[--[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 540 CE
Delta: 0.49
Vega: 0.48
Theta: -0.37
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 536.85 10.4 1.35 22.95 1,285 -31 565
11 Dec 534.05 9.4 2.05 20.80 1,143 -19 596
10 Dec 528.75 7.3 -7.75 22.63 902 72 615
9 Dec 539.00 12.8 -5.1 24.11 1,049 164 542
8 Dec 547.85 17.25 -2.95 21.81 343 49 375
5 Dec 550.80 18.7 9.2 21.13 3,495 -64 341
4 Dec 528.75 8.55 -55.5 24.50 1,403 405 405
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
26 Nov 569.65 64.05 0 - 0 0 0
25 Nov 569.35 64.05 0 - 0 0 0
24 Nov 569.75 64.05 0 - 0 0 0
21 Nov 579.30 64.05 0 - 0 0 0
20 Nov 584.25 64.05 0 - 0 0 0
19 Nov 582.90 64.05 0 - 0 0 0
18 Nov 587.05 64.05 0 - 0 0 0
17 Nov 586.90 64.05 0 - 0 0 0
14 Nov 587.80 64.05 0 - 0 0 0
13 Nov 590.45 64.05 0 - 0 0 0
12 Nov 588.30 64.05 0 - 0 0 0
10 Nov 580.00 64.05 0 - 0 0 0
7 Nov 578.90 64.05 0 - 0 0 0
6 Nov 573.00 64.05 0 - 0 0 0
4 Nov 575.55 64.05 0 - 0 0 0
3 Nov 578.15 64.05 0 - 0 0 0
24 Oct 580.95 0 0 - 0 0 0
21 Oct 588.70 0 0 - 0 0 0
17 Oct 587.85 0 0 - 0 0 0
16 Oct 589.85 0 0 - 0 0 0
15 Oct 584.60 0 0 - 0 0 0
14 Oct 583.60 0 0 - 0 0 0
13 Oct 589.80 0 0 - 0 0 0
3 Oct 588.45 0 0 - 0 0 0


For Patanjali Foods Limited - strike price 540 expiring on 30DEC2025

Delta for 540 CE is 0.49

Historical price for 540 CE is as follows

On 12 Dec PATANJALI was trading at 536.85. The strike last trading price was 10.4, which was 1.35 higher than the previous day. The implied volatity was 22.95, the open interest changed by -31 which decreased total open position to 565


On 11 Dec PATANJALI was trading at 534.05. The strike last trading price was 9.4, which was 2.05 higher than the previous day. The implied volatity was 20.80, the open interest changed by -19 which decreased total open position to 596


On 10 Dec PATANJALI was trading at 528.75. The strike last trading price was 7.3, which was -7.75 lower than the previous day. The implied volatity was 22.63, the open interest changed by 72 which increased total open position to 615


On 9 Dec PATANJALI was trading at 539.00. The strike last trading price was 12.8, which was -5.1 lower than the previous day. The implied volatity was 24.11, the open interest changed by 164 which increased total open position to 542


On 8 Dec PATANJALI was trading at 547.85. The strike last trading price was 17.25, which was -2.95 lower than the previous day. The implied volatity was 21.81, the open interest changed by 49 which increased total open position to 375


On 5 Dec PATANJALI was trading at 550.80. The strike last trading price was 18.7, which was 9.2 higher than the previous day. The implied volatity was 21.13, the open interest changed by -64 which decreased total open position to 341


On 4 Dec PATANJALI was trading at 528.75. The strike last trading price was 8.55, which was -55.5 lower than the previous day. The implied volatity was 24.50, the open interest changed by 405 which increased total open position to 405


