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[--[65.84.65.76]--]
PERSISTENT
Persistent Systems Ltd

4609.95 -183.40 (-3.83%)

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Historical option data for PERSISTENT

04 Apr 2025 04:10 PM IST
PERSISTENT 24APR2025 5400 CE
Delta: 0.12
Vega: 2.19
Theta: -2.81
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
4 Apr 4609.95 30 -13.55 48.69 3,445 352 1,208
3 Apr 4793.35 44.35 -158.05 45.74 3,822 517 855
2 Apr 5317.50 202.15 43.95 42.66 2,559 32 312
1 Apr 5211.55 159.05 -130.95 40.91 1,006 158 284
28 Mar 5513.75 288 -128.6 37.53 89 10 126
27 Mar 5641.45 415 92.45 38.80 28 -1 117
26 Mar 5517.00 322.55 -47.5 41.12 26 0 116
25 Mar 5558.30 363.45 63.35 39.59 482 -125 115
24 Mar 5421.30 300 91.35 42.64 559 159 239
21 Mar 5275.55 207.1 16.8 37.51 93 20 85
20 Mar 5194.05 190 1.1 40.36 68 23 65
19 Mar 5280.60 188.9 41.9 35.15 21 -1 44
18 Mar 5309.30 147 0 0.00 0 22 0
17 Mar 5167.30 147 -13.35 34.64 23 17 40
13 Mar 5125.75 155.7 -28.85 36.48 12 1 24
12 Mar 5185.20 184.55 -31.15 36.40 10 6 22
11 Mar 5239.95 215.7 -13.45 34.35 4 0 16
10 Mar 5167.00 229.15 -11.7 42.60 18 11 16
7 Mar 5278.80 240.85 -16.6 35.00 1 0 5
6 Mar 5303.25 257.45 -676.15 35.92 7 6 6
5 Mar 5391.10 933.6 0 - 0 0 0
4 Mar 5153.00 933.6 0 2.56 0 0 0
3 Mar 5292.55 933.6 0 0.27 0 0 0
28 Feb 5303.90 933.6 0 0.71 0 0 0
27 Feb 5473.25 933.6 0 - 0 0 0
26 Feb 5500.05 933.6 0 - 0 0 0
25 Feb 5508.10 933.6 0 - 0 0 0
24 Feb 5639.80 933.6 0 - 0 0 0
21 Feb 5710.30 0 0 - 0 0 0
20 Feb 5917.90 0 0 - 0 0 0
19 Feb 5899.80 0 0 - 0 0 0
18 Feb 5797.25 0 0 - 0 0 0
17 Feb 5531.30 0 0 - 0 0 0
14 Feb 5562.70 0 0 - 0 0 0
13 Feb 5663.30 0 0 - 0 0 0
12 Feb 5705.20 0 0 - 0 0 0
11 Feb 5828.35 0 0 - 0 0 0
10 Feb 5993.90 0 0 - 0 0 0
7 Feb 6254.10 0 0 - 0 0 0
6 Feb 6228.60 0 0 - 0 0 0
5 Feb 6189.45 0 0 - 0 0 0
4 Feb 6111.90 0 0 - 0 0 0
3 Feb 6076.75 0 0 - 0 0 0
1 Feb 5933.55 0 0 - 0 0 0


For Persistent Systems Ltd - strike price 5400 expiring on 24APR2025

Delta for 5400 CE is 0.12

Historical price for 5400 CE is as follows

On 4 Apr PERSISTENT was trading at 4609.95. The strike last trading price was 30, which was -13.55 lower than the previous day. The implied volatity was 48.69, the open interest changed by 352 which increased total open position to 1208


On 3 Apr PERSISTENT was trading at 4793.35. The strike last trading price was 44.35, which was -158.05 lower than the previous day. The implied volatity was 45.74, the open interest changed by 517 which increased total open position to 855


On 2 Apr PERSISTENT was trading at 5317.50. The strike last trading price was 202.15, which was 43.95 higher than the previous day. The implied volatity was 42.66, the open interest changed by 32 which increased total open position to 312


On 1 Apr PERSISTENT was trading at 5211.55. The strike last trading price was 159.05, which was -130.95 lower than the previous day. The implied volatity was 40.91, the open interest changed by 158 which increased total open position to 284


On 28 Mar PERSISTENT was trading at 5513.75. The strike last trading price was 288, which was -128.6 lower than the previous day. The implied volatity was 37.53, the open interest changed by 10 which increased total open position to 126


On 27 Mar PERSISTENT was trading at 5641.45. The strike last trading price was 415, which was 92.45 higher than the previous day. The implied volatity was 38.80, the open interest changed by -1 which decreased total open position to 117


On 26 Mar PERSISTENT was trading at 5517.00. The strike last trading price was 322.55, which was -47.5 lower than the previous day. The implied volatity was 41.12, the open interest changed by 0 which decreased total open position to 116


