PATANJALI
Patanjali Foods Limited
Historical option data for PATANJALI
09 Jan 2026 04:13 PM IST
| PATANJALI 27-JAN-2026 555 CE | ||||||||||||||||
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Delta: 0.49
Vega: 0.49
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 551.15 | 11.45 | -19.4 | 25.26 | 103 | 16 | 141 | |||||||||
| 8 Jan | 563.95 | 30.6 | 1.6 | - | 0 | 0 | 125 | |||||||||
| 7 Jan | 576.45 | 30.6 | 1.6 | 29.84 | 12 | -3 | 124 | |||||||||
| 6 Jan | 574.50 | 28.35 | 0.1 | 30.93 | 34 | 0 | 127 | |||||||||
| 5 Jan | 572.95 | 25.45 | 6.85 | 25.76 | 381 | -47 | 129 | |||||||||
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| 2 Jan | 557.00 | 18.3 | 3.7 | 25.67 | 423 | 134 | 177 | |||||||||
| 1 Jan | 552.55 | 14.3 | 1.9 | 24.30 | 72 | 7 | 44 | |||||||||
| 31 Dec | 545.50 | 11.9 | -0.55 | 24.48 | 109 | 11 | 35 | |||||||||
| 30 Dec | 546.30 | 12.4 | 0.8 | 25.52 | 22 | 2 | 24 | |||||||||
| 29 Dec | 542.05 | 11.6 | -2.55 | 26.65 | 13 | 6 | 22 | |||||||||
| 26 Dec | 546.55 | 14.15 | -1.85 | 24.38 | 2 | 0 | 16 | |||||||||
| 24 Dec | 547.20 | 16 | -2.8 | 26.85 | 18 | 6 | 15 | |||||||||
| 23 Dec | 553.35 | 18.4 | -2.85 | 27.82 | 14 | 2 | 6 | |||||||||
| 22 Dec | 550.15 | 21.25 | -20.15 | 30.31 | 4 | 3 | 3 | |||||||||
| 19 Dec | 559.40 | 41.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Dec | 550.30 | 41.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Dec | 543.90 | 41.4 | 0 | 1.16 | 0 | 0 | 0 | |||||||||
| 16 Dec | 537.85 | 41.4 | 0 | 2.12 | 0 | 0 | 0 | |||||||||
| 15 Dec | 529.75 | 41.4 | 0 | 2.73 | 0 | 0 | 0 | |||||||||
| 12 Dec | 536.85 | 41.4 | 0 | 1.82 | 0 | 0 | 0 | |||||||||
| 11 Dec | 534.05 | 41.4 | 0 | 2.36 | 0 | 0 | 0 | |||||||||
| 10 Dec | 528.75 | 41.4 | 0 | 3.08 | 0 | 0 | 0 | |||||||||
| 9 Dec | 539.00 | 41.4 | 0 | 1.54 | 0 | 0 | 0 | |||||||||
| 8 Dec | 547.85 | 41.4 | 0 | 0.13 | 0 | 0 | 0 | |||||||||
| 5 Dec | 550.80 | 41.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 528.75 | 41.4 | 0 | 3.44 | 0 | 0 | 0 | |||||||||
| 3 Dec | 555.15 | 41.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 569.45 | 41.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 569.65 | 41.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Patanjali Foods Limited - strike price 555 expiring on 27JAN2026
Delta for 555 CE is 0.49
Historical price for 555 CE is as follows
On 9 Jan PATANJALI was trading at 551.15. The strike last trading price was 11.45, which was -19.4 lower than the previous day. The implied volatity was 25.26, the open interest changed by 16 which increased total open position to 141
On 8 Jan PATANJALI was trading at 563.95. The strike last trading price was 30.6, which was 1.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 125
On 7 Jan PATANJALI was trading at 576.45. The strike last trading price was 30.6, which was 1.6 higher than the previous day. The implied volatity was 29.84, the open interest changed by -3 which decreased total open position to 124
On 6 Jan PATANJALI was trading at 574.50. The strike last trading price was 28.35, which was 0.1 higher than the previous day. The implied volatity was 30.93, the open interest changed by 0 which decreased total open position to 127
On 5 Jan PATANJALI was trading at 572.95. The strike last trading price was 25.45, which was 6.85 higher than the previous day. The implied volatity was 25.76, the open interest changed by -47 which decreased total open position to 129
On 2 Jan PATANJALI was trading at 557.00. The strike last trading price was 18.3, which was 3.7 higher than the previous day. The implied volatity was 25.67, the open interest changed by 134 which increased total open position to 177
On 1 Jan PATANJALI was trading at 552.55. The strike last trading price was 14.3, which was 1.9 higher than the previous day. The implied volatity was 24.30, the open interest changed by 7 which increased total open position to 44
On 31 Dec PATANJALI was trading at 545.50. The strike last trading price was 11.9, which was -0.55 lower than the previous day. The implied volatity was 24.48, the open interest changed by 11 which increased total open position to 35
On 30 Dec PATANJALI was trading at 546.30. The strike last trading price was 12.4, which was 0.8 higher than the previous day. The implied volatity was 25.52, the open interest changed by 2 which increased total open position to 24
On 29 Dec PATANJALI was trading at 542.05. The strike last trading price was 11.6, which was -2.55 lower than the previous day. The implied volatity was 26.65, the open interest changed by 6 which increased total open position to 22
