PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
30 Apr 2026 04:10 PM IST
| PERSISTENT 26-May-2026 (24d) 4850 CE | ||||||||||||||||
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Delta: 0.5
Vega: 0.05
Theta: -3.94
Gamma: 0.00083
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Apr | 4800.00 | 178.25 | -12.599999999999994 | 37.34 | 1,252 | 512 | 919 | |||||||||
| 29 Apr | 4805.80 | 184 | -10.099999999999994 | 38.1 | 1,328 | 153 | 406 | |||||||||
| 28 Apr | 4803.50 | 193.65 | -12.599999999999994 | 38.41 | 528 | 57 | 255 | |||||||||
| 27 Apr | 4817.50 | 210.65 | 46.599999999999994 | 37.51 | 472 | -11 | 199 | |||||||||
| 24 Apr | 4747.30 | 163 | -406.79999999999995 | 35.11 | 226 | 77 | 79 | |||||||||
| 23 Apr | 5065.20 | 569.8 | -126.75 | - | 0 | 0 | 2 | |||||||||
| 22 Apr | 5073.30 | 569.8 | -126.75 | - | 0 | 0 | 2 | |||||||||
| 21 Apr | 5329.90 | 569.8 | -126.75 | - | 0 | 0 | 2 | |||||||||
| 20 Apr | 5325.20 | 569.8 | -126.75 | - | 0 | 0 | 2 | |||||||||
| 17 Apr | 5446.50 | 569.8 | -126.75 | - | 0 | 0 | 2 | |||||||||
| 16 Apr | 5500.50 | 569.8 | -126.75 | - | 0 | 0 | 2 | |||||||||
| 15 Apr | 5488.50 | 569.8 | -126.75 | - | 0 | 0 | 2 | |||||||||
| 13 Apr | 5377.40 | 569.8 | -126.75 | 0.87 | 0 | 0 | 2 | |||||||||
| 10 Apr | 5427.10 | 569.8 | 224.79999999999995 | 0.87 | 2 | 0 | 0 | |||||||||
| 9 Apr | 5471.10 | 345 | 0 | - | 0 | 0 | 0 | |||||||||
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| 8 Apr | 5373.90 | 345 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 5386.20 | 345 | 0 | - | 0 | 0 | 0 | |||||||||
For Persistent Systems Ltd - strike price 4850 expiring on 26MAY2026
Delta for 4850 CE is 0.5
Historical price for 4850 CE is as follows
On 30 Apr PERSISTENT was trading at 4800.00. The strike last trading price was 178.25, which was -12.599999999999994 lower than the previous day. The implied volatity was 37.34, the open interest changed by 512 which increased total open position to 919
On 29 Apr PERSISTENT was trading at 4805.80. The strike last trading price was 184, which was -10.099999999999994 lower than the previous day. The implied volatity was 38.1, the open interest changed by 153 which increased total open position to 406
On 28 Apr PERSISTENT was trading at 4803.50. The strike last trading price was 193.65, which was -12.599999999999994 lower than the previous day. The implied volatity was 38.41, the open interest changed by 57 which increased total open position to 255
On 27 Apr PERSISTENT was trading at 4817.50. The strike last trading price was 210.65, which was 46.599999999999994 higher than the previous day. The implied volatity was 37.51, the open interest changed by -11 which decreased total open position to 199
On 24 Apr PERSISTENT was trading at 4747.30. The strike last trading price was 163, which was -406.79999999999995 lower than the previous day. The implied volatity was 35.11, the open interest changed by 77 which increased total open position to 79
On 23 Apr PERSISTENT was trading at 5065.20. The strike last trading price was 569.8, which was -126.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 22 Apr PERSISTENT was trading at 5073.30. The strike last trading price was 569.8, which was -126.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 21 Apr PERSISTENT was trading at 5329.90. The strike last trading price was 569.8, which was -126.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Apr PERSISTENT was trading at 5325.20. The strike last trading price was 569.8, which was -126.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Apr PERSISTENT was trading at 5446.50. The strike last trading price was 569.8, which was -126.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Apr PERSISTENT was trading at 5500.50. The strike last trading price was 569.8, which was -126.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 Apr PERSISTENT was trading at 5488.50. The strike last trading price was 569.8, which was -126.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Apr PERSISTENT was trading at 5377.40. The strike last trading price was 569.8, which was -126.75 lower than the previous day. The implied volatity was 0.87, the open interest changed by 0 which decreased total open position to 2
On 10 Apr PERSISTENT was trading at 5427.10. The strike last trading price was 569.8, which was 224.79999999999995 higher than the previous day. The implied volatity was 0.87, the open interest changed by 0 which decreased total open position to 0
