PATANJALI
Patanjali Foods Limited
Historical option data for PATANJALI
20 Feb 2026 04:13 PM IST
| PATANJALI 24-FEB-2026 530 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.58
Vega: 0.22
Theta: -0.66
Gamma: 0.03
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 534.40 | 6 | 0.2 | 21.41 | 1,219 | -357 | 338 | |||||||||
| 19 Feb | 532.95 | 6 | -4.7 | 22.77 | 1,753 | 220 | 714 | |||||||||
| 18 Feb | 538.25 | 7.95 | -0.3 | 21.85 | 1,059 | -51 | 497 | |||||||||
| 17 Feb | 530.20 | 7.85 | 0.35 | 27.7 | 1,654 | 4 | 542 | |||||||||
| 16 Feb | 525.70 | 6.6 | -0.75 | 30.39 | 503 | 16 | 536 | |||||||||
| 13 Feb | 521.25 | 6.05 | -3.7 | 32.34 | 864 | -4 | 524 | |||||||||
| 12 Feb | 523.15 | 9.5 | -3.95 | 33.34 | 3,686 | -59 | 529 | |||||||||
| 11 Feb | 521.75 | 13.7 | 0.75 | 42.88 | 955 | 220 | 588 | |||||||||
| 10 Feb | 521.55 | 13.4 | -5.5 | 40.76 | 862 | 36 | 366 | |||||||||
| 9 Feb | 531.55 | 19.3 | 5.05 | 41.79 | 3,298 | 177 | 338 | |||||||||
| 6 Feb | 524.05 | 13.95 | 1.35 | 34.61 | 555 | 65 | 162 | |||||||||
| 5 Feb | 515.50 | 11.7 | 1.75 | 36.84 | 239 | 0 | 98 | |||||||||
| 4 Feb | 510.40 | 10.25 | 1.3 | 37.74 | 179 | 35 | 100 | |||||||||
| 3 Feb | 505.95 | 8.9 | 3.05 | 35.54 | 152 | -6 | 55 | |||||||||
| 2 Feb | 496.10 | 5.5 | -1 | 34.11 | 66 | 21 | 60 | |||||||||
| 1 Feb | 495.75 | 5 | -3.65 | 36.93 | 60 | -9 | 39 | |||||||||
| 30 Jan | 500.40 | 8.5 | -0.65 | 35.15 | 104 | 7 | 49 | |||||||||
| 29 Jan | 500.00 | 9.15 | -0.5 | 36.1 | 41 | 6 | 42 | |||||||||
| 28 Jan | 505.75 | 9.1 | -0.9 | 30.95 | 103 | 23 | 37 | |||||||||
| 27 Jan | 503.10 | 10 | 0 | 36.02 | 18 | 10 | 15 | |||||||||
| 23 Jan | 511.50 | 10 | 1.5 | 30.22 | 1 | 0 | 4 | |||||||||
| 22 Jan | 511.00 | 8.5 | -14 | - | 0 | 0 | 4 | |||||||||
| 21 Jan | 505.00 | 8.5 | -14 | 27.42 | 1 | 0 | 3 | |||||||||
| 20 Jan | 502.00 | 22.5 | -41.55 | - | 0 | 0 | 3 | |||||||||
| 19 Jan | 521.25 | 22.5 | -41.55 | - | 0 | 0 | 3 | |||||||||
| 16 Jan | 521.60 | 22.5 | -41.55 | 35.67 | 4 | 3 | 3 | |||||||||
| 14 Jan | 543.55 | 64.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 543.85 | 64.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 551.45 | 64.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 551.15 | 64.05 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 8 Jan | 563.95 | 64.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 576.45 | 64.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 574.50 | 64.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 572.95 | 64.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 557.00 | 64.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 552.55 | 64.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 545.50 | 64.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Dec | 546.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 29 Dec | 542.05 | - | - | - | 0 | 0 | 0 | |||||||||
| 26 Dec | 546.55 | - | - | - | 0 | 0 | 0 | |||||||||
| 24 Dec | 547.20 | 64.05 | - | - | 0 | 0 | 0 | |||||||||
| 23 Dec | 553.35 | 64.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Dec | 550.15 | - | - | - | 0 | 0 | 0 | |||||||||
| 19 Dec | 559.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 Dec | 550.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Dec | 543.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 537.85 | 64.05 | - | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 529.75 | 64.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 536.85 | - | - | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 534.05 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 528.75 | 64.05 | - | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 539.00 | 64.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 547.85 | 64.05 | - | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 550.80 | 64.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 528.75 | 64.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 555.15 | 64.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 563.35 | 64.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 569.25 | 64.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 568.15 | 64.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 569.45 | 64.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Patanjali Foods Limited - strike price 530 expiring on 24FEB2026
Delta for 530 CE is 0.58
Historical price for 530 CE is as follows
On 20 Feb PATANJALI was trading at 534.40. The strike last trading price was 6, which was 0.2 higher than the previous day. The implied volatity was 21.41, the open interest changed by -357 which decreased total open position to 338
