PATANJALI
Patanjali Foods Limited
Historical option data for PATANJALI
02 Mar 2026 04:13 PM IST
| PATANJALI 30-MAR-2026 515 CE | ||||||||||||||||
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Delta: 0.4
Vega: 0.53
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Mar | 502.80 | 11.6 | -1.95 | 31.03 | 161 | -11 | 256 | |||||||||
| 27 Feb | 508.00 | 13 | -5.05 | 26.53 | 515 | 143 | 268 | |||||||||
| 26 Feb | 516.95 | 17.2 | -3.75 | 24.42 | 428 | 122 | 126 | |||||||||
| 25 Feb | 518.75 | 20.4 | -3.7 | 30.16 | 4 | 3 | 3 | |||||||||
| 24 Feb | 522.40 | 24.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 532.95 | 24.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 534.40 | 24.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 532.95 | 24.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 538.25 | 24.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 530.20 | 24.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 525.70 | 24.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 521.25 | 24.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 523.15 | 24.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 521.75 | 24.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 521.55 | 24.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 531.55 | 24.1 | 0 | 0.14 | 0 | 0 | 0 | |||||||||
| 6 Feb | 524.05 | 24.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 515.50 | 24.1 | 0 | 0.29 | 0 | 0 | 0 | |||||||||
| 4 Feb | 510.40 | 24.1 | 0 | 0.26 | 0 | 0 | 0 | |||||||||
| 3 Feb | 505.95 | 24.1 | 0 | 0.34 | 0 | 0 | 0 | |||||||||
| 2 Feb | 496.10 | 24.1 | 0 | 2.01 | 0 | 0 | 0 | |||||||||
| 1 Feb | 495.75 | 24.1 | 0 | 2.54 | 0 | 0 | 0 | |||||||||
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| 30 Jan | 500.40 | 24.1 | 0 | 1.11 | 0 | 0 | 0 | |||||||||
| 29 Jan | 500.00 | 24.1 | 0 | 1.01 | 0 | 0 | 0 | |||||||||
| 28 Jan | 505.75 | 24.1 | 0 | 0.1 | 0 | 0 | 0 | |||||||||
For Patanjali Foods Limited - strike price 515 expiring on 30MAR2026
Delta for 515 CE is 0.4
Historical price for 515 CE is as follows
On 2 Mar PATANJALI was trading at 502.80. The strike last trading price was 11.6, which was -1.95 lower than the previous day. The implied volatity was 31.03, the open interest changed by -11 which decreased total open position to 256
On 27 Feb PATANJALI was trading at 508.00. The strike last trading price was 13, which was -5.05 lower than the previous day. The implied volatity was 26.53, the open interest changed by 143 which increased total open position to 268
On 26 Feb PATANJALI was trading at 516.95. The strike last trading price was 17.2, which was -3.75 lower than the previous day. The implied volatity was 24.42, the open interest changed by 122 which increased total open position to 126
On 25 Feb PATANJALI was trading at 518.75. The strike last trading price was 20.4, which was -3.7 lower than the previous day. The implied volatity was 30.16, the open interest changed by 3 which increased total open position to 3
On 24 Feb PATANJALI was trading at 522.40. The strike last trading price was 24.1, 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 24.1, 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 24.1, 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 24.1, 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 24.1, 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 24.1, 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 24.1, 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 24.1, 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 24.1, 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 24.1, 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 24.1, 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 24.1, which was 0 lower than the previous day. The implied volatity was 0.14, 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 24.1, 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 24.1, which was 0 lower than the previous day. The implied volatity was 0.29, 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 24.1, 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 3 Feb PATANJALI was trading at 505.95. The strike last trading price was 24.1, which was 0 lower than the previous day. The implied volatity was 0.34, 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 24.1, which was 0 lower than the previous day. The implied volatity was 2.01, 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 24.1, which was 0 lower than the previous day. The implied volatity was 2.54, 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 24.1, which was 0 lower than the previous day. The implied volatity was 1.11, 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 24.1, which was 0 lower than the previous day. The implied volatity was 1.01, 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 24.1, which was 0 lower than the previous day. The implied volatity was 0.1, the open interest changed by 0 which decreased total open position to 0
| PATANJALI 30MAR2026 515 PE | |||||||
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Delta: -0.61
Vega: 0.53
