PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
24 Apr 2026 04:10 PM IST
| PERSISTENT 28-Apr-2026 (4d) 4950 CE | ||||||||||||||||
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Delta: 0.15
Vega: 0.01
Theta: -5.38
Gamma: 0.00124
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 4747.30 | 15 | -136.45 | 36.9 | 2,539 | 151 | 240 | |||||||||
| 23 Apr | 5065.20 | 148.9 | -55.599999999999994 | 36.83 | 162 | 5 | 94 | |||||||||
| 22 Apr | 5073.30 | 197.35 | -292.79999999999995 | 46.77 | 173 | -3 | 90 | |||||||||
| 21 Apr | 5329.90 | 492.65 | 2.5 | - | 0 | 0 | 93 | |||||||||
| 20 Apr | 5325.20 | 492.65 | 2.5 | - | 0 | 0 | 93 | |||||||||
| 17 Apr | 5446.50 | 492.65 | 2.5 | - | 0 | 0 | 93 | |||||||||
| 16 Apr | 5500.50 | 492.65 | 2.5 | - | 0 | 0 | 93 | |||||||||
| 15 Apr | 5488.50 | 492.65 | 2.5 | - | 0 | 0 | 93 | |||||||||
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| 13 Apr | 5377.40 | 492.65 | 2.5 | - | 0 | 0 | 93 | |||||||||
| 10 Apr | 5427.10 | 492.65 | 2.5 | - | 0 | 0 | 93 | |||||||||
| 9 Apr | 5471.10 | 492.65 | -3 | - | 0 | 4 | 0 | |||||||||
| 8 Apr | 5373.90 | 492.65 | -3 | 38.4 | 22 | 6 | 95 | |||||||||
| 7 Apr | 5386.20 | 495.65 | 87.85 | 38.22 | 10 | 0 | 89 | |||||||||
| 6 Apr | 5309.40 | 403.55 | 57.25 | 19.81 | 4 | -1 | 89 | |||||||||
| 2 Apr | 5227.70 | 344.55 | 107.55 | 25.22 | 255 | 30 | 91 | |||||||||
| 1 Apr | 5049.10 | 235.2 | 39.95 | 28.53 | 253 | 58 | 58 | |||||||||
For Persistent Systems Ltd - strike price 4950 expiring on 28APR2026
Delta for 4950 CE is 0.15
Historical price for 4950 CE is as follows
On 24 Apr PERSISTENT was trading at 4747.30. The strike last trading price was 15, which was -136.45 lower than the previous day. The implied volatity was 36.9, the open interest changed by 151 which increased total open position to 240
On 23 Apr PERSISTENT was trading at 5065.20. The strike last trading price was 148.9, which was -55.599999999999994 lower than the previous day. The implied volatity was 36.83, the open interest changed by 5 which increased total open position to 94
On 22 Apr PERSISTENT was trading at 5073.30. The strike last trading price was 197.35, which was -292.79999999999995 lower than the previous day. The implied volatity was 46.77, the open interest changed by -3 which decreased total open position to 90
On 21 Apr PERSISTENT was trading at 5329.90. The strike last trading price was 492.65, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 93
On 20 Apr PERSISTENT was trading at 5325.20. The strike last trading price was 492.65, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 93
On 17 Apr PERSISTENT was trading at 5446.50. The strike last trading price was 492.65, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 93
On 16 Apr PERSISTENT was trading at 5500.50. The strike last trading price was 492.65, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 93
On 15 Apr PERSISTENT was trading at 5488.50. The strike last trading price was 492.65, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 93
On 13 Apr PERSISTENT was trading at 5377.40. The strike last trading price was 492.65, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 93
On 10 Apr PERSISTENT was trading at 5427.10. The strike last trading price was 492.65, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 93
On 9 Apr PERSISTENT was trading at 5471.10. The strike last trading price was 492.65, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 8 Apr PERSISTENT was trading at 5373.90. The strike last trading price was 492.65, which was -3 lower than the previous day. The implied volatity was 38.4, the open interest changed by 6 which increased total open position to 95
On 7 Apr PERSISTENT was trading at 5386.20. The strike last trading price was 495.65, which was 87.85 higher than the previous day. The implied volatity was 38.22, the open interest changed by 0 which decreased total open position to 89
On 6 Apr PERSISTENT was trading at 5309.40. The strike last trading price was 403.55, which was 57.25 higher than the previous day. The implied volatity was 19.81, the open interest changed by -1 which decreased total open position to 89
On 2 Apr PERSISTENT was trading at 5227.70. The strike last trading price was 344.55, which was 107.55 higher than the previous day. The implied volatity was 25.22, the open interest changed by 30 which increased total open position to 91
On 1 Apr PERSISTENT was trading at 5049.10. The strike last trading price was 235.2, which was 39.95 higher than the previous day. The implied volatity was 28.53, the open interest changed by 58 which increased total open position to 58
| PERSISTENT 28-Apr-2026 (4d) 4950 PE | |||||||
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Delta: -0.9
Vega: 0.01
Theta: -2.55
Gamma: 0.00114