On 19 Feb PATANJALI was trading at 532.95. The strike last trading price was 6, which was -4.7 lower than the previous day. The implied volatity was 22.77, the open interest changed by 220 which increased total open position to 714
On 18 Feb PATANJALI was trading at 538.25. The strike last trading price was 7.95, which was -0.3 lower than the previous day. The implied volatity was 21.85, the open interest changed by -51 which decreased total open position to 497
On 17 Feb PATANJALI was trading at 530.20. The strike last trading price was 7.85, which was 0.35 higher than the previous day. The implied volatity was 27.7, the open interest changed by 4 which increased total open position to 542
On 16 Feb PATANJALI was trading at 525.70. The strike last trading price was 6.6, which was -0.75 lower than the previous day. The implied volatity was 30.39, the open interest changed by 16 which increased total open position to 536
On 13 Feb PATANJALI was trading at 521.25. The strike last trading price was 6.05, which was -3.7 lower than the previous day. The implied volatity was 32.34, the open interest changed by -4 which decreased total open position to 524
On 12 Feb PATANJALI was trading at 523.15. The strike last trading price was 9.5, which was -3.95 lower than the previous day. The implied volatity was 33.34, the open interest changed by -59 which decreased total open position to 529
On 11 Feb PATANJALI was trading at 521.75. The strike last trading price was 13.7, which was 0.75 higher than the previous day. The implied volatity was 42.88, the open interest changed by 220 which increased total open position to 588
On 10 Feb PATANJALI was trading at 521.55. The strike last trading price was 13.4, which was -5.5 lower than the previous day. The implied volatity was 40.76, the open interest changed by 36 which increased total open position to 366
On 9 Feb PATANJALI was trading at 531.55. The strike last trading price was 19.3, which was 5.05 higher than the previous day. The implied volatity was 41.79, the open interest changed by 177 which increased total open position to 338
On 6 Feb PATANJALI was trading at 524.05. The strike last trading price was 13.95, which was 1.35 higher than the previous day. The implied volatity was 34.61, the open interest changed by 65 which increased total open position to 162
On 5 Feb PATANJALI was trading at 515.50. The strike last trading price was 11.7, which was 1.75 higher than the previous day. The implied volatity was 36.84, the open interest changed by 0 which decreased total open position to 98
On 4 Feb PATANJALI was trading at 510.40. The strike last trading price was 10.25, which was 1.3 higher than the previous day. The implied volatity was 37.74, the open interest changed by 35 which increased total open position to 100
On 3 Feb PATANJALI was trading at 505.95. The strike last trading price was 8.9, which was 3.05 higher than the previous day. The implied volatity was 35.54, the open interest changed by -6 which decreased total open position to 55
On 2 Feb PATANJALI was trading at 496.10. The strike last trading price was 5.5, which was -1 lower than the previous day. The implied volatity was 34.11, the open interest changed by 21 which increased total open position to 60
On 1 Feb PATANJALI was trading at 495.75. The strike last trading price was 5, which was -3.65 lower than the previous day. The implied volatity was 36.93, the open interest changed by -9 which decreased total open position to 39
On 30 Jan PATANJALI was trading at 500.40. The strike last trading price was 8.5, which was -0.65 lower than the previous day. The implied volatity was 35.15, the open interest changed by 7 which increased total open position to 49
On 29 Jan PATANJALI was trading at 500.00. The strike last trading price was 9.15, which was -0.5 lower than the previous day. The implied volatity was 36.1, the open interest changed by 6 which increased total open position to 42
On 28 Jan PATANJALI was trading at 505.75. The strike last trading price was 9.1, which was -0.9 lower than the previous day. The implied volatity was 30.95, the open interest changed by 23 which increased total open position to 37
On 27 Jan PATANJALI was trading at 503.10. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 36.02, the open interest changed by 10 which increased total open position to 15
On 23 Jan PATANJALI was trading at 511.50. The strike last trading price was 10, which was 1.5 higher than the previous day. The implied volatity was 30.22, the open interest changed by 0 which decreased total open position to 4
