[--[65.84.65.76]--]

PATANJALI

Patanjali Foods Limited
536.85 +2.80 (0.52%)
L: 530 H: 539.4

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Historical option data for PATANJALI

12 Dec 2025 04:13 PM IST
PATANJALI 30-DEC-2025 530 CE
Delta: 0.63
Vega: 0.45
Theta: -0.39
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 536.85 16.55 2.05 24.53 903 62 294
11 Dec 534.05 14.1 2.45 19.23 617 57 230
10 Dec 528.75 11.25 -9.35 21.92 368 30 170
9 Dec 539.00 19.65 -5.25 26.73 124 -2 137
8 Dec 547.85 23.9 -3.4 21.36 73 1 138
5 Dec 550.80 25.95 12.25 21.79 896 22 142
4 Dec 528.75 12.45 -26.8 24.31 238 101 102
3 Dec 555.15 39.25 -31.35 - 0 1 0
2 Dec 563.35 39.25 -31.35 24.48 1 0 0
1 Dec 569.25 70.6 0 - 0 0 0
28 Nov 568.15 70.6 0 - 0 0 0
27 Nov 569.45 70.6 0 - 0 0 0
26 Nov 569.65 70.6 0 - 0 0 0
25 Nov 569.35 70.6 0 - 0 0 0
24 Nov 569.75 70.6 0 - 0 0 0
21 Nov 579.30 70.6 0 - 0 0 0
20 Nov 584.25 70.6 0 - 0 0 0
19 Nov 582.90 70.6 0 - 0 0 0
18 Nov 587.05 70.6 0 - 0 0 0
17 Nov 586.90 70.6 0 - 0 0 0
14 Nov 587.80 70.6 0 - 0 0 0
13 Nov 590.45 70.6 0 - 0 0 0
12 Nov 588.30 70.6 0 - 0 0 0
10 Nov 580.00 70.6 0 - 0 0 0
7 Nov 578.90 70.6 0 - 0 0 0
6 Nov 573.00 70.6 0 - 0 0 0
4 Nov 575.55 70.6 0 - 0 0 0
3 Nov 578.15 70.6 0 - 0 0 0


For Patanjali Foods Limited - strike price 530 expiring on 30DEC2025

Delta for 530 CE is 0.63

Historical price for 530 CE is as follows

On 12 Dec PATANJALI was trading at 536.85. The strike last trading price was 16.55, which was 2.05 higher than the previous day. The implied volatity was 24.53, the open interest changed by 62 which increased total open position to 294


On 11 Dec PATANJALI was trading at 534.05. The strike last trading price was 14.1, which was 2.45 higher than the previous day. The implied volatity was 19.23, the open interest changed by 57 which increased total open position to 230


On 10 Dec PATANJALI was trading at 528.75. The strike last trading price was 11.25, which was -9.35 lower than the previous day. The implied volatity was 21.92, the open interest changed by 30 which increased total open position to 170


On 9 Dec PATANJALI was trading at 539.00. The strike last trading price was 19.65, which was -5.25 lower than the previous day. The implied volatity was 26.73, the open interest changed by -2 which decreased total open position to 137


On 8 Dec PATANJALI was trading at 547.85. The strike last trading price was 23.9, which was -3.4 lower than the previous day. The implied volatity was 21.36, the open interest changed by 1 which increased total open position to 138


On 5 Dec PATANJALI was trading at 550.80. The strike last trading price was 25.95, which was 12.25 higher than the previous day. The implied volatity was 21.79, the open interest changed by 22 which increased total open position to 142


On 4 Dec PATANJALI was trading at 528.75. The strike last trading price was 12.45, which was -26.8 lower than the previous day. The implied volatity was 24.31, the open interest changed by 101 which increased total open position to 102


