PATANJALI
Patanjali Foods Limited
Historical option data for PATANJALI
16 Jan 2026 04:13 PM IST
| PATANJALI 27-JAN-2026 545 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.17
Vega: 0.23
Theta: -0.28
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Jan | 521.60 | 2 | -6.9 | 25.04 | 632 | 243 | 320 | |||||||||
| 14 Jan | 543.55 | 8.85 | -2.4 | 20.53 | 55 | 19 | 77 | |||||||||
| 13 Jan | 543.85 | 11 | -5.9 | 24.98 | 41 | 14 | 56 | |||||||||
| 12 Jan | 551.45 | 16.75 | -0.7 | 29.06 | 6 | 0 | 44 | |||||||||
| 9 Jan | 551.15 | 16.55 | -18.8 | 24.9 | 53 | -18 | 45 | |||||||||
| 8 Jan | 563.95 | 35.45 | 0.2 | - | 0 | 0 | 63 | |||||||||
| 7 Jan | 576.45 | 35.45 | 0.2 | - | 0 | 0 | 63 | |||||||||
| 6 Jan | 574.50 | 35.45 | 0.2 | 30.98 | 23 | -8 | 65 | |||||||||
| 5 Jan | 572.95 | 34.75 | 10.05 | 30.54 | 140 | 3 | 76 | |||||||||
| 2 Jan | 557.00 | 23.9 | 4.1 | 24.83 | 83 | 10 | 75 | |||||||||
| 1 Jan | 552.55 | 19.35 | 2.35 | 23.68 | 77 | 6 | 74 | |||||||||
| 31 Dec | 545.50 | 16.45 | 0 | 24.13 | 412 | 35 | 67 | |||||||||
| 30 Dec | 546.30 | 16.2 | 1.3 | 24.07 | 41 | 15 | 32 | |||||||||
| 29 Dec | 542.05 | 14.3 | -4.85 | 24.06 | 25 | 5 | 16 | |||||||||
| 26 Dec | 546.55 | 19.3 | -1.15 | 24.67 | 19 | 5 | 10 | |||||||||
| 24 Dec | 547.20 | 19.8 | -3.35 | 25.2 | 9 | 3 | 4 | |||||||||
| 23 Dec | 553.35 | 23.15 | 3.15 | 27.27 | 4 | 1 | 2 | |||||||||
| 22 Dec | 550.15 | 20 | -27.4 | - | 0 | 0 | 1 | |||||||||
| 19 Dec | 559.40 | 20 | -27.4 | - | 0 | 0 | 1 | |||||||||
| 18 Dec | 550.30 | 20 | -27.4 | - | 0 | 0 | 1 | |||||||||
| 17 Dec | 543.90 | 20 | -27.4 | - | 0 | 0 | 1 | |||||||||
| 16 Dec | 537.85 | 20 | -27.4 | - | 0 | 0 | 1 | |||||||||
| 15 Dec | 529.75 | 20 | -27.4 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 536.85 | 20 | -27.4 | - | 0 | 0 | 1 | |||||||||
| 11 Dec | 534.05 | 20 | -27.4 | - | 0 | 0 | 1 | |||||||||
| 10 Dec | 528.75 | 20 | -27.4 | - | 0 | 0 | 1 | |||||||||
| 9 Dec | 539.00 | 20 | -27.4 | 25.47 | 1 | 0 | 0 | |||||||||
| 8 Dec | 547.85 | 47.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 550.80 | 47.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 528.75 | 47.4 | 0 | 2.33 | 0 | 0 | 0 | |||||||||
| 3 Dec | 555.15 | 47.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 563.35 | - | - | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 1 Dec | 569.25 | - | - | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 568.15 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 569.45 | 47.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 569.65 | 47.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Patanjali Foods Limited - strike price 545 expiring on 27JAN2026
Delta for 545 CE is 0.17
Historical price for 545 CE is as follows
On 16 Jan PATANJALI was trading at 521.60. The strike last trading price was 2, which was -6.9 lower than the previous day. The implied volatity was 25.04, the open interest changed by 243 which increased total open position to 320
On 14 Jan PATANJALI was trading at 543.55. The strike last trading price was 8.85, which was -2.4 lower than the previous day. The implied volatity was 20.53, the open interest changed by 19 which increased total open position to 77
On 13 Jan PATANJALI was trading at 543.85. The strike last trading price was 11, which was -5.9 lower than the previous day. The implied volatity was 24.98, the open interest changed by 14 which increased total open position to 56
On 12 Jan PATANJALI was trading at 551.45. The strike last trading price was 16.75, which was -0.7 lower than the previous day. The implied volatity was 29.06, the open interest changed by 0 which decreased total open position to 44
On 9 Jan PATANJALI was trading at 551.15. The strike last trading price was 16.55, which was -18.8 lower than the previous day. The implied volatity was 24.9, the open interest changed by -18 which decreased total open position to 45
On 8 Jan PATANJALI was trading at 563.95. The strike last trading price was 35.45, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 63
On 7 Jan PATANJALI was trading at 576.45. The strike last trading price was 35.45, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 63
On 6 Jan PATANJALI was trading at 574.50. The strike last trading price was 35.45, which was 0.2 higher than the previous day. The implied volatity was 30.98, the open interest changed by -8 which decreased total open position to 65
