PATANJALI
Patanjali Foods Limited
Historical option data for PATANJALI
12 Dec 2025 04:13 PM IST
| PATANJALI 30-DEC-2025 520 CE | ||||||||||||||||
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Delta: 0.80
Vega: 0.34
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 536.85 | 21.6 | 0.6 | 19.88 | 79 | -5 | 90 | |||||||||
| 11 Dec | 534.05 | 20.75 | 3.3 | 18.05 | 108 | 24 | 93 | |||||||||
| 10 Dec | 528.75 | 17.4 | -10.25 | 22.85 | 41 | 11 | 67 | |||||||||
| 9 Dec | 539.00 | 27.3 | -2.8 | 29.14 | 49 | 18 | 56 | |||||||||
| 8 Dec | 547.85 | 30.1 | -6.05 | 12.60 | 17 | 4 | 38 | |||||||||
| 5 Dec | 550.80 | 33.75 | 16.7 | 21.35 | 259 | 34 | 37 | |||||||||
| 4 Dec | 528.75 | 17 | -60.55 | 23.21 | 3 | 0 | 0 | |||||||||
| 3 Dec | 555.15 | 77.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 563.35 | 77.55 | 0 | - | 0 | 0 | 0 | |||||||||
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| 1 Dec | 569.25 | 77.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 568.15 | 77.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 569.45 | 77.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 569.65 | 77.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 569.35 | 77.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 569.75 | 77.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 579.30 | 77.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 584.25 | 77.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 582.90 | 77.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 587.05 | 77.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 586.90 | 77.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 587.80 | 77.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 590.45 | 77.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 588.30 | 77.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 580.00 | 77.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 578.90 | 77.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 573.00 | 77.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 575.55 | 77.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 578.15 | 77.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Patanjali Foods Limited - strike price 520 expiring on 30DEC2025
Delta for 520 CE is 0.80
Historical price for 520 CE is as follows
On 12 Dec PATANJALI was trading at 536.85. The strike last trading price was 21.6, which was 0.6 higher than the previous day. The implied volatity was 19.88, the open interest changed by -5 which decreased total open position to 90
On 11 Dec PATANJALI was trading at 534.05. The strike last trading price was 20.75, which was 3.3 higher than the previous day. The implied volatity was 18.05, the open interest changed by 24 which increased total open position to 93
On 10 Dec PATANJALI was trading at 528.75. The strike last trading price was 17.4, which was -10.25 lower than the previous day. The implied volatity was 22.85, the open interest changed by 11 which increased total open position to 67
On 9 Dec PATANJALI was trading at 539.00. The strike last trading price was 27.3, which was -2.8 lower than the previous day. The implied volatity was 29.14, the open interest changed by 18 which increased total open position to 56
On 8 Dec PATANJALI was trading at 547.85. The strike last trading price was 30.1, which was -6.05 lower than the previous day. The implied volatity was 12.60, the open interest changed by 4 which increased total open position to 38
On 5 Dec PATANJALI was trading at 550.80. The strike last trading price was 33.75, which was 16.7 higher than the previous day. The implied volatity was 21.35, the open interest changed by 34 which increased total open position to 37
On 4 Dec PATANJALI was trading at 528.75. The strike last trading price was 17, which was -60.55 lower than the previous day. The implied volatity was 23.21, the open interest changed by 0 which decreased total open position to 0
On 3 Dec PATANJALI was trading at 555.15. The strike last trading price was 77.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec PATANJALI was trading at 563.35. The strike last trading price was 77.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec PATANJALI was trading at 569.25. The strike last trading price was 77.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov PATANJALI was trading at 568.15. The strike last trading price was 77.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov PATANJALI was trading at 569.45. The strike last trading price was 77.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov PATANJALI was trading at 569.65. The strike last trading price was 77.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov PATANJALI was trading at 569.35. The strike last trading price was 77.