On 3 Dec PATANJALI was trading at 555.15. The strike last trading price was 39.25, which was -31.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 2 Dec PATANJALI was trading at 563.35. The strike last trading price was 39.25, which was -31.35 lower than the previous day. The implied volatity was 24.48, 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 70.6, 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 28 Nov PATANJALI was trading at 568.15. The strike last trading price was 70.6, 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 27 Nov PATANJALI was trading at 569.45. The strike last trading price was 70.6, 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 26 Nov PATANJALI was trading at 569.65. The strike last trading price was 70.6, 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 25 Nov PATANJALI was trading at 569.35. The strike last trading price was 70.6, 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 24 Nov PATANJALI was trading at 569.75. The strike last trading price was 70.6, 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 21 Nov PATANJALI was trading at 579.30. The strike last trading price was 70.6, 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 20 Nov PATANJALI was trading at 584.25. The strike last trading price was 70.6, 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 19 Nov PATANJALI was trading at 582.90. The strike last trading price was 70.6, 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 18 Nov PATANJALI was trading at 587.05. The strike last trading price was 70.6, 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 17 Nov PATANJALI was trading at 586.90. The strike last trading price was 70.6, 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 14 Nov PATANJALI was trading at 587.80. The strike last trading price was 70.6, 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 13 Nov PATANJALI was trading at 590.45. The strike last trading price was 70.6, 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 12 Nov PATANJALI was trading at 588.30. The strike last trading price was 70.6, 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 10 Nov PATANJALI was trading at 580.00. The strike last trading price was 70.6, 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 7 Nov PATANJALI was trading at 578.90. The strike last trading price was 70.6, 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 6 Nov PATANJALI was trading at 573.00. The strike last trading price was 70.6, 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 4 Nov PATANJALI was trading at 575.55. The strike last trading price was 70.6, 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 3 Nov PATANJALI was trading at 578.15. The strike last trading price was 70.6, 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


PATANJALI 30DEC2025 530 PE
Delta: -0.36
Vega: 0.45
Theta: -0.23
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 536.85 6.9 -1.7 22.87 443 -17 317
11 Dec 534.05 8.8 -2.95 25.96 677 99 333
10 Dec 528.75 11.9 5.35 25.06 884 79 234
9 Dec 539.00 7.9 2.3 24.48 265 7 158
8 Dec 547.85 5.65 0.7 25.32 263 -37 152
5 Dec 550.80 5 -7.95 23.29 1,082 64 179
4 Dec 528.75 17.85 14.9 29.80 575 44 113
3 Dec 555.15 3 0.65 21.25 55 23 70
2 Dec 563.35 2.35 0.45 22.60 19 6 46
1 Dec 569.25 1.9 -0.35 22.53 11 5 41
28 Nov 568.15 2.25 -0.15 22.33 6 -1 33
27 Nov 569.45 2.3 -0.25 23.14 3 0 34
26 Nov 569.65 2.55 -0.2 23.75 33 8 31
25 Nov 569.35 2.75 -0.7 23.81 13 -3 22
24 Nov 569.75 3.55 0.35 - 0 0 0
21 Nov 579.30 3.55 0.35 - 0 0 0
20 Nov 584.25 3.55 0.35 - 0 5 0
19 Nov 582.90 3.55 0.35 27.93 7 1 21
18 Nov 587.05 3.2 0 28.33 21 -1 18
17 Nov 586.90 3.2 -0.3 28.03 2 1 18
14 Nov 587.80 3.5 0.3 28.42 11 8 17
13 Nov 590.45 3.2 -0.5 28.24 1 0 8
12 Nov 588.30 3.7 -3.1 28.67 5 0 8
10 Nov 580.00 6.8 0.25 - 0 0 0
7 Nov 578.90 6.8 0.25 - 0 0 0
6 Nov 573.00 6.8 0.25 - 0 2 0
4 Nov 575.55 6.8 0.25 28.53 2 0 6
3 Nov 578.15 6.55 -10.2 28.37 8 5 5


For Patanjali Foods Limited - strike price 530 expiring on 30DEC2025

Delta for 530 PE is -0.36

Historical price for 530 PE is as follows

On 12 Dec PATANJALI was trading at 536.85. The strike last trading price was 6.9, which was -1.7 lower than the previous day. The implied volatity was 22.87, the open interest changed by -17 which decreased total open position to 317


On 11 Dec PATANJALI was trading at 534.05. The strike last trading price was 8.8, which was -2.95 lower than the previous day. The implied volatity was 25.96, the open interest changed by 99 which increased total open position to 333


On 10 Dec PATANJALI was trading at 528.75. The strike last trading price was 11.9, which was 5.35 higher than the previous day. The implied volatity was 25.06, the open interest changed by 79 which increased total open position to 234


