Historical option data for PERSISTENT
02 Jun 2026 04:10 PM IST
| PERSISTENT 30-Jun-2026 (27d) 5300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.66
Vega: 0.06
Theta: -3.82
Gamma: 0.00067
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Jun | 5470.50 | 327.65 | 102.65 (45.62%) | 35.8 | 500 | 4 | 533 | |||||||||
| 1 Jun | 5402.00 | 227.4 | 70.4 (44.84%) | 28.4 | 6,700 | -8 | 530 | |||||||||
| 29 May | 5194.30 | 145 | 32 (28.32%) | 29.93 | 4,306 | 196 | 538 | |||||||||
| 27 May | 5098.40 | 112.7 | -19.3 (-14.62%) | 29.65 | 374 | 33 | 342 | |||||||||
| 26 May | 5105.80 | 135.1 | 24.1 (21.71%) | 31.71 | 422 | 41 | 308 | |||||||||
| 25 May | 5038.00 | 114 | 8 (7.55%) | 32.43 | 169 | 31 | 268 | |||||||||
| 22 May | 4970.30 | 106.55 | -9.45 (-8.15%) | 32.77 | 345 | 157 | 237 | |||||||||
| 21 May | 5019.00 | 116.8 | -31.2 (-21.08%) | 32.14 | 49 | 29 | 78 | |||||||||
| 20 May | 5084.10 | 154.6 | 4.6 (3.07%) | 33.34 | 15 | 2 | 48 | |||||||||
| 19 May | 5066.30 | 150 | 38 (33.93%) | 32.08 | 73 | 7 | 45 | |||||||||
| 18 May | 4944.10 | 117 | 67 (134.00%) | 34.09 | 40 | 15 | 37 | |||||||||
| 15 May | 4702.10 | 50 | 0 (0.00%) | 35.34 | 0 | 0 | 22 | |||||||||
| 14 May | 4628.80 | 50 | -60 (-54.55%) | 35.34 | 28 | 17 | 21 | |||||||||
| 13 May | 4845.00 | 110 | 0 (0.00%) | 0 | 2 | 0 | 4 | |||||||||
| 12 May | 4877.10 | 110 | -99.95 (-47.61%) | 0 | 6 | 0 | 4 | |||||||||
| 11 May | 5098.10 | 209.95 | 0 (0.00%) | 0 | 0 | 0 | 4 | |||||||||
| 8 May | 5113.60 | 209.95 | 54.9 (35.41%) | 33.74 | 2 | 1 | 3 | |||||||||
| 7 May | 4984.00 | 155.05 | -8.85 (-5.40%) | 34.38 | 1 | 0 | 2 | |||||||||
| 6 May | 5014.00 | 163.9 | -95.25 (-36.75%) | 34.1 | 2 | 1 | 1 | |||||||||
| 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%) | 1.03 | 0 | 0 | 0 | |||||||||
For Persistent Systems Ltd - strike price 5300 expiring on 30JUN2026
Delta for 5300 CE is 0.66
Historical price for 5300 CE is as follows
On 2 Jun PERSISTENT was trading at 5470.50. The strike last trading price was 327.65, which was 102.65 higher than the previous day. The implied volatity was 35.8, the open interest changed by 4 which increased total open position to 533
On 1 Jun PERSISTENT was trading at 5402.00. The strike last trading price was 227.4, which was 70.4 higher than the previous day. The implied volatity was 28.4, the open interest changed by -8 which decreased total open position to 530
On 29 May PERSISTENT was trading at 5194.30. The strike last trading price was 145, which was 32 higher than the previous day. The implied volatity was 29.93, the open interest changed by 196 which increased total open position to 538
On 27 May PERSISTENT was trading at 5098.40. The strike last trading price was 112.7, which was -19.3 lower than the previous day. The implied volatity was 29.65, the open interest changed by 33 which increased total open position to 342
On 26 May PERSISTENT was trading at 5105.80. The strike last trading price was 135.1, which was 24.1 higher than the previous day. The implied volatity was 31.71, the open interest changed by 41 which increased total open position to 308
On 25 May PERSISTENT was trading at 5038.00. The strike last trading price was 114, which was 8 higher than the previous day. The implied volatity was 32.43, the open interest changed by 31 which increased total open position to 268
On 22 May PERSISTENT was trading at 4970.30. The strike last trading price was 106.55, which was -9.45 lower than the previous day. The implied volatity was 32.77, the open interest changed by 157 which increased total open position to 237
On 21 May PERSISTENT was trading at 5019.00. The strike last trading price was 116.8, which was -31.2 lower than the previous day. The implied volatity was 32.14, the open interest changed by 29 which increased total open position to 78
On 20 May PERSISTENT was trading at 5084.10. The strike last trading price was 154.6, which was 4.6 higher than the previous day. The implied volatity was 33.34, the open interest changed by 2 which increased total open position to 48
