PATANJALI
Patanjali Foods Limited
Historical option data for PATANJALI
16 Mar 2026 04:13 PM IST
| PATANJALI 30-MAR-2026 505 CE | ||||||||||||||||
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Delta: 0.23
Vega: 0.29
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Mar | 483.80 | 3.55 | -1.15 | 28.26 | 83 | 4 | 70 | |||||||||
| 13 Mar | 481.60 | 4.7 | -2.2 | 30.19 | 66 | -7 | 67 | |||||||||
| 12 Mar | 490.60 | 7.05 | -3.15 | 28.44 | 53 | -8 | 73 | |||||||||
| 11 Mar | 497.85 | 9.85 | -1 | 28.59 | 44 | 1 | 81 | |||||||||
| 10 Mar | 500.10 | 11 | 1.4 | 25.83 | 90 | -16 | 78 | |||||||||
| 9 Mar | 491.05 | 9.6 | 0.55 | 29.39 | 62 | -13 | 96 | |||||||||
| 6 Mar | 500.55 | 9.05 | -4.2 | 19.46 | 1 | 0 | 109 | |||||||||
| 5 Mar | 499.80 | 13.25 | -2.35 | 27.75 | 42 | 7 | 112 | |||||||||
| 4 Mar | 503.40 | 15.1 | -0.35 | 28.59 | 133 | 8 | 103 | |||||||||
| 2 Mar | 502.80 | 15.75 | -2.1 | 31.17 | 150 | 24 | 96 | |||||||||
| 27 Feb | 508.00 | 17.85 | -5.5 | 26.73 | 110 | 31 | 73 | |||||||||
| 26 Feb | 516.95 | 22.95 | -5.75 | 24.28 | 108 | 32 | 32 | |||||||||
| 25 Feb | 518.75 | 28.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 522.40 | 28.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 532.95 | 28.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 534.40 | 28.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 532.95 | 28.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 538.25 | 28.7 | 0 | - | 0 | 0 | 0 | |||||||||
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| 17 Feb | 530.20 | 28.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 525.70 | 28.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 521.25 | 28.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 523.15 | 28.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 521.75 | 28.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 521.55 | 28.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 531.55 | 28.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 524.05 | 28.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 515.50 | 28.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 510.40 | 28.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 505.95 | 28.7 | 0 | 0.26 | 0 | 0 | 0 | |||||||||
| 2 Feb | 496.10 | 28.7 | 0 | 0.52 | 0 | 0 | 0 | |||||||||
| 1 Feb | 495.75 | 28.7 | 0 | 1.64 | 0 | 0 | 0 | |||||||||
| 30 Jan | 500.40 | 28.7 | 0 | 0.19 | 0 | 0 | 0 | |||||||||
| 29 Jan | 500.00 | 28.7 | 0 | 0.31 | 0 | 0 | 0 | |||||||||
| 28 Jan | 505.75 | 28.7 | 0 | 0.26 | 0 | 0 | 0 | |||||||||
For Patanjali Foods Limited - strike price 505 expiring on 30MAR2026
Delta for 505 CE is 0.23
Historical price for 505 CE is as follows
On 16 Mar PATANJALI was trading at 483.80. The strike last trading price was 3.55, which was -1.15 lower than the previous day. The implied volatity was 28.26, the open interest changed by 4 which increased total open position to 70
On 13 Mar PATANJALI was trading at 481.60. The strike last trading price was 4.7, which was -2.2 lower than the previous day. The implied volatity was 30.19, the open interest changed by -7 which decreased total open position to 67
On 12 Mar PATANJALI was trading at 490.60. The strike last trading price was 7.05, which was -3.15 lower than the previous day. The implied volatity was 28.44, the open interest changed by -8 which decreased total open position to 73
On 11 Mar PATANJALI was trading at 497.85. The strike last trading price was 9.85, which was -1 lower than the previous day. The implied volatity was 28.59, the open interest changed by 1 which increased total open position to 81
On 10 Mar PATANJALI was trading at 500.10. The strike last trading price was 11, which was 1.4 higher than the previous day. The implied volatity was 25.83, the open interest changed by -16 which decreased total open position to 78
On 9 Mar PATANJALI was trading at 491.05. The strike last trading price was 9.6, which was 0.55 higher than the previous day. The implied volatity was 29.39, the open interest changed by -13 which decreased total open position to 96
On 6 Mar PATANJALI was trading at 500.55. The strike last trading price was 9.05, which was -4.2 lower than the previous day. The implied volatity was 19.46, the open interest changed by 0 which decreased total open position to 109
On 5 Mar PATANJALI was trading at 499.80. The strike last trading price was 13.25, which was -2.35 lower than the previous day. The implied volatity was 27.75, the open interest changed by 7 which increased total open position to 112
