PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
23 Apr 2026 04:10 PM IST
| PERSISTENT 28-Apr-2026 (4d) 5150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 0.02
Theta: -8.33
Gamma: 0.00159
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Apr | 5065.20 | 52.75 | -34.8 | 38.11 | 3,676 | -280 | 612 | |||||||||
| 22 Apr | 5073.30 | 83 | -213.55 | 43.02 | 8,467 | 829 | 893 | |||||||||
| 21 Apr | 5329.90 | 320 | 19.75 | 63.36 | 5 | 1 | 64 | |||||||||
| 20 Apr | 5325.20 | 300.2 | -47.80000000000001 | 56.81 | 88 | 12 | 63 | |||||||||
| 17 Apr | 5446.50 | 348 | 16.75 | 45.45 | 47 | -10 | 47 | |||||||||
| 16 Apr | 5500.50 | 331.25 | 0 | - | 0 | 0 | 57 | |||||||||
| 15 Apr | 5488.50 | 331.25 | 0 | - | 0 | 0 | 57 | |||||||||
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| 13 Apr | 5377.40 | 331.25 | -44.94999999999999 | 45.97 | 4 | -3 | 56 | |||||||||
| 10 Apr | 5427.10 | 376.2 | -23.900000000000034 | 42.69 | 6 | 0 | 59 | |||||||||
| 9 Apr | 5471.10 | 400.1 | 65.1 | 35.3 | 22 | -1 | 59 | |||||||||
| 8 Apr | 5373.90 | 335 | 21.2 | 36.85 | 36 | -4 | 60 | |||||||||
| 7 Apr | 5386.20 | 320.6 | 33.75 | 32.4 | 42 | -17 | 64 | |||||||||
| 6 Apr | 5309.40 | 276.55 | 41.7 | 30.82 | 136 | 10 | 84 | |||||||||
| 2 Apr | 5227.70 | 232.55 | 112.1 | 31.08 | 566 | 78 | 78 | |||||||||
| 1 Apr | 5049.10 | 120.45 | 0 | 1.1 | 0 | 0 | 0 | |||||||||
For Persistent Systems Ltd - strike price 5150 expiring on 28APR2026
Delta for 5150 CE is 0.35
Historical price for 5150 CE is as follows
On 23 Apr PERSISTENT was trading at 5065.20. The strike last trading price was 52.75, which was -34.8 lower than the previous day. The implied volatity was 38.11, the open interest changed by -280 which decreased total open position to 612
On 22 Apr PERSISTENT was trading at 5073.30. The strike last trading price was 83, which was -213.55 lower than the previous day. The implied volatity was 43.02, the open interest changed by 829 which increased total open position to 893
On 21 Apr PERSISTENT was trading at 5329.90. The strike last trading price was 320, which was 19.75 higher than the previous day. The implied volatity was 63.36, the open interest changed by 1 which increased total open position to 64
On 20 Apr PERSISTENT was trading at 5325.20. The strike last trading price was 300.2, which was -47.80000000000001 lower than the previous day. The implied volatity was 56.81, the open interest changed by 12 which increased total open position to 63
On 17 Apr PERSISTENT was trading at 5446.50. The strike last trading price was 348, which was 16.75 higher than the previous day. The implied volatity was 45.45, the open interest changed by -10 which decreased total open position to 47
On 16 Apr PERSISTENT was trading at 5500.50. The strike last trading price was 331.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 57
On 15 Apr PERSISTENT was trading at 5488.50. The strike last trading price was 331.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 57
On 13 Apr PERSISTENT was trading at 5377.40. The strike last trading price was 331.25, which was -44.94999999999999 lower than the previous day. The implied volatity was 45.97, the open interest changed by -3 which decreased total open position to 56
On 10 Apr PERSISTENT was trading at 5427.10. The strike last trading price was 376.2, which was -23.900000000000034 lower than the previous day. The implied volatity was 42.69, the open interest changed by 0 which decreased total open position to 59
On 9 Apr PERSISTENT was trading at 5471.10. The strike last trading price was 400.1, which was 65.1 higher than the previous day. The implied volatity was 35.3, the open interest changed by -1 which decreased total open position to 59
On 8 Apr PERSISTENT was trading at 5373.90. The strike last trading price was 335, which was 21.2 higher than the previous day. The implied volatity was 36.85, the open interest changed by -4 which decreased total open position to 60
On 7 Apr PERSISTENT was trading at 5386.20. The strike last trading price was 320.6, which was 33.75 higher than the previous day. The implied volatity was 32.4, the open interest changed by -17 which decreased total open position to 64
On 6 Apr PERSISTENT was trading at 5309.40. The strike last trading price was 276.55, which was 41.7 higher than the previous day. The implied volatity was 30.82, the open interest changed by 10 which increased total open position to 84
On 2 Apr PERSISTENT was trading at 5227.70. The strike last trading price was 232.55, which was 112.1 higher than the previous day. The implied volatity was 31.08, the open interest changed by 78 which increased total open position to 78
On 1 Apr PERSISTENT was trading at 5049.10. The strike last trading price was 120.45, which was 0 lower than the previous day. The implied volatity was 1.1, the open interest changed by 0 which decreased total open position to 0
| PERSISTENT 28-Apr-2026 (4d) 5150 PE | |||||||