On 22 Jan PATANJALI was trading at 511.00. The strike last trading price was 8.5, which was -14 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 21 Jan PATANJALI was trading at 505.00. The strike last trading price was 8.5, which was -14 lower than the previous day. The implied volatity was 27.42, the open interest changed by 0 which decreased total open position to 3
On 20 Jan PATANJALI was trading at 502.00. The strike last trading price was 22.5, which was -41.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Jan PATANJALI was trading at 521.25. The strike last trading price was 22.5, which was -41.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Jan PATANJALI was trading at 521.60. The strike last trading price was 22.5, which was -41.55 lower than the previous day. The implied volatity was 35.67, the open interest changed by 3 which increased total open position to 3
On 14 Jan PATANJALI was trading at 543.55. The strike last trading price was 64.05, 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 Jan PATANJALI was trading at 543.85. The strike last trading price was 64.05, 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 Jan PATANJALI was trading at 551.45. The strike last trading price was 64.05, 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 Jan PATANJALI was trading at 551.15. The strike last trading price was 64.05, 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 8 Jan PATANJALI was trading at 563.95. The strike last trading price was 64.05, 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 Jan PATANJALI was trading at 576.45. The strike last trading price was 64.05, 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 Jan PATANJALI was trading at 574.50. The strike last trading price was 64.05, 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 Jan PATANJALI was trading at 572.95. The strike last trading price was 64.05, 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 Jan PATANJALI was trading at 557.00. The strike last trading price was 64.05, 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 Jan PATANJALI was trading at 552.55. The strike last trading price was 64.05, 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 31 Dec PATANJALI was trading at 545.50. The strike last trading price was 64.05, 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 Dec PATANJALI was trading at 546.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Dec PATANJALI was trading at 542.05. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Dec PATANJALI was trading at 546.55. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Dec PATANJALI was trading at 547.20. The strike last trading price was 64.05, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Dec PATANJALI was trading at 553.35. The strike last trading price was 64.05, 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 22 Dec PATANJALI was trading at 550.15. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Dec PATANJALI was trading at 559.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Dec PATANJALI was trading at 550.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Dec PATANJALI was trading at 543.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec PATANJALI was trading at 537.85. The strike last trading price was 64.05, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Dec PATANJALI was trading at 529.75. The strike last trading price was 64.05, 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 Dec PATANJALI was trading at 536.85. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec PATANJALI was trading at 534.05. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec PATANJALI was trading at 528.75. The strike last trading price was 64.05, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec PATANJALI was trading at 539.00. The strike last trading price was 64.05, 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 8 Dec PATANJALI was trading at 547.85. The strike last trading price was 64.05, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec PATANJALI was trading at 550.80. The strike last trading price was 64.05, 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 Dec PATANJALI was trading at 528.75. The strike last trading price was 64.05, 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 Dec PATANJALI was trading at 555.15. The strike last trading price was 64.05, 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 64.05, 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 64.05, 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 64.05, 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 64.05, 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 24FEB2026 530 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 0.22