On 19 May PERSISTENT was trading at 5066.30. The strike last trading price was 150, which was 38 higher than the previous day. The implied volatity was 32.08, the open interest changed by 7 which increased total open position to 45
On 18 May PERSISTENT was trading at 4944.10. The strike last trading price was 117, which was 67 higher than the previous day. The implied volatity was 34.09, the open interest changed by 15 which increased total open position to 37
On 15 May PERSISTENT was trading at 4702.10. The strike last trading price was 50, which was 0 lower than the previous day. The implied volatity was 35.34, the open interest changed by 0 which decreased total open position to 22
On 14 May PERSISTENT was trading at 4628.80. The strike last trading price was 50, which was -60 lower than the previous day. The implied volatity was 35.34, the open interest changed by 17 which increased total open position to 21
On 13 May PERSISTENT was trading at 4845.00. The strike last trading price was 110, 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 4
On 12 May PERSISTENT was trading at 4877.10. The strike last trading price was 110, which was -99.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 4
On 11 May PERSISTENT was trading at 5098.10. The strike last trading price was 209.95, 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 4
On 8 May PERSISTENT was trading at 5113.60. The strike last trading price was 209.95, which was 54.9 higher than the previous day. The implied volatity was 33.74, the open interest changed by 1 which increased total open position to 3
On 7 May PERSISTENT was trading at 4984.00. The strike last trading price was 155.05, which was -8.85 lower than the previous day. The implied volatity was 34.38, the open interest changed by 0 which decreased total open position to 2
On 6 May PERSISTENT was trading at 5014.00. The strike last trading price was 163.9, which was -95.25 lower than the previous day. The implied volatity was 34.1, the open interest changed by 1 which increased total open position to 1
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 1.03, the open interest changed by 0 which decreased total open position to 0
| PERSISTENT 30-Jun-2026 (27d) 5300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.33
Vega: 0.05
Theta: -2.72
Gamma: 0.00072
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Jun | 5470.50 | 114.5 | -66.15 (-36.62%) | 33.12 | 1,033 | 38 | 397 |
| 1 Jun | 5402.00 | 179.3 | -83.5 (-31.77%) | 37.73 | 2,370 | 186 | 358 |
| 29 May | 5194.30 | 276.45 | -42.35 (-13.28%) | 37.82 | 800 | 149 | 172 |
| 27 May | 5098.40 | 318.8 | -9.5 (-2.89%) | 35.86 | 5 | 1 | 22 |
| 26 May | 5105.80 | 328.3 | -126.4 (-27.80%) | 38.6 | 3 | 1 | 21 |
| 25 May | 5038.00 | 454.7 | 454.7 (22.56%) | 40.98 | 9 | 0 | 20 |
| 22 May | 4970.30 | 454.7 | 83.7 (22.56%) | 40.98 | 9 | 8 | 20 |
| 21 May | 5019.00 | 371 | 371 (9.12%) | 40.82 | 2 | 0 | 12 |
| 20 May | 5084.10 | 371 | 31 (9.12%) | 40.82 | 2 | 1 | 11 |
| 19 May | 5066.30 | 340 | -167.25 (-32.97%) | 39.59 | 4 | 4 | 10 |
| 18 May | 4944.10 | 507.25 | 19.25 (3.94%) | 38.91 | 5 | 5 | 6 |
| 15 May | 4702.10 | 488 | 0 (0.00%) | - | 0 | 0 | 1 |
| 14 May | 4628.80 | 488 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 13 May | 4845.00 | 488 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 12 May | 4877.10 | 488 | 25 (5.40%) | 0 | 4 | -2 | 1 |
| 11 May | 5098.10 | 463 | 0 (0.00%) | 0 | 0 | 0 | 3 |
| 8 May | 5113.60 | 463 | 463 (-21.12%) | 39.52 | 0 | 0 | 3 |
| 7 May | 4984.00 | 463 | -124 (-21.12%) | 39.52 | 3 | 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%) | 2.08 | 0 | 0 | 0 |
| 9 Apr | 5471.10 | 0 | 0 (0.00%) | 2.82 | 0 | 0 | 0 |
| 8 Apr | 5373.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 5386.20 | 0 | 0 (0.00%) | 2.05 | 0 | 0 | 0 |
| 6 Apr | 5309.40 | 0 | 0 (0.00%) | 0.91 | 0 | 0 | 0 |
| 2 Apr | 5227.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Persistent Systems Ltd - strike price 5300 expiring on 30JUN2026
Delta for 5300 PE is -0.33
Historical price for 5300 PE is as follows
