PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
20 Mar 2026 04:10 PM IST
| PERSISTENT 30-MAR-2026 4700 CE | ||||||||||||||||
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Delta: 0.6
Vega: 3.02
Theta: -4.88
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Mar | 4716.70 | 113.45 | 26.95 | 27.32 | 6,743 | 300 | 1,682 | |||||||||
| 19 Mar | 4602.80 | 95 | -44.25 | 38.99 | 2,715 | -24 | 1,395 | |||||||||
| 18 Mar | 4698.60 | 134.85 | 60.9 | 40.49 | 13,545 | -267 | 1,428 | |||||||||
| 17 Mar | 4529.40 | 75.5 | -35 | 40.06 | 3,929 | 188 | 1,822 | |||||||||
| 16 Mar | 4638.80 | 111.95 | -18.6 | 38.55 | 2,106 | 50 | 1,637 | |||||||||
| 13 Mar | 4638.80 | 130 | -43.85 | 37.12 | 3,213 | 171 | 1,575 | |||||||||
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| 12 Mar | 4714.40 | 173.7 | -22.7 | 34.95 | 2,651 | 101 | 1,409 | |||||||||
| 11 Mar | 4747.70 | 191 | -47.4 | 35.48 | 916 | -28 | 1,631 | |||||||||
| 10 Mar | 4827.90 | 239.9 | 1.35 | 31.72 | 1,480 | 14 | 1,660 | |||||||||
| 9 Mar | 4783.10 | 236.6 | 5.5 | 39.1 | 3,059 | 134 | 1,652 | |||||||||
| 6 Mar | 4777.50 | 233 | 62.65 | 34.92 | 4,085 | -77 | 1,518 | |||||||||
| 5 Mar | 4641.70 | 169 | -60.4 | 38.01 | 3,088 | 92 | 1,595 | |||||||||
| 4 Mar | 4709.10 | 227 | 16.35 | 42.11 | 3,409 | 74 | 1,506 | |||||||||
| 2 Mar | 4673.40 | 210.35 | -33.05 | 39.31 | 2,474 | 37 | 1,431 | |||||||||
| 27 Feb | 4733.00 | 242 | -35.85 | 37.67 | 994 | 28 | 1,393 | |||||||||
| 26 Feb | 4781.50 | 282.75 | -3.8 | 40.04 | 1,707 | 141 | 1,297 | |||||||||
| 25 Feb | 4731.00 | 283.1 | 7.3 | 44.61 | 6,054 | 605 | 1,158 | |||||||||
| 24 Feb | 4662.00 | 281.15 | -138.15 | 47.5 | 3,034 | 543 | 566 | |||||||||
| 23 Feb | 4977.50 | 419.65 | -66 | 38.48 | 53 | 21 | 22 | |||||||||
| 20 Feb | 5092.00 | 485.65 | -1091.8 | 27.52 | 1 | 0 | 0 | |||||||||
| 19 Feb | 5266.00 | 1577.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 5521.00 | 1577.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 5628.00 | 1577.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 5582.00 | 1577.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Persistent Systems Ltd - strike price 4700 expiring on 30MAR2026
Delta for 4700 CE is 0.6
Historical price for 4700 CE is as follows
On 20 Mar PERSISTENT was trading at 4716.70. The strike last trading price was 113.45, which was 26.95 higher than the previous day. The implied volatity was 27.32, the open interest changed by 300 which increased total open position to 1682
On 19 Mar PERSISTENT was trading at 4602.80. The strike last trading price was 95, which was -44.25 lower than the previous day. The implied volatity was 38.99, the open interest changed by -24 which decreased total open position to 1395
On 18 Mar PERSISTENT was trading at 4698.60. The strike last trading price was 134.85, which was 60.9 higher than the previous day. The implied volatity was 40.49, the open interest changed by -267 which decreased total open position to 1428
On 17 Mar PERSISTENT was trading at 4529.40. The strike last trading price was 75.5, which was -35 lower than the previous day. The implied volatity was 40.06, the open interest changed by 188 which increased total open position to 1822
On 16 Mar PERSISTENT was trading at 4638.80. The strike last trading price was 111.95, which was -18.6 lower than the previous day. The implied volatity was 38.55, the open interest changed by 50 which increased total open position to 1637
On 13 Mar PERSISTENT was trading at 4638.80. The strike last trading price was 130, which was -43.85 lower than the previous day. The implied volatity was 37.12, the open interest changed by 171 which increased total open position to 1575