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov PATANJALI was trading at 569.75. The strike last trading price was 77.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov PATANJALI was trading at 579.30. The strike last trading price was 77.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov PATANJALI was trading at 584.25. The strike last trading price was 77.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov PATANJALI was trading at 582.90. The strike last trading price was 77.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov PATANJALI was trading at 587.05. The strike last trading price was 77.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov PATANJALI was trading at 586.90. The strike last trading price was 77.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov PATANJALI was trading at 587.80. The strike last trading price was 77.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov PATANJALI was trading at 590.45. The strike last trading price was 77.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov PATANJALI was trading at 588.30. The strike last trading price was 77.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov PATANJALI was trading at 580.00. The strike last trading price was 77.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov PATANJALI was trading at 578.90. The strike last trading price was 77.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov PATANJALI was trading at 573.00. The strike last trading price was 77.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov PATANJALI was trading at 575.55. The strike last trading price was 77.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Nov PATANJALI was trading at 578.15. The strike last trading price was 77.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| PATANJALI 30DEC2025 520 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.25
Vega: 0.37
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 536.85 | 4.35 | -1.1 | 24.38 | 211 | 22 | 217 |
| 11 Dec | 534.05 | 5.35 | -2.25 | 25.94 | 426 | 33 | 195 |
| 10 Dec | 528.75 | 7.6 | 3.15 | 25.14 | 334 | -21 | 162 |
| 9 Dec | 539.00 | 5.1 | 1.6 | 25.54 | 168 | 18 | 185 |
| 8 Dec | 547.85 | 3.6 | 0.35 | 26.19 | 132 | -4 | 166 |
| 5 Dec | 550.80 | 3.2 | -6.8 | 24.30 | 1,058 | 24 | 149 |
| 4 Dec | 528.75 | 12.85 | 10.95 | 29.52 | 461 | 30 | 106 |
| 3 Dec | 555.15 | 1.85 | 0.45 | 22.33 | 68 | 3 | 43 |
| 2 Dec | 563.35 | 1.4 | 0.1 | 23.33 | 1 | 0 | 40 |
| 1 Dec | 569.25 | 1.3 | -0.25 | - | 0 | 6 | 0 |
| 28 Nov | 568.15 | 1.3 | -0.25 | 22.72 | 7 | 6 | 40 |
| 27 Nov | 569.45 | 1.55 | -0.85 | 24.28 | 22 | 6 | 33 |
| 26 Nov | 569.65 | 2.25 | 0.45 | - | 0 | 0 | 0 |
| 25 Nov | 569.35 | 2.25 | 0.45 | - | 0 | 0 | 0 |
| 24 Nov | 569.75 | 2.25 | 0.45 | 25.73 | 2 | -1 | 26 |
| 21 Nov | 579.30 | 1.8 | -0.05 | 26.25 | 1 | 0 | 28 |
| 20 Nov | 584.25 | 1.85 | -0.55 | 26.89 | 3 | 2 | 28 |
| 19 Nov | 582.90 | 2.4 | 0.25 | 28.20 | 6 | 4 | 26 |
| 18 Nov | 587.05 | 2.15 | -0.25 | 28.53 | 5 | 0 | 21 |
| 17 Nov | 586.90 | 2.4 | -0.4 | 29.04 | 1 | 0 | 20 |
| 14 Nov | 587.80 | 2.8 | 0.05 | 29.80 | 16 | 1 | 7 |
| 13 Nov | 590.45 | 2.75 | -2.65 | - | 0 | -1 | 0 |
| 12 Nov | 588.30 | 2.75 | -2.65 | 29.38 | 6 | 1 | 8 |
| 10 Nov | 580.00 | 5.4 | 0.45 | - | 0 | 6 | 0 |
| 7 Nov | 578.90 | 5.4 | 0.45 | 30.96 | 6 | 5 | 6 |
| 6 Nov | 573.00 | 4.95 | -8.95 | - | 0 | 0 | 0 |
| 4 Nov | 575.55 | 4.95 | -8.95 | - | 0 | 1 | 0 |
| 3 Nov | 578.15 | 4.95 | -8.95 | 28.87 | 1 | 0 | 0 |
For Patanjali Foods Limited - strike price 520 expiring on 30DEC2025
Delta for 520 PE is -0.25
Historical price for 520 PE is as follows
On 12 Dec PATANJALI was trading at 536.85. The strike last trading price was 4.35, which was -1.1 lower than the previous day. The implied volatity was 24.38, the open interest changed by 22 which increased total open position to 217
On 11 Dec PATANJALI was trading at 534.05. The strike last trading price was 5.35, which was -2.25 lower than the previous day. The implied volatity was 25.94, the open interest changed by 33 which increased total open position to 195
On 10 Dec PATANJALI was trading at 528.75. The strike last trading price was 7.6, which was 3.15 higher than the previous day. The implied volatity was 25.14, the open interest changed by -21 which decreased total open position to 162
On 9 Dec PATANJALI was trading at 539.00. The strike last trading price was 5.1, which was 1.6 higher than the previous day. The implied volatity was 25.54, the open interest changed by 18 which increased total open position to 185
On 8 Dec PATANJALI was trading at 547.85. The strike last trading price was 3.6, which was 0.35 higher than the previous day. The implied volatity was 26.19, the open interest changed by -4 which decreased total open position to 166
