PATANJALI PATANJALI FOODS LIMITED
PATANJALI FOODS LIMITED — on this desk since 28 Feb 2025.
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | — | — | — | 315 | 39,775 | 0 | 0.02 | — |
| — | — | — | — | 320 | 64,500 | −1,075 | 0.65 | short covering |
| — | — | — | — | 325 | 34,400 | 0 | 0.11 | — |
| — | — | — | — | 330 | 1,35,450 | +9,675 | 1.05 | — |
| — | — | — | — | 335 | 61,275 | +4,300 | 1.40 | long build-up |
| long unwinding | 27.14 | −3,225 | 87,075 | 340 | 3,91,300 | −2,150 | 1.85 | short covering |
| — | 22.75 | 0 | 53,750 | 345 | 1,88,125 | +4,300 | 2.55 | long build-up |
| long unwinding | 18.40 | −6,450 | 5,35,350 | 350 | wall7,85,825 | −61,275 | 3.65 | short covering |
| long unwinding | 15.20 | −4,300 | 2,21,450 | 355 | 3,96,675 | +5,375 | 4.90 | long build-up |
| short build-up | 12.00 | +24,725 | 16,42,600 | 360 | 5,43,950 | −32,250 | 6.60 | short covering |
| long unwinding | 9.35 | −17,200 | 3,53,675 | 365at the money | 1,75,225 | −3,225 | 8.85 | short covering |
| long unwinding | 7.15 | −87,075 | 9,52,450 | 370 | 4,02,050 | −3,225 | 11.95 | short covering |
| short build-up | 5.45 | +77,400 | 4,60,100 | 375 | 1,79,525 | −6,450 | 13.31 | long unwinding |
| short build-up | 4.15 | +36,550 | 11,62,075 | 380 | 2,46,175 | 0 | 16.87 | — |
| short build-up | 3.05 | +19,350 | 2,85,950 | 385 | 45,150 | 0 | 20.79 | — |
| long unwinding | 2.50 | −19,350 | 7,22,400 | 390 | 1,85,975 | 0 | 25.02 | — |
| short build-up | 2.00 | +1,075 | 2,37,575 | 395 | 34,400 | 0 | 29.49 | — |
| long unwinding | 1.65 | −23,650 | 29,42,275wall | 400 | 5,70,825 | 0 | 34.13 | — |
| long unwinding | 1.35 | −12,900 | 2,42,950 | 405 | 33,325 | 0 | 38.90 | — |
| long unwinding | 1.15 | −11,825 | 4,99,875 | 410 | 1,90,275 | 0 | 43.76 | — |
| long unwinding | 0.90 | −2,150 | 93,525 | 415 | 26,875 | 0 | 48.67 | — |
The options were priced for a move of about 5.0% by 27 Oct.
Open interest
Long unwind: price fell and open interest fell.
For this stock, 28 of 78 times the close 5 sessions later was higher.
Across every F&O stock, 44,823 of 84,881 times the close 5 sessions later was higher.
Basis, rollover and the ban
The future traded 0.05% below the share.
Not in the F&O ban this session; open interest stood at 113% of its market-wide limit.
Implied volatility
The options were priced for a move of about 5.0% by 27 Oct; over the sessions the desk holds it ranged 2.1–11.9%.
Option prices were dearer than 79 of the past 252 sessions.
Puts were priced dearer than calls the same distance out.
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Implied and realised around results
No results meeting with an option chain on its eve yet.
The futures, session by session
| session | futures | implied move | basis | ban |
|---|---|---|---|---|
| Thu 15 Oct | long unwind | 5.0% | -0.05% | |
| Wed 14 Oct | short cover | 5.2% | -0.34% | |
| Tue 13 Oct | long build | 5.4% | -0.03% | |
| Mon 12 Oct | short cover | 5.7% | -0.37% | |
| Fri 9 Oct | long build | 6.1% | -0.22% | |
| Thu 8 Oct | long unwind | 6.7% | 0.04% | |
| Wed 7 Oct | long unwind | 6.9% | 0.03% | |
| Tue 6 Oct | long build | 7.0% | 0.50% | |
| Mon 5 Oct | short cover | 7.0% | 0.08% | |
| Thu 1 Oct | long unwind | 8.3% | -0.21% | |
| Wed 30 Sep | short build | 8.0% | 0.45% | |
| Tue 29 Sep | short build | 8.1% | 0.51% | |
| Mon 28 Sep | short build | 7.9% | 0.13% | |
| Fri 25 Sep | long unwind | 2.2% | 0.20% | |
| Thu 24 Sep | short build | 3.1% | 0.26% | |
| Wed 23 Sep | short cover | 3.2% | 0.37% | |
| Tue 22 Sep | long build | 4.1% | 0.12% | |
| Mon 21 Sep | long build | 4.5% | 0.44% | |
| Fri 18 Sep | short cover | 3.8% | -0.78% | |
| Thu 17 Sep | long unwind | 4.2% | 0.27% |
After a name entered or left the ban
- Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
- Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.
Before comparing across time
Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.
The lot size changed from 900 to 1,075 on 29 Apr 2026; contracts either side are compared in shares, not lots.