PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
25 Feb 2026 02:20 PM IST
| PERSISTENT 30-MAR-2026 4900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.47
Vega: 5.7
Theta: -4.15
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
|
|
||||||||||||||||
| 25 Feb | 4765.00 | 198 | 15.2 | 41.71 | 7,677 | 252 | 786 | |||||||||
| 24 Feb | 4662.00 | 187 | -117.85 | 45.8 | 3,754 | 443 | 532 | |||||||||
| 23 Feb | 4977.50 | 295.4 | -78.8 | 38.32 | 221 | 66 | 86 | |||||||||
| 20 Feb | 5092.00 | 365.5 | -1025.2 | 33.51 | 30 | 16 | 16 | |||||||||
| 19 Feb | 5266.00 | 1390.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 5521.00 | 1390.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 5628.00 | 1390.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 5582.00 | 1390.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 5479.00 | 1390.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 5452.00 | 1390.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 5724.00 | 1390.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 5872.50 | 1390.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 5875.00 | 1390.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 5852.00 | 1390.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Persistent Systems Ltd - strike price 4900 expiring on 30MAR2026
Delta for 4900 CE is 0.47
Historical price for 4900 CE is as follows
On 25 Feb PERSISTENT was trading at 4765.00. The strike last trading price was 198, which was 15.2 higher than the previous day. The implied volatity was 41.71, the open interest changed by 252 which increased total open position to 786
On 24 Feb PERSISTENT was trading at 4662.00. The strike last trading price was 187, which was -117.85 lower than the previous day. The implied volatity was 45.8, the open interest changed by 443 which increased total open position to 532
On 23 Feb PERSISTENT was trading at 4977.50. The strike last trading price was 295.4, which was -78.8 lower than the previous day. The implied volatity was 38.32, the open interest changed by 66 which increased total open position to 86
On 20 Feb PERSISTENT was trading at 5092.00. The strike last trading price was 365.5, which was -1025.2 lower than the previous day. The implied volatity was 33.51, the open interest changed by 16 which increased total open position to 16
On 19 Feb PERSISTENT was trading at 5266.00. The strike last trading price was 1390.7, 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 1390.7, 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 1390.7, 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 1390.7, 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 1390.7, 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 12 Feb PERSISTENT was trading at 5452.00. The strike last trading price was 1390.7, 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 11 Feb PERSISTENT was trading at 5724.00. The strike last trading price was 1390.7, 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 Feb PERSISTENT was trading at 5872.50. The strike last trading price was 1390.7, 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 Feb PERSISTENT was trading at 5875.00. The strike last trading price was 1390.7, 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 6 Feb PERSISTENT was trading at 5852.00. The strike last trading price was 1390.7, 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 4900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 5.7
Theta: -2.97
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Feb | 4765.00 | 298.4 | -87.35 | 43.39 | 1,907 | 248 | 629 |
| 24 Feb | 4662.00 | 370.2 | 146.1 | 47.17 | 1,697 | 35 | 389 |
| 23 Feb | 4977.50 | 229.75 | 25.2 | 46.9 | 1,214 | 161 | 354 |
| 20 Feb | 5092.00 | 201.2 | 51.25 | 48.79 | 513 | 48 | 194 |
| 19 Feb | 5266.00 | 151.85 | 70.1 | 48.27 | 81 | 14 | 144 |
| 18 Feb | 5521.00 | 84.25 | 7.15 | 45.08 | 137 | 34 | 130 |
| 17 Feb | 5628.00 | 78.7 | -6.4 | 46.75 | 36 | 15 | 97 |
| 16 Feb | 5582.00 | 90.05 | -20.6 | 47.94 | 52 | -2 | 80 |
| 13 Feb | 5479.00 | 110.65 | 3.65 | 46.72 | 156 | 39 | 81 |
| 12 Feb | 5452.00 | 108.95 | 66.25 | 45.29 | 35 | 28 | 41 |
| 11 Feb | 5724.00 | 45.85 | 15.45 | 39.7 | 9 | 0 | 15 |
| 10 Feb | 5872.50 | 28.8 | -8.6 | - | 0 | 0 | 15 |
| 9 Feb | 5875.00 | 28.8 | -8.6 | 38.18 | 8 | 1 | 15 |
| 6 Feb | 5852.00 | 37.4 | 13.95 | 39.29 | 14 | 12 | 12 |
For Persistent Systems Ltd - strike price 4900 expiring on 30MAR2026
Delta for 4900 PE is -0.53
Historical price for 4900 PE is as follows
On 25 Feb PERSISTENT was trading at 4765.00. The strike last trading price was 298.4, which was -87.35 lower than the previous day. The implied volatity was 43.39, the open interest changed by 248 which increased total open position to 629
On 24 Feb PERSISTENT was trading at 4662.00. The strike last trading price was 370.2, which was 146.1 higher than the previous day. The implied volatity was 47.17, the open interest changed by 35 which increased total open position to 389
On 23 Feb PERSISTENT was trading at 4977.50. The strike last trading price was 229.75, which was 25.2 higher than the previous day. The implied volatity was 46.9, the open interest changed by 161 which increased total open position to 354
On 20 Feb PERSISTENT was trading at 5092.00. The strike last trading price was 201.2, which was 51.25 higher than the previous day. The implied volatity was 48.79, the open interest changed by 48 which increased total open position to 194
On 19 Feb PERSISTENT was trading at 5266.00. The strike last trading price was 151.85, which was 70.1 higher than the previous day. The implied volatity was 48.27, the open interest changed by 14 which increased total open position to 144
On 18 Feb PERSISTENT was trading at 5521.00. The strike last trading price was 84.25, which was 7.15 higher than the previous day. The implied volatity was 45.08, the open interest changed by 34 which increased total open position to 130
On 17 Feb PERSISTENT was trading at 5628.00. The strike last trading price was 78.7, which was -6.4 lower than the previous day. The implied volatity was 46.75, the open interest changed by 15 which increased total open position to 97
On 16 Feb PERSISTENT was trading at 5582.00. The strike last trading price was 90.05, which was -20.6 lower than the previous day. The implied volatity was 47.94, the open interest changed by -2 which decreased total open position to 80
On 13 Feb PERSISTENT was trading at 5479.00. The strike last trading price was 110.65, which was 3.65 higher than the previous day. The implied volatity was 46.72, the open interest changed by 39 which increased total open position to 81
On 12 Feb PERSISTENT was trading at 5452.00. The strike last trading price was 108.95, which was 66.25 higher than the previous day. The implied volatity was 45.29, the open interest changed by 28 which increased total open position to 41
On 11 Feb PERSISTENT was trading at 5724.00. The strike last trading price was 45.85, which was 15.45 higher than the previous day. The implied volatity was 39.7, the open interest changed by 0 which decreased total open position to 15
On 10 Feb PERSISTENT was trading at 5872.50. The strike last trading price was 28.8, which was -8.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 9 Feb PERSISTENT was trading at 5875.00. The strike last trading price was 28.8, which was -8.6 lower than the previous day. The implied volatity was 38.18, the open interest changed by 1 which increased total open position to 15
On 6 Feb PERSISTENT was trading at 5852.00. The strike last trading price was 37.4, which was 13.95 higher than the previous day. The implied volatity was 39.29, the open interest changed by 12 which increased total open position to 12
