PATANJALI
Patanjali Foods Limited
Historical option data for PATANJALI
16 Dec 2025 04:13 PM IST
| PATANJALI 30-DEC-2025 545 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.39
Vega: 0.40
Theta: -0.37
Gamma: 0.02
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
|
|
||||||||||||||||
| 16 Dec | 537.85 | 6.25 | 0.65 | 22.07 | 532 | -15 | 214 | |||||||||
| 15 Dec | 529.75 | 5.45 | -2.75 | 22.82 | 204 | 30 | 232 | |||||||||
| 12 Dec | 536.85 | 7.95 | 0.7 | 22.38 | 528 | 5 | 203 | |||||||||
| 11 Dec | 534.05 | 7.05 | 1.25 | 20.33 | 471 | 10 | 199 | |||||||||
| 10 Dec | 528.75 | 5.7 | -6.65 | 22.74 | 322 | 24 | 190 | |||||||||
| 9 Dec | 539.00 | 10.9 | -3.95 | 24.94 | 474 | 23 | 165 | |||||||||
| 8 Dec | 547.85 | 14.4 | -2.3 | 21.98 | 295 | 6 | 143 | |||||||||
| 5 Dec | 550.80 | 15.65 | 7.7 | 21.09 | 1,876 | 23 | 138 | |||||||||
| 4 Dec | 528.75 | 7.1 | -11.7 | 24.85 | 243 | 96 | 119 | |||||||||
| 3 Dec | 555.15 | 18.75 | -8 | 17.32 | 30 | 24 | 25 | |||||||||
| 2 Dec | 563.35 | 26.75 | -39.05 | 22.38 | 1 | 0 | 0 | |||||||||
| 1 Dec | 569.25 | 65.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 568.15 | 65.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 569.45 | 65.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 569.65 | 65.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 569.35 | 65.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 569.75 | 65.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 579.30 | 65.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 584.25 | 65.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 582.90 | 65.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 587.05 | 65.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 586.90 | 65.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 587.80 | 65.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 590.45 | 65.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 588.30 | 65.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 580.00 | 65.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 578.90 | 65.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 573.00 | 65.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 575.55 | 65.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 578.15 | 65.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Patanjali Foods Limited - strike price 545 expiring on 30DEC2025
Delta for 545 CE is 0.39
Historical price for 545 CE is as follows
On 16 Dec PATANJALI was trading at 537.85. The strike last trading price was 6.25, which was 0.65 higher than the previous day. The implied volatity was 22.07, the open interest changed by -15 which decreased total open position to 214
On 15 Dec PATANJALI was trading at 529.75. The strike last trading price was 5.45, which was -2.75 lower than the previous day. The implied volatity was 22.82, the open interest changed by 30 which increased total open position to 232
On 12 Dec PATANJALI was trading at 536.85. The strike last trading price was 7.95, which was 0.7 higher than the previous day. The implied volatity was 22.38, the open interest changed by 5 which increased total open position to 203
On 11 Dec PATANJALI was trading at 534.05. The strike last trading price was 7.05, which was 1.25 higher than the previous day. The implied volatity was 20.33, the open interest changed by 10 which increased total open position to 199
On 10 Dec PATANJALI was trading at 528.75. The strike last trading price was 5.7, which was -6.65 lower than the previous day. The implied volatity was 22.74, the open interest changed by 24 which increased total open position to 190
On 9 Dec PATANJALI was trading at 539.00. The strike last trading price was 10.9, which was -3.95 lower than the previous day. The implied volatity was 24.94, the open interest changed by 23 which increased total open position to 165
On 8 Dec PATANJALI was trading at 547.85. The strike last trading price was 14.4, which was -2.3 lower than the previous day. The implied volatity was 21.98, the open interest changed by 6 which increased total open position to 143
On 5 Dec PATANJALI was trading at 550.80. The strike last trading price was 15.65, which was 7.7 higher than the previous day. The implied volatity was 21.09, the open interest changed by 23 which increased total open position to 138
On 4 Dec PATANJALI was trading at 528.75. The strike last trading price was 7.1, which was -11.7 lower than the previous day. The implied volatity was 24.85, the open interest changed by 96 which increased total open position to 119
On 3 Dec PATANJALI was trading at 555.15. The strike last trading price was 18.75, which was -8 lower than the previous day. The implied volatity was 17.32, the open interest changed by 24 which increased total open position to 25
