Historical option data for PERSISTENT
22 Jun 2026 01:16 PM IST
| PERSISTENT 28-Jul-2026 (36d) 4800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.61
Vega: 0.06
Theta: -2.98
Gamma: 0.00075
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 4881.50 | 260 | 27 (11.59%) | 33.07 | 101 | -14 | 44 | |||||||||
| 19 Jun | 4829.00 | 236 | -115 (-32.76%) | 32.29 | 211 | 56 | 59 | |||||||||
| 18 Jun | 4940.50 | 350.95 | -40.05 (-10.24%) | 36.75 | 1 | 1 | 3 | |||||||||
| 17 Jun | 5045.00 | 333.8 | -0.2 (-0.06%) | 31.07 | 1 | 0 | 2 | |||||||||
| 16 Jun | 5016.50 | 333.8 | -246.2 (-42.45%) | 34.71 | 1 | 1 | 2 | |||||||||
| 15 Jun | 4890.50 | 580.2 | 0.2 (0.03%) | - | 1 | 0 | 1 | |||||||||
| 12 Jun | 4811.00 | 580.2 | 0.2 (0.03%) | - | 1 | 0 | 1 | |||||||||
| 11 Jun | 4874.00 | 580.2 | 0.2 (0.03%) | - | 1 | 0 | 1 | |||||||||
| 10 Jun | 4928.00 | 580.2 | 0.2 (0.03%) | - | 1 | 0 | 1 | |||||||||
| 9 Jun | 5018.00 | 580.2 | 0.2 (0.03%) | - | 1 | 0 | 1 | |||||||||
| 8 Jun | 5065.00 | 580.2 | 0.2 (0.03%) | - | 1 | 0 | 1 | |||||||||
| 5 Jun | 5038.50 | 580.2 | 0.2 (0.03%) | - | 1 | 0 | 1 | |||||||||
| 4 Jun | 5121.50 | 580.2 | 0.2 (0.03%) | - | 1 | 0 | 1 | |||||||||
| 3 Jun | 5097.50 | 580.2 | 0.2 (0.03%) | - | 1 | 0 | 1 | |||||||||
| 2 Jun | 5470.50 | 580.2 | 0.2 (0.03%) | - | 1 | 0 | 1 | |||||||||
| 1 Jun | 5402.00 | 580.2 | 0.2 (0.03%) | 39.85 | 1 | 0 | 1 | |||||||||
| 29 May | 5194.30 | 580.2 | 155.2 (36.52%) | 39.85 | 1 | 1 | 1 | |||||||||
For Persistent Systems Ltd - strike price 4800 expiring on 28JUL2026
Delta for 4800 CE is 0.61
Historical price for 4800 CE is as follows
On 22 Jun PERSISTENT was trading at 4881.50. The strike last trading price was 260, which was 27 higher than the previous day. The implied volatity was 33.07, the open interest changed by -14 which decreased total open position to 44
On 19 Jun PERSISTENT was trading at 4829.00. The strike last trading price was 236, which was -115 lower than the previous day. The implied volatity was 32.29, the open interest changed by 56 which increased total open position to 59
On 18 Jun PERSISTENT was trading at 4940.50. The strike last trading price was 350.95, which was -40.05 lower than the previous day. The implied volatity was 36.75, the open interest changed by 1 which increased total open position to 3
On 17 Jun PERSISTENT was trading at 5045.00. The strike last trading price was 333.8, which was -0.2 lower than the previous day. The implied volatity was 31.07, the open interest changed by 0 which decreased total open position to 2
On 16 Jun PERSISTENT was trading at 5016.50. The strike last trading price was 333.8, which was -246.2 lower than the previous day. The implied volatity was 34.71, the open interest changed by 1 which increased total open position to 2
On 15 Jun PERSISTENT was trading at 4890.50. The strike last trading price was 580.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Jun PERSISTENT was trading at 4811.00. The strike last trading price was 580.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Jun PERSISTENT was trading at 4874.00. The strike last trading price was 580.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Jun PERSISTENT was trading at 4928.00. The strike last trading price was 580.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Jun PERSISTENT was trading at 5018.00. The strike last trading price was 580.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Jun PERSISTENT was trading at 5065.00. The strike last trading price was 580.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jun PERSISTENT was trading at 5038.50. The strike last trading price was 580.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Jun PERSISTENT was trading at 5121.50. The strike last trading price was 580.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Jun PERSISTENT was trading at 5097.50. The strike last trading price was 580.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Jun PERSISTENT was trading at 5470.50. The strike last trading price was 580.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Jun PERSISTENT was trading at 5402.00. The strike last trading price was 580.2, which was 0.2 higher than the previous day. The implied volatity was 39.85, the open interest changed by 0 which decreased total open position to 1
On 29 May PERSISTENT was trading at 5194.30. The strike last trading price was 580.2, which was 155.2 higher than the previous day. The implied volatity was 39.85, the open interest changed by 1 which increased total open position to 1
