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Historical option data for PERSISTENT

22 May 2026 04:10 PM IST
PERSISTENT 26-May-2026 (3d) 4900 CE
Delta: 0.7
Vega: 0.02
Theta: -7.39
Gamma: 0.00197
Date Close Ltp Change IV Volume OI Chg OI
22 May 4970.30 122.85 -35.05 (-22.20%) 32.64 972 -46 574
21 May 5019.00 156.3 -60.9 (-28.04%) 34.69 116 -15 621
20 May 5084.10 217.6 5.45 (2.57%) 37.8 181 -30 636
19 May 5066.30 218.45 83.45 (61.81%) 39.99 970 -226 674
18 May 4944.10 151.4 105.4 (229.13%) 39.46 6,266 -134 900
15 May 4702.10 44.1 5.15 (13.22%) 34.07 4,183 -69 1,034
14 May 4628.80 38.25 -76.1 (-66.55%) 37.02 3,798 14 1,107
13 May 4845.00 118.35 -22.15 (-15.77%) 37.26 2,837 324 1,096
12 May 4877.10 147 -129.6 (-46.85%) 37.43 3,009 313 769
11 May 5098.10 279.35 -20.95 (-6.98%) 0 42 -20 456
8 May 5113.60 300.1 100.35 (50.24%) 35.95 933 -160 477
7 May 4984.00 200 -34.95 (-14.88%) 31.36 700 -37 637
6 May 5014.00 241 104.7 (76.82%) 37.61 4,070 -546 679
5 May 4816.30 138.15 4.9 (3.68%) 36.28 2,095 169 1,233
4 May 4788.10 135 -21.4 (-13.68%) 37.36 811 145 1,063
30 Apr 4800.00 155.1 -12.85 (-7.65%) 36.82 1,019 71 989
29 Apr 4805.80 161.95 -10 (-5.82%) 38.01 2,818 494 911
28 Apr 4803.50 174.45 -10.95 (-5.91%) 38.35 1,158 176 419
27 Apr 4817.50 195 44.5 (29.57%) 38.44 819 38 248
24 Apr 4747.30 149.65 -129.15 (-46.32%) 36.64 443 137 208
23 Apr 5065.20 278.8 -49.3 (-15.03%) 27.89 75 59 71
22 Apr 5073.30 322.3 -390.7 (-54.80%) 34.66 9 7 11
21 Apr 5329.90 713 19.8 (2.86%) - 0 0 4
20 Apr 5325.20 713 19.8 (2.86%) - 0 0 4
17 Apr 5446.50 713 19.8 (2.86%) - 0 0 4
16 Apr 5500.50 713 19.8 (2.86%) - 0 0 4
15 Apr 5488.50 713 103.6 (17.00%) 48.5 1 0 5
13 Apr 5377.40 537.8 10.9 (2.07%) 29.29 2 1 5
10 Apr 5427.10 526.9 -83.2 (-13.64%) 29.97 3 0 4
9 Apr 5471.10 610.1 184.45 (43.33%) 15.11 1 0 4
8 Apr 5373.90 425.65 105.3 (32.87%) - 0 0 4
7 Apr 5386.20 425.65 105.3 (32.87%) - 0 0 4


For Persistent Systems Ltd - strike price 4900 expiring on 26MAY2026

Delta for 4900 CE is 0.7

Historical price for 4900 CE is as follows

On 22 May PERSISTENT was trading at 4970.30. The strike last trading price was 122.85, which was -35.05 lower than the previous day. The implied volatity was 32.64, the open interest changed by -46 which decreased total open position to 574


On 21 May PERSISTENT was trading at 5019.00. The strike last trading price was 156.3, which was -60.9 lower than the previous day. The implied volatity was 34.69, the open interest changed by -15 which decreased total open position to 621


On 20 May PERSISTENT was trading at 5084.10. The strike last trading price was 217.6, which was 5.45 higher than the previous day. The implied volatity was 37.8, the open interest changed by -30 which decreased total open position to 636


On 19 May PERSISTENT was trading at 5066.30. The strike last trading price was 218.45, which was 83.45 higher than the previous day. The implied volatity was 39.99, the open interest changed by -226 which decreased total open position to 674


On 18 May PERSISTENT was trading at 4944.10. The strike last trading price was 151.4, which was 105.4 higher than the previous day. The implied volatity was 39.46, the open interest changed by -134 which decreased total open position to 900


On 15 May PERSISTENT was trading at 4702.10. The strike last trading price was 44.1, which was 5.15 higher than the previous day. The implied volatity was 34.07, the open interest changed by -69 which decreased total open position to 1034


On 14 May PERSISTENT was trading at 4628.80. The strike last trading price was 38.25, which was -76.1 lower than the previous day. The implied volatity was 37.02, the open interest changed by 14 which increased total open position to 1107


