[--[65.84.65.76]--]

PATANJALI

Patanjali Foods Limited
551.15 -12.80 (-2.27%)
L: 547.95 H: 564.2

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Historical option data for PATANJALI

09 Jan 2026 04:13 PM IST
PATANJALI 27-JAN-2026 555 CE
Delta: 0.49
Vega: 0.49
Theta: -0.41
Gamma: 0.01
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
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
Delta: -0.51
Vega: 0.49
Theta: -0.31
Gamma: 0.01
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