On 5 Jan PATANJALI was trading at 572.95. The strike last trading price was 34.75, which was 10.05 higher than the previous day. The implied volatity was 30.54, the open interest changed by 3 which increased total open position to 76
On 2 Jan PATANJALI was trading at 557.00. The strike last trading price was 23.9, which was 4.1 higher than the previous day. The implied volatity was 24.83, the open interest changed by 10 which increased total open position to 75
On 1 Jan PATANJALI was trading at 552.55. The strike last trading price was 19.35, which was 2.35 higher than the previous day. The implied volatity was 23.68, the open interest changed by 6 which increased total open position to 74
On 31 Dec PATANJALI was trading at 545.50. The strike last trading price was 16.45, which was 0 lower than the previous day. The implied volatity was 24.13, the open interest changed by 35 which increased total open position to 67
On 30 Dec PATANJALI was trading at 546.30. The strike last trading price was 16.2, which was 1.3 higher than the previous day. The implied volatity was 24.07, the open interest changed by 15 which increased total open position to 32
On 29 Dec PATANJALI was trading at 542.05. The strike last trading price was 14.3, which was -4.85 lower than the previous day. The implied volatity was 24.06, the open interest changed by 5 which increased total open position to 16
On 26 Dec PATANJALI was trading at 546.55. The strike last trading price was 19.3, which was -1.15 lower than the previous day. The implied volatity was 24.67, the open interest changed by 5 which increased total open position to 10
On 24 Dec PATANJALI was trading at 547.20. The strike last trading price was 19.8, which was -3.35 lower than the previous day. The implied volatity was 25.2, the open interest changed by 3 which increased total open position to 4
On 23 Dec PATANJALI was trading at 553.35. The strike last trading price was 23.15, which was 3.15 higher than the previous day. The implied volatity was 27.27, the open interest changed by 1 which increased total open position to 2
On 22 Dec PATANJALI was trading at 550.15. The strike last trading price was 20, which was -27.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Dec PATANJALI was trading at 559.40. The strike last trading price was 20, which was -27.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Dec PATANJALI was trading at 550.30. The strike last trading price was 20, which was -27.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Dec PATANJALI was trading at 543.90. The strike last trading price was 20, which was -27.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Dec PATANJALI was trading at 537.85. The strike last trading price was 20, which was -27.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Dec PATANJALI was trading at 529.75. The strike last trading price was 20, which was -27.4 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 20, which was -27.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Dec PATANJALI was trading at 534.05. The strike last trading price was 20, which was -27.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Dec PATANJALI was trading at 528.75. The strike last trading price was 20, which was -27.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Dec PATANJALI was trading at 539.00. The strike last trading price was 20, which was -27.4 lower than the previous day. The implied volatity was 25.47, 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 47.4, 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 Dec PATANJALI was trading at 550.80. The strike last trading price was 47.4, 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 47.4, which was 0 lower than the previous day. The implied volatity was 2.33, 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 47.4, 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 -, 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 1 Dec PATANJALI was trading at 569.25. 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 28 Nov PATANJALI was trading at 568.15. 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 27 Nov PATANJALI was trading at 569.45. The strike last trading price was 47.4, 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 47.4, 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 27JAN2026 545 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.79