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 4747.30 | 212.1 | 164.7 | 30.03 | 2,415 | -39 | 145 |
| 23 Apr | 5065.20 | 51.75 | -4.25 | 39.04 | 1,090 | 28 | 181 |
| 22 Apr | 5073.30 | 55.95 | 5.900000000000006 | 41.04 | 2,272 | -27 | 151 |
| 21 Apr | 5329.90 | 44.6 | -7.049999999999997 | 62.53 | 246 | 115 | 175 |
| 20 Apr | 5325.20 | 51.65 | 17.799999999999997 | 60.86 | 49 | 5 | 58 |
| 17 Apr | 5446.50 | 33.85 | -23.199999999999996 | 51.23 | 5 | 0 | 53 |
| 16 Apr | 5500.50 | 56.8 | 56.8 | - | 0 | 0 | 53 |
| 15 Apr | 5488.50 | 56.8 | 56.8 | - | 0 | 0 | 53 |
| 13 Apr | 5377.40 | 56.8 | 56.8 | 47.76 | 0 | 0 | 53 |
| 10 Apr | 5427.10 | 56.8 | -26.60000000000001 | 47.76 | 35 | -7 | 53 |
| 9 Apr | 5471.10 | 77.8 | -16.6 | - | 0 | -9 | 0 |
| 8 Apr | 5373.90 | 77.8 | -16.6 | 49.75 | 72 | -10 | 59 |
| 7 Apr | 5386.20 | 92.3 | -25.75 | 52.46 | 42 | 0 | 68 |
| 6 Apr | 5309.40 | 119.4 | -39.75 | 54.62 | 129 | 22 | 68 |
| 2 Apr | 5227.70 | 162.45 | -77.95 | 54.09 | 124 | 45 | 45 |
| 1 Apr | 5049.10 | 240.4 | 0 | 2.75 | 0 | 0 | 0 |
For Persistent Systems Ltd - strike price 4950 expiring on 28APR2026
Delta for 4950 PE is -0.9
Historical price for 4950 PE is as follows
On 24 Apr PERSISTENT was trading at 4747.30. The strike last trading price was 212.1, which was 164.7 higher than the previous day. The implied volatity was 30.03, the open interest changed by -39 which decreased total open position to 145
On 23 Apr PERSISTENT was trading at 5065.20. The strike last trading price was 51.75, which was -4.25 lower than the previous day. The implied volatity was 39.04, the open interest changed by 28 which increased total open position to 181
On 22 Apr PERSISTENT was trading at 5073.30. The strike last trading price was 55.95, which was 5.900000000000006 higher than the previous day. The implied volatity was 41.04, the open interest changed by -27 which decreased total open position to 151
On 21 Apr PERSISTENT was trading at 5329.90. The strike last trading price was 44.6, which was -7.049999999999997 lower than the previous day. The implied volatity was 62.53, the open interest changed by 115 which increased total open position to 175
On 20 Apr PERSISTENT was trading at 5325.20. The strike last trading price was 51.65, which was 17.799999999999997 higher than the previous day. The implied volatity was 60.86, the open interest changed by 5 which increased total open position to 58
On 17 Apr PERSISTENT was trading at 5446.50. The strike last trading price was 33.85, which was -23.199999999999996 lower than the previous day. The implied volatity was 51.23, the open interest changed by 0 which decreased total open position to 53
On 16 Apr PERSISTENT was trading at 5500.50. The strike last trading price was 56.8, which was 56.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 53
On 15 Apr PERSISTENT was trading at 5488.50. The strike last trading price was 56.8, which was 56.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 53
On 13 Apr PERSISTENT was trading at 5377.40. The strike last trading price was 56.8, which was 56.8 higher than the previous day. The implied volatity was 47.76, the open interest changed by 0 which decreased total open position to 53
On 10 Apr PERSISTENT was trading at 5427.10. The strike last trading price was 56.8, which was -26.60000000000001 lower than the previous day. The implied volatity was 47.76, the open interest changed by -7 which decreased total open position to 53
On 9 Apr PERSISTENT was trading at 5471.10. The strike last trading price was 77.8, which was -16.6 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 0
On 8 Apr PERSISTENT was trading at 5373.90. The strike last trading price was 77.8, which was -16.6 lower than the previous day. The implied volatity was 49.75, the open interest changed by -10 which decreased total open position to 59
On 7 Apr PERSISTENT was trading at 5386.20. The strike last trading price was 92.3, which was -25.75 lower than the previous day. The implied volatity was 52.46, the open interest changed by 0 which decreased total open position to 68
On 6 Apr PERSISTENT was trading at 5309.40. The strike last trading price was 119.4, which was -39.75 lower than the previous day. The implied volatity was 54.62, the open interest changed by 22 which increased total open position to 68
On 2 Apr PERSISTENT was trading at 5227.70. The strike last trading price was 162.45, which was -77.95 lower than the previous day. The implied volatity was 54.09, the open interest changed by 45 which increased total open position to 45
On 1 Apr PERSISTENT was trading at 5049.10. The strike last trading price was 240.4, which was 0 lower than the previous day. The implied volatity was 2.75, the open interest changed by 0 which decreased total open position to 0
