PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
25 Feb 2026 04:00 PM IST
| PERSISTENT 30-MAR-2026 5000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.38
Vega: 5.39
Theta: -3.94
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Feb | 4731.00 | 148 | 0.4 | 42.77 | 10,106 | 443 | 2,121 | |||||||||
| 24 Feb | 4662.00 | 150 | -96.7 | 45.23 | 7,038 | 888 | 1,663 | |||||||||
| 23 Feb | 4977.50 | 244 | -70.9 | 38.37 | 2,703 | 496 | 778 | |||||||||
| 20 Feb | 5092.00 | 309.3 | -97.3 | 34.46 | 569 | 270 | 273 | |||||||||
| 19 Feb | 5266.00 | 413.3 | -911.15 | 32.82 | 5 | 2 | 2 | |||||||||
| 18 Feb | 5521.00 | 1324.45 | 0 | - | 0 | 0 | 0 | |||||||||
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| 17 Feb | 5628.00 | 1324.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 5582.00 | 1324.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 5479.00 | 1324.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 5452.00 | 1324.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 5724.00 | 1324.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 5872.50 | 1324.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 5875.00 | 1324.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 5852.00 | 1324.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 5980.50 | 1324.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 5986.00 | 1324.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Persistent Systems Ltd - strike price 5000 expiring on 30MAR2026
Delta for 5000 CE is 0.38
Historical price for 5000 CE is as follows
On 25 Feb PERSISTENT was trading at 4731.00. The strike last trading price was 148, which was 0.4 higher than the previous day. The implied volatity was 42.77, the open interest changed by 443 which increased total open position to 2121
On 24 Feb PERSISTENT was trading at 4662.00. The strike last trading price was 150, which was -96.7 lower than the previous day. The implied volatity was 45.23, the open interest changed by 888 which increased total open position to 1663
On 23 Feb PERSISTENT was trading at 4977.50. The strike last trading price was 244, which was -70.9 lower than the previous day. The implied volatity was 38.37, the open interest changed by 496 which increased total open position to 778
On 20 Feb PERSISTENT was trading at 5092.00. The strike last trading price was 309.3, which was -97.3 lower than the previous day. The implied volatity was 34.46, the open interest changed by 270 which increased total open position to 273
On 19 Feb PERSISTENT was trading at 5266.00. The strike last trading price was 413.3, which was -911.15 lower than the previous day. The implied volatity was 32.82, the open interest changed by 2 which increased total open position to 2
On 18 Feb PERSISTENT was trading at 5521.00. The strike last trading price was 1324.45, 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 1324.45, 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 1324.45, 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 1324.45, 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 1324.45, 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 1324.45, 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 1324.45, 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 1324.45, 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 1324.45, 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 Feb PERSISTENT was trading at 5980.50. The strike last trading price was 1324.45, 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 Feb PERSISTENT was trading at 5986.00. The strike last trading price was 1324.45, 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 5000 PE | |||||||
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Delta: -0.62
Vega: 5.42
Theta: -2.73
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Feb | 4731.00 | 391.35 | -54.25 | 44.32 | 1,647 | 224 | 1,247 |
| 24 Feb | 4662.00 | 431.1 | 160.95 | 46.43 | 2,216 | -102 | 1,025 |
| 23 Feb | 4977.50 | 275.15 | 28.15 | 46.36 | 2,914 | -265 | 1,127 |
| 20 Feb | 5092.00 | 240.85 | 54.4 | 48.37 | 3,440 | -356 | 1,388 |
| 19 Feb | 5266.00 | 185.65 | 85.1 | 48.1 | 961 | 30 | 1,656 |
| 18 Feb | 5521.00 | 105.3 | 8.45 | 44.59 | 1,944 | 888 | 1,617 |
| 17 Feb | 5628.00 | 97.8 | -8.75 | 46.26 | 330 | -16 | 729 |
| 16 Feb | 5582.00 | 109.8 | -22.15 | 47.29 | 860 | 550 | 739 |
