Historical option data for PERSISTENT
03 Jun 2026 04:10 PM IST
| PERSISTENT 30-Jun-2026 (27d) 5200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.45
Vega: 0.05
Theta: -4.18
Gamma: 0.00074
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 3 Jun | 5097.50 | 169.75 | -220.25 (-56.47%) | 38.5 | 2,880 | 212 | 711 | |||||||||
| 2 Jun | 5470.50 | 388.15 | 102.15 (35.72%) | 35.61 | 158 | -21 | 500 | |||||||||
| 1 Jun | 5402.00 | 286.7 | 84.7 (41.93%) | 25.37 | 1,480 | -210 | 517 | |||||||||
| 29 May | 5194.30 | 184.5 | 33.5 (22.19%) | 29.68 | 6,020 | 250 | 728 | |||||||||
| 27 May | 5098.40 | 148.75 | -24.25 (-14.02%) | 29.42 | 639 | 79 | 479 | |||||||||
| 26 May | 5105.80 | 175.95 | 31.95 (22.19%) | 31.79 | 1,515 | 64 | 399 | |||||||||
| 25 May | 5038.00 | 147 | 10 (7.30%) | 32.22 | 629 | 161 | 332 | |||||||||
| 22 May | 4970.30 | 136.95 | -9.05 (-6.20%) | 32.62 | 251 | -3 | 173 | |||||||||
| 21 May | 5019.00 | 144.75 | -42.25 (-22.59%) | 31.59 | 160 | 40 | 175 | |||||||||
| 20 May | 5084.10 | 188 | 10 (5.62%) | 33.74 | 162 | 35 | 130 | |||||||||
| 19 May | 5066.30 | 176.2 | 36.2 (25.86%) | 32.56 | 262 | 50 | 96 | |||||||||
| 18 May | 4944.10 | 145 | 72 (98.63%) | 33.61 | 81 | 17 | 45 | |||||||||
| 15 May | 4702.10 | 73 | 7 (10.61%) | 33.81 | 21 | 2 | 26 | |||||||||
| 14 May | 4628.80 | 63 | -77 (-55.00%) | 34.69 | 44 | 14 | 23 | |||||||||
| 13 May | 4845.00 | 140 | -16.45 (-10.51%) | 0 | 2 | 2 | 9 | |||||||||
| 12 May | 4877.10 | 156.45 | -62.15 (-28.43%) | 0 | 7 | 4 | 7 | |||||||||
| 11 May | 5098.10 | 218.6 | -26.15 (-10.68%) | 0 | 2 | 0 | 3 | |||||||||
| 8 May | 5113.60 | 244.75 | 99.9 (68.97%) | 36.68 | 3 | 1 | 2 | |||||||||
| 7 May | 4984.00 | 144.85 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 6 May | 5014.00 | 144.85 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 5 May | 4816.30 | 144.85 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 4 May | 4788.10 | 144.85 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 30 Apr | 4800.00 | 144.85 | -148.95 (-50.70%) | 35.28 | 1 | 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 5200 expiring on 30JUN2026
Delta for 5200 CE is 0.45
Historical price for 5200 CE is as follows
On 3 Jun PERSISTENT was trading at 5097.50. The strike last trading price was 169.75, which was -220.25 lower than the previous day. The implied volatity was 38.5, the open interest changed by 212 which increased total open position to 711
On 2 Jun PERSISTENT was trading at 5470.50. The strike last trading price was 388.15, which was 102.15 higher than the previous day. The implied volatity was 35.61, the open interest changed by -21 which decreased total open position to 500
On 1 Jun PERSISTENT was trading at 5402.00. The strike last trading price was 286.7, which was 84.7 higher than the previous day. The implied volatity was 25.37, the open interest changed by -210 which decreased total open position to 517
On 29 May PERSISTENT was trading at 5194.30. The strike last trading price was 184.5, which was 33.5 higher than the previous day. The implied volatity was 29.68, the open interest changed by 250 which increased total open position to 728
On 27 May PERSISTENT was trading at 5098.40. The strike last trading price was 148.75, which was -24.25 lower than the previous day. The implied volatity was 29.42, the open interest changed by 79 which increased total open position to 479
On 26 May PERSISTENT was trading at 5105.80. The strike last trading price was 175.95, which was 31.95 higher than the previous day. The implied volatity was 31.79, the open interest changed by 64 which increased total open position to 399
On 25 May PERSISTENT was trading at 5038.00. The strike last trading price was 147, which was 10 higher than the previous day. The implied volatity was 32.22, the open interest changed by 161 which increased total open position to 332
On 22 May PERSISTENT was trading at 4970.30. The strike last trading price was 136.95, which was -9.05 lower than the previous day. The implied volatity was 32.62, the open interest changed by -3 which decreased total open position to 173