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 502.80 | 22.9 | 2.25 | 27.99 | 77 | -15 | 26 |
| 27 Feb | 508.00 | 21.15 | 4.45 | 30.82 | 186 | 0 | 39 |
| 26 Feb | 516.95 | 16.65 | 1.25 | 31.14 | 223 | 32 | 37 |
| 25 Feb | 518.75 | 16 | 2 | 28.91 | 13 | 3 | 4 |
| 24 Feb | 522.40 | 14 | -16.6 | - | 0 | 0 | 1 |
| 23 Feb | 532.95 | 14 | -16.6 | 35.95 | 1 | 0 | 0 |
| 20 Feb | 534.40 | 30.6 | 0 | 3.97 | 0 | 0 | 0 |
| 19 Feb | 532.95 | 30.6 | 0 | 3.65 | 0 | 0 | 0 |
| 18 Feb | 538.25 | 30.6 | 0 | 4.09 | 0 | 0 | 0 |
| 17 Feb | 530.20 | 30.6 | 0 | 3.37 | 0 | 0 | 0 |
| 16 Feb | 525.70 | 30.6 | 0 | 2.35 | 0 | 0 | 0 |
| 13 Feb | 521.25 | 30.6 | 0 | 1.02 | 0 | 0 | 0 |
| 12 Feb | 523.15 | 30.6 | 0 | 2.16 | 0 | 0 | 0 |
| 11 Feb | 521.75 | 30.6 | 0 | 2.13 | 0 | 0 | 0 |
| 10 Feb | 521.55 | 30.6 | 0 | 2.01 | 0 | 0 | 0 |
| 9 Feb | 531.55 | 30.6 | 0 | 3.32 | 0 | 0 | 0 |
| 6 Feb | 524.05 | 30.6 | 0 | 2.4 | 0 | 0 | 0 |
| 5 Feb | 515.50 | 30.6 | 0 | 1.06 | 0 | 0 | 0 |
| 4 Feb | 510.40 | 30.6 | 0 | 0.31 | 0 | 0 | 0 |
| 3 Feb | 505.95 | 30.6 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 496.10 | 30.6 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 495.75 | 30.6 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 500.40 | 30.6 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 500.00 | 30.6 | 0 | 0.31 | 0 | 0 | 0 |
| 28 Jan | 505.75 | 30.6 | 0 | 0 | 0 | 0 | 0 |
For Patanjali Foods Limited - strike price 515 expiring on 30MAR2026
Delta for 515 PE is -0.61
Historical price for 515 PE is as follows
On 2 Mar PATANJALI was trading at 502.80. The strike last trading price was 22.9, which was 2.25 higher than the previous day. The implied volatity was 27.99, the open interest changed by -15 which decreased total open position to 26
On 27 Feb PATANJALI was trading at 508.00. The strike last trading price was 21.15, which was 4.45 higher than the previous day. The implied volatity was 30.82, the open interest changed by 0 which decreased total open position to 39
On 26 Feb PATANJALI was trading at 516.95. The strike last trading price was 16.65, which was 1.25 higher than the previous day. The implied volatity was 31.14, the open interest changed by 32 which increased total open position to 37
On 25 Feb PATANJALI was trading at 518.75. The strike last trading price was 16, which was 2 higher than the previous day. The implied volatity was 28.91, the open interest changed by 3 which increased total open position to 4
On 24 Feb PATANJALI was trading at 522.40. The strike last trading price was 14, which was -16.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Feb PATANJALI was trading at 532.95. The strike last trading price was 14, which was -16.6 lower than the previous day. The implied volatity was 35.95, 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 30.6, which was 0 lower than the previous day. The implied volatity was 3.97, 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 30.6, which was 0 lower than the previous day. The implied volatity was 3.65, 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 30.6, which was 0 lower than the previous day. The implied volatity was 4.09, 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 30.6, which was 0 lower than the previous day. The implied volatity was 3.37, 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 30.6, which was 0 lower than the previous day. The implied volatity was 2.35, 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 30.6, which was 0 lower than the previous day. The implied volatity was 1.02, 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 30.6, which was 0 lower than the previous day. The implied volatity was 2.16, 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 30.6, which was 0 lower than the previous day. The implied volatity was 2.13, 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 30.6, which was 0 lower than the previous day. The implied volatity was 2.01, 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 30.6, which was 0 lower than the previous day. The implied volatity was 3.32, 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 30.6, which was 0 lower than the previous day. The implied volatity was 2.4, 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 30.6, 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
On 4 Feb PATANJALI was trading at 510.40. The strike last trading price was 30.6, 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 3 Feb PATANJALI was trading at 505.95. The strike last trading price was 30.6, 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 Feb PATANJALI was trading at 496.10. The strike last trading price was 30.6, 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 Feb PATANJALI was trading at 495.75. The strike last trading price was 30.6, 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 30 Jan PATANJALI was trading at 500.40. The strike last trading price was 30.6, 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 Jan PATANJALI was trading at 500.00. The strike last trading price was 30.6, 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 30.6, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
