Historical option data for PERSISTENT
29 Jun 2026 10:49 AM IST
| PERSISTENT 28-Jul-2026 (27d) 4500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.47
Vega: 0.05
Theta: -3.65
Gamma: 0.00079
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 4414.00 | 172 | -214 (-55.44%) | 40.03 | 9,336 | 3,727 | 3,974 | |||||||||
| 25 Jun | 4841.50 | 383.5 | -71.5 (-15.71%) | 25.3 | 5 | 0 | 247 | |||||||||
| 24 Jun | 4928.50 | 455 | 13 (2.94%) | 23.64 | 1 | 0 | 247 | |||||||||
| 23 Jun | 4836.50 | 442 | 0 (0.00%) | 30.23 | 1 | 0 | 247 | |||||||||
| 22 Jun | 4860.50 | 442 | 40 (9.95%) | 32.2 | 11 | 1 | 247 | |||||||||
| 19 Jun | 4829.00 | 409.6 | -260.4 (-38.87%) | 28.25 | 394 | 247 | 248 | |||||||||
| 18 Jun | 4940.50 | 670 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 17 Jun | 5045.00 | 670 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 16 Jun | 5016.50 | 670 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 15 Jun | 4890.50 | 670 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 12 Jun | 4811.00 | 670 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 11 Jun | 4874.00 | 670 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 10 Jun | 4928.00 | 670 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 9 Jun | 5018.00 | 670 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 8 Jun | 5065.00 | 670 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 5 Jun | 5038.50 | 670 | 82 (13.95%) | 42.6 | 1 | 1 | 1 | |||||||||
| 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 | |||||||||
| 29 May | 5194.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 May | 4845.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 May | 4877.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Persistent Systems Ltd - strike price 4500 expiring on 28JUL2026
Delta for 4500 CE is 0.47
Historical price for 4500 CE is as follows
On 29 Jun PERSISTENT was trading at 4414.00. The strike last trading price was 172, which was -214 lower than the previous day. The implied volatity was 40.03, the open interest changed by 3727 which increased total open position to 3974
On 25 Jun PERSISTENT was trading at 4841.50. The strike last trading price was 383.5, which was -71.5 lower than the previous day. The implied volatity was 25.3, the open interest changed by 0 which decreased total open position to 247
On 24 Jun PERSISTENT was trading at 4928.50. The strike last trading price was 455, which was 13 higher than the previous day. The implied volatity was 23.64, the open interest changed by 0 which decreased total open position to 247
On 23 Jun PERSISTENT was trading at 4836.50. The strike last trading price was 442, which was 0 lower than the previous day. The implied volatity was 30.23, the open interest changed by 0 which decreased total open position to 247
On 22 Jun PERSISTENT was trading at 4860.50. The strike last trading price was 442, which was 40 higher than the previous day. The implied volatity was 32.2, the open interest changed by 1 which increased total open position to 247
On 19 Jun PERSISTENT was trading at 4829.00. The strike last trading price was 409.6, which was -260.4 lower than the previous day. The implied volatity was 28.25, the open interest changed by 247 which increased total open position to 248
On 18 Jun PERSISTENT was trading at 4940.50. The strike last trading price was 670, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Jun PERSISTENT was trading at 5045.00. The strike last trading price was 670, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Jun PERSISTENT was trading at 5016.50. The strike last trading price was 670, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Jun PERSISTENT was trading at 4890.50. The strike last trading price was 670, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Jun PERSISTENT was trading at 4811.00. The strike last trading price was 670, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Jun PERSISTENT was trading at 