PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
27 Mar 2026 04:10 PM IST
| PERSISTENT 30-MAR-2026 4800 CE | ||||||||||||||||
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Delta: 0.74
Vega: 1.44
Theta: -9.08
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 Mar | 4899.80 | 117.05 | -11.85 | 33.84 | 2,529 | -581 | 518 | |||||||||
| 25 Mar | 4928.80 | 121 | 0.95 | 12.45 | 3,471 | -387 | 1,102 | |||||||||
| 24 Mar | 4913.70 | 116.85 | 49.85 | 12.18 | 9,415 | -778 | 1,489 | |||||||||
| 23 Mar | 4724.50 | 68 | -4.8 | 38.63 | 15,840 | 462 | 2,281 | |||||||||
| 20 Mar | 4716.70 | 73.85 | 16.95 | 30.49 | 5,379 | 116 | 1,835 | |||||||||
| 19 Mar | 4602.80 | 62 | -34.45 | 39.46 | 3,181 | -96 | 1,721 | |||||||||
| 18 Mar | 4698.60 | 90.35 | 42.2 | 39.79 | 11,701 | 58 | 1,807 | |||||||||
| 17 Mar | 4529.40 | 50.45 | -26.35 | 40.71 | 3,077 | -12 | 1,955 | |||||||||
| 16 Mar | 4638.80 | 78.95 | -15 | 9.48 | 1,325 | 18 | 1,970 | |||||||||
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| 13 Mar | 4638.80 | 93 | -36.1 | 37.63 | 1,866 | 97 | 1,950 | |||||||||
| 12 Mar | 4714.40 | 129 | -17.05 | 35.88 | 2,410 | -15 | 1,855 | |||||||||
| 11 Mar | 4747.70 | 142.55 | -39.1 | 35.95 | 2,311 | -81 | 1,869 | |||||||||
| 10 Mar | 4827.90 | 183.55 | 0.5 | 32.81 | 2,942 | 58 | 1,951 | |||||||||
| 9 Mar | 4783.10 | 183.5 | 6 | 39.1 | 8,436 | 260 | 1,934 | |||||||||
| 6 Mar | 4777.50 | 179.95 | 52.3 | 35.13 | 9,023 | -88 | 1,674 | |||||||||
| 5 Mar | 4641.70 | 128 | -54.05 | 37.97 | 3,598 | 391 | 1,762 | |||||||||
| 4 Mar | 4709.10 | 180.05 | 12.85 | 41.97 | 4,022 | 148 | 1,343 | |||||||||
| 2 Mar | 4673.40 | 166 | -28.65 | 39.4 | 3,818 | 39 | 1,200 | |||||||||
| 27 Feb | 4733.00 | 191.15 | -39.6 | 38.89 | 2,836 | 219 | 1,161 | |||||||||
| 26 Feb | 4781.50 | 226.05 | -5.1 | 39.22 | 5,585 | -374 | 941 | |||||||||
| 25 Feb | 4731.00 | 230.35 | 3.2 | 43.72 | 9,548 | 429 | 1,315 | |||||||||
| 24 Feb | 4662.00 | 231.25 | -127.45 | 46.66 | 4,960 | 825 | 895 | |||||||||
| 23 Feb | 4977.50 | 351.9 | -83.65 | 37.97 | 92 | 46 | 70 | |||||||||
| 20 Feb | 5092.00 | 430.4 | -1066.55 | 32.71 | 31 | 23 | 23 | |||||||||
| 19 Feb | 5266.00 | 1496.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 5521.00 | 1496.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 5628.00 | 1496.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 5582.00 | 1496.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 5479.00 | 1496.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Persistent Systems Ltd - strike price 4800 expiring on 30MAR2026
Delta for 4800 CE is 0.74
Historical price for 4800 CE is as follows
On 27 Mar PERSISTENT was trading at 4899.80. The strike last trading price was 117.05, which was -11.85 lower than the previous day. The implied volatity was 33.84, the open interest changed by -581 which decreased total open position to 518
On 25 Mar PERSISTENT was trading at 4928.80. The strike last trading price was 121, which was 0.95 higher than the previous day. The implied volatity was 12.45, the open interest changed by -387 which decreased total open position to 1102
On 24 Mar PERSISTENT was trading at 4913.70. The strike last trading price was 116.85, which was 49.85 higher than the previous day. The implied volatity was 12.18, the open interest changed by -778 which decreased total open position to 1489
On 23 Mar PERSISTENT was trading at 4724.50. The strike last trading price was 68, which was -4.8 lower than the previous day. The implied volatity was 38.63, the open interest changed by 462 which increased total open position to 2281
On 20 Mar PERSISTENT was trading at 4716.70. The strike last trading price was 73.85, which was 16.95 higher than the previous day. The implied volatity was 30.49, the open interest changed by 116 which increased total open position to 1835
On 19 Mar PERSISTENT was trading at 4602.80. The strike last trading price was 62, which was -34.45 lower than the previous day. The implied volatity was 39.46, the open interest changed by -96 which decreased total open position to 1721
On 18 Mar PERSISTENT was trading at 4698.60. The strike last trading price was 90.35, which was 42.2 higher than the previous day. The implied volatity was 39.79, the open interest changed by 58 which increased total open position to 1807
On 17 Mar PERSISTENT was trading at 4529.40. The strike last trading price was 50.45, which was -26.35 lower than the previous day. The implied volatity was 40.71, the open interest changed by -12 which decreased total open position to 1955
