PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
04 Apr 2025 04:10 PM IST
| PERSISTENT 24APR2025 5500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 1.83
Theta: -2.37
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 4609.95 | 22.55 | -10.1 | 49.29 | 6,430 | 630 | 2,534 | |||
| 3 Apr | 4793.35 | 33.05 | -128.75 | 46.12 | 7,180 | 1,341 | 1,898 | |||
| 2 Apr | 5317.50 | 161.5 | 38.75 | 42.75 | 2,156 | -69 | 555 | |||
| 1 Apr | 5211.55 | 125.85 | -121.4 | 41.31 | 2,217 | 327 | 630 | |||
| 28 Mar | 5513.75 | 235.25 | -116.75 | 37.55 | 652 | 5 | 303 | |||
| 27 Mar | 5641.45 | 360 | 77.9 | 40.31 | 788 | -28 | 297 | |||
| 26 Mar | 5517.00 | 275.65 | -39 | 42.03 | 560 | 16 | 326 | |||
| 25 Mar | 5558.30 | 311.6 | 61.85 | 40.46 | 2,552 | -97 | 307 | |||
| 24 Mar | 5421.30 | 251.65 | 83.2 | 42.58 | 1,261 | 151 | 404 | |||
| 21 Mar | 5275.55 | 169.8 | 19.7 | 37.84 | 610 | 75 | 252 | |||
| 20 Mar | 5194.05 | 147 | -17.35 | 39.02 | 335 | 65 | 179 | |||
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| 19 Mar | 5280.60 | 161.7 | -17.9 | 36.82 | 141 | 1 | 114 | |||
| 18 Mar | 5309.30 | 175.95 | 43.35 | 36.24 | 152 | -17 | 112 | |||
| 17 Mar | 5167.30 | 131 | 2.85 | 37.44 | 152 | 13 | 130 | |||
| 13 Mar | 5125.75 | 124.2 | -35.85 | 36.30 | 299 | -21 | 118 | |||
| 12 Mar | 5185.20 | 154.85 | -30.1 | 37.06 | 142 | -24 | 139 | |||
| 11 Mar | 5239.95 | 189.85 | 42.25 | 36.25 | 1,101 | 35 | 161 | |||
| 10 Mar | 5167.00 | 154.4 | -50.45 | 36.83 | 190 | -30 | 127 | |||
| 7 Mar | 5278.80 | 201.1 | -13.5 | 35.14 | 172 | 106 | 157 | |||
| 6 Mar | 5303.25 | 214.55 | -58.45 | 35.76 | 31 | 16 | 50 | |||
| 5 Mar | 5391.10 | 273 | 85.65 | 37.01 | 10 | 4 | 33 | |||
| 4 Mar | 5153.00 | 187.35 | -37.9 | 39.49 | 33 | 0 | 29 | |||
| 3 Mar | 5292.55 | 225.05 | 16.05 | 34.78 | 187 | 27 | 30 | |||
| 28 Feb | 5303.90 | 209 | -174 | 33.18 | 12 | 5 | 5 | |||
For Persistent Systems Ltd - strike price 5500 expiring on 24APR2025
Delta for 5500 CE is 0.09
Historical price for 5500 CE is as follows
On 4 Apr PERSISTENT was trading at 4609.95. The strike last trading price was 22.55, which was -10.1 lower than the previous day. The implied volatity was 49.29, the open interest changed by 630 which increased total open position to 2534
On 3 Apr PERSISTENT was trading at 4793.35. The strike last trading price was 33.05, which was -128.75 lower than the previous day. The implied volatity was 46.12, the open interest changed by 1341 which increased total open position to 1898
On 2 Apr PERSISTENT was trading at 5317.50. The strike last trading price was 161.5, which was 38.75 higher than the previous day. The implied volatity was 42.75, the open interest changed by -69 which decreased total open position to 555
On 1 Apr PERSISTENT was trading at 5211.55. The strike last trading price was 125.85, which was -121.4 lower than the previous day. The implied volatity was 41.31, the open interest changed by 327 which increased total open position to 630
On 28 Mar PERSISTENT was trading at 5513.75. The strike last trading price was 235.25, which was -116.75 lower than the previous day. The implied volatity was 37.55, the open interest changed by 5 which increased total open position to 303
On 27 Mar PERSISTENT was trading at 5641.45. The strike last trading price was 360, which was 77.9 higher than the previous day. The implied volatity was 40.31, the open interest changed by -28 which decreased total open position to 297
On 26 Mar PERSISTENT was trading at 5517.00. The strike last trading price was 275.65, which was -39 lower than the previous day. The implied volatity was 42.03, the open interest changed by 16 which increased total open position to 326
On 25 Mar PERSISTENT was trading at 5558.30. The strike last trading price was 311.6, which was 61.85 higher than the previous day. The implied volatity was 40.46, the open interest changed by -97 which decreased total open position to 307
On 24 Mar PERSISTENT was trading at 5421.30. The strike last trading price was 251.65, which was 83.2 higher than the previous day. The implied volatity was 42.58, the open interest changed by 151 which increased total open position to 404
On 21 Mar PERSISTENT was trading at 5275.55. The strike last trading price was 169.8, which was 19.7 higher than the previous day. The implied volatity was 37.84, the open interest changed by 75 which increased total open position to 252
On 20 Mar PERSISTENT was trading at 5194.05. The strike last trading price was 147, which was -17.35 lower than the previous day. The implied volatity was 39.02, the open interest changed by 65 which increased total open position to 179
