PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
04 Apr 2025 04:10 PM IST
| PERSISTENT 24APR2025 4400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.72
Vega: 3.65
Theta: -5.50
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 4609.95 | 392.7 | -93.3 | 51.30 | 221 | 53 | 64 | |||
| 3 Apr | 4793.35 | 486 | -1267.3 | 47.63 | 17 | 11 | 11 | |||
| 2 Apr | 5317.50 | 1753.3 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 5211.55 | 1753.3 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 5513.75 | 1753.3 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 5641.45 | 1753.3 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 5517.00 | 1753.3 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 5558.30 | 1753.3 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 5421.30 | 1753.3 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 5275.55 | 1753.3 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 5194.05 | 1753.3 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 5280.60 | 1753.3 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 5309.30 | 1753.3 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 5167.30 | 1753.3 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 5125.75 | 1753.3 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 5185.20 | 1753.3 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 5239.95 | 1753.3 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 5167.00 | 1753.3 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 5278.80 | 1753.3 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 5303.25 | 1753.3 | 0 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 5 Mar | 5391.10 | 1753.3 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 5153.00 | 1753.3 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 5292.55 | 1753.3 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 5303.90 | 1753.3 | 0 | - | 0 | 0 | 0 | |||
For Persistent Systems Ltd - strike price 4400 expiring on 24APR2025
Delta for 4400 CE is 0.72
Historical price for 4400 CE is as follows
On 4 Apr PERSISTENT was trading at 4609.95. The strike last trading price was 392.7, which was -93.3 lower than the previous day. The implied volatity was 51.30, the open interest changed by 53 which increased total open position to 64
On 3 Apr PERSISTENT was trading at 4793.35. The strike last trading price was 486, which was -1267.3 lower than the previous day. The implied volatity was 47.63, the open interest changed by 11 which increased total open position to 11
On 2 Apr PERSISTENT was trading at 5317.50. The strike last trading price was 1753.3, 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 Apr PERSISTENT was trading at 5211.55. The strike last trading price was 1753.3, 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 1753.3, 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 1753.3, 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 1753.3, 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 1753.3, 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 1753.3, 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 1753.3, 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 1753.3, 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 1753.3, 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 1753.3, 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 1753.3, 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 Mar PERSISTENT was trading at 5125.75. The strike last trading price was 1753.3, 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 Mar PERSISTENT was trading at 5185.20. The strike last trading price was 1753.3, 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 Mar PERSISTENT was trading at 5239.95. The strike last trading price was 1753.3, 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 Mar PERSISTENT was trading at 5167.00. The strike last trading price was 1753.3, 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 Mar PERSISTENT was trading at 5278.80. The strike last trading price was 1753.3, 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 Mar PERSISTENT was trading at 5303.25. The strike last trading price was 1753.3, 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 Mar PERSISTENT was trading at 5391.10. The strike last trading price was 1753.3, 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 Mar PERSISTENT was trading at 5153.00. The strike last trading price was 1753.3, 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 Mar PERSISTENT was trading at 5292.55. The strike last trading price was 1753.3, 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 Feb PERSISTENT was trading at 5303.90. The strike last trading price was 1753.3, 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 4400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 3.58
Theta: -3.97
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 4609.95 | 90.5 | 20.7 | 48.35 | 4,651 | -18 | 796 |
| 3 Apr | 4793.35 | 69.6 | 54.45 | 50.08 | 3,275 | 526 | 804 |
| 2 Apr | 5317.50 | 15.4 | -4.8 | 51.27 | 133 | 8 | 278 |
| 1 Apr | 5211.55 | 19.5 | 6.85 | 49.60 | 213 | 10 | 270 |
| 28 Mar | 5513.75 | 12.6 | 2.6 | 49.73 | 49 | -1 | 260 |
| 27 Mar | 5641.45 | 10 | -2.95 | 51.79 | 8 | 0 | 262 |
| 26 Mar | 5517.00 | 11.1 | -1.85 | 0.00 | 0 | 54 | 0 |
| 25 Mar | 5558.30 | 11.1 | -8.9 | 48.40 | 97 | 50 | 258 |
| 24 Mar | 5421.30 | 20 | -5.25 | 49.26 | 60 | 0 | 209 |
| 21 Mar | 5275.55 | 25 | -2.15 | 45.22 | 85 | 51 | 210 |
| 20 Mar | 5194.05 | 27.15 | -5.15 | 42.46 | 40 | -6 | 149 |
| 19 Mar | 5280.60 | 32 | -0.9 | 46.07 | 51 | 1 | 155 |
| 18 Mar | 5309.30 | 30.45 | -21.85 | 46.02 | 75 | -16 | 155 |
| 17 Mar | 5167.30 | 52.6 | -10.4 | 47.98 | 55 | 25 | 170 |
| 13 Mar | 5125.75 | 63 | 12.6 | 47.09 | 37 | 7 | 146 |
| 12 Mar | 5185.20 | 50 | -5 | 45.37 | 11 | 3 | 142 |
| 11 Mar | 5239.95 | 55 | 0.6 | 49.40 | 8 | -1 | 138 |
| 10 Mar | 5167.00 | 54.2 | 9.2 | 45.43 | 40 | -23 | 140 |
| 7 Mar | 5278.80 | 45 | 2.75 | 45.10 | 72 | 21 | 163 |
| 6 Mar | 5303.25 | 45 | -0.35 | 45.04 | 143 | 70 | 144 |
