PATANJALI
Patanjali Foods Limited
Historical option data for PATANJALI
12 Dec 2025 04:13 PM IST
| PATANJALI 30-DEC-2025 530 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 0.45
Theta: -0.39
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.36
Vega: 0.45
Theta: -0.23
Gamma: 0.01
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| 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































































































































































































































