0.24
Gamma: 0.01023
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Jun | 451.55 | 6.7 | -0.3 (-4.29%) | 27.64 | 330 | 75 | 369 | |||||||||
| 1 Jun | 449.25 | 6.15 | -3.85 (-38.50%) | 27.62 | 533 | -51 | 293 | |||||||||
| 29 May | 456.20 | 9.9 | -2.1 (-17.50%) | 27.24 | 407 | 49 | 346 | |||||||||
| 27 May | 454.75 | 11.35 | -4.65 (-29.06%) | 31.1 | 393 | 83 | 298 | |||||||||
| 26 May | 465.75 | 15.45 | -2.55 (-14.17%) | 29.12 | 134 | 41 | 214 | |||||||||
| 25 May | 468.45 | 17.6 | 0.6 (3.53%) | 30.35 | 394 | 145 | 172 | |||||||||
| 22 May | 463.45 | 17.1 | -6.9 (-28.75%) | 33.02 | 40 | 23 | 25 | |||||||||
| 21 May | 463.25 | 24.1 | 0.1 (0.42%) | 40.44 | 1 | 0 | 2 | |||||||||
| 20 May | 467.15 | 24.1 | 5.1 (26.84%) | 40.44 | 1 | 0 | 1 | |||||||||
| 19 May | 471.10 | 18.6 | -0.4 (-2.11%) | - | 0 | 0 | 1 | |||||||||
| 18 May | 456.75 | 18.6 | -0.4 (-2.11%) | - | 0 | 0 | 1 | |||||||||
| 15 May | 459.85 | 18.2 | -10.1 (-35.69%) | 32.62 | 3 | 0 | 0 | |||||||||
| 14 May | 449.95 | 0 | -28.3 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 446.65 | 0 | -28.3 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 441.05 | 0 | -28.3 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 454.10 | 0 | -28.3 (-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 | |||||||||
| 20 Apr | 459.65 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 468.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 464.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 464.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 462.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 459.70 | 0 | 0 (0.00%) | 0.01 | 0 | 0 | 0 | |||||||||
| 8 Apr | 468.55 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 468.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 471.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 466.95 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Patanjali Foods Limited - strike price 470 expiring on 30JUN2026
Delta for 470 CE is 0.31
Historical price for 470 CE is as follows
On 2 Jun PATANJALI was trading at 451.55. The strike last trading price was 6.7, which was -0.3 lower than the previous day. The implied volatity was 27.64, the open interest changed by 75 which increased total open position to 369
On 1 Jun PATANJALI was trading at 449.25. The strike last trading price was 6.15, which was -3.85 lower than the previous day. The implied volatity was 27.62, the open interest changed by -51 which decreased total open position to 293
On 29 May PATANJALI was trading at 456.20. The strike last trading price was 9.9, which was -2.1 lower than the previous day. The implied volatity was 27.24, the open interest changed by 49 which increased total open position to 346
On 27 May PATANJALI was trading at 454.75. The strike last trading price was 11.35, which was -4.65 lower than the previous day. The implied volatity was 31.1, the open interest changed by 83 which increased total open position to 298
On 26 May PATANJALI was trading at 465.75. The strike last trading price was 15.45, which was -2.55 lower than the previous day. The implied volatity was 29.12, the open interest changed by 41 which increased total open position to 214
On 25 May PATANJALI was trading at 468.45. The strike last trading price was 17.6, which was 0.6 higher than the previous day. The implied volatity was 30.35, the open interest changed by 145 which increased total open position to 172
On 22 May PATANJALI was trading at 463.45. The strike last trading price was 17.1, which was -6.9 lower than the previous day. The implied volatity was 33.02, the open interest changed by 23 which increased total open position to 25
On 21 May PATANJALI was trading at 463.25. The strike last trading price was 24.1, which was 0.1 higher than the previous day. The implied volatity was 40.44, 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 24.1, which was 5.1 higher than the previous day. The implied volatity was 40.44, the open interest changed by 0 which decreased total open position to 1
On 19 May PATANJALI was trading at 471.10. The strike last trading price was 18.6, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 May PATANJALI was trading at 456.75. The strike last trading price was 18.6, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 May PATANJALI was trading at 459.85. The strike last trading price was 18.2, which was -10.1 lower than the previous day. The implied volatity was 32.62, 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 -28.3 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 -28.3 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 -28.3 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 -28.3 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
On 20 Apr PATANJALI was trading at 459.65. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr PATANJALI was trading at 468.30. 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 16 Apr PATANJALI was trading at 464.95. 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 15 Apr PATANJALI was trading at 464.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr PATANJALI was trading at 462.60. 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 Apr PATANJALI was trading at 459.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0
On 8 Apr PATANJALI was trading at 468.55. 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 7 Apr PATANJALI was trading at 468.10. 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 6 Apr PATANJALI was trading at 471.70. 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 Apr PATANJALI was trading at 466.95. 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