On 26 Dec PATANJALI was trading at 546.55. The strike last trading price was 14.15, which was -1.85 lower than the previous day. The implied volatity was 24.38, the open interest changed by 0 which decreased total open position to 16
On 24 Dec PATANJALI was trading at 547.20. The strike last trading price was 16, which was -2.8 lower than the previous day. The implied volatity was 26.85, the open interest changed by 6 which increased total open position to 15
On 23 Dec PATANJALI was trading at 553.35. The strike last trading price was 18.4, which was -2.85 lower than the previous day. The implied volatity was 27.82, the open interest changed by 2 which increased total open position to 6
On 22 Dec PATANJALI was trading at 550.15. The strike last trading price was 21.25, which was -20.15 lower than the previous day. The implied volatity was 30.31, the open interest changed by 3 which increased total open position to 3
On 19 Dec PATANJALI was trading at 559.40. The strike last trading price was 41.4, 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 18 Dec PATANJALI was trading at 550.30. The strike last trading price was 41.4, 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 17 Dec PATANJALI was trading at 543.90. The strike last trading price was 41.4, which was 0 lower than the previous day. The implied volatity was 1.16, 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 41.4, which was 0 lower than the previous day. The implied volatity was 2.12, 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 41.4, which was 0 lower than the previous day. The implied volatity was 2.73, 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 41.4, which was 0 lower than the previous day. The implied volatity was 1.82, 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 41.4, which was 0 lower than the previous day. The implied volatity was 2.36, 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 41.4, which was 0 lower than the previous day. The implied volatity was 3.08, 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 41.4, which was 0 lower than the previous day. The implied volatity was 1.54, 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 41.4, which was 0 lower than the previous day. The implied volatity was 0.13, 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 41.4, 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 41.4, which was 0 lower than the previous day. The implied volatity was 3.44, 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 41.4, 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 27 Nov PATANJALI was trading at 569.45. The strike last trading price was 41.4, 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 41.4, 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 555 PE | |||||||
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Delta: -0.51
Vega: 0.49
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 551.15 | 14.9 | 2.95 | 28.61 | 98 | -6 | 160 |
| 8 Jan | 563.95 | 10.95 | 4.75 | 30.36 | 28 | -3 | 166 |
| 7 Jan | 576.45 | 6.2 | -1.75 | 29.11 | 9 | 5 | 168 |
| 6 Jan | 574.50 | 8.1 | 0.1 | 29.95 | 88 | -12 | 161 |
| 5 Jan | 572.95 | 8.05 | -5.05 | 28.52 | 202 | -37 | 174 |
| 2 Jan | 557.00 | 14 | -4.25 | 29.42 | 290 | 205 | 211 |
| 1 Jan | 552.55 | 18.25 | -2.05 | - | 0 | 0 | 6 |
| 31 Dec | 545.50 | 18.25 | -2.05 | - | 0 | 2 | 0 |
| 30 Dec | 546.30 | 18.25 | -2.05 | 24.60 | 13 | 2 | 6 |
| 29 Dec | 542.05 | 20.3 | 0.3 | 23.14 | 3 | 2 | 3 |
| 26 Dec | 546.55 | 20 | -1.25 | - | 0 | 0 | 1 |
| 24 Dec | 547.20 | 20 | -1.25 | 26.92 | 1 | 0 | 0 |
| 23 Dec | 553.35 | 21.25 | 0 | - | 0 | 0 | 0 |
| 22 Dec | 550.15 | 21.25 | 0 | 0.17 | 0 | 0 | 0 |
| 19 Dec | 559.40 | 21.25 | 0 | 1.97 | 0 | 0 | 0 |
| 18 Dec | 550.30 | 21.25 | 0 | 0.15 | 0 | 0 | 0 |
| 17 Dec | 543.90 | 21.25 | 0 | - | 0 | 0 | 0 |
| 16 Dec | 537.85 | 21.25 | 0 | - | 0 | 0 | 0 |
| 15 Dec | 529.75 | 21.25 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 536.85 | 21.25 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 534.05 | 21.25 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 528.75 | 21.25 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 539.00 | 21.25 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 547.85 | 21.25 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 550.80 | 21.25 | 0 | 0.18 | 0 | 0 | 0 |
| 4 Dec | 528.75 | 21.25 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 555.15 | 21.25 | 0 | 1.20 | 0 | 0 | 0 |
| 27 Nov | 569.45 | 21.25 | 0 | 3.16 | 0 | 0 | 0 |
