PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
04 Apr 2025 04:10 PM IST
| PERSISTENT 24APR2025 5300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 2.57
Theta: -3.27
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 4609.95 | 39.45 | -19.1 | 47.96 | 4,432 | 314 | 1,694 | |||
| 3 Apr | 4793.35 | 59.45 | -192.05 | 45.48 | 6,397 | 1,055 | 1,380 | |||
| 2 Apr | 5317.50 | 252 | 52.2 | 43.00 | 2,403 | -20 | 329 | |||
| 1 Apr | 5211.55 | 201.85 | -187.3 | 41.07 | 872 | 229 | 353 | |||
| 28 Mar | 5513.75 | 350.6 | -135.05 | 38.03 | 56 | -15 | 124 | |||
| 27 Mar | 5641.45 | 488.45 | 96.25 | 39.54 | 34 | -5 | 139 | |||
| 26 Mar | 5517.00 | 383.9 | -51.5 | 41.58 | 20 | -4 | 144 | |||
| 25 Mar | 5558.30 | 429.25 | 76.1 | 40.03 | 119 | -12 | 150 | |||
| 24 Mar | 5421.30 | 353.6 | 96.1 | 42.60 | 482 | -9 | 162 | |||
| 21 Mar | 5275.55 | 262.5 | 33.35 | 38.81 | 467 | 38 | 171 | |||
| 20 Mar | 5194.05 | 226 | -18.95 | 39.66 | 542 | 74 | 133 | |||
| 19 Mar | 5280.60 | 247.9 | -38.5 | 37.39 | 104 | 11 | 58 | |||
| 18 Mar | 5309.30 | 258.25 | 57.85 | 35.53 | 15 | 3 | 48 | |||
| 17 Mar | 5167.30 | 198.6 | 3.15 | 36.81 | 25 | 6 | 46 | |||
| 13 Mar | 5125.75 | 194.8 | -17.15 | 36.98 | 41 | 13 | 42 | |||
| 12 Mar | 5185.20 | 221.45 | -265.35 | 36.00 | 61 | 29 | 29 | |||
| 11 Mar | 5239.95 | 486.8 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 5167.00 | 486.8 | 0 | 1.25 | 0 | 0 | 0 | |||
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| 7 Mar | 5278.80 | 486.8 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 5303.25 | 486.8 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 5391.10 | 486.8 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 5153.00 | 486.8 | 0 | 1.26 | 0 | 0 | 0 | |||
| 3 Mar | 5292.55 | 486.8 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 5303.90 | 486.8 | 0 | - | 0 | 0 | 0 | |||
For Persistent Systems Ltd - strike price 5300 expiring on 24APR2025
Delta for 5300 CE is 0.15
Historical price for 5300 CE is as follows
On 4 Apr PERSISTENT was trading at 4609.95. The strike last trading price was 39.45, which was -19.1 lower than the previous day. The implied volatity was 47.96, the open interest changed by 314 which increased total open position to 1694
On 3 Apr PERSISTENT was trading at 4793.35. The strike last trading price was 59.45, which was -192.05 lower than the previous day. The implied volatity was 45.48, the open interest changed by 1055 which increased total open position to 1380
On 2 Apr PERSISTENT was trading at 5317.50. The strike last trading price was 252, which was 52.2 higher than the previous day. The implied volatity was 43.00, the open interest changed by -20 which decreased total open position to 329
On 1 Apr PERSISTENT was trading at 5211.55. The strike last trading price was 201.85, which was -187.3 lower than the previous day. The implied volatity was 41.07, the open interest changed by 229 which increased total open position to 353
On 28 Mar PERSISTENT was trading at 5513.75. The strike last trading price was 350.6, which was -135.05 lower than the previous day. The implied volatity was 38.03, the open interest changed by -15 which decreased total open position to 124
On 27 Mar PERSISTENT was trading at 5641.45. The strike last trading price was 488.45, which was 96.25 higher than the previous day. The implied volatity was 39.54, the open interest changed by -5 which decreased total open position to 139
On 26 Mar PERSISTENT was trading at 5517.00. The strike last trading price was 383.9, which was -51.5 lower than the previous day. The implied volatity was 41.58, the open interest changed by -4 which decreased total open position to 144
On 25 Mar PERSISTENT was trading at 5558.30. The strike last trading price was 429.25, which was 76.1 higher than the previous day. The implied volatity was 40.03, the open interest changed by -12 which decreased total open position to 150
On 24 Mar PERSISTENT was trading at 5421.30. The strike last trading price was 353.6, which was 96.1 higher than the previous day. The implied volatity was 42.60, the open interest changed by -9 which decreased total open position to 162
On 21 Mar PERSISTENT was trading at 5275.55. The strike last trading price was 262.5, which was 33.35 higher than the previous day. The implied volatity was 38.81, the open interest changed by 38 which increased total open position to 171
On 20 Mar PERSISTENT was trading at 5194.05. The strike last trading price was 226, which was -18.95 lower than the previous day. The implied volatity was 39.66, the open interest changed by 74 which increased total open position to 133
