Historical option data for PERSISTENT
19 Jun 2026 04:10 PM IST
| PERSISTENT 30-Jun-2026 (10d) 4950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.35
Vega: 0.03
Theta: -4.68
Gamma: 0.00138
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Jun | 4829.00 | 61.95 | -73.05 (-54.11%) | 31.67 | 3,081 | 282 | 772 | |||||||||
| 18 Jun | 4940.50 | 135 | -45 (-25.00%) | 37.38 | 2,088 | 208 | 491 | |||||||||
| 17 Jun | 5045.00 | 174.75 | 2.75 (1.60%) | 32.97 | 309 | -22 | 284 | |||||||||
| 16 Jun | 5016.50 | 172.5 | 47.5 (38.00%) | 32.88 | 2,372 | 50 | 306 | |||||||||
| 15 Jun | 4890.50 | 125.3 | 19.3 (18.21%) | 36.69 | 718 | 56 | 256 | |||||||||
| 12 Jun | 4811.00 | 107.7 | -12.3 (-10.25%) | 36.31 | 643 | 62 | 200 | |||||||||
| 11 Jun | 4874.00 | 121.9 | -43.1 (-26.12%) | 32.86 | 879 | 46 | 137 | |||||||||
| 10 Jun | 4928.00 | 164.65 | -41.35 (-20.07%) | 36.8 | 131 | 41 | 90 | |||||||||
| 9 Jun | 5018.00 | 206.9 | -28.1 (-11.96%) | 33.66 | 166 | 8 | 49 | |||||||||
| 8 Jun | 5065.00 | 234.95 | -132.05 (-35.98%) | 33.11 | 139 | -18 | 40 | |||||||||
| 5 Jun | 5038.50 | 366.95 | -0.05 (-0.01%) | - | 2 | 0 | 58 | |||||||||
| 4 Jun | 5121.50 | 366.95 | -0.05 (-0.01%) | - | 2 | 0 | 58 | |||||||||
| 3 Jun | 5097.50 | 366.95 | -0.05 (-0.01%) | - | 2 | 0 | 58 | |||||||||
| 2 Jun | 5470.50 | 366.95 | -0.05 (-0.01%) | - | 2 | 0 | 58 | |||||||||
| 1 Jun | 5402.00 | 366.95 | -0.05 (-0.01%) | 34.51 | 2 | 0 | 58 | |||||||||
| 29 May | 5194.30 | 366.95 | 54.95 (17.61%) | 34.51 | 2 | 0 | 58 | |||||||||
| 27 May | 5098.40 | 311.5 | -0.5 (-0.16%) | 32.4 | 22 | 0 | 58 | |||||||||
| 26 May | 5105.80 | 311.5 | 56.5 (22.16%) | 32.4 | 22 | -3 | 59 | |||||||||
| 25 May | 5038.00 | 255.8 | 26.8 (11.70%) | 30.51 | 26 | 16 | 59 | |||||||||
| 22 May | 4970.30 | 228.9 | -85.1 (-27.10%) | 30.09 | 80 | 42 | 42 | |||||||||
| 21 May | 5019.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 May | 5084.10 | 314.5 | 68.5 (27.85%) | 29.55 | 1 | -1 | 0 | |||||||||
| 19 May | 5066.30 | 314.5 | 68.5 (27.85%) | 29.55 | 1 | -1 | 0 | |||||||||
| 18 May | 4944.10 | 245.6 | -36.4 (-12.91%) | 32.99 | 1 | 0 | 0 | |||||||||
| 15 May | 4702.10 | 0 | -281.8 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 4628.80 | 0 | -282 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 4845.00 | 0 | -281.8 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 4877.10 | 0 | -281.8 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 5098.10 | 0 | -281.8 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 5113.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 4984.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 5014.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 4816.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 4788.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 4800.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Persistent Systems Ltd - strike price 4950 expiring on 30JUN2026
Delta for 4950 CE is 0.35
Historical price for 4950 CE is as follows
On 19 Jun PERSISTENT was trading at 4829.00. The strike last trading price was 61.95, which was -73.05 lower than the previous day. The implied volatity was 31.67, the open interest changed by 282 which increased total open position to 772
On 18 Jun PERSISTENT was trading at 4940.50. The strike last trading price was 135, which was -45 lower than the previous day. The implied volatity was 37.38, the open interest changed by 208 which increased total open position to 491
On 17 Jun PERSISTENT was trading at 5045.00. The strike last trading price was 174.75, which was 2.75 higher than the previous day. The implied volatity was 32.97, the open interest changed by -22 which decreased total open position to 284
On 16 Jun PERSISTENT was trading at 5016.50. The strike last trading price was 172.5, which was 47.5 higher than the previous day. The implied volatity was 32.88, the open interest changed by 50 which increased total open position to 306
On 15 Jun PERSISTENT was trading at 4890.50. The strike last trading price was 125.3, which was 19.3 higher than the previous day. The implied volatity was 36.69, the open interest changed by 56 which increased total open position to 256
On 12 Jun PERSISTENT was trading at 4811.00. The strike last trading price was 107.7, which was -12.3 lower than the previous day. The implied volatity was 36.31, the open interest changed by 62 which increased total open position to 200
On 11 Jun PERSISTENT was trading at 4874.00. The strike last trading price was 121.9, which was -43.1 lower than the previous day. The implied volatity was 32.86, the open interest changed by 46 which increased total open position to 137