Vega: 0.26
Theta: -0.22
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Jan | 521.60 | 25.65 | 15.6 | 29.1 | 300 | -77 | 110 |
| 14 Jan | 543.55 | 9.85 | -0.5 | 25.14 | 228 | 79 | 189 |
| 13 Jan | 543.85 | 11.55 | 4.25 | 28.13 | 60 | -13 | 109 |
| 12 Jan | 551.45 | 8.15 | -1.45 | 25.77 | 38 | -4 | 122 |
| 9 Jan | 551.15 | 9.75 | 3.45 | 27.74 | 104 | -30 | 121 |
| 8 Jan | 563.95 | 6.3 | 1.8 | 27.96 | 51 | -6 | 141 |
| 7 Jan | 576.45 | 4.35 | -0.9 | 30.47 | 28 | 8 | 146 |
| 6 Jan | 574.50 | 5.4 | 0 | 30.19 | 345 | -22 | 139 |
| 5 Jan | 572.95 | 5.4 | -3.75 | 28.95 | 175 | -17 | 162 |
| 2 Jan | 557.00 | 9.2 | -1.35 | 28.03 | 120 | -7 | 181 |
| 1 Jan | 552.55 | 10.95 | -2.4 | 26.57 | 54 | -7 | 188 |
| 31 Dec | 545.50 | 13.45 | -0.75 | 26.29 | 370 | 165 | 201 |
| 30 Dec | 546.30 | 14.55 | -1.15 | 27.03 | 42 | 25 | 36 |
| 29 Dec | 542.05 | 16.4 | -0.95 | 26.47 | 30 | 10 | 10 |
| 26 Dec | 546.55 | 17.35 | 0 | 1.06 | 0 | 0 | 0 |
| 24 Dec | 547.20 | 17.35 | 0 | 1.12 | 0 | 0 | 0 |
| 23 Dec | 553.35 | 17.35 | 0 | 1.64 | 0 | 0 | 0 |
| 22 Dec | 550.15 | 17.35 | 0 | 1.92 | 0 | 0 | 0 |
| 19 Dec | 559.40 | 17.35 | 0 | 3.62 | 0 | 0 | 0 |
| 18 Dec | 550.30 | 17.35 | 0 | - | 0 | 0 | 0 |
| 17 Dec | 543.90 | 17.35 | 0 | 0.59 | 0 | 0 | 0 |
| 16 Dec | 537.85 | 17.35 | 0 | - | 0 | 0 | 0 |
| 15 Dec | 529.75 | 17.35 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 536.85 | 17.35 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 534.05 | 17.35 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 528.75 | 17.35 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 539.00 | 17.35 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 547.85 | 17.35 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 550.80 | 17.35 | 0 | 1.63 | 0 | 0 | 0 |
| 4 Dec | 528.75 | 17.35 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 555.15 | 17.35 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 563.35 | - | - | - | 0 | 0 | 0 |
| 1 Dec | 569.25 | - | - | - | 0 | 0 | 0 |
| 28 Nov | 568.15 | - | - | - | 0 | 0 | 0 |
| 27 Nov | 569.45 | 17.35 | 0 | 4.12 | 0 | 0 | 0 |
| 26 Nov | 569.65 | 17.35 | 0 | 4.17 | 0 | 0 | 0 |
For Patanjali Foods Limited - strike price 545 expiring on 27JAN2026
Delta for 545 PE is -0.79
Historical price for 545 PE is as follows
On 16 Jan PATANJALI was trading at 521.60. The strike last trading price was 25.65, which was 15.6 higher than the previous day. The implied volatity was 29.1, the open interest changed by -77 which decreased total open position to 110
On 14 Jan PATANJALI was trading at 543.55. The strike last trading price was 9.85, which was -0.5 lower than the previous day. The implied volatity was 25.14, the open interest changed by 79 which increased total open position to 189
On 13 Jan PATANJALI was trading at 543.85. The strike last trading price was 11.55, which was 4.25 higher than the previous day. The implied volatity was 28.13, the open interest changed by -13 which decreased total open position to 109
On 12 Jan PATANJALI was trading at 551.45. The strike last trading price was 8.15, which was -1.45 lower than the previous day. The implied volatity was 25.77, the open interest changed by -4 which decreased total open position to 122
On 9 Jan PATANJALI was trading at 551.15. The strike last trading price was 9.75, which was 3.45 higher than the previous day. The implied volatity was 27.74, the open interest changed by -30 which decreased total open position to 121
On 8 Jan PATANJALI was trading at 563.95. The strike last trading price was 6.3, which was 1.8 higher than the previous day. The implied volatity was 27.96, the open interest changed by -6 which decreased total open position to 141
On 7 Jan PATANJALI was trading at 576.45. The strike last trading price was 4.35, which was -0.9 lower than the previous day. The implied volatity was 30.47, the open interest changed by 8 which increased total open position to 146
On 6 Jan PATANJALI was trading at 574.50. The strike last trading price was 5.4, which was 0 lower than the previous day. The implied volatity was 30.19, the open interest changed by -22 which decreased total open position to 139
