[--[65.84.65.76]--]

PATANJALI

Patanjali Foods Limited
524.05 +8.55 (1.66%)
L: 507.1 H: 526.75

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Historical option data for PATANJALI

06 Feb 2026 04:13 PM IST
PATANJALI 24-FEB-2026 515 CE
Delta: 0.62
Vega: 0.44
Theta: -0.51
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
6 Feb 524.05 21.75 2.9 34.88 131 -7 35
5 Feb 515.50 18.15 2.45 36.82 108 -2 37
4 Feb 510.40 15.9 1.8 37.62 167 -10 39
3 Feb 505.95 13.95 4.2 34.88 94 9 49
2 Feb 496.10 9.45 -3.05 34.12 87 22 37
1 Feb 495.75 12.5 -1.25 46.35 7 1 16
30 Jan 500.40 12.8 -1 32.38 31 5 16
29 Jan 500.00 13.9 -1.5 35.37 5 0 0
28 Jan 505.75 14.1 -1.85 30.04 14 7 11
27 Jan 503.10 15.95 -32.7 37.65 6 3 3
23 Jan 511.50 48.65 0 1.23 0 0 0
22 Jan 511.00 48.65 0 0.18 0 0 0
21 Jan 505.00 48.65 0 1.65 0 0 0
20 Jan 502.00 48.65 0 1.5 0 0 0
19 Jan 521.25 48.65 0 - 0 0 0
16 Jan 521.60 48.65 0 - 0 0 0
14 Jan 543.55 48.65 0 - 0 0 0
13 Jan 543.85 48.65 0 - 0 0 0
12 Jan 551.45 48.65 0 - 0 0 0
9 Jan 551.15 48.65 0 - 0 0 0
8 Jan 563.95 48.65 0 - 0 0 0
7 Jan 576.45 48.65 0 - 0 0 0
6 Jan 574.50 48.65 0 - 0 0 0
5 Jan 572.95 48.65 0 - 0 0 0
2 Jan 557.00 48.65 0 - 0 0 0
1 Jan 552.55 48.65 0 - 0 0 0
31 Dec 545.50 48.65 0 - 0 0 0


For Patanjali Foods Limited - strike price 515 expiring on 24FEB2026

Delta for 515 CE is 0.62

Historical price for 515 CE is as follows

On 6 Feb PATANJALI was trading at 524.05. The strike last trading price was 21.75, which was 2.9 higher than the previous day. The implied volatity was 34.88, the open interest changed by -7 which decreased total open position to 35


On 5 Feb PATANJALI was trading at 515.50. The strike last trading price was 18.15, which was 2.45 higher than the previous day. The implied volatity was 36.82, the open interest changed by -2 which decreased total open position to 37


On 4 Feb PATANJALI was trading at 510.40. The strike last trading price was 15.9, which was 1.8 higher than the previous day. The implied volatity was 37.62, the open interest changed by -10 which decreased total open position to 39


On 3 Feb PATANJALI was trading at 505.95. The strike last trading price was 13.95, which was 4.2 higher than the previous day. The implied volatity was 34.88, the open interest changed by 9 which increased total open position to 49


On 2 Feb PATANJALI was trading at 496.10. The strike last trading price was 9.45, which was -3.05 lower than the previous day. The implied volatity was 34.12, the open interest changed by 22 which increased total open position to 37


On 1 Feb PATANJALI was trading at 495.75. The strike last trading price was 12.5, which was -1.25 lower than the previous day. The implied volatity was 46.35, the open interest changed by 1 which increased total open position to 16


On 30 Jan PATANJALI was trading at 500.40. The strike last trading price was 12.8, which was -1 lower than the previous day. The implied volatity was 32.38, the open interest changed by 5 which increased total open position to 16


On 29 Jan PATANJALI was trading at 500.00. The strike last trading price was 13.9, which was -1.5 lower than the previous day. The implied volatity was 35.37, the open interest changed by 0 which decreased total open position to 0


On 28 Jan PATANJALI was trading at 505.75. The strike last trading price was 14.1, which was -1.85 lower than the previous day. The implied volatity was 30.04, the open interest changed by 7 which increased total open position to 11