On 2 Dec PATANJALI was trading at 563.35. The strike last trading price was 26.75, which was -39.05 lower than the previous day. The implied volatity was 22.38, 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 65.8, 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 28 Nov PATANJALI was trading at 568.15. The strike last trading price was 65.8, 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 27 Nov PATANJALI was trading at 569.45. The strike last trading price was 65.8, 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 26 Nov PATANJALI was trading at 569.65. The strike last trading price was 65.8, 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 25 Nov PATANJALI was trading at 569.35. The strike last trading price was 65.8, 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 24 Nov PATANJALI was trading at 569.75. The strike last trading price was 65.8, 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 21 Nov PATANJALI was trading at 579.30. The strike last trading price was 65.8, 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 20 Nov PATANJALI was trading at 584.25. The strike last trading price was 65.8, 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 19 Nov PATANJALI was trading at 582.90. The strike last trading price was 65.8, 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 18 Nov PATANJALI was trading at 587.05. The strike last trading price was 65.8, 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 17 Nov PATANJALI was trading at 586.90. The strike last trading price was 65.8, 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 14 Nov PATANJALI was trading at 587.80. The strike last trading price was 65.8, 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 13 Nov PATANJALI was trading at 590.45. The strike last trading price was 65.8, 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 65.8, 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 10 Nov PATANJALI was trading at 580.00. The strike last trading price was 65.8, 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 65.8, 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 65.8, 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 65.8, 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 3 Nov PATANJALI was trading at 578.15. The strike last trading price was 65.8, 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
| PATANJALI 30DEC2025 545 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.60
Vega: 0.40
Theta: -0.24
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Dec | 537.85 | 13.45 | -3.8 | 22.78 | 230 | -13 | 170 |
| 15 Dec | 529.75 | 16.4 | 3 | 23.29 | 65 | 5 | 182 |
| 12 Dec | 536.85 | 13.6 | -2.8 | 21.59 | 151 | -25 | 175 |
| 11 Dec | 534.05 | 16.6 | -4.1 | 26.67 | 192 | 0 | 196 |
| 10 Dec | 528.75 | 20.75 | 9 | 25.04 | 111 | -10 | 196 |
| 9 Dec | 539.00 | 13.95 | 3.3 | 22.74 | 515 | 78 | 203 |
| 8 Dec | 547.85 | 10.75 | 1.6 | 24.60 | 372 | -47 | 126 |
| 5 Dec | 550.80 | 9.75 | -11.25 | 22.57 | 837 | 81 | 172 |
| 4 Dec | 528.75 | 27.2 | 20.55 | 30.34 | 353 | 58 | 89 |
| 3 Dec | 555.15 | 6.45 | 1.6 | 20.49 | 36 | 25 | 30 |
| 2 Dec | 563.35 | 4.85 | 1 | 21.57 | 13 | 5 | 5 |
| 1 Dec | 569.25 | 3.85 | -7.6 | - | 0 | 0 | 0 |
| 28 Nov | 568.15 | 3.85 | -7.6 | - | 0 | 0 | 0 |
| 27 Nov | 569.45 | 3.85 | -7.6 | - | 0 | 0 | 0 |
| 26 Nov | 569.65 | 3.85 | -7.6 | - | 0 | 0 | 0 |
| 25 Nov | 569.35 | 3.85 | -7.6 | 20.33 | 2 | 1 | 1 |
| 24 Nov | 569.75 | 11.45 | 0 | 5.06 | 0 | 0 | 0 |
| 21 Nov | 579.30 | 11.45 | 0 | 6.05 | 0 | 0 | 0 |
| 20 Nov | 584.25 | 11.45 | 0 | 6.68 | 0 | 0 | 0 |
| 19 Nov | 582.90 | 11.45 | 0 | 6.44 | 0 | 0 | 0 |
| 18 Nov | 587.05 | 11.45 | 0 | 7.17 | 0 | 0 | 0 |
| 17 Nov | 586.90 | 11.45 | 0 | 7.11 | 0 | 0 | 0 |
| 14 Nov | 587.80 | 11.45 | 0 | 6.97 | 0 | 0 | 0 |
| 13 Nov | 590.45 | 11.45 | 0 | 7.46 | 0 | 0 | 0 |
| 12 Nov | 588.30 | 11.45 | 0 | 6.68 | 0 | 0 | 0 |
| 10 Nov | 580.00 | 11.45 | 0 | 5.49 | 0 | 0 | 0 |
| 7 Nov | 578.90 | 11.45 | 0 | 5.07 | 0 | 0 | 0 |
| 6 Nov | 573.00 | 11.45 | 0 | 4.52 | 0 | 0 | 0 |
| 4 Nov | 575.55 | 11.45 | 0 | 4.68 | 0 | 0 | 0 |
| 3 Nov | 578.15 | 11.45 | 0 | 4.83 | 0 | 0 | 0 |
For Patanjali Foods Limited - strike price 545 expiring on 30DEC2025
Delta for 545 PE is -0.60
Historical price for 545 PE is as follows
On 16 Dec PATANJALI was trading at 537.85. The strike last trading price was 13.45, which was -3.8 lower than the previous day. The implied volatity was 22.78, the open interest changed by -13 which decreased total open position to 170
On 15 Dec PATANJALI was trading at 529.75. The strike last trading price was 16.4, which was 3 higher than the previous day. The implied volatity was 23.29, the open interest changed by 5 which increased total open position to 182
On 12 Dec PATANJALI was trading at 536.85. The strike last trading price was 13.6, which was -2.8 lower than the previous day. The implied volatity was 21.59, the open interest changed by -25 which decreased total open position to 175
On 11 Dec PATANJALI was trading at 534.05. The strike last trading price was 16.6, which was -4.1 lower than the previous day. The implied volatity was 26.67, the open interest changed by 0 which decreased total open position to 196