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


On 26 Nov PATANJALI was trading at 569.65. 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 25 Nov PATANJALI was trading at 569.35. 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 24 Nov PATANJALI was trading at 569.75. 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 21 Nov PATANJALI was trading at 579.30. 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 20 Nov PATANJALI was trading at 584.25. 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 19 Nov PATANJALI was trading at 582.90. 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 18 Nov PATANJALI was trading at 587.05. 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 17 Nov PATANJALI was trading at 586.90. 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 14 Nov PATANJALI was trading at 587.80. 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 13 Nov PATANJALI was trading at 590.45. 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 12 Nov PATANJALI was trading at 588.30. 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 10 Nov PATANJALI was trading at 580.00. 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 7 Nov PATANJALI was trading at 578.90. 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 Nov PATANJALI was trading at 573.00. 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 4 Nov PATANJALI was trading at 575.55. 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 3 Nov PATANJALI was trading at 578.15. 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 24 Oct PATANJALI was trading at 580.95. The strike last trading price was 0, 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 Oct PATANJALI was trading at 588.70. The strike last trading price was 0, 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 Oct PATANJALI was trading at 587.85. The strike last trading price was 0, 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 Oct PATANJALI was trading at 589.85. The strike last trading price was 0, 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 15 Oct PATANJALI was trading at 584.60. The strike last trading price was 0, 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 Oct PATANJALI was trading at 583.60. The strike last trading price was 0, 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 Oct PATANJALI was trading at 589.80. The strike last trading price was 0, 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 Oct PATANJALI was trading at 588.45. The strike last trading price was 0, 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 540 PE
Delta: -0.51
Vega: 0.48
Theta: -0.21
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 536.85 10.95 -2.2 21.91 412 14 420
11 Dec 534.05 13.6 -3.75 26.24 329 49 404
10 Dec 528.75 17.3 7.8 24.63 442 41 355
9 Dec 539.00 11.95 3.4 24.01 871 67 308
8 Dec 547.85 8.8 1.4 24.88 311 30 241
5 Dec 550.80 7.95 -9.6 22.91 1,347 -128 209
4 Dec 528.75 23.9 18.95 30.20 931 278 346
3 Dec 555.15 5.1 1.25 20.82 65 10 69
2 Dec 563.35 3.8 0.6 21.82 18 3 59
1 Dec 569.25 3.25 -0.35 22.14 20 7 57
28 Nov 568.15 3.65 0.05 21.78 6 -1 50
27 Nov 569.45 3.55 -0.35 22.35 18 9 49
26 Nov 569.65 4 -0.85 23.29 48 20 39
25 Nov 569.35 4.85 -0.5 23.65 20 12 19
24 Nov 569.75 5.1 1.3 24.61 7 3 6
21 Nov 579.30 3.8 -1.2 23.98 3 2 3
20 Nov 584.25 5 -15.05 - 0 1 0
19 Nov 582.90 5 -15.05 27.44 1 0 0
18 Nov 587.05 20.05 0 7.87 0 0 0
17 Nov 586.90 20.05 0 7.80 0 0 0
14 Nov 587.80 20.05 0 7.81 0 0 0
13 Nov 590.45 20.05 0 8.12 0 0 0
12 Nov 588.30 20.05 0 7.82 0 0 0
10 Nov 580.00 20.05 0 6.12 0 0 0
7 Nov 578.90 20.05 0 5.69 0 0 0
6 Nov 573.00 20.05 0 5.11 0 0 0
4 Nov 575.55 20.05 0 5.29 0 0 0
3 Nov 578.15 20.05 0 5.43 0 0 0
24 Oct 580.95 20.05 0 5.70 0 0 0
21 Oct 588.70 20.05 0 6.53 0 0 0
17 Oct 587.85 20.05 0 6.05 0 0 0
16 Oct 589.85 20.05 0 - 0 0 0
15 Oct 584.60 20.05 0 - 0 0 0
14 Oct 583.60 20.05 0 5.61 0 0 0
13 Oct 589.80 20.05 0 - 0 0 0
3 Oct 588.45 0 0 6.20 0 0 0


For Patanjali Foods Limited - strike price 540 expiring on 30DEC2025

Delta for 540 PE is -0.51

Historical price for 540 PE is as follows

On 12 Dec PATANJALI was trading at 536.85. The strike last trading price was 10.95, which was -2.2 lower than the previous day. The implied volatity was 21.91, the open interest changed by 14 which increased total open position to 420


On 11 Dec PATANJALI was trading at 534.05. The strike last trading price was 13.6, which was -3.75 lower than the previous day. The implied volatity was 26.24, the open interest changed by 49 which increased total open position to 404


On 10 Dec PATANJALI was trading at 528.75. The strike last trading price was 17.3, which was 7.8 higher than the previous day. The implied volatity was 24.63, the open interest changed by 41 which increased total open position to 355


On 9 Dec PATANJALI was trading at 539.00. The strike last trading price was 11.95, which was 3.4 higher than the previous day. The implied volatity was 24.01, the open interest changed by 67 which increased total open position to 308


On 8 Dec PATANJALI was trading at 547.85. The strike last trading price was 8.8, which was 1.4 higher than the previous day. The implied volatity was 24.88, the open interest changed by 30 which increased total open position to 241