Theta: -0.74
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 534.40 | 5.4 | -2.65 | 29.33 | 210 | 14 | 185 |
| 19 Feb | 532.95 | 8.75 | 4.2 | 36.83 | 340 | -14 | 174 |
| 18 Feb | 538.25 | 4.9 | -4.3 | 24.2 | 908 | 53 | 186 |
| 17 Feb | 530.20 | 9.45 | -3.15 | 31.52 | 454 | 14 | 133 |
| 16 Feb | 525.70 | 13.4 | -3.15 | 31.92 | 54 | 9 | 119 |
| 13 Feb | 521.25 | 16.9 | 0.05 | 22.76 | 60 | -5 | 110 |
| 12 Feb | 523.15 | 17.8 | -3.55 | 37.09 | 630 | -12 | 113 |
| 11 Feb | 521.75 | 21.55 | -0.25 | 45.28 | 83 | 4 | 124 |
| 10 Feb | 521.55 | 21.9 | 4.6 | 44.3 | 336 | 12 | 121 |
| 9 Feb | 531.55 | 17.55 | -9 | 44.18 | 751 | 61 | 108 |
| 6 Feb | 524.05 | 26.55 | -2.3 | - | 0 | 0 | 47 |
| 5 Feb | 515.50 | 26.55 | -2.3 | 40.8 | 18 | -1 | 48 |
| 4 Feb | 510.40 | 29.45 | -2.7 | 37.96 | 39 | 8 | 45 |
| 3 Feb | 505.95 | 32.65 | -2.35 | 40.91 | 101 | 23 | 38 |
| 2 Feb | 496.10 | 35 | 2.8 | - | 0 | 0 | 15 |
| 1 Feb | 495.75 | 35 | 2.8 | 35.04 | 1 | 0 | 15 |
| 30 Jan | 500.40 | 30.7 | -0.95 | - | 0 | 0 | 15 |
| 29 Jan | 500.00 | 30.7 | -0.95 | - | 0 | 0 | 0 |
| 28 Jan | 505.75 | 30.7 | -0.95 | 33.92 | 22 | 12 | 15 |
| 27 Jan | 503.10 | 31.65 | -5.35 | 27.01 | 2 | 0 | 1 |
| 23 Jan | 511.50 | 37 | 20.3 | - | 0 | 0 | 1 |
| 22 Jan | 511.00 | 37 | 20.3 | - | 0 | 0 | 1 |
| 21 Jan | 505.00 | 37 | 20.3 | 40.99 | 1 | 0 | 0 |
| 20 Jan | 502.00 | 16.7 | 0 | 0.03 | 0 | 0 | 0 |
| 19 Jan | 521.25 | 16.7 | 0 | 0.66 | 0 | 0 | 0 |
| 16 Jan | 521.60 | 16.7 | 0 | 0.09 | 0 | 0 | 0 |
| 14 Jan | 543.55 | 16.7 | 0 | 3.37 | 0 | 0 | 0 |
| 13 Jan | 543.85 | 16.7 | 0 | 3.16 | 0 | 0 | 0 |
| 12 Jan | 551.45 | 16.7 | 0 | 4.28 | 0 | 0 | 0 |
| 9 Jan | 551.15 | 16.7 | 0 | 4.27 | 0 | 0 | 0 |
| 8 Jan | 563.95 | 16.7 | 0 | 5.47 | 0 | 0 | 0 |
| 7 Jan | 576.45 | 16.7 | 0 | 7.63 | 0 | 0 | 0 |
| 6 Jan | 574.50 | 16.7 | 0 | 7.3 | 0 | 0 | 0 |
| 5 Jan | 572.95 | 16.7 | 0 | 6.37 | 0 | 0 | 0 |
| 2 Jan | 557.00 | 16.7 | 0 | 4.74 | 0 | 0 | 0 |
| 1 Jan | 552.55 | 16.7 | 0 | 3.87 | 0 | 0 | 0 |
| 31 Dec | 545.50 | 16.7 | 0 | 3.41 | 0 | 0 | 0 |
| 30 Dec | 546.30 | - | - | - | 0 | 0 | 0 |
| 29 Dec | 542.05 | - | - | - | 0 | 0 | 0 |
| 26 Dec | 546.55 | - | - | - | 0 | 0 | 0 |
| 24 Dec | 547.20 | 16.7 | - | - | 0 | 0 | 0 |
| 23 Dec | 553.35 | 16.7 | 0 | 3.51 | 0 | 0 | 0 |
| 22 Dec | 550.15 | - | - | - | 0 | 0 | 0 |
| 19 Dec | 559.40 | - | - | - | 0 | 0 | 0 |
| 18 Dec | 550.30 | - | - | - | 0 | 0 | 0 |
| 17 Dec | 543.90 | - | - | - | 0 | 0 | 0 |
| 16 Dec | 537.85 | 16.7 | - | - | 0 | 0 | 0 |
| 15 Dec | 529.75 | 16.7 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 536.85 | - | - | - | 0 | 0 | 0 |
| 11 Dec | 534.05 | - | - | - | 0 | 0 | 0 |
| 10 Dec | 528.75 | 16.7 | - | - | 0 | 0 | 0 |
| 9 Dec | 539.00 | 16.7 | 0 | 2.37 | 0 | 0 | 0 |
| 8 Dec | 547.85 | 16.7 | - | - | 0 | 0 | 0 |
| 5 Dec | 550.80 | 16.7 | 0 | 3.49 | 0 | 0 | 0 |
| 4 Dec | 528.75 | 16.7 | 0 | 0.52 | 0 | 0 | 0 |
| 3 Dec | 555.15 | 16.7 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 563.35 | 16.7 | 0 | 4.83 | 0 | 0 | 0 |
| 1 Dec | 569.25 | 16.7 | 0 | 5.37 | 0 | 0 | 0 |
| 28 Nov | 568.15 | 16.7 | 0 | 5.14 | 0 | 0 | 0 |
| 27 Nov | 569.45 | 16.7 | 0 | 5.34 | 0 | 0 | 0 |
For Patanjali Foods Limited - strike price 530 expiring on 24FEB2026
Delta for 530 PE is -0.44
Historical price for 530 PE is as follows
On 20 Feb PATANJALI was trading at 534.40. The strike last trading price was 5.4, which was -2.65 lower than the previous day. The implied volatity was 29.33, the open interest changed by 14 which increased total open position to 185
On 19 Feb PATANJALI was trading at 532.95. The strike last trading price was 8.75, which was 4.2 higher than the previous day. The implied volatity was 36.83, the open interest changed by -14 which decreased total open position to 174
On 18 Feb PATANJALI was trading at 538.25. The strike last trading price was 4.9, which was -4.3 lower than the previous day. The implied volatity was 24.2, the open interest changed by 53 which increased total open position to 186
On 17 Feb PATANJALI was trading at 530.20. The strike last trading price was 9.45, which was -3.15 lower than the previous day. The implied volatity was 31.52, the open interest changed by 14 which increased total open position to 133
On 16 Feb PATANJALI was trading at 525.70. The strike last trading price was 13.4, which was -3.15 lower than the previous day. The implied volatity was 31.92, the open interest changed by 9 which increased total open position to 119