On 9 Dec PATANJALI was trading at 539.00. The strike last trading price was 7.9, which was 2.3 higher than the previous day. The implied volatity was 24.48, the open interest changed by 7 which increased total open position to 158


On 8 Dec PATANJALI was trading at 547.85. The strike last trading price was 5.65, which was 0.7 higher than the previous day. The implied volatity was 25.32, the open interest changed by -37 which decreased total open position to 152


On 5 Dec PATANJALI was trading at 550.80. The strike last trading price was 5, which was -7.95 lower than the previous day. The implied volatity was 23.29, the open interest changed by 64 which increased total open position to 179


On 4 Dec PATANJALI was trading at 528.75. The strike last trading price was 17.85, which was 14.9 higher than the previous day. The implied volatity was 29.80, the open interest changed by 44 which increased total open position to 113


On 3 Dec PATANJALI was trading at 555.15. The strike last trading price was 3, which was 0.65 higher than the previous day. The implied volatity was 21.25, the open interest changed by 23 which increased total open position to 70


On 2 Dec PATANJALI was trading at 563.35. The strike last trading price was 2.35, which was 0.45 higher than the previous day. The implied volatity was 22.60, the open interest changed by 6 which increased total open position to 46


On 1 Dec PATANJALI was trading at 569.25. The strike last trading price was 1.9, which was -0.35 lower than the previous day. The implied volatity was 22.53, the open interest changed by 5 which increased total open position to 41


On 28 Nov PATANJALI was trading at 568.15. The strike last trading price was 2.25, which was -0.15 lower than the previous day. The implied volatity was 22.33, the open interest changed by -1 which decreased total open position to 33


On 27 Nov PATANJALI was trading at 569.45. The strike last trading price was 2.3, which was -0.25 lower than the previous day. The implied volatity was 23.14, the open interest changed by 0 which decreased total open position to 34


On 26 Nov PATANJALI was trading at 569.65. The strike last trading price was 2.55, which was -0.2 lower than the previous day. The implied volatity was 23.75, the open interest changed by 8 which increased total open position to 31


On 25 Nov PATANJALI was trading at 569.35. The strike last trading price was 2.75, which was -0.7 lower than the previous day. The implied volatity was 23.81, the open interest changed by -3 which decreased total open position to 22


On 24 Nov PATANJALI was trading at 569.75. The strike last trading price was 3.55, which was 0.35 higher 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 3.55, which was 0.35 higher 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 3.55, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 19 Nov PATANJALI was trading at 582.90. The strike last trading price was 3.55, which was 0.35 higher than the previous day. The implied volatity was 27.93, the open interest changed by 1 which increased total open position to 21


On 18 Nov PATANJALI was trading at 587.05. The strike last trading price was 3.2, which was 0 lower than the previous day. The implied volatity was 28.33, the open interest changed by -1 which decreased total open position to 18


On 17 Nov PATANJALI was trading at 586.90. The strike last trading price was 3.2, which was -0.3 lower than the previous day. The implied volatity was 28.03, the open interest changed by 1 which increased total open position to 18


On 14 Nov PATANJALI was trading at 587.80. The strike last trading price was 3.5, which was 0.3 higher than the previous day. The implied volatity was 28.42, the open interest changed by 8 which increased total open position to 17


On 13 Nov PATANJALI was trading at 590.45. The strike last trading price was 3.2, which was -0.5 lower than the previous day. The implied volatity was 28.24, the open interest changed by 0 which decreased total open position to 8


On 12 Nov PATANJALI was trading at 588.30. The strike last trading price was 3.7, which was -3.1 lower than the previous day. The implied volatity was 28.67, the open interest changed by 0 which decreased total open position to 8


On 10 Nov PATANJALI was trading at 580.00. The strike last trading price was 6.8, which was 0.25 higher 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 6.8, which was 0.25 higher 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 6.8, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 4 Nov PATANJALI was trading at 575.55. The strike last trading price was 6.8, which was 0.25 higher than the previous day. The implied volatity was 28.53, the open interest changed by 0 which decreased total open position to 6


On 3 Nov PATANJALI was trading at 578.15. The strike last trading price was 6.55, which was -10.2 lower than the previous day. The implied volatity was 28.37, the open interest changed by 5 which increased total open position to 5