On 25 Mar PERSISTENT was trading at 5558.30. The strike last trading price was 363.45, which was 63.35 higher than the previous day. The implied volatity was 39.59, the open interest changed by -125 which decreased total open position to 115


On 24 Mar PERSISTENT was trading at 5421.30. The strike last trading price was 300, which was 91.35 higher than the previous day. The implied volatity was 42.64, the open interest changed by 159 which increased total open position to 239


On 21 Mar PERSISTENT was trading at 5275.55. The strike last trading price was 207.1, which was 16.8 higher than the previous day. The implied volatity was 37.51, the open interest changed by 20 which increased total open position to 85


On 20 Mar PERSISTENT was trading at 5194.05. The strike last trading price was 190, which was 1.1 higher than the previous day. The implied volatity was 40.36, the open interest changed by 23 which increased total open position to 65


On 19 Mar PERSISTENT was trading at 5280.60. The strike last trading price was 188.9, which was 41.9 higher than the previous day. The implied volatity was 35.15, the open interest changed by -1 which decreased total open position to 44


On 18 Mar PERSISTENT was trading at 5309.30. The strike last trading price was 147, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0


On 17 Mar PERSISTENT was trading at 5167.30. The strike last trading price was 147, which was -13.35 lower than the previous day. The implied volatity was 34.64, the open interest changed by 17 which increased total open position to 40


On 13 Mar PERSISTENT was trading at 5125.75. The strike last trading price was 155.7, which was -28.85 lower than the previous day. The implied volatity was 36.48, the open interest changed by 1 which increased total open position to 24


On 12 Mar PERSISTENT was trading at 5185.20. The strike last trading price was 184.55, which was -31.15 lower than the previous day. The implied volatity was 36.40, the open interest changed by 6 which increased total open position to 22


On 11 Mar PERSISTENT was trading at 5239.95. The strike last trading price was 215.7, which was -13.45 lower than the previous day. The implied volatity was 34.35, the open interest changed by 0 which decreased total open position to 16


On 10 Mar PERSISTENT was trading at 5167.00. The strike last trading price was 229.15, which was -11.7 lower than the previous day. The implied volatity was 42.60, the open interest changed by 11 which increased total open position to 16


On 7 Mar PERSISTENT was trading at 5278.80. The strike last trading price was 240.85, which was -16.6 lower than the previous day. The implied volatity was 35.00, the open interest changed by 0 which decreased total open position to 5


On 6 Mar PERSISTENT was trading at 5303.25. The strike last trading price was 257.45, which was -676.15 lower than the previous day. The implied volatity was 35.92, the open interest changed by 6 which increased total open position to 6


On 5 Mar PERSISTENT was trading at 5391.10. The strike last trading price was 933.6, 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 933.6, which was 0 lower than the previous day. The implied volatity was 2.56, 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 933.6, which was 0 lower than the previous day. The implied volatity was 0.27, 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 933.6, which was 0 lower than the previous day. The implied volatity was 0.71, the open interest changed by 0 which decreased total open position to 0


On 27 Feb PERSISTENT was trading at 5473.25. The strike last trading price was 933.6, 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 26 Feb PERSISTENT was trading at 5500.05. The strike last trading price was 933.6, 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 25 Feb PERSISTENT was trading at 5508.10. The strike last trading price was 933.6, 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 24 Feb PERSISTENT was trading at 5639.80. The strike last trading price was 933.6, 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 21 Feb PERSISTENT was trading at 5710.30. 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 20 Feb PERSISTENT was trading at 5917.90. 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 19 Feb PERSISTENT was trading at 5899.80. 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 Feb PERSISTENT was trading at 5797.25. 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 17 Feb PERSISTENT was trading at 5531.30. 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 14 Feb PERSISTENT was trading at 5562.70. 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