On 27 Jan PATANJALI was trading at 503.10. The strike last trading price was 15.95, which was -32.7 lower than the previous day. The implied volatity was 37.65, the open interest changed by 3 which increased total open position to 3


On 23 Jan PATANJALI was trading at 511.50. The strike last trading price was 48.65, which was 0 lower than the previous day. The implied volatity was 1.23, the open interest changed by 0 which decreased total open position to 0


On 22 Jan PATANJALI was trading at 511.00. The strike last trading price was 48.65, 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 21 Jan PATANJALI was trading at 505.00. The strike last trading price was 48.65, which was 0 lower than the previous day. The implied volatity was 1.65, the open interest changed by 0 which decreased total open position to 0


On 20 Jan PATANJALI was trading at 502.00. The strike last trading price was 48.65, which was 0 lower than the previous day. The implied volatity was 1.5, the open interest changed by 0 which decreased total open position to 0


On 19 Jan PATANJALI was trading at 521.25. The strike last trading price was 48.65, 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 Jan PATANJALI was trading at 521.60. The strike last trading price was 48.65, 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 14 Jan PATANJALI was trading at 543.55. The strike last trading price was 48.65, 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 13 Jan PATANJALI was trading at 543.85. The strike last trading price was 48.65, 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 Jan PATANJALI was trading at 551.45. The strike last trading price was 48.65, 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 Jan PATANJALI was trading at 551.15. The strike last trading price was 48.65, 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 Jan PATANJALI was trading at 563.95. The strike last trading price was 48.65, 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 Jan PATANJALI was trading at 576.45. The strike last trading price was 48.65, 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 Jan PATANJALI was trading at 574.50. The strike last trading price was 48.65, 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 Jan PATANJALI was trading at 572.95. The strike last trading price was 48.65, 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 2 Jan PATANJALI was trading at 557.00. The strike last trading price was 48.65, 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 1 Jan PATANJALI was trading at 552.55. The strike last trading price was 48.65, 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 Dec PATANJALI was trading at 545.50. The strike last trading price was 48.65, 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 24FEB2026 515 PE
Delta: -0.39
Vega: 0.45
Theta: -0.44
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
6 Feb 524.05 13.9 -4.65 40.69 79 1 43
5 Feb 515.50 18.15 -1.8 40.84 26 7 44
4 Feb 510.40 20.15 -8.2 37.76 157 19 37
3 Feb 505.95 28.8 3.25 - 0 0 18
2 Feb 496.10 28.8 3.25 37.95 50 -3 16
1 Feb 495.75 25.95 4.2 - 0 0 19
30 Jan 500.40 25.95 4.2 39.46 29 10 19
29 Jan 500.00 21.2 0.75 - 0 0 0
28 Jan 505.75 21.2 0.75 33.5 19 2 9
27 Jan 503.10 20.45 0.05 - 0 0 7
23 Jan 511.50 20.45 0.05 29.38 12 0 11
22 Jan 511.00 20.4 15.15 30.82 1 0 10
21 Jan 505.00 5.25 -7.35 - 0 0 10
20 Jan 502.00 5.25 -7.35 - 0 0 10
19 Jan 521.25 5.25 -7.35 - 0 0 10
16 Jan 521.60 5.25 -7.35 - 0 0 10
14 Jan 543.55 5.25 -7.35 - 0 0 10
13 Jan 543.85 5.25 -7.35 - 0 0 0
12 Jan 551.45 5.25 -7.35 - 0 0 10
9 Jan 551.15 5.25 -7.35 - 0 0 10
8 Jan 563.95 5.25 -7.35 - 0 0 10
7 Jan 576.45 5.25 -7.35 - 0 0 10
6 Jan 574.50 5.25 -7.35 - 0 0 10
5 Jan 572.95 5.25 -7.35 31.43 10 8 8
2 Jan 557.00 12.6 0 7.11 0 0 0
1 Jan 552.55 12.6 0 5.92 0 0 0
31 Dec 545.50 12.6 0 5.12 0 0 0


