PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
07 Apr 2025 09:50 AM IST
| PERSISTENT 24APR2025 4700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.30
Vega: 3.25
Theta: -5.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Apr | 4328.30 | 98.65 | -69.7 | 59.73 | 566 | 3 | 641 | |||
| 4 Apr | 4609.95 | 203.7 | -70.7 | 47.50 | 5,318 | 521 | 661 | |||
| 3 Apr | 4793.35 | 281 | -398.65 | 46.83 | 435 | 130 | 140 | |||
| 2 Apr | 5317.50 | 677.15 | 17.25 | 41.93 | 11 | 5 | 12 | |||
| 1 Apr | 5211.55 | 659.9 | 107.85 | 59.12 | 1 | 6 | 6 | |||
| 28 Mar | 5513.75 | 552.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 5641.45 | 552.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 5517.00 | 552.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 5558.30 | 552.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 5421.30 | 552.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 5275.55 | 552.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 5194.05 | 552.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Mar | 5280.60 | 552.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 5309.30 | 552.05 | 0 | 0.00 | 0 | 6 | 0 | |||
| 17 Mar | 5167.30 | 552.05 | -347.55 | 35.78 | 6 | 4 | 4 | |||
| 13 Mar | 5125.75 | 899.6 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 5185.20 | 899.6 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 5239.95 | 899.6 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 5167.00 | 899.6 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 5278.80 | 899.6 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 5303.25 | 899.6 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 5391.10 | 899.6 | 0 | - | 0 | 0 | 0 | |||
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| 4 Mar | 5153.00 | 899.6 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 5292.55 | 899.6 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 5303.90 | 899.6 | 0 | - | 0 | 0 | 0 | |||
For Persistent Systems Ltd - strike price 4700 expiring on 24APR2025
Delta for 4700 CE is 0.30
Historical price for 4700 CE is as follows
On 7 Apr PERSISTENT was trading at 4328.30. The strike last trading price was 98.65, which was -69.7 lower than the previous day. The implied volatity was 59.73, the open interest changed by 3 which increased total open position to 641
On 4 Apr PERSISTENT was trading at 4609.95. The strike last trading price was 203.7, which was -70.7 lower than the previous day. The implied volatity was 47.50, the open interest changed by 521 which increased total open position to 661
On 3 Apr PERSISTENT was trading at 4793.35. The strike last trading price was 281, which was -398.65 lower than the previous day. The implied volatity was 46.83, the open interest changed by 130 which increased total open position to 140
On 2 Apr PERSISTENT was trading at 5317.50. The strike last trading price was 677.15, which was 17.25 higher than the previous day. The implied volatity was 41.93, the open interest changed by 5 which increased total open position to 12
On 1 Apr PERSISTENT was trading at 5211.55. The strike last trading price was 659.9, which was 107.85 higher than the previous day. The implied volatity was 59.12, the open interest changed by 6 which increased total open position to 6
On 28 Mar PERSISTENT was trading at 5513.75. The strike last trading price was 552.05, 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 27 Mar PERSISTENT was trading at 5641.45. The strike last trading price was 552.05, 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 26 Mar PERSISTENT was trading at 5517.00. The strike last trading price was 552.05, 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 25 Mar PERSISTENT was trading at 5558.30. The strike last trading price was 552.05, 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 24 Mar PERSISTENT was trading at 5421.30. The strike last trading price was 552.05, 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 21 Mar PERSISTENT was trading at 5275.55. The strike last trading price was 552.05, 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 20 Mar PERSISTENT was trading at 5194.05. The strike last trading price was 552.05, 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 19 Mar PERSISTENT was trading at 5280.60. The strike last trading price was 552.05, 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 18 Mar PERSISTENT was trading at 5309.30. The strike last trading price was 552.