| PERSISTENT 28-Jul-2026 (36d) 4800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 0.06
Theta: -3.05
Gamma: 0.00059
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 4881.50 | 207.4 | -98 (-32.09%) | 42.45 | 33 | 16 | 28 |
| 19 Jun | 4829.00 | 305.4 | 161.65 (112.45%) | 48.39 | 12 | 7 | 13 |
| 18 Jun | 4940.50 | 143.75 | 143.75 (-22.34%) | 39.46 | 3 | 0 | 6 |
| 17 Jun | 5045.00 | 143.75 | -41.35 (-22.34%) | 39.46 | 3 | 3 | 6 |
| 16 Jun | 5016.50 | 185.1 | 97.1 (110.34%) | 40.51 | 2 | 2 | 3 |
| 15 Jun | 4890.50 | 87.15 | 87.15 | - | 1 | 0 | 1 |
| 12 Jun | 4811.00 | 87.15 | 87.15 | - | 1 | 0 | 1 |
| 11 Jun | 4874.00 | 87.15 | 87.15 | - | 1 | 0 | 1 |
| 10 Jun | 4928.00 | 87.15 | 87.15 | - | 1 | 0 | 1 |
| 9 Jun | 5018.00 | 87.15 | 87.15 | - | 1 | 0 | 1 |
| 8 Jun | 5065.00 | 87.15 | 87.15 | - | 1 | 0 | 1 |
| 5 Jun | 5038.50 | 87.15 | 87.15 | - | 1 | 0 | 1 |
| 4 Jun | 5121.50 | 87.15 | 87.15 | - | 1 | 0 | 1 |
| 3 Jun | 5097.50 | 87.15 | 87.15 (-75.01%) | 41.32 | 1 | 0 | 1 |
| 2 Jun | 5470.50 | 88 | -264.15 (-75.01%) | 41.32 | 1 | 1 | 1 |
| 1 Jun | 5402.00 | 0 | 0 | - | 0 | 0 | 0 |
| 29 May | 5194.30 | 0 | 0 | - | 0 | 0 | 0 |
For Persistent Systems Ltd - strike price 4800 expiring on 28JUL2026
Delta for 4800 PE is -0.41
Historical price for 4800 PE is as follows
On 22 Jun PERSISTENT was trading at 4881.50. The strike last trading price was 207.4, which was -98 lower than the previous day. The implied volatity was 42.45, the open interest changed by 16 which increased total open position to 28
On 19 Jun PERSISTENT was trading at 4829.00. The strike last trading price was 305.4, which was 161.65 higher than the previous day. The implied volatity was 48.39, the open interest changed by 7 which increased total open position to 13
On 18 Jun PERSISTENT was trading at 4940.50. The strike last trading price was 143.75, which was 143.75 higher than the previous day. The implied volatity was 39.46, the open interest changed by 0 which decreased total open position to 6
On 17 Jun PERSISTENT was trading at 5045.00. The strike last trading price was 143.75, which was -41.35 lower than the previous day. The implied volatity was 39.46, the open interest changed by 3 which increased total open position to 6
On 16 Jun PERSISTENT was trading at 5016.50. The strike last trading price was 185.1, which was 97.1 higher than the previous day. The implied volatity was 40.51, the open interest changed by 2 which increased total open position to 3
On 15 Jun PERSISTENT was trading at 4890.50. The strike last trading price was 87.15, which was 87.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Jun PERSISTENT was trading at 4811.00. The strike last trading price was 87.15, which was 87.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Jun PERSISTENT was trading at 4874.00. The strike last trading price was 87.15, which was 87.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Jun PERSISTENT was trading at 4928.00. The strike last trading price was 87.15, which was 87.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Jun PERSISTENT was trading at 5018.00. The strike last trading price was 87.15, which was 87.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Jun PERSISTENT was trading at 5065.00. The strike last trading price was 87.15, which was 87.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jun PERSISTENT was trading at 5038.50. The strike last trading price was 87.15, which was 87.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Jun PERSISTENT was trading at 5121.50. The strike last trading price was 87.15, which was 87.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Jun PERSISTENT was trading at 5097.50. The strike last trading price was 87.15, which was 87.15 higher than the previous day. The implied volatity was 41.32, the open interest changed by 0 which decreased total open position to 1
On 2 Jun PERSISTENT was trading at 5470.50. The strike last trading price was 88, which was -264.15 lower than the previous day. The implied volatity was 41.32, the open interest changed by 1 which increased total open position to 1
On 1 Jun PERSISTENT was trading at 5402.00. The strike last trading price was 0, 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 29 May PERSISTENT was trading at 5194.30. The strike last trading price was 0, 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