On 12 Mar PERSISTENT was trading at 4714.40. The strike last trading price was 173.7, which was -22.7 lower than the previous day. The implied volatity was 34.95, the open interest changed by 101 which increased total open position to 1409
On 11 Mar PERSISTENT was trading at 4747.70. The strike last trading price was 191, which was -47.4 lower than the previous day. The implied volatity was 35.48, the open interest changed by -28 which decreased total open position to 1631
On 10 Mar PERSISTENT was trading at 4827.90. The strike last trading price was 239.9, which was 1.35 higher than the previous day. The implied volatity was 31.72, the open interest changed by 14 which increased total open position to 1660
On 9 Mar PERSISTENT was trading at 4783.10. The strike last trading price was 236.6, which was 5.5 higher than the previous day. The implied volatity was 39.1, the open interest changed by 134 which increased total open position to 1652
On 6 Mar PERSISTENT was trading at 4777.50. The strike last trading price was 233, which was 62.65 higher than the previous day. The implied volatity was 34.92, the open interest changed by -77 which decreased total open position to 1518
On 5 Mar PERSISTENT was trading at 4641.70. The strike last trading price was 169, which was -60.4 lower than the previous day. The implied volatity was 38.01, the open interest changed by 92 which increased total open position to 1595
On 4 Mar PERSISTENT was trading at 4709.10. The strike last trading price was 227, which was 16.35 higher than the previous day. The implied volatity was 42.11, the open interest changed by 74 which increased total open position to 1506
On 2 Mar PERSISTENT was trading at 4673.40. The strike last trading price was 210.35, which was -33.05 lower than the previous day. The implied volatity was 39.31, the open interest changed by 37 which increased total open position to 1431
On 27 Feb PERSISTENT was trading at 4733.00. The strike last trading price was 242, which was -35.85 lower than the previous day. The implied volatity was 37.67, the open interest changed by 28 which increased total open position to 1393
On 26 Feb PERSISTENT was trading at 4781.50. The strike last trading price was 282.75, which was -3.8 lower than the previous day. The implied volatity was 40.04, the open interest changed by 141 which increased total open position to 1297
On 25 Feb PERSISTENT was trading at 4731.00. The strike last trading price was 283.1, which was 7.3 higher than the previous day. The implied volatity was 44.61, the open interest changed by 605 which increased total open position to 1158
On 24 Feb PERSISTENT was trading at 4662.00. The strike last trading price was 281.15, which was -138.15 lower than the previous day. The implied volatity was 47.5, the open interest changed by 543 which increased total open position to 566
On 23 Feb PERSISTENT was trading at 4977.50. The strike last trading price was 419.65, which was -66 lower than the previous day. The implied volatity was 38.48, the open interest changed by 21 which increased total open position to 22
On 20 Feb PERSISTENT was trading at 5092.00. The strike last trading price was 485.65, which was -1091.8 lower than the previous day. The implied volatity was 27.52, the open interest changed by 0 which decreased total open position to 0
On 19 Feb PERSISTENT was trading at 5266.00. The strike last trading price was 1577.45, 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 Feb PERSISTENT was trading at 5521.00. The strike last trading price was 1577.45, 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 Feb PERSISTENT was trading at 5628.00. The strike last trading price was 1577.45, 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 Feb PERSISTENT was trading at 5582.00. The strike last trading price was 1577.45, 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 30MAR2026 4700 PE | |||||||