On 13 Feb PATANJALI was trading at 521.25. The strike last trading price was 16.9, which was 0.05 higher than the previous day. The implied volatity was 22.76, the open interest changed by -5 which decreased total open position to 110
On 12 Feb PATANJALI was trading at 523.15. The strike last trading price was 17.8, which was -3.55 lower than the previous day. The implied volatity was 37.09, the open interest changed by -12 which decreased total open position to 113
On 11 Feb PATANJALI was trading at 521.75. The strike last trading price was 21.55, which was -0.25 lower than the previous day. The implied volatity was 45.28, the open interest changed by 4 which increased total open position to 124
On 10 Feb PATANJALI was trading at 521.55. The strike last trading price was 21.9, which was 4.6 higher than the previous day. The implied volatity was 44.3, the open interest changed by 12 which increased total open position to 121
On 9 Feb PATANJALI was trading at 531.55. The strike last trading price was 17.55, which was -9 lower than the previous day. The implied volatity was 44.18, the open interest changed by 61 which increased total open position to 108
On 6 Feb PATANJALI was trading at 524.05. The strike last trading price was 26.55, which was -2.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 47
On 5 Feb PATANJALI was trading at 515.50. The strike last trading price was 26.55, which was -2.3 lower than the previous day. The implied volatity was 40.8, the open interest changed by -1 which decreased total open position to 48
On 4 Feb PATANJALI was trading at 510.40. The strike last trading price was 29.45, which was -2.7 lower than the previous day. The implied volatity was 37.96, the open interest changed by 8 which increased total open position to 45
On 3 Feb PATANJALI was trading at 505.95. The strike last trading price was 32.65, which was -2.35 lower than the previous day. The implied volatity was 40.91, the open interest changed by 23 which increased total open position to 38
On 2 Feb PATANJALI was trading at 496.10. The strike last trading price was 35, which was 2.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 1 Feb PATANJALI was trading at 495.75. The strike last trading price was 35, which was 2.8 higher than the previous day. The implied volatity was 35.04, the open interest changed by 0 which decreased total open position to 15
On 30 Jan PATANJALI was trading at 500.40. The strike last trading price was 30.7, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 29 Jan PATANJALI was trading at 500.00. The strike last trading price was 30.7, which was -0.95 lower than the previous day. The implied volatity was -, 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 30.7, which was -0.95 lower than the previous day. The implied volatity was 33.92, the open interest changed by 12 which increased total open position to 15
On 27 Jan PATANJALI was trading at 503.10. The strike last trading price was 31.65, which was -5.35 lower than the previous day. The implied volatity was 27.01, the open interest changed by 0 which decreased total open position to 1
On 23 Jan PATANJALI was trading at 511.50. The strike last trading price was 37, which was 20.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 Jan PATANJALI was trading at 511.00. The strike last trading price was 37, which was 20.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 Jan PATANJALI was trading at 505.00. The strike last trading price was 37, which was 20.3 higher than the previous day. The implied volatity was 40.99, the open interest changed by 0 which decreased total open position to 0
On 20 Jan PATANJALI was trading at 502.00. The strike last trading price was 16.7, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
On 19 Jan PATANJALI was trading at 521.25. The strike last trading price was 16.7, which was 0 lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0
On 16 Jan PATANJALI was trading at 521.60. The strike last trading price was 16.7, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
On 14 Jan PATANJALI was trading at 543.55. The strike last trading price was 16.7, 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 13 Jan PATANJALI was trading at 543.85. The strike last trading price was 16.7, which was 0 lower than the previous day. The implied volatity was 3.16, the open interest changed by 0 which decreased total open position to 0
On 12 Jan PATANJALI was trading at 551.45. The strike last trading price was 16.7, which was 0 lower than the previous day. The implied volatity was 4.28, the open interest changed by 0 which decreased total open position to 0