On 13 May PERSISTENT was trading at 4845.00. The strike last trading price was 118.35, which was -22.15 lower than the previous day. The implied volatity was 37.26, the open interest changed by 324 which increased total open position to 1096


On 12 May PERSISTENT was trading at 4877.10. The strike last trading price was 147, which was -129.6 lower than the previous day. The implied volatity was 37.43, the open interest changed by 313 which increased total open position to 769


On 11 May PERSISTENT was trading at 5098.10. The strike last trading price was 279.35, which was -20.95 lower than the previous day. The implied volatity was 0, the open interest changed by -20 which decreased total open position to 456


On 8 May PERSISTENT was trading at 5113.60. The strike last trading price was 300.1, which was 100.35 higher than the previous day. The implied volatity was 35.95, the open interest changed by -160 which decreased total open position to 477


On 7 May PERSISTENT was trading at 4984.00. The strike last trading price was 200, which was -34.95 lower than the previous day. The implied volatity was 31.36, the open interest changed by -37 which decreased total open position to 637


On 6 May PERSISTENT was trading at 5014.00. The strike last trading price was 241, which was 104.7 higher than the previous day. The implied volatity was 37.61, the open interest changed by -546 which decreased total open position to 679


On 5 May PERSISTENT was trading at 4816.30. The strike last trading price was 138.15, which was 4.9 higher than the previous day. The implied volatity was 36.28, the open interest changed by 169 which increased total open position to 1233


On 4 May PERSISTENT was trading at 4788.10. The strike last trading price was 135, which was -21.4 lower than the previous day. The implied volatity was 37.36, the open interest changed by 145 which increased total open position to 1063


On 30 Apr PERSISTENT was trading at 4800.00. The strike last trading price was 155.1, which was -12.85 lower than the previous day. The implied volatity was 36.82, the open interest changed by 71 which increased total open position to 989


On 29 Apr PERSISTENT was trading at 4805.80. The strike last trading price was 161.95, which was -10 lower than the previous day. The implied volatity was 38.01, the open interest changed by 494 which increased total open position to 911


On 28 Apr PERSISTENT was trading at 4803.50. The strike last trading price was 174.45, which was -10.95 lower than the previous day. The implied volatity was 38.35, the open interest changed by 176 which increased total open position to 419


On 27 Apr PERSISTENT was trading at 4817.50. The strike last trading price was 195, which was 44.5 higher than the previous day. The implied volatity was 38.44, the open interest changed by 38 which increased total open position to 248


On 24 Apr PERSISTENT was trading at 4747.30. The strike last trading price was 149.65, which was -129.15 lower than the previous day. The implied volatity was 36.64, the open interest changed by 137 which increased total open position to 208


On 23 Apr PERSISTENT was trading at 5065.20. The strike last trading price was 278.8, which was -49.3 lower than the previous day. The implied volatity was 27.89, the open interest changed by 59 which increased total open position to 71


On 22 Apr PERSISTENT was trading at 5073.30. The strike last trading price was 322.3, which was -390.7 lower than the previous day. The implied volatity was 34.66, the open interest changed by 7 which increased total open position to 11


On 21 Apr PERSISTENT was trading at 5329.90. The strike last trading price was 713, which was 19.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 20 Apr PERSISTENT was trading at 5325.20. The strike last trading price was 713, which was 19.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 17 Apr PERSISTENT was trading at 5446.50. The strike last trading price was 713, which was 19.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 16 Apr PERSISTENT was trading at 5500.50. The strike last trading price was 713, which was 19.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 15 Apr PERSISTENT was trading at 5488.50. The strike last trading price was 713, which was 103.6 higher than the previous day. The implied volatity was 48.5, the open interest changed by 0 which decreased total open position to 5


On 13 Apr PERSISTENT was trading at 5377.40. The strike last trading price was 537.8, which was 10.9 higher than the previous day. The implied volatity was 29.29, the open interest changed by 1 which increased total open position to 5


On 10 Apr PERSISTENT was trading at 5427.10. The strike last trading price was 526.9, which was -83.2 lower than the previous day. The implied volatity was 29.97, the open interest changed by 0 which decreased total open position to 4


On 9 Apr PERSISTENT was trading at 5471.10. The strike last trading price was 610.1, which was 184.45 higher than the previous day. The implied volatity was 15.11, the open interest changed by 0 which decreased total open position to 4


On 8 Apr PERSISTENT was trading at 5373.90. The strike last trading price was 425.65, which was 105.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 7 Apr PERSISTENT was trading at 5386.20. The strike last trading price was 425.65, which was 105.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


