Historical option data for PERSISTENT
29 Jun 2026 10:49 AM IST
| PERSISTENT 28-Jul-2026 (27d) 4400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.55
Vega: 0.05
Theta: -3.5
Gamma: 0.00082
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 4414.00 | 210.5 | -439.5 (-67.62%) | 38.42 | 2,174 | 944 | 944 | |||||||||
| 25 Jun | 4841.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Jun | 4928.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Jun | 4836.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Jun | 4860.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jun | 4829.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Jun | 4940.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Jun | 5045.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jun | 5016.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Jun | 4890.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jun | 4811.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Jun | 4874.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Jun | 4928.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jun | 5018.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jun | 5065.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jun | 5038.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 5121.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Jun | 5097.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jun | 5470.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jun | 5402.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 May | 4877.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 May | 5098.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Persistent Systems Ltd - strike price 4400 expiring on 28JUL2026
Delta for 4400 CE is 0.55
Historical price for 4400 CE is as follows
On 29 Jun PERSISTENT was trading at 4414.00. The strike last trading price was 210.5, which was -439.5 lower than the previous day. The implied volatity was 38.42, the open interest changed by 944 which increased total open position to 944
On 25 Jun PERSISTENT was trading at 4841.50. The strike last trading price was 0, 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 Jun PERSISTENT was trading at 4928.50. The strike last trading price was 0, 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 23 Jun PERSISTENT was trading at 4836.50. The strike last trading price was 0, 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 22 Jun PERSISTENT was trading at 4860.50. The strike last trading price was 0, 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 Jun PERSISTENT was trading at 4829.00. The strike last trading price was 0, 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 Jun PERSISTENT was trading at 4940.50. The strike last trading price was 0, 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 Jun PERSISTENT was trading at 5045.00. The strike last trading price was 0, 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 Jun PERSISTENT was trading at 5016.50. The strike last trading price was 0, 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 15 Jun PERSISTENT was trading at 4890.50. The strike last trading price was 0, 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 Jun PERSISTENT was trading at 4811.00. The strike last trading price was 0, 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 11 Jun PERSISTENT was trading at 4874.00. The strike last trading price was 0, 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 Jun PERSISTENT was trading at 4928.00. The strike last trading price was 0, 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 Jun PERSISTENT was trading at 5018.00. The strike last trading price was 0, 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 Jun PERSISTENT was trading at 5065.00. The strike last trading price was 0, 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 Jun PERSISTENT was trading at 5038.50. The strike last trading price was 0, 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 Jun PERSISTENT was trading at 5121.50. The strike last trading price was 0, 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 Jun PERSISTENT was trading at 5097.50. The strike last trading price was 0, 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 Jun PERSISTENT was trading at 5470.50. The strike last trading price was 0, 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 Jun PERSISTENT was trading at 5402.00. The strike last trading price was 0, 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 May PERSISTENT was trading at 4877.10. The strike last trading price was 0, 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 11 May PERSISTENT was trading at 5098.10. The strike last trading price was 0, 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 28-Jul-2026 (27d) 4400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.05
Theta: -4.57
Gamma: 0.00053
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 4414.00 | 276.5 | 187.05 (209.11%) | 59.06 | 2,517 | 1,046 | 1,213 |
| 25 Jun | 4841.50 | 89.35 | 23 (34.66%) | 46.06 | 60 | 19 | 167 |
| 24 Jun | 4928.50 | 66.35 | -17.4 (-20.78%) | 44.3 | 63 | 19 | 148 |
| 23 Jun | 4836.50 | 84.6 | 10.05 (13.48%) | 43.35 | 89 | 2 | 116 |
| 22 Jun | 4860.50 | 74.55 | -15.5 (-17.21%) | 42.96 | 26 | 5 | 104 |
| 19 Jun | 4829.00 | 91 | 25 (37.88%) | 42.65 | 140 | 34 | 99 |
| 18 Jun | 4940.50 | 70 | 22.85 (48.46%) | 41.76 | 31 | 20 | 63 |
| 17 Jun | 5045.00 | 47.15 | -10.8 (-18.64%) | 40.23 | 13 | 6 | 43 |
| 16 Jun | 5016.50 | 57.95 | -20.5 (-26.13%) | 41.27 | 14 | 2 | 37 |
| 15 Jun | 4890.50 | 78.45 | -18.3 (-18.91%) | 40.24 | 12 | 6 | 35 |
| 12 Jun | 4811.00 | 97.2 | -2.65 (-2.65%) | 39.92 | 8 | 4 | 29 |
| 11 Jun | 4874.00 | 99.85 | 34.85 (53.62%) | 41.6 | 12 | 3 | 25 |