On 5 Jan PATANJALI was trading at 572.95. The strike last trading price was 5.4, which was -3.75 lower than the previous day. The implied volatity was 28.95, the open interest changed by -17 which decreased total open position to 162
On 2 Jan PATANJALI was trading at 557.00. The strike last trading price was 9.2, which was -1.35 lower than the previous day. The implied volatity was 28.03, the open interest changed by -7 which decreased total open position to 181
On 1 Jan PATANJALI was trading at 552.55. The strike last trading price was 10.95, which was -2.4 lower than the previous day. The implied volatity was 26.57, the open interest changed by -7 which decreased total open position to 188
On 31 Dec PATANJALI was trading at 545.50. The strike last trading price was 13.45, which was -0.75 lower than the previous day. The implied volatity was 26.29, the open interest changed by 165 which increased total open position to 201
On 30 Dec PATANJALI was trading at 546.30. The strike last trading price was 14.55, which was -1.15 lower than the previous day. The implied volatity was 27.03, the open interest changed by 25 which increased total open position to 36
On 29 Dec PATANJALI was trading at 542.05. The strike last trading price was 16.4, which was -0.95 lower than the previous day. The implied volatity was 26.47, the open interest changed by 10 which increased total open position to 10
On 26 Dec PATANJALI was trading at 546.55. The strike last trading price was 17.35, which was 0 lower than the previous day. The implied volatity was 1.06, 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 17.35, which was 0 lower than the previous day. The implied volatity was 1.12, 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 17.35, which was 0 lower than the previous day. The implied volatity was 1.64, 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 17.35, which was 0 lower than the previous day. The implied volatity was 1.92, 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 17.35, which was 0 lower than the previous day. The implied volatity was 3.62, 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 17.35, 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 Dec PATANJALI was trading at 543.90. The strike last trading price was 17.35, which was 0 lower than the previous day. The implied volatity was 0.59, 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 17.35, 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 Dec PATANJALI was trading at 529.75. The strike last trading price was 17.35, 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 17.35, 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 11 Dec PATANJALI was trading at 534.05. The strike last trading price was 17.35, 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 Dec PATANJALI was trading at 528.75. The strike last trading price was 17.35, 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 Dec PATANJALI was trading at 539.00. The strike last trading price was 17.35, 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 17.35, 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 Dec PATANJALI was trading at 550.80. The strike last trading price was 17.35, which was 0 lower than the previous day. The implied volatity was 1.63, 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 17.35, 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 17.35, 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 -, 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 1 Dec PATANJALI was trading at 569.25. 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 28 Nov PATANJALI was trading at 568.15. 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 27 Nov PATANJALI was trading at 569.45. The strike last trading price was 17.35, which was 0 lower than the previous day. The implied volatity was 4.12, 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 17.35, which was 0 lower than the previous day. The implied volatity was 4.17, the open interest changed by 0 which decreased total open position to 0































































































































































































