On 4 Mar PATANJALI was trading at 503.40. The strike last trading price was 15.1, which was -0.35 lower than the previous day. The implied volatity was 28.59, the open interest changed by 8 which increased total open position to 103
On 2 Mar PATANJALI was trading at 502.80. The strike last trading price was 15.75, which was -2.1 lower than the previous day. The implied volatity was 31.17, the open interest changed by 24 which increased total open position to 96
On 27 Feb PATANJALI was trading at 508.00. The strike last trading price was 17.85, which was -5.5 lower than the previous day. The implied volatity was 26.73, the open interest changed by 31 which increased total open position to 73
On 26 Feb PATANJALI was trading at 516.95. The strike last trading price was 22.95, which was -5.75 lower than the previous day. The implied volatity was 24.28, the open interest changed by 32 which increased total open position to 32
On 25 Feb PATANJALI was trading at 518.75. The strike last trading price was 28.7, 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 24 Feb PATANJALI was trading at 522.40. The strike last trading price was 28.7, 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 23 Feb PATANJALI was trading at 532.95. The strike last trading price was 28.7, 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 Feb PATANJALI was trading at 534.40. The strike last trading price was 28.7, 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 Feb PATANJALI was trading at 532.95. The strike last trading price was 28.7, 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 Feb PATANJALI was trading at 538.25. The strike last trading price was 28.7, 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 17 Feb PATANJALI was trading at 530.20. The strike last trading price was 28.7, 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 Feb PATANJALI was trading at 525.70. The strike last trading price was 28.7, 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 13 Feb PATANJALI was trading at 521.25. The strike last trading price was 28.7, 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 12 Feb PATANJALI was trading at 523.15. The strike last trading price was 28.7, 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 Feb PATANJALI was trading at 521.75. The strike last trading price was 28.7, 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 Feb PATANJALI was trading at 521.55. The strike last trading price was 28.7, 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 Feb PATANJALI was trading at 531.55. The strike last trading price was 28.7, 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 Feb PATANJALI was trading at 524.05. The strike last trading price was 28.7, 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 Feb PATANJALI was trading at 515.50. The strike last trading price was 28.7, 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 Feb PATANJALI was trading at 510.40. The strike last trading price was 28.7, 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 3 Feb PATANJALI was trading at 505.95. The strike last trading price was 28.7, which was 0 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0
On 2 Feb PATANJALI was trading at 496.10. The strike last trading price was 28.7, which was 0 lower than the previous day. The implied volatity was 0.52, the open interest changed by 0 which decreased total open position to 0
On 1 Feb PATANJALI was trading at 495.75. The strike last trading price was 28.7, which was 0 lower than the previous day. The implied volatity was 1.64, the open interest changed by 0 which decreased total open position to 0
On 30 Jan PATANJALI was trading at 500.40. The strike last trading price was 28.7, 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 29 Jan PATANJALI was trading at 500.00. The strike last trading price was 28.7, which was 0 lower than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0
On 28 Jan PATANJALI was trading at 505.75. The strike last trading price was 28.7, which was 0 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0
| PATANJALI 30MAR2026 505 PE | |||||||
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Delta: -0.72
Vega: 0.32
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Mar | 483.80 | 25.8 | -0.35 | 33.81 | 17 | -3 | 52 |
| 13 Mar | 481.60 | 26.6 | 8.65 | 30.18 | 29 | -15 | 53 |
| 12 Mar | 490.60 | 19.2 | 3.7 | - | 0 | 3 | 0 |
| 11 Mar | 497.85 | 19.2 | 3.7 | 34.24 | 36 | 3 | 68 |
