Historical option data for PERSISTENT
29 May 2026 04:10 PM IST
| PERSISTENT 30-Jun-2026 (31d) 5100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.62
Vega: 0.06
Theta: -2.96
Gamma: 0.00084
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 5194.30 | 244.8 | 50.8 (26.19%) | 29.25 | 1,677 | -204 | 749 | |||||||||
| 27 May | 5098.40 | 194.4 | -25.6 (-11.64%) | 29.43 | 1,844 | 320 | 958 | |||||||||
| 26 May | 5105.80 | 221 | 37 (20.11%) | 31.44 | 2,291 | 389 | 637 | |||||||||
| 25 May | 5038.00 | 185 | 15 (8.82%) | 31.93 | 494 | 48 | 249 | |||||||||
| 22 May | 4970.30 | 172.5 | -12.5 (-6.76%) | 32.25 | 582 | 115 | 203 | |||||||||
| 21 May | 5019.00 | 182.15 | -45.85 (-20.11%) | 31.06 | 85 | 43 | 86 | |||||||||
| 20 May | 5084.10 | 226.95 | 6.95 (3.16%) | 32.96 | 129 | -41 | 44 | |||||||||
| 19 May | 5066.30 | 220 | 56 (34.15%) | 32.09 | 183 | 115 | 120 | |||||||||
| 18 May | 4944.10 | 165.85 | 62.85 (61.02%) | 32.82 | 13 | 1 | 5 | |||||||||
| 15 May | 4702.10 | 103 | 0 (0.00%) | 38.71 | 0 | 0 | 4 | |||||||||
| 14 May | 4628.80 | 103 | -136 (-56.90%) | 38.71 | 4 | 4 | 4 | |||||||||
| 13 May | 4845.00 | 238.9 | 0 (0.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 4877.10 | 238.9 | 0 (0.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 5098.10 | 238.9 | 0 (0.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 5113.60 | 238.9 | -93.1 (-28.04%) | 27.06 | 2 | 1 | 1 | |||||||||
| 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 | |||||||||
| 20 Apr | 5325.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 5345.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 5471.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 5373.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 5386.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 5309.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 5227.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Persistent Systems Ltd - strike price 5100 expiring on 30JUN2026
Delta for 5100 CE is 0.62
Historical price for 5100 CE is as follows
On 29 May PERSISTENT was trading at 5194.30. The strike last trading price was 244.8, which was 50.8 higher than the previous day. The implied volatity was 29.25, the open interest changed by -204 which decreased total open position to 749
On 27 May PERSISTENT was trading at 5098.40. The strike last trading price was 194.4, which was -25.6 lower than the previous day. The implied volatity was 29.43, the open interest changed by 320 which increased total open position to 958
On 26 May PERSISTENT was trading at 5105.80. The strike last trading price was 221, which was 37 higher than the previous day. The implied volatity was 31.44, the open interest changed by 389 which increased total open position to 637
On 25 May PERSISTENT was trading at 5038.00. The strike last trading price was 185, which was 15 higher than the previous day. The implied volatity was 31.93, the open interest changed by 48 which increased total open position to 249
On 22 May PERSISTENT was trading at 4970.30. The strike last trading price was 172.5, which was -12.5 lower than the previous day. The implied volatity was 32.25, the open interest changed by 115 which increased total open position to 203
On 21 May PERSISTENT was trading at 5019.00. The strike last trading price was 182.15, which was -45.85 lower than the previous day. The implied volatity was 31.06, the open interest changed by 43 which increased total open position to 86
On 20 May PERSISTENT was trading at 5084.10. The strike last trading price was 226.95, which was 6.95 higher than the previous day. The implied volatity was 32.96, the open interest changed by -41 which decreased total open position to 44
On 19 May PERSISTENT was trading at 5066.30. The strike last trading price was 220, which was 56 higher than the previous day. The implied volatity was 32.09, the open interest changed by 115 which increased total open position to 120
On 18 May PERSISTENT was trading at 4944.10. The strike last trading price was 165.85, which was 62.85 higher than the previous day. The implied volatity was 32.82, the open interest changed by 1 which increased total open position to 5
On 15 May PERSISTENT was trading at 4702.10. The strike last trading price was 103, which was 0 lower than the previous day. The implied volatity was 38.71, the open interest changed by 0 which decreased total open position to 4
On 14 May PERSISTENT was trading at 4628.80. The strike last trading price was 103, which was -136 lower than the previous day. The implied volatity was 38.71, the open interest changed by 4 which increased total open position to 4
On 13 May PERSISTENT was trading at 4845.00. The strike last trading price was 238.9, which was 0 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 238.9, which was 0 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 238.9, which was 0 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 238.9, which was -93.1 lower than the previous day. The implied volatity was 27.06, the open interest changed by 1 which increased total open position to 1
