[--[65.84.65.76]--]

PATANJALI

Patanjali Foods Limited
557 +4.45 (0.81%)
L: 545.65 H: 559.2

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Historical option data for PATANJALI

02 Jan 2026 04:13 PM IST
PATANJALI 27-JAN-2026 550 CE
Delta: 0.63
Vega: 0.55
Theta: -0.38
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
2 Jan 557.00 21.3 4.15 25.88 959 73 563
1 Jan 552.55 16.5 2.05 23.67 422 2 490
31 Dec 545.50 14.35 0.05 24.83 1,041 45 489
30 Dec 546.30 13.7 0.9 24.02 365 126 444
29 Dec 542.05 12.1 -4 24.13 174 47 316
26 Dec 546.55 15.55 -1.85 22.89 115 39 265
24 Dec 547.20 16 -4.85 23.34 245 45 224
23 Dec 553.35 18.5 -0.5 24.32 229 114 175
22 Dec 550.15 19.2 -4.8 23.02 49 38 62
19 Dec 559.40 24 2.5 19.80 44 -25 24
18 Dec 550.30 21.5 8.1 24.48 58 47 48
17 Dec 543.90 13.4 -0.95 - 0 0 1
16 Dec 537.85 13.4 -0.95 23.24 1 0 1
15 Dec 529.75 14.35 -1.8 - 0 0 0
12 Dec 536.85 14.35 -1.8 - 0 0 1
11 Dec 534.05 14.35 -1.8 - 0 0 1
10 Dec 528.75 14.35 -1.8 27.00 1 0 2
9 Dec 539.00 16.15 3.75 - 0 0 0
8 Dec 547.85 16.15 3.75 - 0 0 2
5 Dec 550.80 16.15 3.75 15.66 4 -1 1
4 Dec 528.75 12 -57.3 24.12 2 1 1
3 Dec 555.15 69.3 0 - 0 0 0
28 Nov 568.15 69.3 0 - 0 0 0
27 Nov 569.45 69.3 0 - 0 0 0
26 Nov 569.65 69.3 0 - 0 0 0
25 Nov 569.35 69.3 0 - 0 0 0
17 Nov 586.90 69.3 0 - 0 0 0
12 Nov 588.30 69.3 0 - 0 0 0
11 Nov 582.50 69.3 0 - 0 0 0
7 Nov 578.90 69.3 0 - 0 0 0
6 Nov 573.00 69.3 0 - 0 0 0
4 Nov 575.55 69.3 0 - 0 0 0


For Patanjali Foods Limited - strike price 550 expiring on 27JAN2026

Delta for 550 CE is 0.63

Historical price for 550 CE is as follows

On 2 Jan PATANJALI was trading at 557.00. The strike last trading price was 21.3, which was 4.15 higher than the previous day. The implied volatity was 25.88, the open interest changed by 73 which increased total open position to 563


On 1 Jan PATANJALI was trading at 552.55. The strike last trading price was 16.5, which was 2.05 higher than the previous day. The implied volatity was 23.67, the open interest changed by 2 which increased total open position to 490


On 31 Dec PATANJALI was trading at 545.50. The strike last trading price was 14.35, which was 0.05 higher than the previous day. The implied volatity was 24.83, the open interest changed by 45 which increased total open position to 489


On 30 Dec PATANJALI was trading at 546.30. The strike last trading price was 13.7, which was 0.9 higher than the previous day. The implied volatity was 24.02, the open interest changed by 126 which increased total open position to 444


On 29 Dec PATANJALI was trading at 542.05. The strike last trading price was 12.1, which was -4 lower than the previous day. The implied volatity was 24.13, the open interest changed by 47 which increased total open position to 316


On 26 Dec PATANJALI was trading at 546.55. The strike last trading price was 15.55, which was -1.85 lower than the previous day. The implied volatity was 22.89, the open interest changed by 39 which increased total open position to 265


On 24 Dec PATANJALI was trading at 547.20. The strike last trading price was 16, which was -4.85 lower than the previous day. The implied volatity was 23.34, the open interest changed by 45 which increased total open position to 224


On 23 Dec PATANJALI was trading at 553.35. The strike last trading price was 18.5, which was -0.5 lower than the previous day. The implied volatity was 24.32, the open interest changed by 114 which increased total open position to 175


On 22 Dec PATANJALI was trading at 550.15. The strike last trading price was 19.2, which was -4.8 lower than the previous day. The implied volatity was 23.02, the open interest changed by 38 which increased total open position to 62