On 21 May PERSISTENT was trading at 5019.00. The strike last trading price was 144.75, which was -42.25 lower than the previous day. The implied volatity was 31.59, the open interest changed by 40 which increased total open position to 175
On 20 May PERSISTENT was trading at 5084.10. The strike last trading price was 188, which was 10 higher than the previous day. The implied volatity was 33.74, the open interest changed by 35 which increased total open position to 130
On 19 May PERSISTENT was trading at 5066.30. The strike last trading price was 176.2, which was 36.2 higher than the previous day. The implied volatity was 32.56, the open interest changed by 50 which increased total open position to 96
On 18 May PERSISTENT was trading at 4944.10. The strike last trading price was 145, which was 72 higher than the previous day. The implied volatity was 33.61, the open interest changed by 17 which increased total open position to 45
On 15 May PERSISTENT was trading at 4702.10. The strike last trading price was 73, which was 7 higher than the previous day. The implied volatity was 33.81, the open interest changed by 2 which increased total open position to 26
On 14 May PERSISTENT was trading at 4628.80. The strike last trading price was 63, which was -77 lower than the previous day. The implied volatity was 34.69, the open interest changed by 14 which increased total open position to 23
On 13 May PERSISTENT was trading at 4845.00. The strike last trading price was 140, which was -16.45 lower than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 9
On 12 May PERSISTENT was trading at 4877.10. The strike last trading price was 156.45, which was -62.15 lower than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 7
On 11 May PERSISTENT was trading at 5098.10. The strike last trading price was 218.6, which was -26.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 8 May PERSISTENT was trading at 5113.60. The strike last trading price was 244.75, which was 99.9 higher than the previous day. The implied volatity was 36.68, the open interest changed by 1 which increased total open position to 2
On 7 May PERSISTENT was trading at 4984.00. The strike last trading price was 144.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 May PERSISTENT was trading at 5014.00. The strike last trading price was 144.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 May PERSISTENT was trading at 4816.30. The strike last trading price was 144.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 May PERSISTENT was trading at 4788.10. The strike last trading price was 144.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Apr PERSISTENT was trading at 4800.00. The strike last trading price was 144.85, which was -148.95 lower than the previous day. The implied volatity was 35.28, 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 (27d) 5200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.55
Vega: 0.05
Theta: -3.09
Gamma: 0.0008
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 3 Jun | 5097.50 | 247.55 | 162.25 (190.21%) | 35.42 | 4,972 | 4 | 499 |
| 2 Jun | 5470.50 | 86 | -50.25 (-36.88%) | 34.15 | 922 | 108 | 492 |
| 1 Jun | 5402.00 | 135 | -71.75 (-34.70%) | 36.7 | 1,531 | 161 | 385 |
| 29 May | 5194.30 | 224 | -38.1 (-14.54%) | 35.55 | 1,215 | 151 | 225 |
| 27 May | 5098.40 | 262.1 | 5.85 (2.28%) | 34.88 | 55 | 12 | 75 |
| 26 May | 5105.80 | 266.15 | -45.85 (-14.70%) | 36.02 | 74 | 43 | 64 |
| 25 May | 5038.00 | 312 | -68 (-17.89%) | 38.11 | 5 | 0 | 16 |
| 22 May | 4970.30 | 380 | 28.9 (8.23%) | 40.41 | 1 | 1 | 16 |
| 21 May | 5019.00 | 351.1 | 46.1 (15.11%) | 42.52 | 4 | 1 | 15 |
| 20 May | 5084.10 | 305 | -7.9 (-2.52%) | 40.62 | 11 | 3 | 10 |
| 19 May | 5066.30 | 312.9 | -126.85 (-28.85%) | 39.49 | 5 | 4 | 6 |
| 18 May | 4944.10 | 439.75 | -83.7 (-15.99%) | 46.95 | 4 | 2 | 2 |