| 5 Mar | 5391.10 | 48 | -12.4 | 48.26 | 333 | -6 | 74 |
| 4 Mar | 5153.00 | 61.95 | 2.05 | 44.11 | 202 | 41 | 76 |
| 3 Mar | 5292.55 | 55.05 | -14.85 | 47.18 | 549 | 14 | 35 |
| 28 Feb | 5303.90 | 68.05 | 44.65 | 48.32 | 186 | 21 | 21 |
For Persistent Systems Ltd - strike price 4400 expiring on 24APR2025
Delta for 4400 PE is -0.27
Historical price for 4400 PE is as follows
On 4 Apr PERSISTENT was trading at 4609.95. The strike last trading price was 90.5, which was 20.7 higher than the previous day. The implied volatity was 48.35, the open interest changed by -18 which decreased total open position to 796
On 3 Apr PERSISTENT was trading at 4793.35. The strike last trading price was 69.6, which was 54.45 higher than the previous day. The implied volatity was 50.08, the open interest changed by 526 which increased total open position to 804
On 2 Apr PERSISTENT was trading at 5317.50. The strike last trading price was 15.4, which was -4.8 lower than the previous day. The implied volatity was 51.27, the open interest changed by 8 which increased total open position to 278
On 1 Apr PERSISTENT was trading at 5211.55. The strike last trading price was 19.5, which was 6.85 higher than the previous day. The implied volatity was 49.60, the open interest changed by 10 which increased total open position to 270
On 28 Mar PERSISTENT was trading at 5513.75. The strike last trading price was 12.6, which was 2.6 higher than the previous day. The implied volatity was 49.73, the open interest changed by -1 which decreased total open position to 260
On 27 Mar PERSISTENT was trading at 5641.45. The strike last trading price was 10, which was -2.95 lower than the previous day. The implied volatity was 51.79, the open interest changed by 0 which decreased total open position to 262
On 26 Mar PERSISTENT was trading at 5517.00. The strike last trading price was 11.1, which was -1.85 lower than the previous day. The implied volatity was 0.00, the open interest changed by 54 which increased total open position to 0
On 25 Mar PERSISTENT was trading at 5558.30. The strike last trading price was 11.1, which was -8.9 lower than the previous day. The implied volatity was 48.40, the open interest changed by 50 which increased total open position to 258
On 24 Mar PERSISTENT was trading at 5421.30. The strike last trading price was 20, which was -5.25 lower than the previous day. The implied volatity was 49.26, the open interest changed by 0 which decreased total open position to 209
On 21 Mar PERSISTENT was trading at 5275.55. The strike last trading price was 25, which was -2.15 lower than the previous day. The implied volatity was 45.22, the open interest changed by 51 which increased total open position to 210
On 20 Mar PERSISTENT was trading at 5194.05. The strike last trading price was 27.15, which was -5.15 lower than the previous day. The implied volatity was 42.46, the open interest changed by -6 which decreased total open position to 149
On 19 Mar PERSISTENT was trading at 5280.60. The strike last trading price was 32, which was -0.9 lower than the previous day. The implied volatity was 46.07, the open interest changed by 1 which increased total open position to 155
On 18 Mar PERSISTENT was trading at 5309.30. The strike last trading price was 30.45, which was -21.85 lower than the previous day. The implied volatity was 46.02, the open interest changed by -16 which decreased total open position to 155
On 17 Mar PERSISTENT was trading at 5167.30. The strike last trading price was 52.6, which was -10.4 lower than the previous day. The implied volatity was 47.98, the open interest changed by 25 which increased total open position to 170
On 13 Mar PERSISTENT was trading at 5125.75. The strike last trading price was 63, which was 12.6 higher than the previous day. The implied volatity was 47.09, the open interest changed by 7 which increased total open position to 146
On 12 Mar PERSISTENT was trading at 5185.20. The strike last trading price was 50, which was -5 lower than the previous day. The implied volatity was 45.37, the open interest changed by 3 which increased total open position to 142
On 11 Mar PERSISTENT was trading at 5239.95. The strike last trading price was 55, which was 0.6 higher than the previous day. The implied volatity was 49.40, the open interest changed by -1 which decreased total open position to 138
On 10 Mar PERSISTENT was trading at 5167.00. The strike last trading price was 54.2, which was 9.2 higher than the previous day. The implied volatity was 45.43, the open interest changed by -23 which decreased total open position to 140
On 7 Mar PERSISTENT was trading at 5278.80. The strike last trading price was 45, which was 2.75 higher than the previous day. The implied volatity was 45.10, the open interest changed by 21 which increased total open position to 163
On 6 Mar PERSISTENT was trading at 5303.25. The strike last trading price was 45, which was -0.35 lower than the previous day. The implied volatity was 45.04, the open interest changed by 70 which increased total open position to 144
On 5 Mar PERSISTENT was trading at 5391.10. The strike last trading price was 48, which was -12.4 lower than the previous day. The implied volatity was 48.26, the open interest changed by -6 which decreased total open position to 74
On 4 Mar PERSISTENT was trading at 5153.00. The strike last trading price was 61.95, which was 2.05 higher than the previous day. The implied volatity was 44.11, the open interest changed by 41 which increased total open position to 76
On 3 Mar PERSISTENT was trading at 5292.55. The strike last trading price was 55.05, which was -14.85 lower than the previous day. The implied volatity was 47.18, the open interest changed by 14 which increased total open position to 35
On 28 Feb PERSISTENT was trading at 5303.90. The strike last trading price was 68.05, which was 44.65 higher than the previous day. The implied volatity was 48.32, the open interest changed by 21 which increased total open position to 21