On 13 Feb PERSISTENT was trading at 5663.30. 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 12 Feb PERSISTENT was trading at 5705.20. 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 11 Feb PERSISTENT was trading at 5828.35. 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 10 Feb PERSISTENT was trading at 5993.90. 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 Feb PERSISTENT was trading at 6254.10. 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 6 Feb PERSISTENT was trading at 6228.60. 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 5 Feb PERSISTENT was trading at 6189.45. 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 Feb PERSISTENT was trading at 6111.90. 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 3 Feb PERSISTENT was trading at 6076.75. 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 1 Feb PERSISTENT was trading at 5933.55. 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 24APR2025 5400 PE
Delta: -0.90
Vega: 1.90
Theta: -0.77
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
4 Apr 4609.95 724.85 93.6 44.71 354 45 294
3 Apr 4793.35 631.25 376.75 51.29 508 -176 250
2 Apr 5317.50 252.15 -64.95 43.90 449 18 427
1 Apr 5211.55 312 131.5 45.71 1,970 -50 412
28 Mar 5513.75 187.8 56.8 41.61 938 228 462
27 Mar 5641.45 128 -53 41.03 378 108 234
26 Mar 5517.00 182.9 6.8 39.95 75 -8 126
25 Mar 5558.30 174 -57.2 42.36 263 79 131
24 Mar 5421.30 232.15 -73.75 42.00 83 34 52
21 Mar 5275.55 305.9 25.9 41.52 12 11 17
20 Mar 5194.05 280 -46.4 29.06 4 0 5
19 Mar 5280.60 316.1 8.55 40.09 4 2 5
18 Mar 5309.30 307.55 -141.6 41.08 4 1 2
17 Mar 5167.30 449.15 0 0.00 0 0 0
13 Mar 5125.75 449.15 0 0.00 0 1 0
12 Mar 5185.20 449.15 262.05 49.68 1 0 0
11 Mar 5239.95 187.1 0 - 0 0 0
10 Mar 5167.00 187.1 0 - 0 0 0
7 Mar 5278.80 187.1 0 - 0 0 0
6 Mar 5303.25 187.1 0 - 0 0 0
5 Mar 5391.10 187.1 0 0.78 0 0 0
4 Mar 5153.00 187.1 0 - 0 0 0
3 Mar 5292.55 187.1 0 - 0 0 0
28 Feb 5303.90 187.1 0 - 0 0 0
27 Feb 5473.25 187.1 0 1.68 0 0 0
26 Feb 5500.05 187.1 0 2.27 0 0 0
25 Feb 5508.10 187.1 0 2.27 0 0 0
24 Feb 5639.80 187.1 0 3.37 0 0 0
21 Feb 5710.30 187.1 0 4.19 0 0 0
20 Feb 5917.90 187.1 0 6.14 0 0 0
19 Feb 5899.80 187.1 0 6.19 0 0 0
18 Feb 5797.25 187.1 0 5.02 0 0 0
17 Feb 5531.30 187.1 0 2.55 0 0 0
14 Feb 5562.70 187.1 0 2.66 0 0 0
13 Feb 5663.30 187.1 0 3.50 0 0 0
12 Feb 5705.20 0 0 4.12 0 0 0
11 Feb 5828.35 0 0 5.27 0 0 0
10 Feb 5993.90 0 0 6.60 0 0 0
7 Feb 6254.10 0 0 8.40 0 0 0
6 Feb 6228.60 0 0 8.33 0 0 0
5 Feb 6189.45 0 0 7.90 0 0 0
4 Feb 6111.90 0 0 7.36 0 0 0
3 Feb 6076.75 0 0 7.20 0 0 0
1 Feb 5933.55 0 0 5.92 0 0 0


For Persistent Systems Ltd - strike price 5400 expiring on 24APR2025

Delta for 5400 PE is -0.90

Historical price for 5400 PE is as follows

On 4 Apr PERSISTENT was trading at 4609.95. The strike last trading price was 724.85, which was 93.6 higher than the previous day. The implied volatity was 44.71, the open interest changed by 45 which increased total open position to 294


On 3 Apr PERSISTENT was trading at 4793.35. The strike last trading price was 631.25, which was 376.75 higher than the previous day. The implied volatity was 51.29, the open interest changed by -176 which decreased total open position to 250


On 2 Apr PERSISTENT was trading at 5317.50. The strike last trading price was 252.15, which was -64.95 lower than the previous day. The implied volatity was 43.90, the open interest changed by 18 which increased total open position to 427


On 1 Apr PERSISTENT was trading at 5211.55. The strike last trading price was 312, which was 131.5 higher than the previous day. The implied volatity was 45.71, the open interest changed by -50 which decreased total open position to 412


On 28 Mar PERSISTENT was trading at 5513.75. The strike last trading price was 187.8, which was 56.8 higher than the previous day. The implied volatity was 41.61, the open interest changed by 228 which increased total open position to 462


On 27 Mar PERSISTENT was trading at 5641.45. The strike last trading price was 128, which was -53 lower than the previous day. The implied volatity was 41.03, the open interest changed by 108 which increased total open position to 234


On 26 Mar PERSISTENT was trading at 5517.00. The strike last trading price was 182.9, which was 6.8 higher than the previous day. The implied volatity was 39.95, the open interest changed by -8 which decreased total open position to 126


On 25 Mar PERSISTENT was trading at 5558.30. The strike last trading price was 174, which was -57.2 lower than the previous day. The implied volatity was 42.36, the open interest changed by 79 which increased total open position to 131


On 24 Mar PERSISTENT was trading at 5421.30. The strike last trading price was 232.15, which was -73.75 lower than the previous day. The implied volatity was 42.00, the open interest changed by 34 which increased total open position to 52