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Delta: -0.64
Vega: 0.02
Theta: -8.34
Gamma: 0.00147
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Apr | 5065.20 | 160.25 | 16.19999999999999 | 41.48 | 853 | -58 | 331 |
| 22 Apr | 5073.30 | 145.15 | 49.650000000000006 | 39.19 | 3,633 | 190 | 389 |
| 21 Apr | 5329.90 | 89.7 | -18.099999999999994 | 60.65 | 615 | 39 | 206 |
| 20 Apr | 5325.20 | 110.35 | 32.599999999999994 | 58.8 | 358 | 33 | 168 |
| 17 Apr | 5446.50 | 80.45 | 5.8500000000000085 | 52.04 | 446 | 30 | 139 |
| 16 Apr | 5500.50 | 71.1 | -5.050000000000011 | 52.25 | 58 | 4 | 107 |
| 15 Apr | 5488.50 | 75.95 | -33.75 | 50.27 | 92 | -13 | 101 |
| 13 Apr | 5377.40 | 111 | 12.099999999999994 | 48.11 | 58 | -5 | 114 |
| 10 Apr | 5427.10 | 97.9 | -3.9499999999999886 | 45.1 | 137 | 11 | 119 |
| 9 Apr | 5471.10 | 102.8 | -35.3 | 49.44 | 188 | 17 | 107 |
| 8 Apr | 5373.90 | 131.8 | -25.55 | 48.46 | 213 | 14 | 90 |
| 7 Apr | 5386.20 | 150.05 | -39 | 51.33 | 76 | 4 | 74 |
| 6 Apr | 5309.40 | 192.95 | -54.7 | 55.08 | 103 | 21 | 69 |
| 2 Apr | 5227.70 | 251.45 | -74.95 | 55.35 | 100 | 28 | 47 |
| 1 Apr | 5049.10 | 326.4 | -38.1 | 53.9 | 21 | 19 | 19 |
For Persistent Systems Ltd - strike price 5150 expiring on 28APR2026
Delta for 5150 PE is -0.64
Historical price for 5150 PE is as follows
On 23 Apr PERSISTENT was trading at 5065.20. The strike last trading price was 160.25, which was 16.19999999999999 higher than the previous day. The implied volatity was 41.48, the open interest changed by -58 which decreased total open position to 331
On 22 Apr PERSISTENT was trading at 5073.30. The strike last trading price was 145.15, which was 49.650000000000006 higher than the previous day. The implied volatity was 39.19, the open interest changed by 190 which increased total open position to 389
On 21 Apr PERSISTENT was trading at 5329.90. The strike last trading price was 89.7, which was -18.099999999999994 lower than the previous day. The implied volatity was 60.65, the open interest changed by 39 which increased total open position to 206
On 20 Apr PERSISTENT was trading at 5325.20. The strike last trading price was 110.35, which was 32.599999999999994 higher than the previous day. The implied volatity was 58.8, the open interest changed by 33 which increased total open position to 168
On 17 Apr PERSISTENT was trading at 5446.50. The strike last trading price was 80.45, which was 5.8500000000000085 higher than the previous day. The implied volatity was 52.04, the open interest changed by 30 which increased total open position to 139
On 16 Apr PERSISTENT was trading at 5500.50. The strike last trading price was 71.1, which was -5.050000000000011 lower than the previous day. The implied volatity was 52.25, the open interest changed by 4 which increased total open position to 107
On 15 Apr PERSISTENT was trading at 5488.50. The strike last trading price was 75.95, which was -33.75 lower than the previous day. The implied volatity was 50.27, the open interest changed by -13 which decreased total open position to 101
On 13 Apr PERSISTENT was trading at 5377.40. The strike last trading price was 111, which was 12.099999999999994 higher than the previous day. The implied volatity was 48.11, the open interest changed by -5 which decreased total open position to 114
On 10 Apr PERSISTENT was trading at 5427.10. The strike last trading price was 97.9, which was -3.9499999999999886 lower than the previous day. The implied volatity was 45.1, the open interest changed by 11 which increased total open position to 119
On 9 Apr PERSISTENT was trading at 5471.10. The strike last trading price was 102.8, which was -35.3 lower than the previous day. The implied volatity was 49.44, the open interest changed by 17 which increased total open position to 107
On 8 Apr PERSISTENT was trading at 5373.90. The strike last trading price was 131.8, which was -25.55 lower than the previous day. The implied volatity was 48.46, the open interest changed by 14 which increased total open position to 90
On 7 Apr PERSISTENT was trading at 5386.20. The strike last trading price was 150.05, which was -39 lower than the previous day. The implied volatity was 51.33, the open interest changed by 4 which increased total open position to 74
On 6 Apr PERSISTENT was trading at 5309.40. The strike last trading price was 192.95, which was -54.7 lower than the previous day. The implied volatity was 55.08, the open interest changed by 21 which increased total open position to 69
On 2 Apr PERSISTENT was trading at 5227.70. The strike last trading price was 251.45, which was -74.95 lower than the previous day. The implied volatity was 55.35, the open interest changed by 28 which increased total open position to 47
On 1 Apr PERSISTENT was trading at 5049.10. The strike last trading price was 326.4, which was -38.1 lower than the previous day. The implied volatity was 53.9, the open interest changed by 19 which increased total open position to 19