On 2 Jun PERSISTENT was trading at 5470.50. The strike last trading price was 114.5, which was -66.15 lower than the previous day. The implied volatity was 33.12, the open interest changed by 38 which increased total open position to 397
On 1 Jun PERSISTENT was trading at 5402.00. The strike last trading price was 179.3, which was -83.5 lower than the previous day. The implied volatity was 37.73, the open interest changed by 186 which increased total open position to 358
On 29 May PERSISTENT was trading at 5194.30. The strike last trading price was 276.45, which was -42.35 lower than the previous day. The implied volatity was 37.82, the open interest changed by 149 which increased total open position to 172
On 27 May PERSISTENT was trading at 5098.40. The strike last trading price was 318.8, which was -9.5 lower than the previous day. The implied volatity was 35.86, the open interest changed by 1 which increased total open position to 22
On 26 May PERSISTENT was trading at 5105.80. The strike last trading price was 328.3, which was -126.4 lower than the previous day. The implied volatity was 38.6, the open interest changed by 1 which increased total open position to 21
On 25 May PERSISTENT was trading at 5038.00. The strike last trading price was 454.7, which was 454.7 higher than the previous day. The implied volatity was 40.98, the open interest changed by 0 which decreased total open position to 20
On 22 May PERSISTENT was trading at 4970.30. The strike last trading price was 454.7, which was 83.7 higher than the previous day. The implied volatity was 40.98, the open interest changed by 8 which increased total open position to 20
On 21 May PERSISTENT was trading at 5019.00. The strike last trading price was 371, which was 371 higher than the previous day. The implied volatity was 40.82, the open interest changed by 0 which decreased total open position to 12
On 20 May PERSISTENT was trading at 5084.10. The strike last trading price was 371, which was 31 higher than the previous day. The implied volatity was 40.82, the open interest changed by 1 which increased total open position to 11
On 19 May PERSISTENT was trading at 5066.30. The strike last trading price was 340, which was -167.25 lower than the previous day. The implied volatity was 39.59, the open interest changed by 4 which increased total open position to 10
On 18 May PERSISTENT was trading at 4944.10. The strike last trading price was 507.25, which was 19.25 higher than the previous day. The implied volatity was 38.91, the open interest changed by 5 which increased total open position to 6
On 15 May PERSISTENT was trading at 4702.10. The strike last trading price was 488, 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 14 May PERSISTENT was trading at 4628.80. The strike last trading price was 488, 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 1
On 13 May PERSISTENT was trading at 4845.00. The strike last trading price was 488, 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 1
On 12 May PERSISTENT was trading at 4877.10. The strike last trading price was 488, which was 25 higher than the previous day. The implied volatity was 0, the open interest changed by -2 which decreased total open position to 1
On 11 May PERSISTENT was trading at 5098.10. The strike last trading price was 463, 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 3
On 8 May PERSISTENT was trading at 5113.60. The strike last trading price was 463, which was 463 higher than the previous day. The implied volatity was 39.52, the open interest changed by 0 which decreased total open position to 3
On 7 May PERSISTENT was trading at 4984.00. The strike last trading price was 463, which was -124 lower than the previous day. The implied volatity was 39.52, 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 2.08, 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 2.82, 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 2.05, 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 0.91, 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