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Delta: -0.43
Vega: 3.08
Theta: -6.88
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Mar | 4716.70 | 126.4 | -79.9 | 48.5 | 3,718 | 180 | 902 |
| 19 Mar | 4602.80 | 194.3 | 46.8 | 49.25 | 884 | -122 | 726 |
| 18 Mar | 4698.60 | 153.05 | -93.6 | 44.52 | 5,693 | 175 | 997 |
| 17 Mar | 4529.40 | 242.7 | 27.25 | 44.44 | 400 | -14 | 823 |
| 16 Mar | 4638.80 | 221.25 | -2.65 | 79.93 | 521 | -12 | 839 |
| 13 Mar | 4638.80 | 227.05 | 43.65 | 51.58 | 791 | -22 | 851 |
| 12 Mar | 4714.40 | 181.2 | 10.85 | 49.62 | 1,056 | -99 | 876 |
| 11 Mar | 4747.70 | 170.85 | 42.65 | 47.82 | 1,608 | -117 | 976 |
| 10 Mar | 4827.90 | 126.75 | -36.95 | 44.87 | 1,884 | -53 | 1,092 |
| 9 Mar | 4783.10 | 165 | -4.2 | 47.58 | 2,916 | -22 | 1,144 |
| 6 Mar | 4777.50 | 167 | -51.3 | 45.54 | 3,261 | 93 | 1,164 |
| 5 Mar | 4641.70 | 220 | 6.95 | 41.95 | 4,180 | -404 | 1,066 |
| 4 Mar | 4709.10 | 212.45 | -10.15 | 45.9 | 4,819 | 496 | 1,469 |
| 2 Mar | 4673.40 | 220 | 17.95 | 44.08 | 3,256 | -44 | 982 |
| 27 Feb | 4733.00 | 203.5 | 21.35 | 41.96 | 3,092 | -133 | 1,024 |
| 26 Feb | 4781.50 | 185.55 | -37.2 | 42.58 | 4,130 | 379 | 1,408 |
| 25 Feb | 4731.00 | 227.85 | -51.3 | 45.87 | 7,639 | 321 | 1,033 |
| 24 Feb | 4662.00 | 268.25 | 118.9 | 49.21 | 5,532 | 553 | 709 |
| 23 Feb | 4977.50 | 151 | 30.75 | 47.29 | 804 | 132 | 153 |
| 20 Feb | 5092.00 | 120.25 | 107.95 | 46.53 | 40 | 20 | 20 |
| 19 Feb | 5266.00 | 12.3 | 0 | 9.21 | 0 | 0 | 0 |
| 18 Feb | 5521.00 | 12.3 | 0 | 12.49 | 0 | 0 | 0 |
| 17 Feb | 5628.00 | 12.3 | 0 | 13.37 | 0 | 0 | 0 |
| 16 Feb | 5582.00 | 12.3 | 0 | 12.96 | 0 | 0 | 0 |
For Persistent Systems Ltd - strike price 4700 expiring on 30MAR2026
Delta for 4700 PE is -0.43
Historical price for 4700 PE is as follows
On 20 Mar PERSISTENT was trading at 4716.70. The strike last trading price was 126.4, which was -79.9 lower than the previous day. The implied volatity was 48.5, the open interest changed by 180 which increased total open position to 902
On 19 Mar PERSISTENT was trading at 4602.80. The strike last trading price was 194.3, which was 46.8 higher than the previous day. The implied volatity was 49.25, the open interest changed by -122 which decreased total open position to 726
On 18 Mar PERSISTENT was trading at 4698.60. The strike last trading price was 153.05, which was -93.6 lower than the previous day. The implied volatity was 44.52, the open interest changed by 175 which increased total open position to 997
On 17 Mar PERSISTENT was trading at 4529.40. The strike last trading price was 242.7, which was 27.25 higher than the previous day. The implied volatity was 44.44, the open interest changed by -14 which decreased total open position to 823
On 16 Mar PERSISTENT was trading at 4638.80. The strike last trading price was 221.25, which was -2.65 lower than the previous day. The implied volatity was 79.93, the open interest changed by -12 which decreased total open position to 839
On 13 Mar PERSISTENT was trading at 4638.80. The strike last trading price was 227.05, which was 43.65 higher than the previous day. The implied volatity was 51.58, the open interest changed by -22 which decreased total open position to 851
On 12 Mar PERSISTENT was trading at 4714.40. The strike last trading price was 181.2, which was 10.85 higher than the previous day. The implied volatity was 49.62, the open interest changed by -99 which decreased total open position to 876
On 11 Mar PERSISTENT was trading at 4747.70. The strike last trading price was 170.85, which was 42.65 higher than the previous day. The implied volatity was 47.82, the open interest changed by -117 which decreased total open position to 976