For Patanjali Foods Limited - strike price 515 expiring on 24FEB2026

Delta for 515 PE is -0.39

Historical price for 515 PE is as follows

On 6 Feb PATANJALI was trading at 524.05. The strike last trading price was 13.9, which was -4.65 lower than the previous day. The implied volatity was 40.69, the open interest changed by 1 which increased total open position to 43


On 5 Feb PATANJALI was trading at 515.50. The strike last trading price was 18.15, which was -1.8 lower than the previous day. The implied volatity was 40.84, the open interest changed by 7 which increased total open position to 44


On 4 Feb PATANJALI was trading at 510.40. The strike last trading price was 20.15, which was -8.2 lower than the previous day. The implied volatity was 37.76, the open interest changed by 19 which increased total open position to 37


On 3 Feb PATANJALI was trading at 505.95. The strike last trading price was 28.8, which was 3.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18


On 2 Feb PATANJALI was trading at 496.10. The strike last trading price was 28.8, which was 3.25 higher than the previous day. The implied volatity was 37.95, the open interest changed by -3 which decreased total open position to 16


On 1 Feb PATANJALI was trading at 495.75. The strike last trading price was 25.95, which was 4.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 30 Jan PATANJALI was trading at 500.40. The strike last trading price was 25.95, which was 4.2 higher than the previous day. The implied volatity was 39.46, the open interest changed by 10 which increased total open position to 19


On 29 Jan PATANJALI was trading at 500.00. The strike last trading price was 21.2, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Jan PATANJALI was trading at 505.75. The strike last trading price was 21.2, which was 0.75 higher than the previous day. The implied volatity was 33.5, the open interest changed by 2 which increased total open position to 9


On 27 Jan PATANJALI was trading at 503.10. The strike last trading price was 20.45, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 23 Jan PATANJALI was trading at 511.50. The strike last trading price was 20.45, which was 0.05 higher than the previous day. The implied volatity was 29.38, the open interest changed by 0 which decreased total open position to 11


On 22 Jan PATANJALI was trading at 511.00. The strike last trading price was 20.4, which was 15.15 higher than the previous day. The implied volatity was 30.82, the open interest changed by 0 which decreased total open position to 10


On 21 Jan PATANJALI was trading at 505.00. The strike last trading price was 5.25, which was -7.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 20 Jan PATANJALI was trading at 502.00. The strike last trading price was 5.25, which was -7.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 19 Jan PATANJALI was trading at 521.25. The strike last trading price was 5.25, which was -7.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 16 Jan PATANJALI was trading at 521.60. The strike last trading price was 5.25, which was -7.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 14 Jan PATANJALI was trading at 543.55. The strike last trading price was 5.25, which was -7.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 13 Jan PATANJALI was trading at 543.85. The strike last trading price was 5.25, which was -7.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Jan PATANJALI was trading at 551.45. The strike last trading price was 5.25, which was -7.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 9 Jan PATANJALI was trading at 551.15. The strike last trading price was 5.25, which was -7.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 8 Jan PATANJALI was trading at 563.95. The strike last trading price was 5.25, which was -7.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 7 Jan PATANJALI was trading at 576.45. The strike last trading price was 5.25, which was -7.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 6 Jan PATANJALI was trading at 574.50. The strike last trading price was 5.25, which was -7.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 5 Jan PATANJALI was trading at 572.95. The strike last trading price was 5.25, which was -7.35 lower than the previous day. The implied volatity was 31.43, the open interest changed by 8 which increased total open position to 8


On 2 Jan PATANJALI was trading at 557.00. The strike last trading price was 12.6, which was 0 lower than the previous day. The implied volatity was 7.11, the open interest changed by 0 which decreased total open position to 0


On 1 Jan PATANJALI was trading at 552.55. The strike last trading price was 12.6, which was 0 lower than the previous day. The implied volatity was 5.92, the open interest changed by 0 which decreased total open position to 0


On 31 Dec PATANJALI was trading at 545.50. The strike last trading price was 12.6, which was 0 lower than the previous day. The implied volatity was 5.12, the open interest changed by 0 which decreased total open position to 0