| PATANJALI 30-Jun-2026 (27d) 470 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.74
Vega: 0
Theta: -0.11
Gamma: 0.01187
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Jun | 451.55 | 23 | -1.2 (-4.96%) | 21.75 | 71 | 40 | 282 |
| 1 Jun | 449.25 | 26 | 3.25 (14.29%) | 22.99 | 62 | 18 | 241 |
| 29 May | 456.20 | 22.9 | 0 (0.00%) | 26.97 | 108 | 41 | 222 |
| 27 May | 454.75 | 22.95 | 5.55 (31.90%) | 25.9 | 150 | 27 | 182 |
| 26 May | 465.75 | 17.6 | 1.55 (9.66%) | 27.9 | 105 | 45 | 154 |
| 25 May | 468.45 | 16.35 | -4.65 (-22.14%) | 28.1 | 149 | 81 | 109 |
| 22 May | 463.45 | 21.2 | -0.25 (-1.17%) | 29.49 | 36 | 15 | 25 |
| 21 May | 463.25 | 21.1 | -9 (-29.90%) | 28.58 | 10 | 8 | 8 |
| 20 May | 467.15 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 471.10 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 456.75 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 459.85 | 0 | -30.1 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 449.95 | 0 | -30.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 446.65 | 0 | -30.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 441.05 | 0 | -30.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 454.10 | 0 | -30.1 (-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 |
| 20 Apr | 459.65 | - | - | - | 0 | 0 | 0 |
| 17 Apr | 468.30 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 464.95 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 464.70 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 462.60 | 0 | 0 (0.00%) | 0.33 | 0 | 0 | 0 |
| 9 Apr | 459.70 | 0 | 0 (0.00%) | 0.19 | 0 | 0 | 0 |
| 8 Apr | 468.55 | 0 | 0 (0.00%) | 1.82 | 0 | 0 | 0 |
| 7 Apr | 468.10 | 0 | 0 (0.00%) | 1.21 | 0 | 0 | 0 |
| 6 Apr | 471.70 | 0 | 0 (0.00%) | 1.74 | 0 | 0 | 0 |
| 2 Apr | 466.95 | 0 | 0 (0.00%) | 1.06 | 0 | 0 | 0 |
For Patanjali Foods Limited - strike price 470 expiring on 30JUN2026
Delta for 470 PE is -0.74
Historical price for 470 PE is as follows
On 2 Jun PATANJALI was trading at 451.55. The strike last trading price was 23, which was -1.2 lower than the previous day. The implied volatity was 21.75, the open interest changed by 40 which increased total open position to 282
On 1 Jun PATANJALI was trading at 449.25. The strike last trading price was 26, which was 3.25 higher than the previous day. The implied volatity was 22.99, the open interest changed by 18 which increased total open position to 241
On 29 May PATANJALI was trading at 456.20. The strike last trading price was 22.9, which was 0 lower than the previous day. The implied volatity was 26.97, the open interest changed by 41 which increased total open position to 222
On 27 May PATANJALI was trading at 454.75. The strike last trading price was 22.95, which was 5.55 higher than the previous day. The implied volatity was 25.9, the open interest changed by 27 which increased total open position to 182
On 26 May PATANJALI was trading at 465.75. The strike last trading price was 17.6, which was 1.55 higher than the previous day. The implied volatity was 27.9, the open interest changed by 45 which increased total open position to 154
On 25 May PATANJALI was trading at 468.45. The strike last trading price was 16.35, which was -4.65 lower than the previous day. The implied volatity was 28.1, the open interest changed by 81 which increased total open position to 109
On 22 May PATANJALI was trading at 463.45. The strike last trading price was 21.2, which was -0.25 lower than the previous day. The implied volatity was 29.49, the open interest changed by 15 which increased total open position to 25
On 21 May PATANJALI was trading at 463.25. The strike last trading price was 21.1, which was -9 lower than the previous day. The implied volatity was 28.58, the open interest changed by 8 which increased total open position to 8
On 20 May PATANJALI was trading at 467.15. 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 19 May PATANJALI was trading at 471.10. 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 18 May PATANJALI was trading at 456.75. 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 15 May PATANJALI was trading at 459.85. The strike last trading price was 0, which was -30.1 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 -30.1 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 -30.1 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 -30.1 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 -30.1 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
On 20 Apr PATANJALI was trading at 459.65. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr PATANJALI was trading at 468.30. 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 16 Apr PATANJALI was trading at 464.95. 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 15 Apr PATANJALI was trading at 464.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr PATANJALI was trading at 462.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0
On 9 Apr PATANJALI was trading at 459.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0
On 8 Apr PATANJALI was trading at 468.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.82, the open interest changed by 0 which decreased total open position to 0
On 7 Apr PATANJALI was trading at 468.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0
On 6 Apr PATANJALI was trading at 471.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0
On 2 Apr PATANJALI was trading at 466.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.06, the open interest changed by 0 which decreased total open position to 0