| 10 Mar | 500.10 | 15.45 | -7.3 | 30.57 | 33 | -10 | 66 |
| 9 Mar | 491.05 | 22.45 | 5.6 | 35.9 | 9 | -3 | 76 |
| 6 Mar | 500.55 | 17 | 1.4 | 31.32 | 9 | 2 | 77 |
| 5 Mar | 499.80 | 15.6 | -2.2 | 27.36 | 22 | 2 | 76 |
| 4 Mar | 503.40 | 18.45 | 1.25 | 34.28 | 101 | 34 | 72 |
| 2 Mar | 502.80 | 17.2 | 1.95 | 28.37 | 133 | 13 | 41 |
| 27 Feb | 508.00 | 14.65 | 2.45 | 28.57 | 352 | 3 | 28 |
| 26 Feb | 516.95 | 12.55 | -12.75 | 31.56 | 76 | 24 | 24 |
| 25 Feb | 518.75 | 25.3 | 0 | 2.72 | 0 | 0 | 0 |
| 24 Feb | 522.40 | 25.3 | 0 | 4.27 | 0 | 0 | 0 |
| 23 Feb | 532.95 | 25.3 | 0 | 5.77 | 0 | 0 | 0 |
| 20 Feb | 534.40 | 25.3 | 0 | 5.68 | 0 | 0 | 0 |
| 19 Feb | 532.95 | 25.3 | 0 | 5.11 | 0 | 0 | 0 |
| 18 Feb | 538.25 | 25.3 | 0 | 5.91 | 0 | 0 | 0 |
| 17 Feb | 530.20 | 25.3 | 0 | 5.04 | 0 | 0 | 0 |
| 16 Feb | 525.70 | 25.3 | 0 | 4.05 | 0 | 0 | 0 |
| 13 Feb | 521.25 | 25.3 | 0 | 2.72 | 0 | 0 | 0 |
| 12 Feb | 523.15 | 25.3 | 0 | 3.79 | 0 | 0 | 0 |
| 11 Feb | 521.75 | 25.3 | 0 | 3.75 | 0 | 0 | 0 |
| 10 Feb | 521.55 | 25.3 | 0 | 3.36 | 0 | 0 | 0 |
| 9 Feb | 531.55 | 25.3 | 0 | 5.11 | 0 | 0 | 0 |
| 6 Feb | 524.05 | 25.3 | 0 | 3.93 | 0 | 0 | 0 |
| 5 Feb | 515.50 | 25.3 | 0 | 2.62 | 0 | 0 | 0 |
| 4 Feb | 510.40 | 25.3 | 0 | 1.88 | 0 | 0 | 0 |
| 3 Feb | 505.95 | 25.3 | 0 | 1.21 | 0 | 0 | 0 |
| 2 Feb | 496.10 | 25.3 | 0 | 0.01 | 0 | 0 | 0 |
| 1 Feb | 495.75 | 25.3 | 0 | 0.35 | 0 | 0 | 0 |
| 30 Jan | 500.40 | 25.3 | 0 | 0.87 | 0 | 0 | 0 |
| 29 Jan | 500.00 | 25.3 | 0 | 0.55 | 0 | 0 | 0 |
| 28 Jan | 505.75 | 25.3 | 0 | 1.42 | 0 | 0 | 0 |
For Patanjali Foods Limited - strike price 505 expiring on 30MAR2026
Delta for 505 PE is -0.72
Historical price for 505 PE is as follows
On 16 Mar PATANJALI was trading at 483.80. The strike last trading price was 25.8, which was -0.35 lower than the previous day. The implied volatity was 33.81, the open interest changed by -3 which decreased total open position to 52
On 13 Mar PATANJALI was trading at 481.60. The strike last trading price was 26.6, which was 8.65 higher than the previous day. The implied volatity was 30.18, the open interest changed by -15 which decreased total open position to 53
On 12 Mar PATANJALI was trading at 490.60. The strike last trading price was 19.2, which was 3.7 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 11 Mar PATANJALI was trading at 497.85. The strike last trading price was 19.2, which was 3.7 higher than the previous day. The implied volatity was 34.24, the open interest changed by 3 which increased total open position to 68
On 10 Mar PATANJALI was trading at 500.10. The strike last trading price was 15.45, which was -7.3 lower than the previous day. The implied volatity was 30.57, the open interest changed by -10 which decreased total open position to 66
On 9 Mar PATANJALI was trading at 491.05. The strike last trading price was 22.45, which was 5.6 higher than the previous day. The implied volatity was 35.9, the open interest changed by -3 which decreased total open position to 76
On 6 Mar PATANJALI was trading at 500.55. The strike last trading price was 17, which was 1.4 higher than the previous day. The implied volatity was 31.32, the open interest changed by 2 which increased total open position to 77
On 5 Mar PATANJALI was trading at 499.80. The strike last trading price was 15.6, which was -2.2 lower than the previous day. The implied volatity was 27.36, the open interest changed by 2 which increased total open position to 76
On 4 Mar PATANJALI was trading at 503.40. The strike last trading price was 18.45, which was 1.25 higher than the previous day. The implied volatity was 34.28, the open interest changed by 34 which increased total open position to 72
On 2 Mar PATANJALI was trading at 502.80. The strike last trading price was 17.2, which was 1.95 higher than the previous day. The implied volatity was 28.37, the open interest changed by 13 which increased total open position to 41
On 27 Feb PATANJALI was trading at 508.00. The strike last trading price was 14.65, which was 2.45 higher than the previous day. The implied volatity was 28.57, the open interest changed by 3 which increased total open position to 28
On 26 Feb PATANJALI was trading at 516.95. The strike last trading price was 12.55, which was -12.75 lower than the previous day. The implied volatity was 31.56, the open interest changed by 24 which increased total open position to 24
On 25 Feb PATANJALI was trading at 518.75. The strike last trading price was 25.3, which was 0 lower than the previous day. The implied volatity was 2.72, the open interest changed by 0 which decreased total open position to 0