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 17 Mar PERSISTENT was trading at 5167.30. The strike last trading price was 552.05, which was -347.55 lower than the previous day. The implied volatity was 35.78, the open interest changed by 4 which increased total open position to 4
On 13 Mar PERSISTENT was trading at 5125.75. The strike last trading price was 899.6, 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 899.6, 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 899.6, 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 899.6, 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 899.6, 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 899.6, 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 899.6, 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 899.6, 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 899.6, 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 899.6, 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 4700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.71
Vega: 3.21
Theta: -4.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Apr | 4328.30 | 441.55 | 209.7 | 57.67 | 137 | 25 | 616 |
| 4 Apr | 4609.95 | 205.9 | 43.5 | 46.44 | 4,585 | 85 | 565 |
| 3 Apr | 4793.35 | 162.85 | 122.35 | 48.60 | 4,663 | 291 | 483 |
| 2 Apr | 5317.50 | 41.85 | -11.95 | 48.86 | 312 | -24 | 191 |
| 1 Apr | 5211.55 | 52.95 | 27.15 | 47.56 | 506 | 161 | 214 |
| 28 Mar | 5513.75 | 27 | 6.75 | 45.03 | 41 | 14 | 53 |
| 27 Mar | 5641.45 | 20.4 | -8.3 | 47.05 | 26 | 4 | 39 |
| 26 Mar | 5517.00 | 30.05 | 0.4 | 45.04 | 16 | 3 | 34 |
| 25 Mar | 5558.30 | 29.65 | -13.35 | 46.65 | 36 | -2 | 31 |
| 24 Mar | 5421.30 | 43 | -13.5 | 45.59 | 18 | -2 | 34 |
| 21 Mar | 5275.55 | 57 | -18.9 | 42.49 | 74 | -8 | 35 |
| 20 Mar | 5194.05 | 75.8 | 0.8 | 42.80 | 27 | 12 | 42 |
| 19 Mar | 5280.60 | 75 | 0 | 0.00 | 0 | 18 | 0 |
| 18 Mar | 5309.30 | 75 | -22.95 | 45.63 | 25 | 17 | 29 |
| 17 Mar | 5167.30 | 97.95 | -10.7 | 44.07 | 5 | 3 | 11 |
| 13 Mar | 5125.75 | 108.65 | 14.55 | 42.33 | 8 | 2 | 9 |
| 12 Mar | 5185.20 | 94.15 | 14.15 | 41.89 | 8 | 1 | 3 |
| 11 Mar | 5239.95 | 80 | 0 | 0.00 | 0 | 1 | 0 |
| 10 Mar | 5167.00 | 80 | -2.6 | 37.99 | 1 | 1 | 1 |
| 7 Mar | 5278.80 | 82.6 | 7.7 | 41.98 | 1 | 0 | 0 |
| 6 Mar | 5303.25 | 74.9 | 0 | 8.60 | 0 | 0 | 0 |
| 5 Mar | 5391.10 | 74.9 | 0 | 9.66 | 0 | 0 | 0 |
| 4 Mar | 5153.00 | 74.9 | 0 | 6.98 | 0 | 0 | 0 |
| 3 Mar | 5292.55 | 74.9 | 0 | 8.71 | 0 | 0 | 0 |
| 28 Feb | 5303.90 | 74.9 | 0 | 8.16 | 0 | 0 | 0 |
For Persistent Systems Ltd - strike price 4700 expiring on 24APR2025
Delta for 4700 PE is -0.71
Historical price for 4700 PE is as follows
On 7 Apr PERSISTENT was trading at 4328.30. The strike last trading price was 441.55, which was 209.7 higher than the previous day. The implied volatity was 57.67, the open interest changed by 25 which increased total open position to 616
On 4 Apr PERSISTENT was trading at 4609.95. The strike last trading price was 205.9, which was 43.5 higher than the previous day. The implied volatity was 46.44, the open interest changed by 85 which increased total open position to 565
On 3 Apr PERSISTENT was trading at 4793.35. The strike last trading price was 162.85, which was 122.35 higher than the previous day. The implied volatity was 48.60, the open interest changed by 291 which increased total open position to 483
On 2 Apr PERSISTENT was trading at 5317.50. The strike last trading price was 41.85, which was -11.95 lower than the previous day. The implied volatity was 48.86, the open interest changed by -24 which decreased total open position to 191
On 1 Apr PERSISTENT was trading at 5211.55. The strike last trading price was 52.95, which was 27.15 higher than the previous day. The implied volatity was 47.56, the open interest changed by 161 which increased total open position to 214