On 19 Mar PERSISTENT was trading at 5280.60. The strike last trading price was 161.7, which was -17.9 lower than the previous day. The implied volatity was 36.82, the open interest changed by 1 which increased total open position to 114
On 18 Mar PERSISTENT was trading at 5309.30. The strike last trading price was 175.95, which was 43.35 higher than the previous day. The implied volatity was 36.24, the open interest changed by -17 which decreased total open position to 112
On 17 Mar PERSISTENT was trading at 5167.30. The strike last trading price was 131, which was 2.85 higher than the previous day. The implied volatity was 37.44, the open interest changed by 13 which increased total open position to 130
On 13 Mar PERSISTENT was trading at 5125.75. The strike last trading price was 124.2, which was -35.85 lower than the previous day. The implied volatity was 36.30, the open interest changed by -21 which decreased total open position to 118
On 12 Mar PERSISTENT was trading at 5185.20. The strike last trading price was 154.85, which was -30.1 lower than the previous day. The implied volatity was 37.06, the open interest changed by -24 which decreased total open position to 139
On 11 Mar PERSISTENT was trading at 5239.95. The strike last trading price was 189.85, which was 42.25 higher than the previous day. The implied volatity was 36.25, the open interest changed by 35 which increased total open position to 161
On 10 Mar PERSISTENT was trading at 5167.00. The strike last trading price was 154.4, which was -50.45 lower than the previous day. The implied volatity was 36.83, the open interest changed by -30 which decreased total open position to 127
On 7 Mar PERSISTENT was trading at 5278.80. The strike last trading price was 201.1, which was -13.5 lower than the previous day. The implied volatity was 35.14, the open interest changed by 106 which increased total open position to 157
On 6 Mar PERSISTENT was trading at 5303.25. The strike last trading price was 214.55, which was -58.45 lower than the previous day. The implied volatity was 35.76, the open interest changed by 16 which increased total open position to 50
On 5 Mar PERSISTENT was trading at 5391.10. The strike last trading price was 273, which was 85.65 higher than the previous day. The implied volatity was 37.01, the open interest changed by 4 which increased total open position to 33
On 4 Mar PERSISTENT was trading at 5153.00. The strike last trading price was 187.35, which was -37.9 lower than the previous day. The implied volatity was 39.49, the open interest changed by 0 which decreased total open position to 29
On 3 Mar PERSISTENT was trading at 5292.55. The strike last trading price was 225.05, which was 16.05 higher than the previous day. The implied volatity was 34.78, the open interest changed by 27 which increased total open position to 30
On 28 Feb PERSISTENT was trading at 5303.90. The strike last trading price was 209, which was -174 lower than the previous day. The implied volatity was 33.18, the open interest changed by 5 which increased total open position to 5
| PERSISTENT 24APR2025 5500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.93
Vega: 1.51
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 4609.95 | 817.6 | 97.1 | 44.86 | 156 | 8 | 264 |
| 3 Apr | 4793.35 | 714.75 | 401.35 | 50.83 | 315 | -35 | 255 |
| 2 Apr | 5317.50 | 314.1 | -64.65 | 44.64 | 232 | -20 | 290 |
| 1 Apr | 5211.55 | 376.5 | 155.7 | 45.97 | 1,031 | -80 | 312 |
| 28 Mar | 5513.75 | 236.45 | 70.8 | 41.87 | 1,180 | -62 | 392 |
| 27 Mar | 5641.45 | 156.1 | -70.5 | 39.60 | 632 | 191 | 454 |
| 26 Mar | 5517.00 | 231.6 | 16.4 | 40.32 | 493 | 99 | 265 |
| 25 Mar | 5558.30 | 217 | -64.1 | 42.40 | 634 | 24 | 166 |
| 24 Mar | 5421.30 | 284.5 | -56.5 | 42.19 | 178 | 48 | 142 |
| 21 Mar | 5275.55 | 341 | -66.4 | 37.72 | 67 | -10 | 92 |
| 20 Mar | 5194.05 | 409.45 | -30.6 | 39.50 | 102 | 50 | 102 |
| 19 Mar | 5280.60 | 440.05 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 5309.30 | 440.05 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 5167.30 | 440.05 | -76 | 38.75 | 5 | 0 | 52 |
| 13 Mar | 5125.75 | 516.05 | 0 | 0.00 | 0 | 9 | 0 |
| 12 Mar | 5185.20 | 516.05 | 88.8 | 50.35 | 18 | 0 | 43 |
| 11 Mar | 5239.95 | 427.25 | -2.75 | 44.96 | 3 | 0 | 40 |
| 10 Mar | 5167.00 | 430 | 131 | 35.80 | 50 | 40 | 40 |
| 7 Mar | 5278.80 | 299 | 0 | 0.00 | 0 | 7 | 0 |
| 6 Mar | 5303.25 | 299 | -50.6 | 28.24 | 7 | 0 | 0 |
| 5 Mar | 5391.10 | 349.6 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 5153.00 | 349.6 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 5292.55 | 349.6 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 5303.90 | 349.6 | 0 | - | 0 | 0 | 0 |
For Persistent Systems Ltd - strike price 5500 expiring on 24APR2025
Delta for 5500 PE is -0.93
Historical price for 5500 PE is as follows