On 5 Dec PATANJALI was trading at 550.80. The strike last trading price was 3.2, which was -6.8 lower than the previous day. The implied volatity was 24.30, the open interest changed by 24 which increased total open position to 149
On 4 Dec PATANJALI was trading at 528.75. The strike last trading price was 12.85, which was 10.95 higher than the previous day. The implied volatity was 29.52, the open interest changed by 30 which increased total open position to 106
On 3 Dec PATANJALI was trading at 555.15. The strike last trading price was 1.85, which was 0.45 higher than the previous day. The implied volatity was 22.33, the open interest changed by 3 which increased total open position to 43
On 2 Dec PATANJALI was trading at 563.35. The strike last trading price was 1.4, which was 0.1 higher than the previous day. The implied volatity was 23.33, the open interest changed by 0 which decreased total open position to 40
On 1 Dec PATANJALI was trading at 569.25. The strike last trading price was 1.3, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 28 Nov PATANJALI was trading at 568.15. The strike last trading price was 1.3, which was -0.25 lower than the previous day. The implied volatity was 22.72, the open interest changed by 6 which increased total open position to 40
On 27 Nov PATANJALI was trading at 569.45. The strike last trading price was 1.55, which was -0.85 lower than the previous day. The implied volatity was 24.28, the open interest changed by 6 which increased total open position to 33
On 26 Nov PATANJALI was trading at 569.65. The strike last trading price was 2.25, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov PATANJALI was trading at 569.35. The strike last trading price was 2.25, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov PATANJALI was trading at 569.75. The strike last trading price was 2.25, which was 0.45 higher than the previous day. The implied volatity was 25.73, the open interest changed by -1 which decreased total open position to 26
On 21 Nov PATANJALI was trading at 579.30. The strike last trading price was 1.8, which was -0.05 lower than the previous day. The implied volatity was 26.25, the open interest changed by 0 which decreased total open position to 28
On 20 Nov PATANJALI was trading at 584.25. The strike last trading price was 1.85, which was -0.55 lower than the previous day. The implied volatity was 26.89, the open interest changed by 2 which increased total open position to 28
On 19 Nov PATANJALI was trading at 582.90. The strike last trading price was 2.4, which was 0.25 higher than the previous day. The implied volatity was 28.20, the open interest changed by 4 which increased total open position to 26
On 18 Nov PATANJALI was trading at 587.05. The strike last trading price was 2.15, which was -0.25 lower than the previous day. The implied volatity was 28.53, the open interest changed by 0 which decreased total open position to 21
On 17 Nov PATANJALI was trading at 586.90. The strike last trading price was 2.4, which was -0.4 lower than the previous day. The implied volatity was 29.04, the open interest changed by 0 which decreased total open position to 20
On 14 Nov PATANJALI was trading at 587.80. The strike last trading price was 2.8, which was 0.05 higher than the previous day. The implied volatity was 29.80, the open interest changed by 1 which increased total open position to 7
On 13 Nov PATANJALI was trading at 590.45. The strike last trading price was 2.75, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 12 Nov PATANJALI was trading at 588.30. The strike last trading price was 2.75, which was -2.65 lower than the previous day. The implied volatity was 29.38, the open interest changed by 1 which increased total open position to 8
On 10 Nov PATANJALI was trading at 580.00. The strike last trading price was 5.4, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 7 Nov PATANJALI was trading at 578.90. The strike last trading price was 5.4, which was 0.45 higher than the previous day. The implied volatity was 30.96, the open interest changed by 5 which increased total open position to 6
On 6 Nov PATANJALI was trading at 573.00. The strike last trading price was 4.95, which was -8.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov PATANJALI was trading at 575.55. The strike last trading price was 4.95, which was -8.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 3 Nov PATANJALI was trading at 578.15. The strike last trading price was 4.95, which was -8.95 lower than the previous day. The implied volatity was 28.87, the open interest changed by 0 which decreased total open position to 0































































































































































































































