PATANJALI
Patanjali Foods Limited
Historical option data for PATANJALI
24 Dec 2025 04:13 PM IST
| PATANJALI 27-JAN-2026 560 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 0.65
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 547.20 | 11.45 | -3.75 | 23.13 | 145 | 95 | 184 | |||||||||
| 23 Dec | 553.35 | 14 | -0.35 | 24.64 | 115 | 69 | 85 | |||||||||
| 22 Dec | 550.15 | 14.7 | -8.15 | 23.68 | 28 | 6 | 15 | |||||||||
| 19 Dec | 559.40 | 22.85 | 6 | 26.66 | 10 | 1 | 9 | |||||||||
| 18 Dec | 550.30 | 16.85 | 6.2 | 25.04 | 6 | 3 | 7 | |||||||||
| 17 Dec | 543.90 | 10.65 | 1.45 | - | 0 | 0 | 4 | |||||||||
| 16 Dec | 537.85 | 10.65 | 1.45 | - | 0 | 0 | 4 | |||||||||
| 15 Dec | 529.75 | 10.65 | 1.45 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 536.85 | 10.65 | 1.45 | - | 0 | 0 | 4 | |||||||||
| 11 Dec | 534.05 | 10.65 | 1.45 | 24.38 | 7 | 1 | 4 | |||||||||
| 10 Dec | 528.75 | 9.2 | -4.8 | 24.13 | 5 | -1 | 3 | |||||||||
| 9 Dec | 539.00 | 14 | -2.1 | 25.83 | 2 | 1 | 5 | |||||||||
| 8 Dec | 547.85 | 16.1 | -3.25 | 23.15 | 1 | 0 | 5 | |||||||||
| 5 Dec | 550.80 | 19.35 | 9 | 25.43 | 5 | 0 | 4 | |||||||||
| 4 Dec | 528.75 | 9.7 | -8.8 | 25.13 | 3 | 1 | 3 | |||||||||
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| 3 Dec | 555.15 | 18.5 | -9.45 | - | 2 | 0 | 2 | |||||||||
| 1 Dec | 569.25 | 27.95 | -10.55 | 21.01 | 1 | 0 | 1 | |||||||||
| 27 Nov | 569.45 | 38.5 | -24.3 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 569.65 | 38.5 | -24.3 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 586.90 | 62.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 588.30 | 62.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 582.50 | 62.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 578.90 | 62.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 573.00 | 62.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 575.55 | 62.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 602.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Patanjali Foods Limited - strike price 560 expiring on 27JAN2026
Delta for 560 CE is 0.42
Historical price for 560 CE is as follows
On 24 Dec PATANJALI was trading at 547.20. The strike last trading price was 11.45, which was -3.75 lower than the previous day. The implied volatity was 23.13, the open interest changed by 95 which increased total open position to 184
On 23 Dec PATANJALI was trading at 553.35. The strike last trading price was 14, which was -0.35 lower than the previous day. The implied volatity was 24.64, the open interest changed by 69 which increased total open position to 85
On 22 Dec PATANJALI was trading at 550.15. The strike last trading price was 14.7, which was -8.15 lower than the previous day. The implied volatity was 23.68, the open interest changed by 6 which increased total open position to 15
On 19 Dec PATANJALI was trading at 559.40. The strike last trading price was 22.85, which was 6 higher than the previous day. The implied volatity was 26.66, the open interest changed by 1 which increased total open position to 9
On 18 Dec PATANJALI was trading at 550.30. The strike last trading price was 16.85, which was 6.2 higher than the previous day. The implied volatity was 25.04, the open interest changed by 3 which increased total open position to 7
On 17 Dec PATANJALI was trading at 543.90. The strike last trading price was 10.65, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Dec PATANJALI was trading at 537.85. The strike last trading price was 10.65, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 15 Dec PATANJALI was trading at 529.75. The strike last trading price was 10.65, which was 1.45 higher 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 10.65, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Dec PATANJALI was trading at 534.05. The strike last trading price was 10.65, which was 1.45 higher than the previous day. The implied volatity was 24.38, the open interest changed by 1 which increased total open position to 4
On 10 Dec PATANJALI was trading at 528.75. The strike last trading price was 9.2, which was -4.8 lower than the previous day. The implied volatity was 24.13, the open interest changed by -1 which decreased total open position to 3
On 9 Dec PATANJALI was trading at 539.00. The strike last trading price was 14, which was -2.1 lower than the previous day. The implied volatity was 25.83, the open interest changed by 1 which increased total open position to 5
On 8 Dec PATANJALI was trading at 547.85. The strike last trading price was 16.1, which was -3.25 lower than the previous day. The implied volatity was 23.15, the open interest changed by 0 which decreased total open position to 5
On 5 Dec PATANJALI was trading at 550.80. The strike last trading price was 19.35, which was 9 higher than the previous day. The implied volatity was 25.43, the open interest changed by 0 which decreased total open position to 4
On 4 Dec PATANJALI was trading at 528.75. The strike last trading price was 9.7, which was -8.8 lower than the previous day. The implied volatity was 25.13, the open interest changed by 1 which increased total open position to 3
On 3 Dec PATANJALI was trading at 555.15. The strike last trading price was 18.5, which was -9.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Dec PATANJALI was trading at 569.25. The strike last trading price was 27.95, which was -10.55 lower than the previous day. The implied volatity was 21.01, the open interest changed by 0 which decreased total open position to 1
