PERSISTENT
Persistent Systems Ltd
5727.2
16.90 (0.30%)
Option Chain for PERSISTENT
21 Nov 2024 02:20 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 200 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| 0.00 | 0 | 0 | 0 | 0.00 | 787.80 | 0.00 | 4500 | 3.10 | 5.10 | - | 1 | 0 | 92 | - |
| - | 0 | 0 | 0 | - | 717.80 | 0.00 | 4600 | 0.00 | 3.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 750.70 | 0.00 | 4700 | 0.00 | 3.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 660.10 | 0.00 | 4800 | -1.50 | 2.50 | - | 6 | -9 | 282 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 507.25 | 0.00 | 4900 | 0.30 | 4.30 | 58.80 | 6 | -8 | 169 | -0.02 |
| - | 119 | 0 | 0.5 | - | 730.00 | 0.00 | 5000 | -1.60 | 5.30 | 54.27 | 229 | -17 | 968 | -0.03 |
| 0.00 | 0 | 0 | 0 | 0.00 | 588.55 | 0.00 | 5100 | -1.35 | 8.80 | 52.49 | 23 | -6 | 252 | -0.05 |
| - | 285 | -12 | 8.5 | - | 524.80 | 5.15 | 5200 | -5.10 | 9.90 | 46.88 | 142 | -17 | 413 | -0.06 |
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| - | 200 | -4 | 5 | - | 419.65 | 0.15 | 5300 | -6.00 | 14.70 | 43.77 | 234.5 | -32 | 767 | -0.09 |
| 0.95 | 323 | 19 | 44 | 26.67 | 345.50 | 28.70 | 5400 | -9.50 | 22.50 | 40.89 | 156 | -15 | 852 | -0.13 |
| 0.87 | 845 | -89 | 168.5 | 28.39 | 256.95 | 7.10 | 5500 | -10.85 | 37.15 | 39.12 | 608 | 25 | 1,236 | -0.21 |
| 0.73 | 501 | -26 | 170.5 | 30.03 | 180.80 | 9.50 | 5600 | -12.35 | 59.10 | 37.13 | 530 | 50 | 812 | -0.30 |
| 0.58 | 1,027 | -51 | 1,894 | 29.58 | 116.05 | 3.85 | 5700 | -14.00 | 94.90 | 36.08 | 1,392 | 79 | 1,054 | -0.43 |
| 0.41 | 2,320 | 105 | 3,867 | 29.56 | 68.25 | 0.25 | 5800 | -18.95 | 149.05 | 36.91 | 584.5 | 49 | 418 | -0.57 |
| 0.27 | 583 | 28 | 980 | 30.66 | 39.00 | -1.60 | 5900 | -22.10 | 219.05 | 38.71 | 22.5 | -8 | 56 | -0.68 |
| 0.16 | 1,439 | -103 | 896.5 | 31.07 | 20.35 | -1.95 | 6000 | -6.60 | 317.90 | 48.22 | 5.5 | 0 | 90 | -0.73 |
| 0.09 | 838 | -35 | 236 | 32.30 | 10.90 | -2.20 | 6100 | 0.00 | 406.70 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.06 | 638 | -21 | 267 | 35.23 | 7.25 | -1.20 | 6200 | 0.00 | 501.40 | 0.00 | 0 | -3 | 0 | 0.00 |
| 0.04 | 313 | 4 | 37.5 | 38.00 | 5.00 | -0.10 | 6300 | 0.00 | 1197.35 | - | 0 | 0 | 0 | - |
| 0.03 | 638 | -10 | 33.5 | 40.07 | 3.25 | -0.25 | 6400 | 0.00 | 1283.30 | - | 0 | 0 | 0 | - |
| 0.01 | 356 | -7 | 9 | 40.12 | 1.55 | -0.05 | 6500 | 0.00 | 1190.05 | - | 0 | 0 | 0 | - |
| 0.01 | 75 | 0 | 15 | 41.15 | 0.85 | 0.55 | 6600 | 0.00 | 1459.65 | - | 0 | 0 | 0 | - |
| 10,500 | 7,461 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.