PERSISTENT 26-May-2026 (3d) 4900 PE
Delta: -0.25
Vega: 0.02
Theta: -4.39
Gamma: 0.00237
Date Close Ltp Change IV Volume OI Chg OI
22 May 4970.30 20.05 -12.95 (-39.24%) 24.61 2,345 -263 675
21 May 5019.00 32.8 1.8 (5.81%) 32.64 2,662 -216 937
20 May 5084.10 29 -19 (-39.58%) 37.09 1,300 126 1,153
19 May 5066.30 48.4 -46.6 (-49.05%) 40.8 3,944 238 1,024
18 May 4944.10 89.25 -169.55 (-65.51%) 40.22 1,574 173 797
15 May 4702.10 267.55 -35.75 (-11.79%) 44.23 144 -12 623
14 May 4628.80 312.7 162.15 (107.71%) 42.08 489 -126 635
13 May 4845.00 143.45 -1.85 (-1.27%) 32.68 1,450 102 761
12 May 4877.10 132.75 69.55 (110.05%) 0 5,867 23 658
11 May 5098.10 63 -2.15 (-3.30%) 35.47 530 23 629
8 May 5113.60 64 -52.8 (-45.21%) 33.93 1,419 -84 609
7 May 4984.00 118.65 23.85 (25.16%) 36.95 871 -22 694
6 May 5014.00 92.3 -100.95 (-52.24%) 31.52 1,701 10 677
5 May 4816.30 191.55 -29.7 (-13.42%) 33.43 365 20 667
4 May 4788.10 219.1 -10.3 (-4.49%) 35.14 199 114 649
30 Apr 4800.00 225.15 -13.2 (-5.54%) 35.54 279 75 610
29 Apr 4805.80 243.65 1.85 (0.77%) 37.79 793 241 530
28 Apr 4803.50 237.35 -22.2 (-8.55%) 37.5 290 46 288
27 Apr 4817.50 241 -104.65 (-30.28%) 40.28 260 39 243
24 Apr 4747.30 345 164.4 (91.03%) 47.99 467 69 204
23 Apr 5065.20 194 11.2 (6.13%) 45.44 248 25 135
22 Apr 5073.30 182.15 43.5 (31.37%) 44.19 149 48 110
21 Apr 5329.90 127.7 -19.15 (-13.04%) 48.99 49 13 62
20 Apr 5325.20 154 24 (18.46%) 51.08 32 14 48
17 Apr 5446.50 130 -9 (-6.47%) 50.85 20 11 32
16 Apr 5500.50 139 22 (18.80%) 53.9 3 0 24
15 Apr 5488.50 117 -21.8 (-15.71%) 48.82 15 -3 22
13 Apr 5377.40 138.8 -16.2 (-10.45%) 48.52 3 1 25
10 Apr 5427.10 155 16.7 (12.08%) 48.63 3 2 25
9 Apr 5471.10 139.9 -40.1 (-22.28%) 50.47 10 2 22
8 Apr 5373.90 180 5 (2.86%) 53.22 14 10 18
7 Apr 5386.20 175 70 (66.67%) 51.93 7 4 5


For Persistent Systems Ltd - strike price 4900 expiring on 26MAY2026

Delta for 4900 PE is -0.25

Historical price for 4900 PE is as follows

On 22 May PERSISTENT was trading at 4970.30. The strike last trading price was 20.05, which was -12.95 lower than the previous day. The implied volatity was 24.61, the open interest changed by -263 which decreased total open position to 675


On 21 May PERSISTENT was trading at 5019.00. The strike last trading price was 32.8, which was 1.8 higher than the previous day. The implied volatity was 32.64, the open interest changed by -216 which decreased total open position to 937


On 20 May PERSISTENT was trading at 5084.10. The strike last trading price was 29, which was -19 lower than the previous day. The implied volatity was 37.09, the open interest changed by 126 which increased total open position to 1153


On 19 May PERSISTENT was trading at 5066.30. The strike last trading price was 48.4, which was -46.6 lower than the previous day. The implied volatity was 40.8, the open interest changed by 238 which increased total open position to 1024


On 18 May PERSISTENT was trading at 4944.10. The strike last trading price was 89.25, which was -169.55 lower than the previous day. The implied volatity was 40.22, the open interest changed by 173 which increased total open position to 797


On 15 May PERSISTENT was trading at 4702.10. The strike last trading price was 267.55, which was -35.75 lower than the previous day. The implied volatity was 44.23, the open interest changed by -12 which decreased total open position to 623


On 14 May PERSISTENT was trading at 4628.80. The strike last trading price was 312.7, which was 162.15 higher than the previous day. The implied volatity was 42.08, the open interest changed by -126 which decreased total open position to 635


On 13 May PERSISTENT was trading at 4845.00. The strike last trading price was 143.45, which was -1.85 lower than the previous day. The implied volatity was 32.68, the open interest changed by 102 which increased total open position to 761


On 12 May PERSISTENT was trading at 4877.10. The strike last trading price was 132.75, which was 69.55 higher than the previous day. The implied volatity was 0, the open interest changed by 23 which increased total open position to 658