On 19 Mar PERSISTENT was trading at 5280.60. The strike last trading price was 247.9, which was -38.5 lower than the previous day. The implied volatity was 37.39, the open interest changed by 11 which increased total open position to 58
On 18 Mar PERSISTENT was trading at 5309.30. The strike last trading price was 258.25, which was 57.85 higher than the previous day. The implied volatity was 35.53, the open interest changed by 3 which increased total open position to 48
On 17 Mar PERSISTENT was trading at 5167.30. The strike last trading price was 198.6, which was 3.15 higher than the previous day. The implied volatity was 36.81, the open interest changed by 6 which increased total open position to 46
On 13 Mar PERSISTENT was trading at 5125.75. The strike last trading price was 194.8, which was -17.15 lower than the previous day. The implied volatity was 36.98, the open interest changed by 13 which increased total open position to 42
On 12 Mar PERSISTENT was trading at 5185.20. The strike last trading price was 221.45, which was -265.35 lower than the previous day. The implied volatity was 36.00, the open interest changed by 29 which increased total open position to 29
On 11 Mar PERSISTENT was trading at 5239.95. The strike last trading price was 486.8, 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 10 Mar PERSISTENT was trading at 5167.00. The strike last trading price was 486.8, which was 0 lower than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0
On 7 Mar PERSISTENT was trading at 5278.80. The strike last trading price was 486.8, 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 Mar PERSISTENT was trading at 5303.25. The strike last trading price was 486.8, 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 Mar PERSISTENT was trading at 5391.10. The strike last trading price was 486.8, 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 Mar PERSISTENT was trading at 5153.00. The strike last trading price was 486.8, which was 0 lower than the previous day. The implied volatity was 1.26, the open interest changed by 0 which decreased total open position to 0
On 3 Mar PERSISTENT was trading at 5292.55. The strike last trading price was 486.8, 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 28 Feb PERSISTENT was trading at 5303.90. The strike last trading price was 486.8, 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 24APR2025 5300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 2.39
Theta: -1.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 4609.95 | 636.1 | 90.8 | 45.18 | 181 | -34 | 258 |
| 3 Apr | 4793.35 | 539.8 | 335.55 | 48.34 | 488 | 4 | 294 |
| 2 Apr | 5317.50 | 201 | -57.25 | 43.95 | 1,130 | 92 | 293 |
| 1 Apr | 5211.55 | 253.4 | 115.2 | 45.41 | 1,439 | 12 | 201 |
| 28 Mar | 5513.75 | 147.95 | 48.3 | 41.77 | 720 | 10 | 189 |
| 27 Mar | 5641.45 | 101 | -43.7 | 41.75 | 318 | 12 | 178 |
| 26 Mar | 5517.00 | 145.1 | 5.7 | 40.36 | 282 | -18 | 165 |
| 25 Mar | 5558.30 | 140 | -45.7 | 42.88 | 317 | 109 | 183 |
| 24 Mar | 5421.30 | 186.75 | -39.25 | 41.96 | 99 | 12 | 75 |
| 21 Mar | 5275.55 | 226 | -29.55 | 37.37 | 98 | 62 | 62 |
| 20 Mar | 5194.05 | 255.55 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 5280.60 | 255.55 | 0 | 0.09 | 0 | 0 | 0 |
| 18 Mar | 5309.30 | 255.55 | 0 | 0.69 | 0 | 0 | 0 |
| 17 Mar | 5167.30 | 255.55 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 5125.75 | 255.55 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 5185.20 | 255.55 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 5239.95 | 255.55 | 0 | 0.23 | 0 | 0 | 0 |
| 10 Mar | 5167.00 | 255.55 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 5278.80 | 255.55 | 0 | 0.63 | 0 | 0 | 0 |
| 6 Mar | 5303.25 | 255.55 | 0 | 0.77 | 0 | 0 | 0 |
| 5 Mar | 5391.10 | 255.55 | 0 | 2.06 | 0 | 0 | 0 |
| 4 Mar | 5153.00 | 255.55 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 5292.55 | 255.55 | 0 | 1.08 | 0 | 0 | 0 |
| 28 Feb | 5303.90 | 255.55 | 0 | 0.63 | 0 | 0 | 0 |
For Persistent Systems Ltd - strike price 5300 expiring on 24APR2025
Delta for 5300 PE is -0.86
Historical price for 5300 PE is as follows
On 4 Apr PERSISTENT was trading at 4609.95. The strike last trading price was 636.1, which was 90.8 higher than the previous day. The implied volatity was 45.18, the open interest changed by -34 which decreased total open position to 258