| 15 May | 4702.10 | 0 | -523.45 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 4628.80 | 0 | -523.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 4845.00 | 0 | -523.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 4877.10 | 0 | -523.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 5098.10 | 0 | -523.45 (-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%) | 2.93 | 0 | 0 | 0 |
| 9 Apr | 5471.10 | 0 | 0 (0.00%) | 3.78 | 0 | 0 | 0 |
| 8 Apr | 5373.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 5386.20 | 0 | 0 (0.00%) | 3.01 | 0 | 0 | 0 |
| 6 Apr | 5309.40 | 0 | 0 (0.00%) | 1.95 | 0 | 0 | 0 |
| 2 Apr | 5227.70 | 0 | 0 (0.00%) | 0.01 | 0 | 0 | 0 |
For Persistent Systems Ltd - strike price 5200 expiring on 30JUN2026
Delta for 5200 PE is -0.55
Historical price for 5200 PE is as follows
On 3 Jun PERSISTENT was trading at 5097.50. The strike last trading price was 247.55, which was 162.25 higher than the previous day. The implied volatity was 35.42, the open interest changed by 4 which increased total open position to 499
On 2 Jun PERSISTENT was trading at 5470.50. The strike last trading price was 86, which was -50.25 lower than the previous day. The implied volatity was 34.15, the open interest changed by 108 which increased total open position to 492
On 1 Jun PERSISTENT was trading at 5402.00. The strike last trading price was 135, which was -71.75 lower than the previous day. The implied volatity was 36.7, the open interest changed by 161 which increased total open position to 385
On 29 May PERSISTENT was trading at 5194.30. The strike last trading price was 224, which was -38.1 lower than the previous day. The implied volatity was 35.55, the open interest changed by 151 which increased total open position to 225
On 27 May PERSISTENT was trading at 5098.40. The strike last trading price was 262.1, which was 5.85 higher than the previous day. The implied volatity was 34.88, the open interest changed by 12 which increased total open position to 75
On 26 May PERSISTENT was trading at 5105.80. The strike last trading price was 266.15, which was -45.85 lower than the previous day. The implied volatity was 36.02, the open interest changed by 43 which increased total open position to 64
On 25 May PERSISTENT was trading at 5038.00. The strike last trading price was 312, which was -68 lower than the previous day. The implied volatity was 38.11, the open interest changed by 0 which decreased total open position to 16
On 22 May PERSISTENT was trading at 4970.30. The strike last trading price was 380, which was 28.9 higher than the previous day. The implied volatity was 40.41, the open interest changed by 1 which increased total open position to 16
On 21 May PERSISTENT was trading at 5019.00. The strike last trading price was 351.1, which was 46.1 higher than the previous day. The implied volatity was 42.52, the open interest changed by 1 which increased total open position to 15
On 20 May PERSISTENT was trading at 5084.10. The strike last trading price was 305, which was -7.9 lower than the previous day. The implied volatity was 40.62, the open interest changed by 3 which increased total open position to 10
On 19 May PERSISTENT was trading at 5066.30. The strike last trading price was 312.9, which was -126.85 lower than the previous day. The implied volatity was 39.49, the open interest changed by 4 which increased total open position to 6
On 18 May PERSISTENT was trading at 4944.10. The strike last trading price was 439.75, which was -83.7 lower than the previous day. The implied volatity was 46.95, 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 -523.45 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 -523.45 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 -523.45 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 -523.45 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 -523.45 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 2.93, 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 3.78, 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 3.01, 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 1.95, 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 0.01, the open interest changed by 0 which decreased total open position to 0