On 9 Apr PERSISTENT was trading at 5471.10. The strike last trading price was 345, 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 8 Apr PERSISTENT was trading at 5373.90. The strike last trading price was 345, 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 Apr PERSISTENT was trading at 5386.20. The strike last trading price was 345, 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 26-May-2026 (24d) 4850 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.5
Vega: 0.05
Theta: -3.08
Gamma: 0.00086
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Apr | 4800.00 | 200.35 | -8.700000000000017 | 36.05 | 687 | 358 | 641 |
| 29 Apr | 4805.80 | 212.3 | -2.6499999999999773 | 37.18 | 532 | 146 | 286 |
| 28 Apr | 4803.50 | 213.3 | -18.5 | 37.54 | 385 | 80 | 140 |
| 27 Apr | 4817.50 | 219.9 | -44.24999999999997 | 41.71 | 123 | 59 | 59 |
| 24 Apr | 4747.30 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 5065.20 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 5073.30 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 5329.90 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 5325.20 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 5446.50 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 5500.50 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 5488.50 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 5377.40 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 5427.10 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 5471.10 | 264.15 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 5373.90 | 264.15 | 0 | 7.41 | 0 | 0 | 0 |
| 7 Apr | 5386.20 | 264.15 | 0 | 7.88 | 0 | 0 | 0 |
For Persistent Systems Ltd - strike price 4850 expiring on 26MAY2026
Delta for 4850 PE is -0.5
Historical price for 4850 PE is as follows
On 30 Apr PERSISTENT was trading at 4800.00. The strike last trading price was 200.35, which was -8.700000000000017 lower than the previous day. The implied volatity was 36.05, the open interest changed by 358 which increased total open position to 641
On 29 Apr PERSISTENT was trading at 4805.80. The strike last trading price was 212.3, which was -2.6499999999999773 lower than the previous day. The implied volatity was 37.18, the open interest changed by 146 which increased total open position to 286
On 28 Apr PERSISTENT was trading at 4803.50. The strike last trading price was 213.3, which was -18.5 lower than the previous day. The implied volatity was 37.54, the open interest changed by 80 which increased total open position to 140
On 27 Apr PERSISTENT was trading at 4817.50. The strike last trading price was 219.9, which was -44.24999999999997 lower than the previous day. The implied volatity was 41.71, the open interest changed by 59 which increased total open position to 59
On 24 Apr PERSISTENT was trading at 4747.30. 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
On 23 Apr PERSISTENT was trading at 5065.20. 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 22 Apr PERSISTENT was trading at 5073.30. 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
On 21 Apr PERSISTENT was trading at 5329.90. 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 20 Apr PERSISTENT was trading at 5325.20. 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 17 Apr PERSISTENT was trading at 5446.50. 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 16 Apr PERSISTENT was trading at 5500.50. 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 15 Apr PERSISTENT was trading at 5488.50. 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 13 Apr PERSISTENT was trading at 5377.40. 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 10 Apr PERSISTENT was trading at 5427.10. 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 9 Apr PERSISTENT was trading at 5471.10. The strike last trading price was 264.15, 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 8 Apr PERSISTENT was trading at 5373.90. The strike last trading price was 264.15, which was 0 lower than the previous day. The implied volatity was 7.41, the open interest changed by 0 which decreased total open position to 0
On 7 Apr PERSISTENT was trading at 5386.20. The strike last trading price was 264.15, which was 0 lower than the previous day. The implied volatity was 7.88, the open interest changed by 0 which decreased total open position to 0