On 24 Feb PATANJALI was trading at 522.40. The strike last trading price was 25.3, which was 0 lower than the previous day. The implied volatity was 4.27, the open interest changed by 0 which decreased total open position to 0
On 23 Feb PATANJALI was trading at 532.95. The strike last trading price was 25.3, which was 0 lower than the previous day. The implied volatity was 5.77, the open interest changed by 0 which decreased total open position to 0
On 20 Feb PATANJALI was trading at 534.40. The strike last trading price was 25.3, which was 0 lower than the previous day. The implied volatity was 5.68, the open interest changed by 0 which decreased total open position to 0
On 19 Feb PATANJALI was trading at 532.95. The strike last trading price was 25.3, which was 0 lower than the previous day. The implied volatity was 5.11, the open interest changed by 0 which decreased total open position to 0
On 18 Feb PATANJALI was trading at 538.25. The strike last trading price was 25.3, which was 0 lower than the previous day. The implied volatity was 5.91, the open interest changed by 0 which decreased total open position to 0
On 17 Feb PATANJALI was trading at 530.20. The strike last trading price was 25.3, which was 0 lower than the previous day. The implied volatity was 5.04, the open interest changed by 0 which decreased total open position to 0
On 16 Feb PATANJALI was trading at 525.70. The strike last trading price was 25.3, which was 0 lower than the previous day. The implied volatity was 4.05, the open interest changed by 0 which decreased total open position to 0
On 13 Feb PATANJALI was trading at 521.25. The strike last trading price was 25.3, which was 0 lower than the previous day. The implied volatity was 2.72, the open interest changed by 0 which decreased total open position to 0
On 12 Feb PATANJALI was trading at 523.15. The strike last trading price was 25.3, which was 0 lower than the previous day. The implied volatity was 3.79, the open interest changed by 0 which decreased total open position to 0
On 11 Feb PATANJALI was trading at 521.75. The strike last trading price was 25.3, which was 0 lower than the previous day. The implied volatity was 3.75, the open interest changed by 0 which decreased total open position to 0
On 10 Feb PATANJALI was trading at 521.55. The strike last trading price was 25.3, which was 0 lower than the previous day. The implied volatity was 3.36, the open interest changed by 0 which decreased total open position to 0
On 9 Feb PATANJALI was trading at 531.55. The strike last trading price was 25.3, which was 0 lower than the previous day. The implied volatity was 5.11, the open interest changed by 0 which decreased total open position to 0
On 6 Feb PATANJALI was trading at 524.05. The strike last trading price was 25.3, which was 0 lower than the previous day. The implied volatity was 3.93, the open interest changed by 0 which decreased total open position to 0
On 5 Feb PATANJALI was trading at 515.50. The strike last trading price was 25.3, which was 0 lower than the previous day. The implied volatity was 2.62, the open interest changed by 0 which decreased total open position to 0
On 4 Feb PATANJALI was trading at 510.40. The strike last trading price was 25.3, which was 0 lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0
On 3 Feb PATANJALI was trading at 505.95. The strike last trading price was 25.3, 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 2 Feb PATANJALI was trading at 496.10. The strike last trading price was 25.3, 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 1 Feb PATANJALI was trading at 495.75. The strike last trading price was 25.3, which was 0 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0
On 30 Jan PATANJALI was trading at 500.40. The strike last trading price was 25.3, which was 0 lower than the previous day. The implied volatity was 0.87, the open interest changed by 0 which decreased total open position to 0
On 29 Jan PATANJALI was trading at 500.00. The strike last trading price was 25.3, which was 0 lower than the previous day. The implied volatity was 0.55, the open interest changed by 0 which decreased total open position to 0
On 28 Jan PATANJALI was trading at 505.75. The strike last trading price was 25.3, which was 0 lower than the previous day. The implied volatity was 1.42, the open interest changed by 0 which decreased total open position to 0