On 16 Mar PERSISTENT was trading at 4638.80. The strike last trading price was 78.95, which was -15 lower than the previous day. The implied volatity was 9.48, the open interest changed by 18 which increased total open position to 1970
On 13 Mar PERSISTENT was trading at 4638.80. The strike last trading price was 93, which was -36.1 lower than the previous day. The implied volatity was 37.63, the open interest changed by 97 which increased total open position to 1950
On 12 Mar PERSISTENT was trading at 4714.40. The strike last trading price was 129, which was -17.05 lower than the previous day. The implied volatity was 35.88, the open interest changed by -15 which decreased total open position to 1855
On 11 Mar PERSISTENT was trading at 4747.70. The strike last trading price was 142.55, which was -39.1 lower than the previous day. The implied volatity was 35.95, the open interest changed by -81 which decreased total open position to 1869
On 10 Mar PERSISTENT was trading at 4827.90. The strike last trading price was 183.55, which was 0.5 higher than the previous day. The implied volatity was 32.81, the open interest changed by 58 which increased total open position to 1951
On 9 Mar PERSISTENT was trading at 4783.10. The strike last trading price was 183.5, which was 6 higher than the previous day. The implied volatity was 39.1, the open interest changed by 260 which increased total open position to 1934
On 6 Mar PERSISTENT was trading at 4777.50. The strike last trading price was 179.95, which was 52.3 higher than the previous day. The implied volatity was 35.13, the open interest changed by -88 which decreased total open position to 1674
On 5 Mar PERSISTENT was trading at 4641.70. The strike last trading price was 128, which was -54.05 lower than the previous day. The implied volatity was 37.97, the open interest changed by 391 which increased total open position to 1762
On 4 Mar PERSISTENT was trading at 4709.10. The strike last trading price was 180.05, which was 12.85 higher than the previous day. The implied volatity was 41.97, the open interest changed by 148 which increased total open position to 1343
On 2 Mar PERSISTENT was trading at 4673.40. The strike last trading price was 166, which was -28.65 lower than the previous day. The implied volatity was 39.4, the open interest changed by 39 which increased total open position to 1200
On 27 Feb PERSISTENT was trading at 4733.00. The strike last trading price was 191.15, which was -39.6 lower than the previous day. The implied volatity was 38.89, the open interest changed by 219 which increased total open position to 1161
On 26 Feb PERSISTENT was trading at 4781.50. The strike last trading price was 226.05, which was -5.1 lower than the previous day. The implied volatity was 39.22, the open interest changed by -374 which decreased total open position to 941
On 25 Feb PERSISTENT was trading at 4731.00. The strike last trading price was 230.35, which was 3.2 higher than the previous day. The implied volatity was 43.72, the open interest changed by 429 which increased total open position to 1315
On 24 Feb PERSISTENT was trading at 4662.00. The strike last trading price was 231.25, which was -127.45 lower than the previous day. The implied volatity was 46.66, the open interest changed by 825 which increased total open position to 895
On 23 Feb PERSISTENT was trading at 4977.50. The strike last trading price was 351.9, which was -83.65 lower than the previous day. The implied volatity was 37.97, the open interest changed by 46 which increased total open position to 70
On 20 Feb PERSISTENT was trading at 5092.00. The strike last trading price was 430.4, which was -1066.55 lower than the previous day. The implied volatity was 32.71, the open interest changed by 23 which increased total open position to 23
On 19 Feb PERSISTENT was trading at 5266.00. The strike last trading price was 1496.95, 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 1496.95, 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 1496.95, 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 1496.95, 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 Feb PERSISTENT was trading at 5479.00. The strike last trading price was 1496.95, 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 4800 PE | |||||||
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Delta: -0.31
Vega: 1.57
Theta: -11.55