On 19 Dec PATANJALI was trading at 559.40. The strike last trading price was 24, which was 2.5 higher than the previous day. The implied volatity was 19.80, the open interest changed by -25 which decreased total open position to 24


On 18 Dec PATANJALI was trading at 550.30. The strike last trading price was 21.5, which was 8.1 higher than the previous day. The implied volatity was 24.48, the open interest changed by 47 which increased total open position to 48


On 17 Dec PATANJALI was trading at 543.90. The strike last trading price was 13.4, 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 1


On 16 Dec PATANJALI was trading at 537.85. The strike last trading price was 13.4, which was -0.95 lower than the previous day. The implied volatity was 23.24, 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 14.35, which was -1.8 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 14.35, which was -1.8 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 14.35, which was -1.8 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 14.35, which was -1.8 lower than the previous day. The implied volatity was 27.00, the open interest changed by 0 which decreased total open position to 2


On 9 Dec PATANJALI was trading at 539.00. The strike last trading price was 16.15, which was 3.75 higher 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 16.15, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 5 Dec PATANJALI was trading at 550.80. The strike last trading price was 16.15, which was 3.75 higher than the previous day. The implied volatity was 15.66, the open interest changed by -1 which decreased total open position to 1


On 4 Dec PATANJALI was trading at 528.75. The strike last trading price was 12, which was -57.3 lower than the previous day. The implied volatity was 24.12, the open interest changed by 1 which increased total open position to 1


On 3 Dec PATANJALI was trading at 555.15. The strike last trading price was 69.3, 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 69.3, 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 69.3, 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 69.3, 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 69.3, 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 69.3, 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 69.3, 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 Nov PATANJALI was trading at 582.50. The strike last trading price was 69.3, 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 69.3, 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 69.3, 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 69.3, 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 550 PE
Delta: -0.37
Vega: 0.55
Theta: -0.25
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
2 Jan 557.00 11 -2 27.88 354 24 333
1 Jan 552.55 13.1 -2.5 26.53 156 -5 310
31 Dec 545.50 16.15 -0.45 26.69 155 11 314
30 Dec 546.30 17 -1.45 26.93 113 57 304
29 Dec 542.05 19.45 3.25 27.04 133 66 245
26 Dec 546.55 16.9 0.2 27.40 60 12 177
24 Dec 547.20 17.3 3.5 26.80 148 44 163
23 Dec 553.35 14.05 0.15 23.65 121 69 119
22 Dec 550.15 13.35 2.35 23.83 52 33 52
19 Dec 559.40 11 -4.8 24.52 7 1 18
18 Dec 550.30 15.65 -4.1 26.29 15 8 17
17 Dec 543.90 19.75 -10.25 - 0 0 9
16 Dec 537.85 19.75 -10.25 - 0 0 9
15 Dec 529.75 19.75 -10.25 - 0 0 0
12 Dec 536.85 19.75 -10.25 - 0 0 9
11 Dec 534.05 19.75 -10.25 - 0 0 9
10 Dec 528.75 19.75 -10.25 - 0 0 9
9 Dec 539.00 19.75 -10.25 - 0 0 0
8 Dec 547.85 19.75 -10.25 - 0 0 9
5 Dec 550.80 19.75 -10.25 27.54 2 -1 10
4 Dec 528.75 30 19.5 23.76 3 2 10
3 Dec 555.15 10.5 0 - 0 0 0
28 Nov 568.15 10.5 0 23.42 2 0 7
27 Nov 569.45 10.5 -2.25 - 0 2 0
26 Nov 569.65 10.5 -2.25 24.24 2 1 6
25 Nov 569.35 12.75 -4.6 25.82 5 4 4
17 Nov 586.90 17.35 0 - 0 0 0
12 Nov 588.30 17.35 0 5.32 0 0 0
11 Nov 582.50 17.35 0 4.61 0 0 0
7 Nov 578.90 17.35 0 4.07 0 0 0
6 Nov 573.00 17.35 0 3.64 0 0 0
4 Nov 575.55 17.35 0 3.78 0 0 0


For Patanjali Foods Limited - strike price 550 expiring on 27JAN2026

Delta for 550 PE is -0.37

Historical price for 550 PE is as follows

On 2 Jan PATANJALI was trading at 557.00. The strike last trading price was 11, which was -2 lower than the previous day. The implied volatity was 27.88, the open interest changed by 24 which increased total open position to 333


