PATANJALI
Patanjali Foods Limited
Historical option data for PATANJALI
24 Dec 2025 04:13 PM IST
| PATANJALI 27-JAN-2026 550 CE | ||||||||||||||||
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Delta: 0.52
Vega: 0.66
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 | |||||||||
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| 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 0.52
Historical price for 550 CE is as follows
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 | |||||||
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Delta: -0.47
Vega: 0.66
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.47
Historical price for 550 PE is as follows
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































































































































































































































