PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
04 Apr 2025 04:10 PM IST
| PERSISTENT 24APR2025 4200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.83
Vega: 2.78
Theta: -4.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 4609.95 | 547.75 | -1392 | 53.66 | 56 | 35 | 35 | |||
| 3 Apr | 4793.35 | 1939.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 5317.50 | 1939.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 5211.55 | 1939.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 5513.75 | 1939.75 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 5641.45 | 1939.75 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 5517.00 | 1939.75 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 5558.30 | 1939.75 | 0 | - | 0 | 0 | 0 | |||
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| 24 Mar | 5421.30 | 1939.75 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 5275.55 | 1939.75 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 5194.05 | 1939.75 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 5280.60 | 1939.75 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 5309.30 | 1939.75 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 5167.30 | 1939.75 | 0 | - | 0 | 0 | 0 | |||
For Persistent Systems Ltd - strike price 4200 expiring on 24APR2025
Delta for 4200 CE is 0.83
Historical price for 4200 CE is as follows
On 4 Apr PERSISTENT was trading at 4609.95. The strike last trading price was 547.75, which was -1392 lower than the previous day. The implied volatity was 53.66, the open interest changed by 35 which increased total open position to 35
On 3 Apr PERSISTENT was trading at 4793.35. The strike last trading price was 1939.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Apr PERSISTENT was trading at 5317.50. The strike last trading price was 1939.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Apr PERSISTENT was trading at 5211.55. The strike last trading price was 1939.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Mar PERSISTENT was trading at 5513.75. The strike last trading price was 1939.75, 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 Mar PERSISTENT was trading at 5641.45. The strike last trading price was 1939.75, 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 Mar PERSISTENT was trading at 5517.00. The strike last trading price was 1939.75, 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 Mar PERSISTENT was trading at 5558.30. The strike last trading price was 1939.75, 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 Mar PERSISTENT was trading at 5421.30. The strike last trading price was 1939.75, 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 Mar PERSISTENT was trading at 5275.55. The strike last trading price was 1939.75, 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 Mar PERSISTENT was trading at 5194.05. The strike last trading price was 1939.75, 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 Mar PERSISTENT was trading at 5280.60. The strike last trading price was 1939.75, 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 Mar PERSISTENT was trading at 5309.30. The strike last trading price was 1939.75, 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 Mar PERSISTENT was trading at 5167.30. The strike last trading price was 1939.75, 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
| PERSISTENT 24APR2025 4200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.16
Vega: 2.65
Theta: -3.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 4609.95 | 48.85 | 12.25 | 50.55 | 7,556 | 343 | 1,666 |
| 3 Apr | 4793.35 | 37.65 | 30.5 | 52.22 | 7,189 | 1,128 | 1,318 |
| 2 Apr | 5317.50 | 7.15 | -4.7 | 52.76 | 49 | 21 | 191 |
| 1 Apr | 5211.55 | 10.3 | 1.75 | 52.20 | 113 | 68 | 170 |
| 28 Mar | 5513.75 | 8.55 | 0.9 | 54.11 | 46 | -6 | 102 |
| 27 Mar | 5641.45 | 7.65 | -1.6 | - | 17 | -13 | 108 |
| 26 Mar | 5517.00 | 9.25 | -1.3 | 53.20 | 1 | 0 | 121 |
| 25 Mar | 5558.30 | 10.55 | -0.95 | - | 2 | 0 | 121 |
| 24 Mar | 5421.30 | 11.5 | -3.55 | 51.36 | 11 | 0 | 119 |
| 21 Mar | 5275.55 | 15.05 | -4.6 | 47.99 | 41 | 22 | 118 |
| 20 Mar | 5194.05 | 20.1 | 1.05 | 47.60 | 36 | 7 | 93 |
| 19 Mar | 5280.60 | 19.6 | 0.9 | 48.65 | 62 | 44 | 87 |
| 18 Mar | 5309.30 | 18 | -12.5 | 48.15 | 50 | 41 | 44 |
| 17 Mar | 5167.30 | 30.5 | 1.7 | 49.22 | 2 | 1 | 2 |
For Persistent Systems Ltd - strike price 4200 expiring on 24APR2025
Delta for 4200 PE is -0.16
Historical price for 4200 PE is as follows
On 4 Apr PERSISTENT was trading at 4609.95. The strike last trading price was 48.85, which was 12.25 higher than the previous day. The implied volatity was 50.55, the open interest changed by 343 which increased total open position to 1666
On 3 Apr PERSISTENT was trading at 4793.35. The strike last trading price was 37.65, which was 30.5 higher than the previous day. The implied volatity was 52.22, the open interest changed by 1128 which increased total open position to 1318
On 2 Apr PERSISTENT was trading at 5317.50. The strike last trading price was 7.15, which was -4.7 lower than the previous day. The implied volatity was 52.76, the open interest changed by 21 which increased total open position to 191
On 1 Apr PERSISTENT was trading at 5211.55. The strike last trading price was 10.3, which was 1.75 higher than the previous day. The implied volatity was 52.20, the open interest changed by 68 which increased total open position to 170
On 28 Mar PERSISTENT was trading at 5513.75. The strike last trading price was 8.55, which was 0.9 higher than the previous day. The implied volatity was 54.11, the open interest changed by -6 which decreased total open position to 102
On 27 Mar PERSISTENT was trading at 5641.45. The strike last trading price was 7.65, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 108
On 26 Mar PERSISTENT was trading at 5517.00. The strike last trading price was 9.25, which was -1.3 lower than the previous day. The implied volatity was 53.20, the open interest changed by 0 which decreased total open position to 121
On 25 Mar PERSISTENT was trading at 5558.30. The strike last trading price was 10.55, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 121
On 24 Mar PERSISTENT was trading at 5421.30. The strike last trading price was 11.5, which was -3.55 lower than the previous day. The implied volatity was 51.36, the open interest changed by 0 which decreased total open position to 119
On 21 Mar PERSISTENT was trading at 5275.55. The strike last trading price was 15.05, which was -4.6 lower than the previous day. The implied volatity was 47.99, the open interest changed by 22 which increased total open position to 118
On 20 Mar PERSISTENT was trading at 5194.05. The strike last trading price was 20.1, which was 1.05 higher than the previous day. The implied volatity was 47.60, the open interest changed by 7 which increased total open position to 93
On 19 Mar PERSISTENT was trading at 5280.60. The strike last trading price was 19.6, which was 0.9 higher than the previous day. The implied volatity was 48.65, the open interest changed by 44 which increased total open position to 87
On 18 Mar PERSISTENT was trading at 5309.30. The strike last trading price was 18, which was -12.5 lower than the previous day. The implied volatity was 48.15, the open interest changed by 41 which increased total open position to 44
On 17 Mar PERSISTENT was trading at 5167.30. The strike last trading price was 30.5, which was 1.7 higher than the previous day. The implied volatity was 49.22, the open interest changed by 1 which increased total open position to 2