On 10 Mar PERSISTENT was trading at 4827.90. The strike last trading price was 126.75, which was -36.95 lower than the previous day. The implied volatity was 44.87, the open interest changed by -53 which decreased total open position to 1092
On 9 Mar PERSISTENT was trading at 4783.10. The strike last trading price was 165, which was -4.2 lower than the previous day. The implied volatity was 47.58, the open interest changed by -22 which decreased total open position to 1144
On 6 Mar PERSISTENT was trading at 4777.50. The strike last trading price was 167, which was -51.3 lower than the previous day. The implied volatity was 45.54, the open interest changed by 93 which increased total open position to 1164
On 5 Mar PERSISTENT was trading at 4641.70. The strike last trading price was 220, which was 6.95 higher than the previous day. The implied volatity was 41.95, the open interest changed by -404 which decreased total open position to 1066
On 4 Mar PERSISTENT was trading at 4709.10. The strike last trading price was 212.45, which was -10.15 lower than the previous day. The implied volatity was 45.9, the open interest changed by 496 which increased total open position to 1469
On 2 Mar PERSISTENT was trading at 4673.40. The strike last trading price was 220, which was 17.95 higher than the previous day. The implied volatity was 44.08, the open interest changed by -44 which decreased total open position to 982
On 27 Feb PERSISTENT was trading at 4733.00. The strike last trading price was 203.5, which was 21.35 higher than the previous day. The implied volatity was 41.96, the open interest changed by -133 which decreased total open position to 1024
On 26 Feb PERSISTENT was trading at 4781.50. The strike last trading price was 185.55, which was -37.2 lower than the previous day. The implied volatity was 42.58, the open interest changed by 379 which increased total open position to 1408
On 25 Feb PERSISTENT was trading at 4731.00. The strike last trading price was 227.85, which was -51.3 lower than the previous day. The implied volatity was 45.87, the open interest changed by 321 which increased total open position to 1033
On 24 Feb PERSISTENT was trading at 4662.00. The strike last trading price was 268.25, which was 118.9 higher than the previous day. The implied volatity was 49.21, the open interest changed by 553 which increased total open position to 709
On 23 Feb PERSISTENT was trading at 4977.50. The strike last trading price was 151, which was 30.75 higher than the previous day. The implied volatity was 47.29, the open interest changed by 132 which increased total open position to 153
On 20 Feb PERSISTENT was trading at 5092.00. The strike last trading price was 120.25, which was 107.95 higher than the previous day. The implied volatity was 46.53, the open interest changed by 20 which increased total open position to 20
On 19 Feb PERSISTENT was trading at 5266.00. The strike last trading price was 12.3, which was 0 lower than the previous day. The implied volatity was 9.21, the open interest changed by 0 which decreased total open position to 0
On 18 Feb PERSISTENT was trading at 5521.00. The strike last trading price was 12.3, which was 0 lower than the previous day. The implied volatity was 12.49, the open interest changed by 0 which decreased total open position to 0
On 17 Feb PERSISTENT was trading at 5628.00. The strike last trading price was 12.3, which was 0 lower than the previous day. The implied volatity was 13.37, the open interest changed by 0 which decreased total open position to 0
On 16 Feb PERSISTENT was trading at 5582.00. The strike last trading price was 12.3, which was 0 lower than the previous day. The implied volatity was 12.96, the open interest changed by 0 which decreased total open position to 0