On 4 Apr PERSISTENT was trading at 4609.95. The strike last trading price was 817.6, which was 97.1 higher than the previous day. The implied volatity was 44.86, the open interest changed by 8 which increased total open position to 264
On 3 Apr PERSISTENT was trading at 4793.35. The strike last trading price was 714.75, which was 401.35 higher than the previous day. The implied volatity was 50.83, the open interest changed by -35 which decreased total open position to 255
On 2 Apr PERSISTENT was trading at 5317.50. The strike last trading price was 314.1, which was -64.65 lower than the previous day. The implied volatity was 44.64, the open interest changed by -20 which decreased total open position to 290
On 1 Apr PERSISTENT was trading at 5211.55. The strike last trading price was 376.5, which was 155.7 higher than the previous day. The implied volatity was 45.97, the open interest changed by -80 which decreased total open position to 312
On 28 Mar PERSISTENT was trading at 5513.75. The strike last trading price was 236.45, which was 70.8 higher than the previous day. The implied volatity was 41.87, the open interest changed by -62 which decreased total open position to 392
On 27 Mar PERSISTENT was trading at 5641.45. The strike last trading price was 156.1, which was -70.5 lower than the previous day. The implied volatity was 39.60, the open interest changed by 191 which increased total open position to 454
On 26 Mar PERSISTENT was trading at 5517.00. The strike last trading price was 231.6, which was 16.4 higher than the previous day. The implied volatity was 40.32, the open interest changed by 99 which increased total open position to 265
On 25 Mar PERSISTENT was trading at 5558.30. The strike last trading price was 217, which was -64.1 lower than the previous day. The implied volatity was 42.40, the open interest changed by 24 which increased total open position to 166
On 24 Mar PERSISTENT was trading at 5421.30. The strike last trading price was 284.5, which was -56.5 lower than the previous day. The implied volatity was 42.19, the open interest changed by 48 which increased total open position to 142
On 21 Mar PERSISTENT was trading at 5275.55. The strike last trading price was 341, which was -66.4 lower than the previous day. The implied volatity was 37.72, the open interest changed by -10 which decreased total open position to 92
On 20 Mar PERSISTENT was trading at 5194.05. The strike last trading price was 409.45, which was -30.6 lower than the previous day. The implied volatity was 39.50, the open interest changed by 50 which increased total open position to 102
On 19 Mar PERSISTENT was trading at 5280.60. The strike last trading price was 440.05, 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 18 Mar PERSISTENT was trading at 5309.30. The strike last trading price was 440.05, 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 17 Mar PERSISTENT was trading at 5167.30. The strike last trading price was 440.05, which was -76 lower than the previous day. The implied volatity was 38.75, the open interest changed by 0 which decreased total open position to 52
On 13 Mar PERSISTENT was trading at 5125.75. The strike last trading price was 516.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 12 Mar PERSISTENT was trading at 5185.20. The strike last trading price was 516.05, which was 88.8 higher than the previous day. The implied volatity was 50.35, the open interest changed by 0 which decreased total open position to 43
On 11 Mar PERSISTENT was trading at 5239.95. The strike last trading price was 427.25, which was -2.75 lower than the previous day. The implied volatity was 44.96, the open interest changed by 0 which decreased total open position to 40
On 10 Mar PERSISTENT was trading at 5167.00. The strike last trading price was 430, which was 131 higher than the previous day. The implied volatity was 35.80, the open interest changed by 40 which increased total open position to 40
On 7 Mar PERSISTENT was trading at 5278.80. The strike last trading price was 299, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 6 Mar PERSISTENT was trading at 5303.25. The strike last trading price was 299, which was -50.6 lower than the previous day. The implied volatity was 28.24, 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 349.6, 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 349.6, 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 3 Mar PERSISTENT was trading at 5292.55. The strike last trading price was 349.6, 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 28 Feb PERSISTENT was trading at 5303.90. The strike last trading price was 349.6, 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