On 10 Jun PERSISTENT was trading at 4928.00. The strike last trading price was 164.65, which was -41.35 lower than the previous day. The implied volatity was 36.8, the open interest changed by 41 which increased total open position to 90
On 9 Jun PERSISTENT was trading at 5018.00. The strike last trading price was 206.9, which was -28.1 lower than the previous day. The implied volatity was 33.66, the open interest changed by 8 which increased total open position to 49
On 8 Jun PERSISTENT was trading at 5065.00. The strike last trading price was 234.95, which was -132.05 lower than the previous day. The implied volatity was 33.11, the open interest changed by -18 which decreased total open position to 40
On 5 Jun PERSISTENT was trading at 5038.50. The strike last trading price was 366.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58
On 4 Jun PERSISTENT was trading at 5121.50. The strike last trading price was 366.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58
On 3 Jun PERSISTENT was trading at 5097.50. The strike last trading price was 366.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58
On 2 Jun PERSISTENT was trading at 5470.50. The strike last trading price was 366.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58
On 1 Jun PERSISTENT was trading at 5402.00. The strike last trading price was 366.95, which was -0.05 lower than the previous day. The implied volatity was 34.51, the open interest changed by 0 which decreased total open position to 58
On 29 May PERSISTENT was trading at 5194.30. The strike last trading price was 366.95, which was 54.95 higher than the previous day. The implied volatity was 34.51, the open interest changed by 0 which decreased total open position to 58
On 27 May PERSISTENT was trading at 5098.40. The strike last trading price was 311.5, which was -0.5 lower than the previous day. The implied volatity was 32.4, the open interest changed by 0 which decreased total open position to 58
On 26 May PERSISTENT was trading at 5105.80. The strike last trading price was 311.5, which was 56.5 higher than the previous day. The implied volatity was 32.4, the open interest changed by -3 which decreased total open position to 59
On 25 May PERSISTENT was trading at 5038.00. The strike last trading price was 255.8, which was 26.8 higher than the previous day. The implied volatity was 30.51, the open interest changed by 16 which increased total open position to 59
On 22 May PERSISTENT was trading at 4970.30. The strike last trading price was 228.9, which was -85.1 lower than the previous day. The implied volatity was 30.09, the open interest changed by 42 which increased total open position to 42
On 21 May PERSISTENT was trading at 5019.00. 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 20 May PERSISTENT was trading at 5084.10. The strike last trading price was 314.5, which was 68.5 higher than the previous day. The implied volatity was 29.55, the open interest changed by -1 which decreased total open position to 0
On 19 May PERSISTENT was trading at 5066.30. The strike last trading price was 314.5, which was 68.5 higher than the previous day. The implied volatity was 29.55, the open interest changed by -1 which decreased total open position to 0
On 18 May PERSISTENT was trading at 4944.10. The strike last trading price was 245.6, which was -36.4 lower than the previous day. The implied volatity was 32.99, the open interest changed by 0 which decreased total open position to 0
On 15 May PERSISTENT was trading at 4702.10. The strike last trading price was 0, which was -281.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May PERSISTENT was trading at 4628.80. The strike last trading price was 0, which was -282 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May PERSISTENT was trading at 4845.00. The strike last trading price was 0, which was -281.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May PERSISTENT was trading at 4877.10. The strike last trading price was 0, which was -281.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May PERSISTENT was trading at 5098.10. The strike last trading price was 0, which was -281.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May PERSISTENT was trading at 5113.60. 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 7 May PERSISTENT was trading at 4984.00. 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 6 May PERSISTENT was trading at 5014.00. 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 5 May PERSISTENT was trading at 4816.30. 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 4 May PERSISTENT was trading at 4788.10. 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 30 Apr PERSISTENT was trading at 4800.00. 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
