PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
07 Apr 2025 09:50 AM IST
| PERSISTENT 24APR2025 4500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 3.68
Theta: -6.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Apr | 4328.30 | 157.3 | -112.8 | 58.87 | 1,215 | 286 | 800 | |||
| 4 Apr | 4609.95 | 319.05 | -84.95 | 49.02 | 2,880 | 405 | 505 | |||
| 3 Apr | 4793.35 | 410 | -656.5 | 47.06 | 223 | 99 | 99 | |||
| 2 Apr | 5317.50 | 1066.5 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 5211.55 | 1066.5 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 5513.75 | 1066.5 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 5641.45 | 1066.5 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 5517.00 | 1066.5 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 5558.30 | 1066.5 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 5421.30 | 1066.5 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 5275.55 | 1066.5 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 5194.05 | 1066.5 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 5280.60 | 1066.5 | 0 | - | 0 | 0 | 0 | |||
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| 18 Mar | 5309.30 | 1066.5 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 5167.30 | 1066.5 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 5125.75 | 1066.5 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 5185.20 | 1066.5 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 5239.95 | 1066.5 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 5167.00 | 1066.5 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 5278.80 | 1066.5 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 5303.25 | 1066.5 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 5391.10 | 1066.5 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 5153.00 | 1066.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 5292.55 | 1066.5 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 5303.90 | 1066.5 | 0 | - | 0 | 0 | 0 | |||
For Persistent Systems Ltd - strike price 4500 expiring on 24APR2025
Delta for 4500 CE is 0.42
Historical price for 4500 CE is as follows
On 7 Apr PERSISTENT was trading at 4328.30. The strike last trading price was 157.3, which was -112.8 lower than the previous day. The implied volatity was 58.87, the open interest changed by 286 which increased total open position to 800
On 4 Apr PERSISTENT was trading at 4609.95. The strike last trading price was 319.05, which was -84.95 lower than the previous day. The implied volatity was 49.02, the open interest changed by 405 which increased total open position to 505
On 3 Apr PERSISTENT was trading at 4793.35. The strike last trading price was 410, which was -656.5 lower than the previous day. The implied volatity was 47.06, the open interest changed by 99 which increased total open position to 99
On 2 Apr PERSISTENT was trading at 5317.50. The strike last trading price was 1066.5, 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 1066.5, 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 Mar PERSISTENT was trading at 5513.75. The strike last trading price was 1066.5, 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 1066.5, 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 1066.5, 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 1066.5, 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 1066.5, 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 1066.5, 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 1066.5, 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 1066.5, 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 1066.5, 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 1066.5, 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 1066.5, 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 1066.5, 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 1066.5, 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 1066.5, 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 1066.5, 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 1066.5, 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 1066.5, 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 1066.5, 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 3 Mar PERSISTENT was trading at 5292.55. The strike last trading price was 1066.5, 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 1066.5, 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 4500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 3.68
Theta: -5.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Apr | 4328.30 | 311.8 | 166.4 | 60.23 | 920 | 114 | 1,577 |
| 4 Apr | 4609.95 | 119.3 | 25.8 | 47.09 | 10,817 | 511 | 1,442 |
| 3 Apr | 4793.35 | 93.9 | 73.05 | 49.42 | 7,011 | 730 | 929 |
| 2 Apr | 5317.50 | 21.6 | -6.7 | 50.32 | 242 | 2 | 201 |
| 1 Apr | 5211.55 | 27.1 | 10.95 | 48.62 | 295 | 86 | 198 |
| 28 Mar | 5513.75 | 16.45 | 3.5 | 48.26 | 142 | 23 | 112 |
| 27 Mar | 5641.45 | 12.95 | -4.5 | 50.39 | 71 | 22 | 89 |
| 26 Mar | 5517.00 | 17.05 | -6.9 | 47.23 | 27 | 14 | 67 |
| 25 Mar | 5558.30 | 23.95 | 0 | 0.00 | 0 | 36 | 0 |
| 24 Mar | 5421.30 | 23.95 | -12.55 | 47.11 | 48 | 33 | 50 |
| 21 Mar | 5275.55 | 36.5 | -6.5 | 45.49 | 19 | 0 | 10 |
| 20 Mar | 5194.05 | 43 | 0 | 0.00 | 0 | 10 | 0 |
| 19 Mar | 5280.60 | 43 | -1.05 | 45.56 | 12 | 9 | 9 |
| 18 Mar | 5309.30 | 44.05 | 0 | 12.95 | 0 | 0 | 0 |
