PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
31 Jan 2025 09:50 AM IST
| PERSISTENT 27FEB2025 5000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 31 Jan | 6114.70 | 680 | 0 | 0.00 | 0 | 0 | 0 | |||
| 30 Jan | 6056.70 | 680 | 0 | 0.00 | 0 | 0 | 0 | |||
| 29 Jan | 6275.95 | 680 | 0 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 28 Jan | 5910.30 | 680 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Jan | 6061.25 | 680 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Jan | 6360.65 | 680 | 0 | 0.00 | 0 | 0 | 0 | |||
| 23 Jan | 6287.70 | 680 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 22 Jan | 5683.15 | 680 | -347.40 | - | 1 | 0 | 0 | |||
| 20 Jan | 6090.90 | 1027.4 | 1027.40 | - | 0 | 0 | 0 | |||
| 2 Dec | 5932.40 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Persistent Systems Ltd - strike price 5000 expiring on 27FEB2025
Delta for 5000 CE is 0.00
Historical price for 5000 CE is as follows
On 31 Jan PERSISTENT was trading at 6114.70. The strike last trading price was 680, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 30 Jan PERSISTENT was trading at 6056.70. The strike last trading price was 680, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 29 Jan PERSISTENT was trading at 6275.95. The strike last trading price was 680, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Jan PERSISTENT was trading at 5910.30. The strike last trading price was 680, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Jan PERSISTENT was trading at 6061.25. The strike last trading price was 680, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 24 Jan PERSISTENT was trading at 6360.65. The strike last trading price was 680, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 23 Jan PERSISTENT was trading at 6287.70. The strike last trading price was 680, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 22 Jan PERSISTENT was trading at 5683.15. The strike last trading price was 680, which was -347.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jan PERSISTENT was trading at 6090.90. The strike last trading price was 1027.4, which was 1027.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec PERSISTENT was trading at 5932.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| PERSISTENT 27FEB2025 5000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 1.94
Theta: -1.71
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 31 Jan | 6114.70 | 22.35 | -1.9 | 50.87 | 159 | 21 | 277 |
| 30 Jan | 6056.70 | 24.1 | -0.5 | 49.33 | 318 | 22 | 257 |
| 29 Jan | 6275.95 | 23.05 | -14.45 | 55.18 | 387 | 107 | 233 |
| 28 Jan | 5910.30 | 40.05 | 16 | 49.24 | 222 | 60 | 126 |
| 27 Jan | 6061.25 | 23.9 | 3.6 | 46.34 | 152 | 36 | 69 |
| 24 Jan | 6360.65 | 20.3 | 2.3 | 51.86 | 17 | -1 | 33 |
| 23 Jan | 6287.70 | 18 | -62.00 | 47.06 | 33 | 6 | 28 |
| 22 Jan | 5683.15 | 80 | 44.35 | 47.41 | 37 | 19 | 22 |
| 20 Jan | 6090.90 | 35.65 | 35.65 | 48.36 | 2 | 0 | 1 |
| 2 Dec | 5932.40 | 0 | 0.00 | 0 | 0 | 0 | |
For Persistent Systems Ltd - strike price 5000 expiring on 27FEB2025
Delta for 5000 PE is -0.06
Historical price for 5000 PE is as follows
On 31 Jan PERSISTENT was trading at 6114.70. The strike last trading price was 22.35, which was -1.9 lower than the previous day. The implied volatity was 50.87, the open interest changed by 21 which increased total open position to 277
On 30 Jan PERSISTENT was trading at 6056.70. The strike last trading price was 24.1, which was -0.5 lower than the previous day. The implied volatity was 49.33, the open interest changed by 22 which increased total open position to 257
On 29 Jan PERSISTENT was trading at 6275.95. The strike last trading price was 23.05, which was -14.45 lower than the previous day. The implied volatity was 55.18, the open interest changed by 107 which increased total open position to 233
On 28 Jan PERSISTENT was trading at 5910.30. The strike last trading price was 40.05, which was 16 higher than the previous day. The implied volatity was 49.24, the open interest changed by 60 which increased total open position to 126
On 27 Jan PERSISTENT was trading at 6061.25. The strike last trading price was 23.9, which was 3.6 higher than the previous day. The implied volatity was 46.34, the open interest changed by 36 which increased total open position to 69
On 24 Jan PERSISTENT was trading at 6360.65. The strike last trading price was 20.3, which was 2.3 higher than the previous day. The implied volatity was 51.86, the open interest changed by -1 which decreased total open position to 33
On 23 Jan PERSISTENT was trading at 6287.70. The strike last trading price was 18, which was -62.00 lower than the previous day. The implied volatity was 47.06, the open interest changed by 6 which increased total open position to 28
On 22 Jan PERSISTENT was trading at 5683.15. The strike last trading price was 80, which was 44.35 higher than the previous day. The implied volatity was 47.41, the open interest changed by 19 which increased total open position to 22
On 20 Jan PERSISTENT was trading at 6090.90. The strike last trading price was 35.65, which was 35.65 higher than the previous day. The implied volatity was 48.36, the open interest changed by 0 which decreased total open position to 1
On 2 Dec PERSISTENT was trading at 5932.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