| 26 Nov | 569.65 | 21.25 | 0 | 3.22 | 0 | 0 | 0 |
For Patanjali Foods Limited - strike price 555 expiring on 27JAN2026
Delta for 555 PE is -0.51
Historical price for 555 PE is as follows
On 9 Jan PATANJALI was trading at 551.15. The strike last trading price was 14.9, which was 2.95 higher than the previous day. The implied volatity was 28.61, the open interest changed by -6 which decreased total open position to 160
On 8 Jan PATANJALI was trading at 563.95. The strike last trading price was 10.95, which was 4.75 higher than the previous day. The implied volatity was 30.36, the open interest changed by -3 which decreased total open position to 166
On 7 Jan PATANJALI was trading at 576.45. The strike last trading price was 6.2, which was -1.75 lower than the previous day. The implied volatity was 29.11, the open interest changed by 5 which increased total open position to 168
On 6 Jan PATANJALI was trading at 574.50. The strike last trading price was 8.1, which was 0.1 higher than the previous day. The implied volatity was 29.95, the open interest changed by -12 which decreased total open position to 161
On 5 Jan PATANJALI was trading at 572.95. The strike last trading price was 8.05, which was -5.05 lower than the previous day. The implied volatity was 28.52, the open interest changed by -37 which decreased total open position to 174
On 2 Jan PATANJALI was trading at 557.00. The strike last trading price was 14, which was -4.25 lower than the previous day. The implied volatity was 29.42, the open interest changed by 205 which increased total open position to 211
On 1 Jan PATANJALI was trading at 552.55. The strike last trading price was 18.25, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 31 Dec PATANJALI was trading at 545.50. The strike last trading price was 18.25, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 30 Dec PATANJALI was trading at 546.30. The strike last trading price was 18.25, which was -2.05 lower than the previous day. The implied volatity was 24.60, the open interest changed by 2 which increased total open position to 6
On 29 Dec PATANJALI was trading at 542.05. The strike last trading price was 20.3, which was 0.3 higher than the previous day. The implied volatity was 23.14, the open interest changed by 2 which increased total open position to 3
On 26 Dec PATANJALI was trading at 546.55. The strike last trading price was 20, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Dec PATANJALI was trading at 547.20. The strike last trading price was 20, which was -1.25 lower than the previous day. The implied volatity was 26.92, 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 21.25, 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 21.25, which was 0 lower than the previous day. The implied volatity was 0.17, 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 21.25, which was 0 lower than the previous day. The implied volatity was 1.97, 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 21.25, which was 0 lower than the previous day. The implied volatity was 0.15, 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 21.25, 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 Dec PATANJALI was trading at 537.85. The strike last trading price was 21.25, 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 21.25, 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 21.25, 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 21.25, 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 21.25, 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 21.25, 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 21.25, 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 21.25, which was 0 lower than the previous day. The implied volatity was 0.18, 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 21.25, 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 21.25, which was 0 lower than the previous day. The implied volatity was 1.20, 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 21.25, 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 26 Nov PATANJALI was trading at 569.65. The strike last trading price was 21.25, which was 0 lower than the previous day. The implied volatity was 3.22, the open interest changed by 0 which decreased total open position to 0































































































































































































