| PERSISTENT 30-Jun-2026 (10d) 4950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 0.03
Theta: -5.35
Gamma: 0.00112
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Jun | 4829.00 | 199.15 | 63.75 (47.08%) | 40.31 | 539 | -73 | 532 |
| 18 Jun | 4940.50 | 148.2 | 58.35 (64.94%) | 39.99 | 1,777 | 412 | 607 |
| 17 Jun | 5045.00 | 90.5 | -11.1 (-10.93%) | 35.89 | 212 | -12 | 195 |
| 16 Jun | 5016.50 | 100.5 | -62.35 (-38.29%) | 34.93 | 796 | 32 | 208 |
| 15 Jun | 4890.50 | 165 | -54.3 (-24.76%) | 34.42 | 176 | 28 | 177 |
| 12 Jun | 4811.00 | 218.55 | 10.1 (4.85%) | 35.47 | 88 | -17 | 150 |
| 11 Jun | 4874.00 | 207.5 | 36.35 (21.24%) | 40.18 | 366 | 15 | 168 |
| 10 Jun | 4928.00 | 171 | 29.7 (21.02%) | 35.78 | 161 | 1 | 157 |
| 9 Jun | 5018.00 | 138.2 | 1.75 (1.28%) | 36.89 | 236 | -3 | 155 |
| 8 Jun | 5065.00 | 144.4 | 6.5 (4.71%) | 39.41 | 188 | 3 | 157 |
| 5 Jun | 5038.50 | 140.1 | 35.6 (34.07%) | 35.07 | 87 | -8 | 155 |
| 4 Jun | 5121.50 | 99.35 | -29.05 (-22.62%) | 33.98 | 229 | 24 | 163 |
| 3 Jun | 5097.50 | 128.35 | 88.75 (224.12%) | 36.1 | 380 | 46 | 142 |
| 2 Jun | 5470.50 | 39.85 | -18.6 (-31.82%) | 35.87 | 34 | 8 | 95 |
| 1 Jun | 5402.00 | 58.45 | -43.4 (-42.61%) | 39.88 | 96 | 16 | 87 |
| 29 May | 5194.30 | 108.65 | -34.65 (-24.18%) | 35.67 | 230 | -9 | 76 |
| 27 May | 5098.40 | 144.7 | 0.55 (0.38%) | 35.89 | 64 | 17 | 88 |
| 26 May | 5105.80 | 147.55 | -42.25 (-22.26%) | 36.82 | 79 | 41 | 72 |
| 25 May | 5038.00 | 225.8 | 225.8 (-15.94%) | 39.53 | 52 | 0 | 21 |
| 22 May | 4970.30 | 225.8 | -0.5 (-0.22%) | 38.36 | 52 | 19 | 20 |
| 21 May | 5019.00 | 226.3 | -152.7 (-40.29%) | 41.13 | 1 | 0 | 0 |
| 20 May | 5084.10 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 5066.30 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 4944.10 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 4702.10 | 0 | -379 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 4628.80 | 0 | -379 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 4845.00 | 0 | -379 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 4877.10 | 0 | -379 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 5098.10 | 0 | -379 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 5113.60 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 4984.00 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 5014.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 4816.30 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 4788.10 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 4800.00 | 0 | 0 | - | 0 | 0 | 0 |
For Persistent Systems Ltd - strike price 4950 expiring on 30JUN2026
Delta for 4950 PE is -0.61
Historical price for 4950 PE is as follows
On 19 Jun PERSISTENT was trading at 4829.00. The strike last trading price was 199.15, which was 63.75 higher than the previous day. The implied volatity was 40.31, the open interest changed by -73 which decreased total open position to 532
On 18 Jun PERSISTENT was trading at 4940.50. The strike last trading price was 148.2, which was 58.35 higher than the previous day. The implied volatity was 39.99, the open interest changed by 412 which increased total open position to 607
On 17 Jun PERSISTENT was trading at 5045.00. The strike last trading price was 90.5, which was -11.1 lower than the previous day. The implied volatity was 35.89, the open interest changed by -12 which decreased total open position to 195
On 16 Jun PERSISTENT was trading at 5016.50. The strike last trading price was 100.5, which was -62.35 lower than the previous day. The implied volatity was 34.93, the open interest changed by 32 which increased total open position to 208
On 15 Jun PERSISTENT was trading at 4890.50. The strike last trading price was 165, which was -54.3 lower than the previous day. The implied volatity was 34.42, the open interest changed by 28 which increased total open position to 177
On 12 Jun PERSISTENT was trading at 4811.00. The strike last trading price was 218.55, which was 10.1 higher than the previous day. The implied volatity was 35.47, the open interest changed by -17 which decreased total open position to 150
On 11 Jun PERSISTENT was trading at 4874.00. The strike last trading price was 207.5, which was 36.35 higher than the previous day. The implied volatity was 40.18, the open interest changed by 15 which increased total open position to 168
On 10 Jun PERSISTENT was trading at 4928.00. The strike last trading price was 171, which was 29.7 higher than the previous day. The implied volatity was 35.78, the open interest changed by 1 which increased total open position to 157