On 1 Jan PATANJALI was trading at 552.55. The strike last trading price was 13.1, which was -2.5 lower than the previous day. The implied volatity was 26.53, the open interest changed by -5 which decreased total open position to 310


On 31 Dec PATANJALI was trading at 545.50. The strike last trading price was 16.15, which was -0.45 lower than the previous day. The implied volatity was 26.69, the open interest changed by 11 which increased total open position to 314


On 30 Dec PATANJALI was trading at 546.30. The strike last trading price was 17, which was -1.45 lower than the previous day. The implied volatity was 26.93, the open interest changed by 57 which increased total open position to 304


On 29 Dec PATANJALI was trading at 542.05. The strike last trading price was 19.45, which was 3.25 higher than the previous day. The implied volatity was 27.04, the open interest changed by 66 which increased total open position to 245


On 26 Dec PATANJALI was trading at 546.55. The strike last trading price was 16.9, which was 0.2 higher than the previous day. The implied volatity was 27.40, the open interest changed by 12 which increased total open position to 177


On 24 Dec PATANJALI was trading at 547.20. The strike last trading price was 17.3, which was 3.5 higher than the previous day. The implied volatity was 26.80, the open interest changed by 44 which increased total open position to 163


On 23 Dec PATANJALI was trading at 553.35. The strike last trading price was 14.05, which was 0.15 higher than the previous day. The implied volatity was 23.65, the open interest changed by 69 which increased total open position to 119


On 22 Dec PATANJALI was trading at 550.15. The strike last trading price was 13.35, which was 2.35 higher than the previous day. The implied volatity was 23.83, the open interest changed by 33 which increased total open position to 52


On 19 Dec PATANJALI was trading at 559.40. The strike last trading price was 11, which was -4.8 lower than the previous day. The implied volatity was 24.52, the open interest changed by 1 which increased total open position to 18


On 18 Dec PATANJALI was trading at 550.30. The strike last trading price was 15.65, which was -4.1 lower than the previous day. The implied volatity was 26.29, the open interest changed by 8 which increased total open position to 17


On 17 Dec PATANJALI was trading at 543.90. The strike last trading price was 19.75, which was -10.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 16 Dec PATANJALI was trading at 537.85. The strike last trading price was 19.75, which was -10.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 15 Dec PATANJALI was trading at 529.75. The strike last trading price was 19.75, which was -10.25 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 19.75, which was -10.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 11 Dec PATANJALI was trading at 534.05. The strike last trading price was 19.75, which was -10.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 10 Dec PATANJALI was trading at 528.75. The strike last trading price was 19.75, which was -10.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 9 Dec PATANJALI was trading at 539.00. The strike last trading price was 19.75, which was -10.25 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 19.75, which was -10.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 5 Dec PATANJALI was trading at 550.80. The strike last trading price was 19.75, which was -10.25 lower than the previous day. The implied volatity was 27.54, the open interest changed by -1 which decreased total open position to 10


On 4 Dec PATANJALI was trading at 528.75. The strike last trading price was 30, which was 19.5 higher than the previous day. The implied volatity was 23.76, the open interest changed by 2 which increased total open position to 10


On 3 Dec PATANJALI was trading at 555.15. The strike last trading price was 10.5, 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 10.5, which was 0 lower than the previous day. The implied volatity was 23.42, the open interest changed by 0 which decreased total open position to 7


On 27 Nov PATANJALI was trading at 569.45. The strike last trading price was 10.5, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 26 Nov PATANJALI was trading at 569.65. The strike last trading price was 10.5, which was -2.25 lower than the previous day. The implied volatity was 24.24, the open interest changed by 1 which increased total open position to 6


On 25 Nov PATANJALI was trading at 569.35. The strike last trading price was 12.75, which was -4.6 lower than the previous day. The implied volatity was 25.82, the open interest changed by 4 which increased total open position to 4


On 17 Nov PATANJALI was trading at 586.90. 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 Nov PATANJALI was trading at 588.30. The strike last trading price was 17.35, which was 0 lower than the previous day. The implied volatity was 5.32, the open interest changed by 0 which decreased total open position to 0


On 11 Nov PATANJALI was trading at 582.50. The strike last trading price was 17.35, which was 0 lower than the previous day. The implied volatity was 4.61, 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 17.35, which was 0 lower than the previous day. The implied volatity was 4.07, 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 17.35, which was 0 lower than the previous day. The implied volatity was 3.64, 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 17.35, which was 0 lower than the previous day. The implied volatity was 3.78, the open interest changed by 0 which decreased total open position to 0