On 28 Mar PERSISTENT was trading at 5513.75. The strike last trading price was 27, which was 6.75 higher than the previous day. The implied volatity was 45.03, the open interest changed by 14 which increased total open position to 53
On 27 Mar PERSISTENT was trading at 5641.45. The strike last trading price was 20.4, which was -8.3 lower than the previous day. The implied volatity was 47.05, the open interest changed by 4 which increased total open position to 39
On 26 Mar PERSISTENT was trading at 5517.00. The strike last trading price was 30.05, which was 0.4 higher than the previous day. The implied volatity was 45.04, the open interest changed by 3 which increased total open position to 34
On 25 Mar PERSISTENT was trading at 5558.30. The strike last trading price was 29.65, which was -13.35 lower than the previous day. The implied volatity was 46.65, the open interest changed by -2 which decreased total open position to 31
On 24 Mar PERSISTENT was trading at 5421.30. The strike last trading price was 43, which was -13.5 lower than the previous day. The implied volatity was 45.59, the open interest changed by -2 which decreased total open position to 34
On 21 Mar PERSISTENT was trading at 5275.55. The strike last trading price was 57, which was -18.9 lower than the previous day. The implied volatity was 42.49, the open interest changed by -8 which decreased total open position to 35
On 20 Mar PERSISTENT was trading at 5194.05. The strike last trading price was 75.8, which was 0.8 higher than the previous day. The implied volatity was 42.80, the open interest changed by 12 which increased total open position to 42
On 19 Mar PERSISTENT was trading at 5280.60. The strike last trading price was 75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 18 Mar PERSISTENT was trading at 5309.30. The strike last trading price was 75, which was -22.95 lower than the previous day. The implied volatity was 45.63, the open interest changed by 17 which increased total open position to 29
On 17 Mar PERSISTENT was trading at 5167.30. The strike last trading price was 97.95, which was -10.7 lower than the previous day. The implied volatity was 44.07, the open interest changed by 3 which increased total open position to 11
On 13 Mar PERSISTENT was trading at 5125.75. The strike last trading price was 108.65, which was 14.55 higher than the previous day. The implied volatity was 42.33, the open interest changed by 2 which increased total open position to 9
On 12 Mar PERSISTENT was trading at 5185.20. The strike last trading price was 94.15, which was 14.15 higher than the previous day. The implied volatity was 41.89, the open interest changed by 1 which increased total open position to 3
On 11 Mar PERSISTENT was trading at 5239.95. The strike last trading price was 80, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 10 Mar PERSISTENT was trading at 5167.00. The strike last trading price was 80, which was -2.6 lower than the previous day. The implied volatity was 37.99, the open interest changed by 1 which increased total open position to 1
On 7 Mar PERSISTENT was trading at 5278.80. The strike last trading price was 82.6, which was 7.7 higher than the previous day. The implied volatity was 41.98, 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 74.9, which was 0 lower than the previous day. The implied volatity was 8.60, 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 74.9, which was 0 lower than the previous day. The implied volatity was 9.66, 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 74.9, which was 0 lower than the previous day. The implied volatity was 6.98, 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 74.9, which was 0 lower than the previous day. The implied volatity was 8.71, 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 74.9, which was 0 lower than the previous day. The implied volatity was 8.16, the open interest changed by 0 which decreased total open position to 0