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 Mar | 4899.80 | 42 | -26.6 | 45.72 | 3,843 | -34 | 507 |
| 25 Mar | 4928.80 | 70.3 | -15.65 | 55.37 | 4,094 | -125 | 551 |
| 24 Mar | 4913.70 | 81.3 | -121.2 | 54.57 | 3,677 | -18 | 682 |
| 23 Mar | 4724.50 | 195.2 | 7.95 | 58.8 | 1,736 | 14 | 702 |
| 20 Mar | 4716.70 | 188.7 | -87.3 | 52.05 | 703 | 85 | 687 |
| 19 Mar | 4602.80 | 266.05 | 62.05 | 52.21 | 270 | -52 | 603 |
| 18 Mar | 4698.60 | 210.8 | -110.2 | 46.32 | 1,172 | 24 | 653 |
| 17 Mar | 4529.40 | 316.55 | 26.7 | 45.41 | 164 | -50 | 631 |
| 16 Mar | 4638.80 | 282.2 | -2.5 | 83.74 | 102 | -28 | 685 |
| 13 Mar | 4638.80 | 286.95 | 47.8 | 51.9 | 260 | -35 | 714 |
| 12 Mar | 4714.40 | 240.45 | 19.15 | 51.43 | 634 | -142 | 749 |
| 11 Mar | 4747.70 | 222.85 | 51.6 | 48.24 | 1,572 | -36 | 891 |
| 10 Mar | 4827.90 | 171.5 | -37.25 | 45.36 | 831 | 35 | 931 |
| 9 Mar | 4783.10 | 208.6 | -7.4 | 46.69 | 2,002 | 11 | 898 |
| 6 Mar | 4777.50 | 212 | -65.75 | 45.07 | 3,303 | 118 | 888 |
| 5 Mar | 4641.70 | 274 | 8.1 | 41.1 | 887 | -111 | 779 |
| 4 Mar | 4709.10 | 265.95 | -11.55 | 45.97 | 1,071 | -32 | 890 |
| 2 Mar | 4673.40 | 275.4 | 23.95 | 44.27 | 1,256 | -43 | 924 |
| 27 Feb | 4733.00 | 253.65 | 23.9 | 41.65 | 3,578 | -83 | 968 |
| 26 Feb | 4781.50 | 228.15 | -42.05 | 41.53 | 5,770 | 210 | 1,179 |
| 25 Feb | 4731.00 | 275.9 | -50.25 | 45.26 | 5,327 | 192 | 956 |
| 24 Feb | 4662.00 | 319.4 | 136.95 | 48.71 | 7,537 | 194 | 766 |
| 23 Feb | 4977.50 | 187.1 | 16.6 | 46.99 | 1,390 | 150 | 563 |
| 20 Feb | 5092.00 | 165 | 41.05 | 49 | 1,155 | 117 | 406 |
| 19 Feb | 5266.00 | 125.25 | 58.1 | 48.96 | 583 | 121 | 281 |
| 18 Feb | 5521.00 | 67.75 | 10.85 | 45.84 | 417 | 134 | 161 |
| 17 Feb | 5628.00 | 56.9 | -15.05 | 45.78 | 9 | -2 | 26 |
| 16 Feb | 5582.00 | 74.9 | -8.65 | 48.98 | 56 | -2 | 26 |
| 13 Feb | 5479.00 | 83.55 | 40.65 | 45.87 | 41 | 28 | 28 |
For Persistent Systems Ltd - strike price 4800 expiring on 30MAR2026
Delta for 4800 PE is -0.31
Historical price for 4800 PE is as follows
On 27 Mar PERSISTENT was trading at 4899.80. The strike last trading price was 42, which was -26.6 lower than the previous day. The implied volatity was 45.72, the open interest changed by -34 which decreased total open position to 507
On 25 Mar PERSISTENT was trading at 4928.80. The strike last trading price was 70.3, which was -15.65 lower than the previous day. The implied volatity was 55.37, the open interest changed by -125 which decreased total open position to 551
On 24 Mar PERSISTENT was trading at 4913.70. The strike last trading price was 81.3, which was -121.2 lower than the previous day. The implied volatity was 54.57, the open interest changed by -18 which decreased total open position to 682
On 23 Mar PERSISTENT was trading at 4724.50. The strike last trading price was 195.2, which was 7.95 higher than the previous day. The implied volatity was 58.8, the open interest changed by 14 which increased total open position to 702
On 20 Mar PERSISTENT was trading at 4716.70. The strike last trading price was 188.7, which was -87.3 lower than the previous day. The implied volatity was 52.05, the open interest changed by 85 which increased total open position to 687
On 19 Mar PERSISTENT was trading at 4602.80. The strike last trading price was 266.05, which was 62.05 higher than the previous day. The implied volatity was 52.21, the open interest changed by -52 which decreased total open position to 603
On 18 Mar PERSISTENT was trading at 4698.60. The strike last trading price was 210.8, which was -110.2 lower than the previous day. The implied volatity was 46.32, the open interest changed by 24 which increased total open position to 653
On 17 Mar PERSISTENT was trading at 4529.40. The strike last trading price was 316.55, which was 26.7 higher than the previous day. The implied volatity was 45.41, the open interest changed by -50 which decreased total open position to 631
On 16 Mar PERSISTENT was trading at 4638.80. The strike last trading price was 282.2, which was -2.5 lower than the previous day. The implied volatity was 83.74, the open interest changed by -28 which decreased total open position to 685
On 13 Mar PERSISTENT was trading at 4638.80. The strike last trading price was 286.95, which was 47.8 higher than the previous day. The implied volatity was 51.9, the open interest changed by -35 which decreased total open position to 714