| 13 Feb | 5479.00 | 132 | 0.85 | 45.78 | 934 | -407 | 188 |
| 12 Feb | 5452.00 | 137.05 | 77.4 | 45.47 | 830 | 544 | 571 |
| 11 Feb | 5724.00 | 59.65 | 24.65 | 39.35 | 179 | 0 | 27 |
| 10 Feb | 5872.50 | 35 | -9.9 | 37.28 | 2 | 0 | 27 |
| 9 Feb | 5875.00 | 44.9 | -7.1 | 39.59 | 12 | 6 | 25 |
| 6 Feb | 5852.00 | 52 | 11.4 | 39.76 | 14 | 7 | 19 |
| 5 Feb | 5980.50 | 40.6 | 0 | 40.03 | 3 | 0 | 12 |
| 4 Feb | 5986.00 | 37.9 | -29.5 | 39.06 | 17 | 11 | 11 |
For Persistent Systems Ltd - strike price 5000 expiring on 30MAR2026
Delta for 5000 PE is -0.62
Historical price for 5000 PE is as follows
On 25 Feb PERSISTENT was trading at 4731.00. The strike last trading price was 391.35, which was -54.25 lower than the previous day. The implied volatity was 44.32, the open interest changed by 224 which increased total open position to 1247
On 24 Feb PERSISTENT was trading at 4662.00. The strike last trading price was 431.1, which was 160.95 higher than the previous day. The implied volatity was 46.43, the open interest changed by -102 which decreased total open position to 1025
On 23 Feb PERSISTENT was trading at 4977.50. The strike last trading price was 275.15, which was 28.15 higher than the previous day. The implied volatity was 46.36, the open interest changed by -265 which decreased total open position to 1127
On 20 Feb PERSISTENT was trading at 5092.00. The strike last trading price was 240.85, which was 54.4 higher than the previous day. The implied volatity was 48.37, the open interest changed by -356 which decreased total open position to 1388
On 19 Feb PERSISTENT was trading at 5266.00. The strike last trading price was 185.65, which was 85.1 higher than the previous day. The implied volatity was 48.1, the open interest changed by 30 which increased total open position to 1656
On 18 Feb PERSISTENT was trading at 5521.00. The strike last trading price was 105.3, which was 8.45 higher than the previous day. The implied volatity was 44.59, the open interest changed by 888 which increased total open position to 1617
On 17 Feb PERSISTENT was trading at 5628.00. The strike last trading price was 97.8, which was -8.75 lower than the previous day. The implied volatity was 46.26, the open interest changed by -16 which decreased total open position to 729
On 16 Feb PERSISTENT was trading at 5582.00. The strike last trading price was 109.8, which was -22.15 lower than the previous day. The implied volatity was 47.29, the open interest changed by 550 which increased total open position to 739
On 13 Feb PERSISTENT was trading at 5479.00. The strike last trading price was 132, which was 0.85 higher than the previous day. The implied volatity was 45.78, the open interest changed by -407 which decreased total open position to 188
On 12 Feb PERSISTENT was trading at 5452.00. The strike last trading price was 137.05, which was 77.4 higher than the previous day. The implied volatity was 45.47, the open interest changed by 544 which increased total open position to 571
On 11 Feb PERSISTENT was trading at 5724.00. The strike last trading price was 59.65, which was 24.65 higher than the previous day. The implied volatity was 39.35, the open interest changed by 0 which decreased total open position to 27
On 10 Feb PERSISTENT was trading at 5872.50. The strike last trading price was 35, which was -9.9 lower than the previous day. The implied volatity was 37.28, the open interest changed by 0 which decreased total open position to 27
On 9 Feb PERSISTENT was trading at 5875.00. The strike last trading price was 44.9, which was -7.1 lower than the previous day. The implied volatity was 39.59, the open interest changed by 6 which increased total open position to 25
On 6 Feb PERSISTENT was trading at 5852.00. The strike last trading price was 52, which was 11.4 higher than the previous day. The implied volatity was 39.76, the open interest changed by 7 which increased total open position to 19
On 5 Feb PERSISTENT was trading at 5980.50. The strike last trading price was 40.6, which was 0 lower than the previous day. The implied volatity was 40.03, the open interest changed by 0 which decreased total open position to 12
On 4 Feb PERSISTENT was trading at 5986.00. The strike last trading price was 37.9, which was -29.5 lower than the previous day. The implied volatity was 39.06, the open interest changed by 11 which increased total open position to 11