On 11 May PERSISTENT was trading at 5098.10. The strike last trading price was 63, which was -2.15 lower than the previous day. The implied volatity was 35.47, the open interest changed by 23 which increased total open position to 629


On 8 May PERSISTENT was trading at 5113.60. The strike last trading price was 64, which was -52.8 lower than the previous day. The implied volatity was 33.93, the open interest changed by -84 which decreased total open position to 609


On 7 May PERSISTENT was trading at 4984.00. The strike last trading price was 118.65, which was 23.85 higher than the previous day. The implied volatity was 36.95, the open interest changed by -22 which decreased total open position to 694


On 6 May PERSISTENT was trading at 5014.00. The strike last trading price was 92.3, which was -100.95 lower than the previous day. The implied volatity was 31.52, the open interest changed by 10 which increased total open position to 677


On 5 May PERSISTENT was trading at 4816.30. The strike last trading price was 191.55, which was -29.7 lower than the previous day. The implied volatity was 33.43, the open interest changed by 20 which increased total open position to 667


On 4 May PERSISTENT was trading at 4788.10. The strike last trading price was 219.1, which was -10.3 lower than the previous day. The implied volatity was 35.14, the open interest changed by 114 which increased total open position to 649


On 30 Apr PERSISTENT was trading at 4800.00. The strike last trading price was 225.15, which was -13.2 lower than the previous day. The implied volatity was 35.54, the open interest changed by 75 which increased total open position to 610


On 29 Apr PERSISTENT was trading at 4805.80. The strike last trading price was 243.65, which was 1.85 higher than the previous day. The implied volatity was 37.79, the open interest changed by 241 which increased total open position to 530


On 28 Apr PERSISTENT was trading at 4803.50. The strike last trading price was 237.35, which was -22.2 lower than the previous day. The implied volatity was 37.5, the open interest changed by 46 which increased total open position to 288


On 27 Apr PERSISTENT was trading at 4817.50. The strike last trading price was 241, which was -104.65 lower than the previous day. The implied volatity was 40.28, the open interest changed by 39 which increased total open position to 243


On 24 Apr PERSISTENT was trading at 4747.30. The strike last trading price was 345, which was 164.4 higher than the previous day. The implied volatity was 47.99, the open interest changed by 69 which increased total open position to 204


On 23 Apr PERSISTENT was trading at 5065.20. The strike last trading price was 194, which was 11.2 higher than the previous day. The implied volatity was 45.44, the open interest changed by 25 which increased total open position to 135


On 22 Apr PERSISTENT was trading at 5073.30. The strike last trading price was 182.15, which was 43.5 higher than the previous day. The implied volatity was 44.19, the open interest changed by 48 which increased total open position to 110


On 21 Apr PERSISTENT was trading at 5329.90. The strike last trading price was 127.7, which was -19.15 lower than the previous day. The implied volatity was 48.99, the open interest changed by 13 which increased total open position to 62


On 20 Apr PERSISTENT was trading at 5325.20. The strike last trading price was 154, which was 24 higher than the previous day. The implied volatity was 51.08, the open interest changed by 14 which increased total open position to 48


On 17 Apr PERSISTENT was trading at 5446.50. The strike last trading price was 130, which was -9 lower than the previous day. The implied volatity was 50.85, the open interest changed by 11 which increased total open position to 32


On 16 Apr PERSISTENT was trading at 5500.50. The strike last trading price was 139, which was 22 higher than the previous day. The implied volatity was 53.9, the open interest changed by 0 which decreased total open position to 24


On 15 Apr PERSISTENT was trading at 5488.50. The strike last trading price was 117, which was -21.8 lower than the previous day. The implied volatity was 48.82, the open interest changed by -3 which decreased total open position to 22


On 13 Apr PERSISTENT was trading at 5377.40. The strike last trading price was 138.8, which was -16.2 lower than the previous day. The implied volatity was 48.52, the open interest changed by 1 which increased total open position to 25


On 10 Apr PERSISTENT was trading at 5427.10. The strike last trading price was 155, which was 16.7 higher than the previous day. The implied volatity was 48.63, the open interest changed by 2 which increased total open position to 25


On 9 Apr PERSISTENT was trading at 5471.10. The strike last trading price was 139.9, which was -40.1 lower than the previous day. The implied volatity was 50.47, the open interest changed by 2 which increased total open position to 22


On 8 Apr PERSISTENT was trading at 5373.90. The strike last trading price was 180, which was 5 higher than the previous day. The implied volatity was 53.22, the open interest changed by 10 which increased total open position to 18


On 7 Apr PERSISTENT was trading at 5386.20. The strike last trading price was 175, which was 70 higher than the previous day. The implied volatity was 51.93, the open interest changed by 4 which increased total open position to 5