PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
06 Mar 2026 04:10 PM IST
| PERSISTENT 30-MAR-2026 4800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.53
Vega: 4.88
Theta: -4.22
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
|
|
||||||||||||||||
| 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 0.53
Historical price for 4800 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 4.88
Theta: -3.91
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.47
Historical price for 4800 PE is as follows
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