On 3 Apr PERSISTENT was trading at 4793.35. The strike last trading price was 539.8, which was 335.55 higher than the previous day. The implied volatity was 48.34, the open interest changed by 4 which increased total open position to 294
On 2 Apr PERSISTENT was trading at 5317.50. The strike last trading price was 201, which was -57.25 lower than the previous day. The implied volatity was 43.95, the open interest changed by 92 which increased total open position to 293
On 1 Apr PERSISTENT was trading at 5211.55. The strike last trading price was 253.4, which was 115.2 higher than the previous day. The implied volatity was 45.41, the open interest changed by 12 which increased total open position to 201
On 28 Mar PERSISTENT was trading at 5513.75. The strike last trading price was 147.95, which was 48.3 higher than the previous day. The implied volatity was 41.77, the open interest changed by 10 which increased total open position to 189
On 27 Mar PERSISTENT was trading at 5641.45. The strike last trading price was 101, which was -43.7 lower than the previous day. The implied volatity was 41.75, the open interest changed by 12 which increased total open position to 178
On 26 Mar PERSISTENT was trading at 5517.00. The strike last trading price was 145.1, which was 5.7 higher than the previous day. The implied volatity was 40.36, the open interest changed by -18 which decreased total open position to 165
On 25 Mar PERSISTENT was trading at 5558.30. The strike last trading price was 140, which was -45.7 lower than the previous day. The implied volatity was 42.88, the open interest changed by 109 which increased total open position to 183
On 24 Mar PERSISTENT was trading at 5421.30. The strike last trading price was 186.75, which was -39.25 lower than the previous day. The implied volatity was 41.96, the open interest changed by 12 which increased total open position to 75
On 21 Mar PERSISTENT was trading at 5275.55. The strike last trading price was 226, which was -29.55 lower than the previous day. The implied volatity was 37.37, the open interest changed by 62 which increased total open position to 62
On 20 Mar PERSISTENT was trading at 5194.05. The strike last trading price was 255.55, 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 Mar PERSISTENT was trading at 5280.60. The strike last trading price was 255.55, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
On 18 Mar PERSISTENT was trading at 5309.30. The strike last trading price was 255.55, which was 0 lower than the previous day. The implied volatity was 0.69, the open interest changed by 0 which decreased total open position to 0
On 17 Mar PERSISTENT was trading at 5167.30. The strike last trading price was 255.55, 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 13 Mar PERSISTENT was trading at 5125.75. The strike last trading price was 255.55, 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 12 Mar PERSISTENT was trading at 5185.20. The strike last trading price was 255.55, 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 11 Mar PERSISTENT was trading at 5239.95. The strike last trading price was 255.55, which was 0 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0
On 10 Mar PERSISTENT was trading at 5167.00. The strike last trading price was 255.55, 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 Mar PERSISTENT was trading at 5278.80. The strike last trading price was 255.55, which was 0 lower than the previous day. The implied volatity was 0.63, the open interest changed by 0 which decreased total open position to 0
On 6 Mar PERSISTENT was trading at 5303.25. The strike last trading price was 255.55, which was 0 lower than the previous day. The implied volatity was 0.77, the open interest changed by 0 which decreased total open position to 0
On 5 Mar PERSISTENT was trading at 5391.10. The strike last trading price was 255.55, which was 0 lower than the previous day. The implied volatity was 2.06, the open interest changed by 0 which decreased total open position to 0
On 4 Mar PERSISTENT was trading at 5153.00. The strike last trading price was 255.55, 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 3 Mar PERSISTENT was trading at 5292.55. The strike last trading price was 255.55, which was 0 lower than the previous day. The implied volatity was 1.08, the open interest changed by 0 which decreased total open position to 0
On 28 Feb PERSISTENT was trading at 5303.90. The strike last trading price was 255.55, which was 0 lower than the previous day. The implied volatity was 0.63, the open interest changed by 0 which decreased total open position to 0