4874.00. The strike last trading price was 670, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Jun PERSISTENT was trading at 4928.00. The strike last trading price was 670, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Jun PERSISTENT was trading at 5018.00. The strike last trading price was 670, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Jun PERSISTENT was trading at 5065.00. The strike last trading price was 670, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jun PERSISTENT was trading at 5038.50. The strike last trading price was 670, which was 82 higher than the previous day. The implied volatity was 42.6, the open interest changed by 1 which increased total open position to 1
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 29 May PERSISTENT was trading at 5194.30. 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 13 May PERSISTENT was trading at 4845.00. 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
| PERSISTENT 28-Jul-2026 (27d) 4500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.5
Vega: 0.05
Theta: -4.73
Gamma: 0.00052
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 4414.00 | 337.6 | 217.6 (181.33%) | 60.5 | 3,892 | 1,335 | 1,923 |
| 25 Jun | 4841.50 | 119.6 | 30.5 (34.23%) | 47.05 | 291 | 66 | 587 |
| 24 Jun | 4928.50 | 92.95 | -15.65 (-14.41%) | 44.46 | 406 | 54 | 522 |
| 23 Jun | 4836.50 | 111.75 | 10.85 (10.75%) | 44 | 196 | 54 | 468 |
| 22 Jun | 4860.50 | 101.95 | -18.4 (-15.29%) | 42.06 | 199 | -8 | 415 |
| 19 Jun | 4829.00 | 115.1 | 28.85 (33.45%) | 42.09 | 915 | 344 | 423 |
| 18 Jun | 4940.50 | 90 | 24.4 (37.20%) | 41.63 | 63 | 32 | 78 |
| 17 Jun | 5045.00 | 65.2 | -7.05 (-9.76%) | 39.49 | 12 | -1 | 45 |
| 16 Jun | 5016.50 | 72.25 | -24.5 (-25.32%) | 39.93 | 22 | 3 | 46 |
| 15 Jun | 4890.50 | 96.75 | -29.05 (-23.09%) | 39.3 | 20 | 4 | 43 |
| 12 Jun | 4811.00 | 125 | 0.4 (0.32%) | 39.83 | 8 | 6 | 39 |
| 11 Jun | 4874.00 | 126.5 | 30.5 (31.77%) | 42.98 | 160 | 8 | 33 |
| 10 Jun | 4928.00 | 96 | 96 (-17.91%) | 42.1 | 12 | 0 | 25 |
| 9 Jun | 5018.00 | 96 | -20.95 (-17.91%) | 42.1 | 12 | 5 | 25 |
| 8 Jun | 5065.00 | 116.95 | 20.95 (21.82%) | 43.13 | 6 | 1 | 20 |
| 5 Jun | 5038.50 | 96 | -3.95 (-3.95%) | 40.98 | 2 | 0 | 18 |
| 4 Jun | 5121.50 | 99.95 | 10.25 (11.43%) | 41.94 | 2 | 0 | 16 |
| 3 Jun | 5097.50 | 92 | 44 (91.67%) | 41.74 | 15 | 13 | 15 |
| 2 Jun | 5470.50 | 48 | -24 (-33.33%) | 42.97 | 3 | 0 | 1 |
| 1 Jun | 5402.00 | 72 | 0 (0.00%) | 39.52 | 1 | 0 | 1 |
| 29 May | 5194.30 | 72 | -147.4 (-67.18%) | 39.52 | 1 | 1 | 1 |
| 13 May | 4845.00 | 0 | -219.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 4877.10 | 0 | -219.4 (-100.00%) | 0 | 0 | 0 | 0 |
For Persistent Systems Ltd - strike price 4500 expiring on 28JUL2026
Delta for 4500 PE is -0.5
Historical price for 4500 PE is as follows
On 29 Jun PERSISTENT was trading at 4414.00. The strike last trading price was 337.6, which was 217.6 higher than the previous day. The implied volatity was 60.5, the open interest changed by 1335 which increased total open position to 1923
On 25 Jun PERSISTENT was trading at 4841.50. The strike last trading price was 119.6, which was 30.5 higher than the previous day. The implied volatity was 47.05, the open interest changed by 66 which increased total open position to 587
On 24 Jun PERSISTENT was trading at 4928.50. The strike last trading price was 92.95, which was -15.65 lower than the previous day. The implied volatity was 44.46, the open interest changed by 54 which increased total open position to 522
On 23 Jun PERSISTENT was trading at 4836.50. The strike last trading price was 111.75, which was 10.85 higher than the previous day. The implied volatity was 44, the open interest changed by 54 which increased total open position to 468
On 22 Jun PERSISTENT was trading at 4860.50. The strike last trading price was 101.95, which was -18.4 lower than the previous day. The implied volatity was 42.06, the open interest changed by -8 which decreased total open position to 415