On 12 Mar PERSISTENT was trading at 4714.40. The strike last trading price was 240.45, which was 19.15 higher than the previous day. The implied volatity was 51.43, the open interest changed by -142 which decreased total open position to 749
On 11 Mar PERSISTENT was trading at 4747.70. The strike last trading price was 222.85, which was 51.6 higher than the previous day. The implied volatity was 48.24, the open interest changed by -36 which decreased total open position to 891
On 10 Mar PERSISTENT was trading at 4827.90. The strike last trading price was 171.5, which was -37.25 lower than the previous day. The implied volatity was 45.36, the open interest changed by 35 which increased total open position to 931
On 9 Mar PERSISTENT was trading at 4783.10. The strike last trading price was 208.6, which was -7.4 lower than the previous day. The implied volatity was 46.69, the open interest changed by 11 which increased total open position to 898
On 6 Mar PERSISTENT was trading at 4777.50. The strike last trading price was 212, which was -65.75 lower than the previous day. The implied volatity was 45.07, the open interest changed by 118 which increased total open position to 888
On 5 Mar PERSISTENT was trading at 4641.70. The strike last trading price was 274, which was 8.1 higher than the previous day. The implied volatity was 41.1, the open interest changed by -111 which decreased total open position to 779
On 4 Mar PERSISTENT was trading at 4709.10. The strike last trading price was 265.95, which was -11.55 lower than the previous day. The implied volatity was 45.97, the open interest changed by -32 which decreased total open position to 890
On 2 Mar PERSISTENT was trading at 4673.40. The strike last trading price was 275.4, which was 23.95 higher than the previous day. The implied volatity was 44.27, the open interest changed by -43 which decreased total open position to 924
On 27 Feb PERSISTENT was trading at 4733.00. The strike last trading price was 253.65, which was 23.9 higher than the previous day. The implied volatity was 41.65, the open interest changed by -83 which decreased total open position to 968
On 26 Feb PERSISTENT was trading at 4781.50. The strike last trading price was 228.15, which was -42.05 lower than the previous day. The implied volatity was 41.53, the open interest changed by 210 which increased total open position to 1179
On 25 Feb PERSISTENT was trading at 4731.00. The strike last trading price was 275.9, which was -50.25 lower than the previous day. The implied volatity was 45.26, the open interest changed by 192 which increased total open position to 956
On 24 Feb PERSISTENT was trading at 4662.00. The strike last trading price was 319.4, which was 136.95 higher than the previous day. The implied volatity was 48.71, the open interest changed by 194 which increased total open position to 766
On 23 Feb PERSISTENT was trading at 4977.50. The strike last trading price was 187.1, which was 16.6 higher than the previous day. The implied volatity was 46.99, the open interest changed by 150 which increased total open position to 563
On 20 Feb PERSISTENT was trading at 5092.00. The strike last trading price was 165, which was 41.05 higher than the previous day. The implied volatity was 49, the open interest changed by 117 which increased total open position to 406
On 19 Feb PERSISTENT was trading at 5266.00. The strike last trading price was 125.25, which was 58.1 higher than the previous day. The implied volatity was 48.96, the open interest changed by 121 which increased total open position to 281
On 18 Feb PERSISTENT was trading at 5521.00. The strike last trading price was 67.75, which was 10.85 higher than the previous day. The implied volatity was 45.84, the open interest changed by 134 which increased total open position to 161
On 17 Feb PERSISTENT was trading at 5628.00. The strike last trading price was 56.9, which was -15.05 lower than the previous day. The implied volatity was 45.78, the open interest changed by -2 which decreased total open position to 26
On 16 Feb PERSISTENT was trading at 5582.00. The strike last trading price was 74.9, which was -8.65 lower than the previous day. The implied volatity was 48.98, the open interest changed by -2 which decreased total open position to 26
On 13 Feb PERSISTENT was trading at 5479.00. The strike last trading price was 83.55, which was 40.65 higher than the previous day. The implied volatity was 45.87, the open interest changed by 28 which increased total open position to 28