| 10 Jun | 4928.00 | 65 | -10.95 (-14.42%) | 41.33 | 1 | 1 | 22 |
| 9 Jun | 5018.00 | 75.95 | 1.4 (1.88%) | 42.42 | 4 | 1 | 21 |
| 8 Jun | 5065.00 | 74.55 | 4.55 (6.50%) | 42.9 | 12 | 4 | 19 |
| 5 Jun | 5038.50 | 70 | -5 (-6.67%) | 41.16 | 8 | 5 | 14 |
| 4 Jun | 5121.50 | 75 | 1.25 (1.69%) | 42.13 | 2 | 2 | 9 |
| 3 Jun | 5097.50 | 75 | 33.2 (79.43%) | 42.61 | 6 | 5 | 6 |
| 2 Jun | 5470.50 | 41.8 | 0 (0.00%) | 43.25 | 1 | 0 | 1 |
| 1 Jun | 5402.00 | 41.8 | -141.6 (-77.21%) | 43.25 | 1 | 1 | 1 |
| 12 May | 4877.10 | 0 | -183.4 (-100.00%) | - | 0 | 0 | 0 |
| 11 May | 5098.10 | 0 | -183.4 (-100.00%) | - | 0 | 0 | 0 |
For Persistent Systems Ltd - strike price 4400 expiring on 28JUL2026
Delta for 4400 PE is -0.45
Historical price for 4400 PE is as follows
On 29 Jun PERSISTENT was trading at 4414.00. The strike last trading price was 276.5, which was 187.05 higher than the previous day. The implied volatity was 59.06, the open interest changed by 1046 which increased total open position to 1213
On 25 Jun PERSISTENT was trading at 4841.50. The strike last trading price was 89.35, which was 23 higher than the previous day. The implied volatity was 46.06, the open interest changed by 19 which increased total open position to 167
On 24 Jun PERSISTENT was trading at 4928.50. The strike last trading price was 66.35, which was -17.4 lower than the previous day. The implied volatity was 44.3, the open interest changed by 19 which increased total open position to 148
On 23 Jun PERSISTENT was trading at 4836.50. The strike last trading price was 84.6, which was 10.05 higher than the previous day. The implied volatity was 43.35, the open interest changed by 2 which increased total open position to 116
On 22 Jun PERSISTENT was trading at 4860.50. The strike last trading price was 74.55, which was -15.5 lower than the previous day. The implied volatity was 42.96, the open interest changed by 5 which increased total open position to 104
On 19 Jun PERSISTENT was trading at 4829.00. The strike last trading price was 91, which was 25 higher than the previous day. The implied volatity was 42.65, the open interest changed by 34 which increased total open position to 99
On 18 Jun PERSISTENT was trading at 4940.50. The strike last trading price was 70, which was 22.85 higher than the previous day. The implied volatity was 41.76, the open interest changed by 20 which increased total open position to 63
On 17 Jun PERSISTENT was trading at 5045.00. The strike last trading price was 47.15, which was -10.8 lower than the previous day. The implied volatity was 40.23, the open interest changed by 6 which increased total open position to 43
On 16 Jun PERSISTENT was trading at 5016.50. The strike last trading price was 57.95, which was -20.5 lower than the previous day. The implied volatity was 41.27, the open interest changed by 2 which increased total open position to 37
On 15 Jun PERSISTENT was trading at 4890.50. The strike last trading price was 78.45, which was -18.3 lower than the previous day. The implied volatity was 40.24, the open interest changed by 6 which increased total open position to 35
On 12 Jun PERSISTENT was trading at 4811.00. The strike last trading price was 97.2, which was -2.65 lower than the previous day. The implied volatity was 39.92, the open interest changed by 4 which increased total open position to 29
On 11 Jun PERSISTENT was trading at 4874.00. The strike last trading price was 99.85, which was 34.85 higher than the previous day. The implied volatity was 41.6, the open interest changed by 3 which increased total open position to 25
On 10 Jun PERSISTENT was trading at 4928.00. The strike last trading price was 65, which was -10.95 lower than the previous day. The implied volatity was 41.33, the open interest changed by 1 which increased total open position to 22
On 9 Jun PERSISTENT was trading at 5018.00. The strike last trading price was 75.95, which was 1.4 higher than the previous day. The implied volatity was 42.42, the open interest changed by 1 which increased total open position to 21
On 8 Jun PERSISTENT was trading at 5065.00. The strike last trading price was 74.55, which was 4.55 higher than the previous day. The implied volatity was 42.9, the open interest changed by 4 which increased total open position to 19
On 5 Jun PERSISTENT was trading at 5038.50. The strike last trading price was 70, which was -5 lower than the previous day. The implied volatity was 41.16, the open interest changed by 5 which increased total open position to 14
On 4 Jun PERSISTENT was trading at 5121.50. The strike last trading price was 75, which was 1.25 higher than the previous day. The implied volatity was 42.13, the open interest changed by 2 which increased total open position to 9
On 3 Jun PERSISTENT was trading at 5097.50. The strike last trading price was 75, which was 33.2 higher than the previous day. The implied volatity was 42.61, the open interest changed by 5 which increased total open position to 6
On 2 Jun PERSISTENT was trading at 5470.50. The strike last trading price was 41.8, which was 0 lower than the previous day. The implied volatity was 43.25, the open interest changed by 0 which decreased total open position to 1
On 1 Jun PERSISTENT was trading at 5402.00. The strike last trading price was 41.8, which was -141.6 lower than the previous day. The implied volatity was 43.25, the open interest changed by 1 which increased total open position to 1
On 12 May PERSISTENT was trading at 4877.10. The strike last trading price was 0, which was -183.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 May PERSISTENT was trading at 5098.10. The strike last trading price was 0, which was -183.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