On 27 Nov PATANJALI was trading at 569.45. The strike last trading price was 38.5, which was -24.3 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 38.5, which was -24.3 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 62.8, 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 62.8, 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 62.8, 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 62.8, 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 62.8, 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 62.8, 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 31 Oct PATANJALI was trading at 602.40. The strike last trading price was 0, 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 560 PE | |||||||
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Delta: -0.56
Vega: 0.66
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 547.20 | 22.75 | 2.25 | 26.79 | 13 | 7 | 51 |
| 23 Dec | 553.35 | 21.45 | 1.8 | 26.93 | 39 | 33 | 42 |
| 22 Dec | 550.15 | 19.65 | 4.7 | 25.77 | 8 | 5 | 8 |
| 19 Dec | 559.40 | 14.95 | -5.75 | 24.85 | 6 | 2 | 2 |
| 18 Dec | 550.30 | 20.7 | 0 | - | 0 | 0 | 0 |
| 17 Dec | 543.90 | 20.7 | 0 | - | 0 | 0 | 0 |
| 16 Dec | 537.85 | 20.7 | 0 | - | 0 | 0 | 0 |
| 15 Dec | 529.75 | 20.7 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 536.85 | 20.7 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 534.05 | 20.7 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 528.75 | 20.7 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 539.00 | 20.7 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 547.85 | 20.7 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 550.80 | 20.7 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 528.75 | 20.7 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 555.15 | 20.7 | 0 | 0.35 | 0 | 0 | 0 |
| 1 Dec | 569.25 | 20.7 | 0 | 2.48 | 0 | 0 | 0 |
| 27 Nov | 569.45 | 20.7 | 0 | 2.52 | 0 | 0 | 0 |
| 26 Nov | 569.65 | 20.7 | 0 | 2.58 | 0 | 0 | 0 |
| 17 Nov | 586.90 | 20.7 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 588.30 | 20.7 | 0 | 4.19 | 0 | 0 | 0 |
| 11 Nov | 582.50 | 20.7 | 0 | 3.57 | 0 | 0 | 0 |
| 7 Nov | 578.90 | 20.7 | 0 | 3.04 | 0 | 0 | 0 |
| 6 Nov | 573.00 | 20.7 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 575.55 | 20.7 | 0 | 2.86 | 0 | 0 | 0 |
| 31 Oct | 602.40 | 20.7 | 0 | - | 0 | 0 | 0 |
For Patanjali Foods Limited - strike price 560 expiring on 27JAN2026
Delta for 560 PE is -0.56
Historical price for 560 PE is as follows
On 24 Dec PATANJALI was trading at 547.20. The strike last trading price was 22.75, which was 2.25 higher than the previous day. The implied volatity was 26.79, the open interest changed by 7 which increased total open position to 51
On 23 Dec PATANJALI was trading at 553.35. The strike last trading price was 21.45, which was 1.8 higher than the previous day. The implied volatity was 26.93, the open interest changed by 33 which increased total open position to 42
On 22 Dec PATANJALI was trading at 550.15. The strike last trading price was 19.65, which was 4.7 higher than the previous day. The implied volatity was 25.77, the open interest changed by 5 which increased total open position to 8
On 19 Dec PATANJALI was trading at 559.40. The strike last trading price was 14.95, which was -5.75 lower than the previous day. The implied volatity was 24.85, the open interest changed by 2 which increased total open position to 2
On 18 Dec PATANJALI was trading at 550.30. The strike last trading price was 20.7, 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 20.7, 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 20.7, 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 20.7, 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 20.7, 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 20.7, 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 20.7, 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 20.7, 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 20.7, 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 20.7, 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 20.7, 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 20.7, which was 0 lower than the previous day. The implied volatity was 0.35, 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 20.7, which was 0 lower than the previous day. The implied volatity was 2.48, 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 20.7, which was 0 lower than the previous day. The implied volatity was 2.52, 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 20.7, which was 0 lower than the previous day. The implied volatity was 2.58, 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 20.7, 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 20.7, which was 0 lower than the previous day. The implied volatity was 4.19, 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 20.7, which was 0 lower than the previous day. The implied volatity was 3.57, 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 20.7, which was 0 lower than the previous day. The implied volatity was 3.04, 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 20.7, 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 20.7, which was 0 lower than the previous day. The implied volatity was 2.86, the open interest changed by 0 which decreased total open position to 0
On 31 Oct PATANJALI was trading at 602.40. The strike last trading price was 20.7, 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































































































































































































