On 21 Mar PERSISTENT was trading at 5275.55. The strike last trading price was 305.9, which was 25.9 higher than the previous day. The implied volatity was 41.52, the open interest changed by 11 which increased total open position to 17


On 20 Mar PERSISTENT was trading at 5194.05. The strike last trading price was 280, which was -46.4 lower than the previous day. The implied volatity was 29.06, the open interest changed by 0 which decreased total open position to 5


On 19 Mar PERSISTENT was trading at 5280.60. The strike last trading price was 316.1, which was 8.55 higher than the previous day. The implied volatity was 40.09, the open interest changed by 2 which increased total open position to 5


On 18 Mar PERSISTENT was trading at 5309.30. The strike last trading price was 307.55, which was -141.6 lower than the previous day. The implied volatity was 41.08, the open interest changed by 1 which increased total open position to 2


On 17 Mar PERSISTENT was trading at 5167.30. The strike last trading price was 449.15, which was 0 lower than the previous day. The implied volatity was 0.00, 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 449.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 12 Mar PERSISTENT was trading at 5185.20. The strike last trading price was 449.15, which was 262.05 higher than the previous day. The implied volatity was 49.68, 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 187.1, 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 187.1, 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 187.1, 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 187.1, 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 187.1, which was 0 lower than the previous day. The implied volatity was 0.78, 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 187.1, 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 187.1, 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 187.1, 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 27 Feb PERSISTENT was trading at 5473.25. The strike last trading price was 187.1, which was 0 lower than the previous day. The implied volatity was 1.68, the open interest changed by 0 which decreased total open position to 0


On 26 Feb PERSISTENT was trading at 5500.05. The strike last trading price was 187.1, which was 0 lower than the previous day. The implied volatity was 2.27, the open interest changed by 0 which decreased total open position to 0


On 25 Feb PERSISTENT was trading at 5508.10. The strike last trading price was 187.1, which was 0 lower than the previous day. The implied volatity was 2.27, the open interest changed by 0 which decreased total open position to 0


On 24 Feb PERSISTENT was trading at 5639.80. The strike last trading price was 187.1, which was 0 lower than the previous day. The implied volatity was 3.37, the open interest changed by 0 which decreased total open position to 0


On 21 Feb PERSISTENT was trading at 5710.30. The strike last trading price was 187.1, which was 0 lower than the previous day. The implied volatity was 4.19, the open interest changed by 0 which decreased total open position to 0


On 20 Feb PERSISTENT was trading at 5917.90. The strike last trading price was 187.1, which was 0 lower than the previous day. The implied volatity was 6.14, the open interest changed by 0 which decreased total open position to 0


On 19 Feb PERSISTENT was trading at 5899.80. The strike last trading price was 187.1, which was 0 lower than the previous day. The implied volatity was 6.19, the open interest changed by 0 which decreased total open position to 0


On 18 Feb PERSISTENT was trading at 5797.25. The strike last trading price was 187.1, which was 0 lower than the previous day. The implied volatity was 5.02, the open interest changed by 0 which decreased total open position to 0


On 17 Feb PERSISTENT was trading at 5531.30. The strike last trading price was 187.1, which was 0 lower than the previous day. The implied volatity was 2.55, the open interest changed by 0 which decreased total open position to 0


On 14 Feb PERSISTENT was trading at 5562.70. The strike last trading price was 187.1, which was 0 lower than the previous day. The implied volatity was 2.66, the open interest changed by 0 which decreased total open position to 0


On 13 Feb PERSISTENT was trading at 5663.30. The strike last trading price was 187.1, which was 0 lower than the previous day. The implied volatity was 3.50, the open interest changed by 0 which decreased total open position to 0


On 12 Feb PERSISTENT was trading at 5705.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.12, the open interest changed by 0 which decreased total open position to 0


On 11 Feb PERSISTENT was trading at 5828.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.27, the open interest changed by 0 which decreased total open position to 0


On 10 Feb PERSISTENT was trading at 5993.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.60, the open interest changed by 0 which decreased total open position to 0


On 7 Feb PERSISTENT was trading at 6254.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.40, the open interest changed by 0 which decreased total open position to 0


On 6 Feb PERSISTENT was trading at 6228.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.33, the open interest changed by 0 which decreased total open position to 0


On 5 Feb PERSISTENT was trading at 6189.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.90, the open interest changed by 0 which decreased total open position to 0


On 4 Feb PERSISTENT was trading at 6111.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.36, the open interest changed by 0 which decreased total open position to 0


On 3 Feb PERSISTENT was trading at 6076.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.20, the open interest changed by 0 which decreased total open position to 0


On 1 Feb PERSISTENT was trading at 5933.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.92, the open interest changed by 0 which decreased total open position to 0