Historical option data for PERSISTENT
27 May 2026 04:10 PM IST
| PERSISTENT 30-Jun-2026 (33d) 5050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.58
Vega: 0.06
Theta: -2.9
Gamma: 0.00085
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 May | 5098.40 | 219.4 | -30.6 (-12.24%) | 29.26 | 268 | 120 | 259 | |||||||||
| 26 May | 5105.80 | 250.1 | 46.1 (22.60%) | 31.84 | 469 | 76 | 139 | |||||||||
| 25 May | 5038.00 | 204.45 | 12.45 (6.48%) | 30.84 | 162 | 36 | 64 | |||||||||
| 22 May | 4970.30 | 191.55 | 0.55 (0.29%) | 32.06 | 43 | 17 | 27 | |||||||||
| 21 May | 5019.00 | 190.6 | -92.4 (-32.65%) | 29.18 | 17 | 6 | 8 | |||||||||
| 20 May | 5084.10 | 282.55 | -0.45 (-0.16%) | 30.23 | 0 | 0 | 2 | |||||||||
| 19 May | 5066.30 | 282.55 | 99.55 (54.40%) | 30.23 | 2 | 0 | 2 | |||||||||
| 18 May | 4944.10 | 182.55 | -60.45 (-24.88%) | 30.62 | 2 | 2 | 2 | |||||||||
| 15 May | 4702.10 | 0 | -242.55 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 4628.80 | 0 | -243 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 4845.00 | 0 | -242.55 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 4877.10 | 0 | -242.55 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 5098.10 | 0 | -242.55 (-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 5050 expiring on 30JUN2026
Delta for 5050 CE is 0.58
Historical price for 5050 CE is as follows
On 27 May PERSISTENT was trading at 5098.40. The strike last trading price was 219.4, which was -30.6 lower than the previous day. The implied volatity was 29.26, the open interest changed by 120 which increased total open position to 259
On 26 May PERSISTENT was trading at 5105.80. The strike last trading price was 250.1, which was 46.1 higher than the previous day. The implied volatity was 31.84, the open interest changed by 76 which increased total open position to 139
On 25 May PERSISTENT was trading at 5038.00. The strike last trading price was 204.45, which was 12.45 higher than the previous day. The implied volatity was 30.84, the open interest changed by 36 which increased total open position to 64
On 22 May PERSISTENT was trading at 4970.30. The strike last trading price was 191.55, which was 0.55 higher than the previous day. The implied volatity was 32.06, the open interest changed by 17 which increased total open position to 27
On 21 May PERSISTENT was trading at 5019.00. The strike last trading price was 190.6, which was -92.4 lower than the previous day. The implied volatity was 29.18, the open interest changed by 6 which increased total open position to 8
On 20 May PERSISTENT was trading at 5084.10. The strike last trading price was 282.55, which was -0.45 lower than the previous day. The implied volatity was 30.23, the open interest changed by 0 which decreased total open position to 2
On 19 May PERSISTENT was trading at 5066.30. The strike last trading price was 282.55, which was 99.55 higher than the previous day. The implied volatity was 30.23, the open interest changed by 0 which decreased total open position to 2
On 18 May PERSISTENT was trading at 4944.10. The strike last trading price was 182.55, which was -60.45 lower than the previous day. The implied volatity was 30.62, the open interest changed by 2 which increased total open position to 2
On 15 May PERSISTENT was trading at 4702.10. The strike last trading price was 0, which was -242.55 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 -243 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 -242.55 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 -242.55 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 -242.55 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 (33d) 5050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 0.06
Theta: -2.69
Gamma: 0.00071
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 May | 5098.40 | 184.1 | 0.05 (0.03%) | 35.27 | 125 | 55 | 287 |
| 26 May | 5105.80 | 189.75 | -50.1 (-20.89%) | 36.29 | 238 | 87 | 235 |
| 25 May | 5038.00 | 234.1 | -48.2 (-17.07%) | 38.4 | 23 | -1 | 148 |
| 22 May | 4970.30 | 280.3 | 19.1 (7.31%) | 38.26 | 347 | 90 | 148 |
| 21 May | 5019.00 | 261.15 | -177.6 (-40.48%) | 38.88 | 65 | 60 | 60 |
| 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 | -438.75 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 4628.80 | 0 | -438.75 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 4845.00 | 0 | -438.75 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 4877.10 | 0 | -438.75 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 5098.10 | 0 | -438.75 (-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 5050 expiring on 30JUN2026
Delta for 5050 PE is -0.43
Historical price for 5050 PE is as follows
On 27 May PERSISTENT was trading at 5098.40. The strike last trading price was 184.1, which was 0.05 higher than the previous day. The implied volatity was 35.27, the open interest changed by 55 which increased total open position to 287
On 26 May PERSISTENT was trading at 5105.80. The strike last trading price was 189.75, which was -50.1 lower than the previous day. The implied volatity was 36.29, the open interest changed by 87 which increased total open position to 235
On 25 May PERSISTENT was trading at 5038.00. The strike last trading price was 234.1, which was -48.2 lower than the previous day. The implied volatity was 38.4, the open interest changed by -1 which decreased total open position to 148
On 22 May PERSISTENT was trading at 4970.30. The strike last trading price was 280.3, which was 19.1 higher than the previous day. The implied volatity was 38.26, the open interest changed by 90 which increased total open position to 148
On 21 May PERSISTENT was trading at 5019.00. The strike last trading price was 261.15, which was -177.6 lower than the previous day. The implied volatity was 38.88, the open interest changed by 60 which increased total open position to 60
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 -438.75 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 -438.75 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 -438.75 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 -438.75 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 -438.75 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