| 17 Mar | 5167.30 | 44.05 | 0 | 10.57 | 0 | 0 | 0 |
| 13 Mar | 5125.75 | 44.05 | 0 | 9.69 | 0 | 0 | 0 |
| 12 Mar | 5185.20 | 44.05 | 0 | 10.36 | 0 | 0 | 0 |
| 11 Mar | 5239.95 | 44.05 | 0 | 11.30 | 0 | 0 | 0 |
| 10 Mar | 5167.00 | 44.05 | 0 | 9.90 | 0 | 0 | 0 |
| 7 Mar | 5278.80 | 44.05 | 0 | 11.09 | 0 | 0 | 0 |
| 6 Mar | 5303.25 | 44.05 | 0 | 11.14 | 0 | 0 | 0 |
| 5 Mar | 5391.10 | 44.05 | 0 | 12.61 | 0 | 0 | 0 |
| 4 Mar | 5153.00 | 44.05 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 5292.55 | 44.05 | 0 | 10.50 | 0 | 0 | 0 |
| 28 Feb | 5303.90 | 44.05 | 0 | 10.50 | 0 | 0 | 0 |
For Persistent Systems Ltd - strike price 4500 expiring on 24APR2025
Delta for 4500 PE is -0.58
Historical price for 4500 PE is as follows
On 7 Apr PERSISTENT was trading at 4328.30. The strike last trading price was 311.8, which was 166.4 higher than the previous day. The implied volatity was 60.23, the open interest changed by 114 which increased total open position to 1577
On 4 Apr PERSISTENT was trading at 4609.95. The strike last trading price was 119.3, which was 25.8 higher than the previous day. The implied volatity was 47.09, the open interest changed by 511 which increased total open position to 1442
On 3 Apr PERSISTENT was trading at 4793.35. The strike last trading price was 93.9, which was 73.05 higher than the previous day. The implied volatity was 49.42, the open interest changed by 730 which increased total open position to 929
On 2 Apr PERSISTENT was trading at 5317.50. The strike last trading price was 21.6, which was -6.7 lower than the previous day. The implied volatity was 50.32, the open interest changed by 2 which increased total open position to 201
On 1 Apr PERSISTENT was trading at 5211.55. The strike last trading price was 27.1, which was 10.95 higher than the previous day. The implied volatity was 48.62, the open interest changed by 86 which increased total open position to 198
On 28 Mar PERSISTENT was trading at 5513.75. The strike last trading price was 16.45, which was 3.5 higher than the previous day. The implied volatity was 48.26, the open interest changed by 23 which increased total open position to 112
On 27 Mar PERSISTENT was trading at 5641.45. The strike last trading price was 12.95, which was -4.5 lower than the previous day. The implied volatity was 50.39, the open interest changed by 22 which increased total open position to 89
On 26 Mar PERSISTENT was trading at 5517.00. The strike last trading price was 17.05, which was -6.9 lower than the previous day. The implied volatity was 47.23, the open interest changed by 14 which increased total open position to 67
On 25 Mar PERSISTENT was trading at 5558.30. The strike last trading price was 23.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 36 which increased total open position to 0
On 24 Mar PERSISTENT was trading at 5421.30. The strike last trading price was 23.95, which was -12.55 lower than the previous day. The implied volatity was 47.11, the open interest changed by 33 which increased total open position to 50
On 21 Mar PERSISTENT was trading at 5275.55. The strike last trading price was 36.5, which was -6.5 lower than the previous day. The implied volatity was 45.49, the open interest changed by 0 which decreased total open position to 10
On 20 Mar PERSISTENT was trading at 5194.05. The strike last trading price was 43, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 19 Mar PERSISTENT was trading at 5280.60. The strike last trading price was 43, which was -1.05 lower than the previous day. The implied volatity was 45.56, the open interest changed by 9 which increased total open position to 9
On 18 Mar PERSISTENT was trading at 5309.30. The strike last trading price was 44.05, which was 0 lower than the previous day. The implied volatity was 12.95, 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 44.05, which was 0 lower than the previous day. The implied volatity was 10.57, 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 44.05, which was 0 lower than the previous day. The implied volatity was 9.69, 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 44.05, which was 0 lower than the previous day. The implied volatity was 10.36, 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 44.05, which was 0 lower than the previous day. The implied volatity was 11.30, 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 44.05, which was 0 lower than the previous day. The implied volatity was 9.90, 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 44.05, which was 0 lower than the previous day. The implied volatity was 11.09, 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 44.05, which was 0 lower than the previous day. The implied volatity was 11.14, 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 44.05, which was 0 lower than the previous day. The implied volatity was 12.61, 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 44.05, 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 3 Mar PERSISTENT was trading at 5292.55. The strike last trading price was 44.05, which was 0 lower than the previous day. The implied volatity was 10.50, 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 44.05, which was 0 lower than the previous day. The implied volatity was 10.50, the open interest changed by 0 which decreased total open position to 0