On 10 Dec PATANJALI was trading at 528.75. The strike last trading price was 20.75, which was 9 higher than the previous day. The implied volatity was 25.04, the open interest changed by -10 which decreased total open position to 196
On 9 Dec PATANJALI was trading at 539.00. The strike last trading price was 13.95, which was 3.3 higher than the previous day. The implied volatity was 22.74, the open interest changed by 78 which increased total open position to 203
On 8 Dec PATANJALI was trading at 547.85. The strike last trading price was 10.75, which was 1.6 higher than the previous day. The implied volatity was 24.60, the open interest changed by -47 which decreased total open position to 126
On 5 Dec PATANJALI was trading at 550.80. The strike last trading price was 9.75, which was -11.25 lower than the previous day. The implied volatity was 22.57, the open interest changed by 81 which increased total open position to 172
On 4 Dec PATANJALI was trading at 528.75. The strike last trading price was 27.2, which was 20.55 higher than the previous day. The implied volatity was 30.34, the open interest changed by 58 which increased total open position to 89
On 3 Dec PATANJALI was trading at 555.15. The strike last trading price was 6.45, which was 1.6 higher than the previous day. The implied volatity was 20.49, the open interest changed by 25 which increased total open position to 30
On 2 Dec PATANJALI was trading at 563.35. The strike last trading price was 4.85, which was 1 higher than the previous day. The implied volatity was 21.57, the open interest changed by 5 which increased total open position to 5
On 1 Dec PATANJALI was trading at 569.25. The strike last trading price was 3.85, which was -7.6 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 3.85, which was -7.6 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 3.85, which was -7.6 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 3.85, which was -7.6 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 3.85, which was -7.6 lower than the previous day. The implied volatity was 20.33, the open interest changed by 1 which increased total open position to 1
On 24 Nov PATANJALI was trading at 569.75. The strike last trading price was 11.45, which was 0 lower than the previous day. The implied volatity was 5.06, the open interest changed by 0 which decreased total open position to 0
On 21 Nov PATANJALI was trading at 579.30. The strike last trading price was 11.45, which was 0 lower than the previous day. The implied volatity was 6.05, the open interest changed by 0 which decreased total open position to 0
On 20 Nov PATANJALI was trading at 584.25. The strike last trading price was 11.45, which was 0 lower than the previous day. The implied volatity was 6.68, the open interest changed by 0 which decreased total open position to 0
On 19 Nov PATANJALI was trading at 582.90. The strike last trading price was 11.45, which was 0 lower than the previous day. The implied volatity was 6.44, the open interest changed by 0 which decreased total open position to 0
On 18 Nov PATANJALI was trading at 587.05. The strike last trading price was 11.45, which was 0 lower than the previous day. The implied volatity was 7.17, 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 11.45, 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 14 Nov PATANJALI was trading at 587.80. The strike last trading price was 11.45, which was 0 lower than the previous day. The implied volatity was 6.97, the open interest changed by 0 which decreased total open position to 0
On 13 Nov PATANJALI was trading at 590.45. The strike last trading price was 11.45, which was 0 lower than the previous day. The implied volatity was 7.46, 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 11.45, which was 0 lower than the previous day. The implied volatity was 6.68, the open interest changed by 0 which decreased total open position to 0
On 10 Nov PATANJALI was trading at 580.00. The strike last trading price was 11.45, which was 0 lower than the previous day. The implied volatity was 5.49, 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 11.45, which was 0 lower than the previous day. The implied volatity was 5.07, 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 11.45, which was 0 lower than the previous day. The implied volatity was 4.52, 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 11.45, which was 0 lower than the previous day. The implied volatity was 4.68, the open interest changed by 0 which decreased total open position to 0
On 3 Nov PATANJALI was trading at 578.15. The strike last trading price was 11.45, which was 0 lower than the previous day. The implied volatity was 4.83, the open interest changed by 0 which decreased total open position to 0































































































































































































