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
On 20 Apr PERSISTENT was trading at 5325.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr PERSISTENT was trading at 5345.50. 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 9 Apr PERSISTENT was trading at 5471.10. 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 8 Apr PERSISTENT was trading at 5373.90. 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 Apr PERSISTENT was trading at 5386.20. 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 Apr PERSISTENT was trading at 5309.40. 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 2 Apr PERSISTENT was trading at 5227.70. 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 (31d) 5100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 0.06
Theta: -2.68
Gamma: 0.00075
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 5194.30 | 165.35 | -45.05 (-21.41%) | 33.96 | 1,764 | 287 | 836 |
| 27 May | 5098.40 | 211.9 | 7.75 (3.80%) | 35.84 | 808 | 258 | 549 |
| 26 May | 5105.80 | 209 | -55.5 (-20.98%) | 36.37 | 894 | 201 | 290 |
| 25 May | 5038.00 | 262.05 | -45.75 (-14.86%) | 38.76 | 70 | 11 | 89 |
| 22 May | 4970.30 | 303.45 | 15.55 (5.40%) | 38.28 | 100 | 10 | 78 |
| 21 May | 5019.00 | 292.95 | -170.5 (-36.79%) | 39.59 | 143 | 67 | 67 |
| 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 | -463.45 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 4628.80 | 0 | -463.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 4845.00 | 0 | -463.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 4877.10 | 0 | -463.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 5098.10 | 0 | -463.45 (-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 |
| 20 Apr | 5325.20 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 5345.50 | 0 | 0 (0.00%) | 3.91 | 0 | 0 | 0 |
| 9 Apr | 5471.10 | 0 | 0 (0.00%) | 4.73 | 0 | 0 | 0 |
| 8 Apr | 5373.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 5386.20 | 0 | 0 (0.00%) | 3.97 | 0 | 0 | 0 |
| 6 Apr | 5309.40 | 0 | 0 (0.00%) | 2.81 | 0 | 0 | 0 |
| 2 Apr | 5227.70 | 0 | 0 (0.00%) | 1.05 | 0 | 0 | 0 |
For Persistent Systems Ltd - strike price 5100 expiring on 30JUN2026
Delta for 5100 PE is -0.41
Historical price for 5100 PE is as follows
On 29 May PERSISTENT was trading at 5194.30. The strike last trading price was 165.35, which was -45.05 lower than the previous day. The implied volatity was 33.96, the open interest changed by 287 which increased total open position to 836
On 27 May PERSISTENT was trading at 5098.40. The strike last trading price was 211.9, which was 7.75 higher than the previous day. The implied volatity was 35.84, the open interest changed by 258 which increased total open position to 549
On 26 May PERSISTENT was trading at 5105.80. The strike last trading price was 209, which was -55.5 lower than the previous day. The implied volatity was 36.37, the open interest changed by 201 which increased total open position to 290
On 25 May PERSISTENT was trading at 5038.00. The strike last trading price was 262.05, which was -45.75 lower than the previous day. The implied volatity was 38.76, the open interest changed by 11 which increased total open position to 89
On 22 May PERSISTENT was trading at 4970.30. The strike last trading price was 303.45, which was 15.55 higher than the previous day. The implied volatity was 38.28, the open interest changed by 10 which increased total open position to 78
On 21 May PERSISTENT was trading at 5019.00. The strike last trading price was 292.95, which was -170.5 lower than the previous day. The implied volatity was 39.59, the open interest changed by 67 which increased total open position to 67
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 -463.45 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 -463.45 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 -463.45 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 -463.45 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 -463.45 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
On 20 Apr PERSISTENT was trading at 5325.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr PERSISTENT was trading at 5345.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.91, the open interest changed by 0 which decreased total open position to 0
On 9 Apr PERSISTENT was trading at 5471.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.73, the open interest changed by 0 which decreased total open position to 0
On 8 Apr PERSISTENT was trading at 5373.90. 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 Apr PERSISTENT was trading at 5386.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.97, the open interest changed by 0 which decreased total open position to 0
On 6 Apr PERSISTENT was trading at 5309.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.81, the open interest changed by 0 which decreased total open position to 0
On 2 Apr PERSISTENT was trading at 5227.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0