On 5 Dec PATANJALI was trading at 550.80. The strike last trading price was 7.95, which was -9.6 lower than the previous day. The implied volatity was 22.91, the open interest changed by -128 which decreased total open position to 209


On 4 Dec PATANJALI was trading at 528.75. The strike last trading price was 23.9, which was 18.95 higher than the previous day. The implied volatity was 30.20, the open interest changed by 278 which increased total open position to 346


On 3 Dec PATANJALI was trading at 555.15. The strike last trading price was 5.1, which was 1.25 higher than the previous day. The implied volatity was 20.82, the open interest changed by 10 which increased total open position to 69


On 2 Dec PATANJALI was trading at 563.35. The strike last trading price was 3.8, which was 0.6 higher than the previous day. The implied volatity was 21.82, the open interest changed by 3 which increased total open position to 59


On 1 Dec PATANJALI was trading at 569.25. The strike last trading price was 3.25, which was -0.35 lower than the previous day. The implied volatity was 22.14, the open interest changed by 7 which increased total open position to 57


On 28 Nov PATANJALI was trading at 568.15. The strike last trading price was 3.65, which was 0.05 higher than the previous day. The implied volatity was 21.78, the open interest changed by -1 which decreased total open position to 50


On 27 Nov PATANJALI was trading at 569.45. The strike last trading price was 3.55, which was -0.35 lower than the previous day. The implied volatity was 22.35, the open interest changed by 9 which increased total open position to 49


On 26 Nov PATANJALI was trading at 569.65. The strike last trading price was 4, which was -0.85 lower than the previous day. The implied volatity was 23.29, the open interest changed by 20 which increased total open position to 39


On 25 Nov PATANJALI was trading at 569.35. The strike last trading price was 4.85, which was -0.5 lower than the previous day. The implied volatity was 23.65, the open interest changed by 12 which increased total open position to 19


On 24 Nov PATANJALI was trading at 569.75. The strike last trading price was 5.1, which was 1.3 higher than the previous day. The implied volatity was 24.61, the open interest changed by 3 which increased total open position to 6


On 21 Nov PATANJALI was trading at 579.30. The strike last trading price was 3.8, which was -1.2 lower than the previous day. The implied volatity was 23.98, the open interest changed by 2 which increased total open position to 3


On 20 Nov PATANJALI was trading at 584.25. The strike last trading price was 5, which was -15.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 19 Nov PATANJALI was trading at 582.90. The strike last trading price was 5, which was -15.05 lower than the previous day. The implied volatity was 27.44, 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 20.05, which was 0 lower than the previous day. The implied volatity was 7.87, 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 20.05, which was 0 lower than the previous day. The implied volatity was 7.80, 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 20.05, which was 0 lower than the previous day. The implied volatity was 7.81, 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 20.05, which was 0 lower than the previous day. The implied volatity was 8.12, 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 20.05, which was 0 lower than the previous day. The implied volatity was 7.82, 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 20.05, which was 0 lower than the previous day. The implied volatity was 6.12, 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 20.05, which was 0 lower than the previous day. The implied volatity was 5.69, 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 20.05, which was 0 lower than the previous day. The implied volatity was 5.11, 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 20.05, which was 0 lower than the previous day. The implied volatity was 5.29, 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 20.05, which was 0 lower than the previous day. The implied volatity was 5.43, the open interest changed by 0 which decreased total open position to 0


On 24 Oct PATANJALI was trading at 580.95. The strike last trading price was 20.05, which was 0 lower than the previous day. The implied volatity was 5.70, the open interest changed by 0 which decreased total open position to 0


On 21 Oct PATANJALI was trading at 588.70. The strike last trading price was 20.05, which was 0 lower than the previous day. The implied volatity was 6.53, the open interest changed by 0 which decreased total open position to 0


On 17 Oct PATANJALI was trading at 587.85. The strike last trading price was 20.05, which was 0 lower than the previous day. The implied volatity was 6.05, the open interest changed by 0 which decreased total open position to 0


On 16 Oct PATANJALI was trading at 589.85. The strike last trading price was 20.05, 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 15 Oct PATANJALI was trading at 584.60. The strike last trading price was 20.05, 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 14 Oct PATANJALI was trading at 583.60. The strike last trading price was 20.05, which was 0 lower than the previous day. The implied volatity was 5.61, the open interest changed by 0 which decreased total open position to 0


On 13 Oct PATANJALI was trading at 589.80. The strike last trading price was 20.05, 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 Oct PATANJALI was trading at 588.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.20, the open interest changed by 0 which decreased total open position to 0