On 9 Jun PERSISTENT was trading at 5018.00. The strike last trading price was 138.2, which was 1.75 higher than the previous day. The implied volatity was 36.89, the open interest changed by -3 which decreased total open position to 155
On 8 Jun PERSISTENT was trading at 5065.00. The strike last trading price was 144.4, which was 6.5 higher than the previous day. The implied volatity was 39.41, the open interest changed by 3 which increased total open position to 157
On 5 Jun PERSISTENT was trading at 5038.50. The strike last trading price was 140.1, which was 35.6 higher than the previous day. The implied volatity was 35.07, the open interest changed by -8 which decreased total open position to 155
On 4 Jun PERSISTENT was trading at 5121.50. The strike last trading price was 99.35, which was -29.05 lower than the previous day. The implied volatity was 33.98, the open interest changed by 24 which increased total open position to 163
On 3 Jun PERSISTENT was trading at 5097.50. The strike last trading price was 128.35, which was 88.75 higher than the previous day. The implied volatity was 36.1, the open interest changed by 46 which increased total open position to 142
On 2 Jun PERSISTENT was trading at 5470.50. The strike last trading price was 39.85, which was -18.6 lower than the previous day. The implied volatity was 35.87, the open interest changed by 8 which increased total open position to 95
On 1 Jun PERSISTENT was trading at 5402.00. The strike last trading price was 58.45, which was -43.4 lower than the previous day. The implied volatity was 39.88, the open interest changed by 16 which increased total open position to 87
On 29 May PERSISTENT was trading at 5194.30. The strike last trading price was 108.65, which was -34.65 lower than the previous day. The implied volatity was 35.67, the open interest changed by -9 which decreased total open position to 76
On 27 May PERSISTENT was trading at 5098.40. The strike last trading price was 144.7, which was 0.55 higher than the previous day. The implied volatity was 35.89, the open interest changed by 17 which increased total open position to 88
On 26 May PERSISTENT was trading at 5105.80. The strike last trading price was 147.55, which was -42.25 lower than the previous day. The implied volatity was 36.82, the open interest changed by 41 which increased total open position to 72
On 25 May PERSISTENT was trading at 5038.00. The strike last trading price was 225.8, which was 225.8 higher than the previous day. The implied volatity was 39.53, the open interest changed by 0 which decreased total open position to 21
On 22 May PERSISTENT was trading at 4970.30. The strike last trading price was 225.8, which was -0.5 lower than the previous day. The implied volatity was 38.36, the open interest changed by 19 which increased total open position to 20
On 21 May PERSISTENT was trading at 5019.00. The strike last trading price was 226.3, which was -152.7 lower than the previous day. The implied volatity was 41.13, the open interest changed by 0 which decreased total open position to 0
On 20 May PERSISTENT was trading at 5084.10. 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 19 May PERSISTENT was trading at 5066.30. 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 18 May PERSISTENT was trading at 4944.10. 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 15 May PERSISTENT was trading at 4702.10. The strike last trading price was 0, which was -379 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May PERSISTENT was trading at 4628.80. The strike last trading price was 0, which was -379 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May PERSISTENT was trading at 4845.00. The strike last trading price was 0, which was -379 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May PERSISTENT was trading at 4877.10. The strike last trading price was 0, which was -379 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May PERSISTENT was trading at 5098.10. The strike last trading price was 0, which was -379 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May PERSISTENT was trading at 5113.60. 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 7 May PERSISTENT was trading at 4984.00. 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 6 May PERSISTENT was trading at 5014.00. 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 5 May PERSISTENT was trading at 4816.30. 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 4 May PERSISTENT was trading at 4788.10. 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 30 Apr PERSISTENT was trading at 4800.00. 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