On 9 Jan PATANJALI was trading at 551.15. The strike last trading price was 16.7, 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 8 Jan PATANJALI was trading at 563.95. The strike last trading price was 16.7, which was 0 lower than the previous day. The implied volatity was 5.47, the open interest changed by 0 which decreased total open position to 0
On 7 Jan PATANJALI was trading at 576.45. The strike last trading price was 16.7, which was 0 lower than the previous day. The implied volatity was 7.63, the open interest changed by 0 which decreased total open position to 0
On 6 Jan PATANJALI was trading at 574.50. The strike last trading price was 16.7, which was 0 lower than the previous day. The implied volatity was 7.3, the open interest changed by 0 which decreased total open position to 0
On 5 Jan PATANJALI was trading at 572.95. The strike last trading price was 16.7, which was 0 lower than the previous day. The implied volatity was 6.37, the open interest changed by 0 which decreased total open position to 0
On 2 Jan PATANJALI was trading at 557.00. The strike last trading price was 16.7, which was 0 lower than the previous day. The implied volatity was 4.74, the open interest changed by 0 which decreased total open position to 0
On 1 Jan PATANJALI was trading at 552.55. The strike last trading price was 16.7, which was 0 lower than the previous day. The implied volatity was 3.87, the open interest changed by 0 which decreased total open position to 0
On 31 Dec PATANJALI was trading at 545.50. The strike last trading price was 16.7, which was 0 lower than the previous day. The implied volatity was 3.41, the open interest changed by 0 which decreased total open position to 0
On 30 Dec PATANJALI was trading at 546.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Dec PATANJALI was trading at 542.05. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Dec PATANJALI was trading at 546.55. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Dec PATANJALI was trading at 547.20. The strike last trading price was 16.7, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Dec PATANJALI was trading at 553.35. The strike last trading price was 16.7, which was 0 lower than the previous day. The implied volatity was 3.51, the open interest changed by 0 which decreased total open position to 0
On 22 Dec PATANJALI was trading at 550.15. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Dec PATANJALI was trading at 559.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Dec PATANJALI was trading at 550.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Dec PATANJALI was trading at 543.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec PATANJALI was trading at 537.85. The strike last trading price was 16.7, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Dec PATANJALI was trading at 529.75. The strike last trading price was 16.7, 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 Dec PATANJALI was trading at 536.85. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec PATANJALI was trading at 534.05. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec PATANJALI was trading at 528.75. The strike last trading price was 16.7, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec PATANJALI was trading at 539.00. The strike last trading price was 16.7, which was 0 lower than the previous day. The implied volatity was 2.37, the open interest changed by 0 which decreased total open position to 0
On 8 Dec PATANJALI was trading at 547.85. The strike last trading price was 16.7, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec PATANJALI was trading at 550.80. The strike last trading price was 16.7, which was 0 lower than the previous day. The implied volatity was 3.49, the open interest changed by 0 which decreased total open position to 0
On 4 Dec PATANJALI was trading at 528.75. The strike last trading price was 16.7, 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 3 Dec PATANJALI was trading at 555.15. The strike last trading price was 16.7, 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 2 Dec PATANJALI was trading at 563.35. The strike last trading price was 16.7, which was 0 lower than the previous day. The implied volatity was 4.83, 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 16.7, which was 0 lower than the previous day. The implied volatity was 5.37, 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 16.7, which was 0 lower than the previous day. The implied volatity was 5.14, 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 16.7, which was 0 lower than the previous day. The implied volatity was 5.34, the open interest changed by 0 which decreased total open position to 0