On 19 Jun PERSISTENT was trading at 4829.00. The strike last trading price was 115.1, which was 28.85 higher than the previous day. The implied volatity was 42.09, the open interest changed by 344 which increased total open position to 423
On 18 Jun PERSISTENT was trading at 4940.50. The strike last trading price was 90, which was 24.4 higher than the previous day. The implied volatity was 41.63, the open interest changed by 32 which increased total open position to 78
On 17 Jun PERSISTENT was trading at 5045.00. The strike last trading price was 65.2, which was -7.05 lower than the previous day. The implied volatity was 39.49, the open interest changed by -1 which decreased total open position to 45
On 16 Jun PERSISTENT was trading at 5016.50. The strike last trading price was 72.25, which was -24.5 lower than the previous day. The implied volatity was 39.93, the open interest changed by 3 which increased total open position to 46
On 15 Jun PERSISTENT was trading at 4890.50. The strike last trading price was 96.75, which was -29.05 lower than the previous day. The implied volatity was 39.3, the open interest changed by 4 which increased total open position to 43
On 12 Jun PERSISTENT was trading at 4811.00. The strike last trading price was 125, which was 0.4 higher than the previous day. The implied volatity was 39.83, the open interest changed by 6 which increased total open position to 39
On 11 Jun PERSISTENT was trading at 4874.00. The strike last trading price was 126.5, which was 30.5 higher than the previous day. The implied volatity was 42.98, the open interest changed by 8 which increased total open position to 33
On 10 Jun PERSISTENT was trading at 4928.00. The strike last trading price was 96, which was 96 higher than the previous day. The implied volatity was 42.1, the open interest changed by 0 which decreased total open position to 25
On 9 Jun PERSISTENT was trading at 5018.00. The strike last trading price was 96, which was -20.95 lower than the previous day. The implied volatity was 42.1, the open interest changed by 5 which increased total open position to 25
On 8 Jun PERSISTENT was trading at 5065.00. The strike last trading price was 116.95, which was 20.95 higher than the previous day. The implied volatity was 43.13, the open interest changed by 1 which increased total open position to 20
On 5 Jun PERSISTENT was trading at 5038.50. The strike last trading price was 96, which was -3.95 lower than the previous day. The implied volatity was 40.98, the open interest changed by 0 which decreased total open position to 18
On 4 Jun PERSISTENT was trading at 5121.50. The strike last trading price was 99.95, which was 10.25 higher than the previous day. The implied volatity was 41.94, the open interest changed by 0 which decreased total open position to 16
On 3 Jun PERSISTENT was trading at 5097.50. The strike last trading price was 92, which was 44 higher than the previous day. The implied volatity was 41.74, the open interest changed by 13 which increased total open position to 15
On 2 Jun PERSISTENT was trading at 5470.50. The strike last trading price was 48, which was -24 lower than the previous day. The implied volatity was 42.97, 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 72, which was 0 lower than the previous day. The implied volatity was 39.52, the open interest changed by 0 which decreased total open position to 1
On 29 May PERSISTENT was trading at 5194.30. The strike last trading price was 72, which was -147.4 lower than the previous day. The implied volatity was 39.52, the open interest changed by 1 which increased total open position to 1
On 13 May PERSISTENT was trading at 4845.00. The strike last trading price was 0, which was -219.4 lower than the previous day. The implied volatity was 0, 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 -219.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
