PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
03 Feb 2025 04:10 PM IST
| PERSISTENT 27FEB2025 5600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.86
Vega: 3.43
Theta: -3.56
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Feb | 6076.75 | 532.7 | 109.75 | 31.83 | 23 | -1 | 102 | |||
| 1 Feb | 5933.55 | 422.95 | -73.1 | 33.57 | 36 | 8 | 104 | |||
| 31 Jan | 6032.60 | 496.05 | -65.5 | - | 19 | 0 | 97 | |||
| 30 Jan | 6056.70 | 563.4 | -198.35 | 36.63 | 7 | 0 | 97 | |||
| 29 Jan | 6275.95 | 764.45 | 324.55 | 29.86 | 22 | 3 | 89 | |||
| 28 Jan | 5910.30 | 442.05 | -190 | 34.80 | 134 | 72 | 82 | |||
| 27 Jan | 6061.25 | 632.05 | -100 | 50.21 | 1 | 0 | 10 | |||
| 24 Jan | 6360.65 | 732.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 23 Jan | 6287.70 | 732.05 | 407.55 | 23.76 | 17 | -3 | 7 | |||
| 22 Jan | 5683.15 | 324.5 | -304.20 | 37.92 | 38 | 10 | 10 | |||
| 21 Jan | 5896.70 | 628.7 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Jan | 6090.90 | 628.7 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Jan | 5961.20 | 628.7 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Jan | 6071.60 | 628.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Jan | 5880.10 | 628.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 6230.20 | 628.7 | 628.70 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 26 Dec | 6395.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 6350.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 6403.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 6368.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 6548.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 6549.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 6508.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 6477.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 6435.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 6359.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 6345.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 6234.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 6174.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 6101.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 6011.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 6041.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 5932.40 | 0 | - | 0 | 0 | 0 | ||||
For Persistent Systems Ltd - strike price 5600 expiring on 27FEB2025
Delta for 5600 CE is 0.86
Historical price for 5600 CE is as follows
On 3 Feb PERSISTENT was trading at 6076.75. The strike last trading price was 532.7, which was 109.75 higher than the previous day. The implied volatity was 31.83, the open interest changed by -1 which decreased total open position to 102
On 1 Feb PERSISTENT was trading at 5933.55. The strike last trading price was 422.95, which was -73.1 lower than the previous day. The implied volatity was 33.57, the open interest changed by 8 which increased total open position to 104
On 31 Jan PERSISTENT was trading at 6032.60. The strike last trading price was 496.05, which was -65.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 97
On 30 Jan PERSISTENT was trading at 6056.70. The strike last trading price was 563.4, which was -198.35 lower than the previous day. The implied volatity was 36.63, the open interest changed by 0 which decreased total open position to 97
On 29 Jan PERSISTENT was trading at 6275.95. The strike last trading price was 764.45, which was 324.55 higher than the previous day. The implied volatity was 29.86, the open interest changed by 3 which increased total open position to 89
On 28 Jan PERSISTENT was trading at 5910.30. The strike last trading price was 442.05, which was -190 lower than the previous day. The implied volatity was 34.80, the open interest changed by 72 which increased total open position to 82
On 27 Jan PERSISTENT was trading at 6061.25. The strike last trading price was 632.05, which was -100 lower than the previous day. The implied volatity was 50.21, the open interest changed by 0 which decreased total open position to 10
On 24 Jan PERSISTENT was trading at 6360.65. The strike last trading price was 732.05, 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 23 Jan PERSISTENT was trading at 6287.70. The strike last trading price was 732.05, which was 407.55 higher than the previous day. The implied volatity was 23.76, the open interest changed by -3 which decreased total open position to 7
On 22 Jan PERSISTENT was trading at 5683.15. The strike last trading price was 324.5, which was -304.20 lower than the previous day. The implied volatity was 37.92, the open interest changed by 10 which increased total open position to 10
On 21 Jan PERSISTENT was trading at 5896.70. The strike last trading price was 628.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jan PERSISTENT was trading at 6090.90. The strike last trading price was 628.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Jan PERSISTENT was trading at 5961.20. The strike last trading price was 628.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Jan PERSISTENT was trading at 6071.60. The strike last trading price was 628.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jan PERSISTENT was trading at 5880.10. The strike last trading price was 628.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Jan PERSISTENT was trading at 6230.20. The strike last trading price was 628.7, which was 628.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Dec PERSISTENT was trading at 6395.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Dec PERSISTENT was trading at 6350.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Dec PERSISTENT was trading at 6403.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Dec PERSISTENT was trading at 6368.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Dec PERSISTENT was trading at 6548.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Dec PERSISTENT was trading at 6549.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec PERSISTENT was trading at 6508.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Dec PERSISTENT was trading at 6477.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec PERSISTENT was trading at 6435.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec PERSISTENT was trading at 6359.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec PERSISTENT was trading at 6345.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec PERSISTENT was trading at 6234.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Dec PERSISTENT was trading at 6174.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec PERSISTENT was trading at 6101.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec PERSISTENT was trading at 6011.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec PERSISTENT was trading at 6041.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec PERSISTENT was trading at 5932.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| PERSISTENT 27FEB2025 5600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 4.46
Theta: -3.75
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Feb | 6076.75 | 85.8 | -12.1 | 44.25 | 1,057 | 29 | 322 |
| 1 Feb | 5933.55 | 97.55 | 13.75 | 37.79 | 850 | 29 | 291 |
| 31 Jan | 6032.60 | 79.3 | -17.9 | 40.48 | 779 | -47 | 261 |
| 30 Jan | 6056.70 | 92.3 | 14.1 | 42.42 | 453 | -37 | 307 |
| 29 Jan | 6275.95 | 74.5 | -66.1 | 47.85 | 898 | 222 | 344 |
| 28 Jan | 5910.30 | 141.5 | 38.1 | 43.03 | 247 | 64 | 122 |
| 27 Jan | 6061.25 | 105 | 52.35 | 42.08 | 46 | -5 | 57 |
| 24 Jan | 6360.65 | 52.65 | -1.8 | 42.10 | 53 | 32 | 62 |
| 23 Jan | 6287.70 | 54.45 | -186.30 | 38.27 | 40 | 20 | 30 |
| 22 Jan | 5683.15 | 240.75 | 63.70 | 41.71 | 13 | 10 | 11 |
| 21 Jan | 5896.70 | 177.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Jan | 6090.90 | 177.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Jan | 5961.20 | 177.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Jan | 6071.60 | 177.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Jan | 5880.10 | 177.05 | -130.00 | 41.96 | 2 | 1 | 1 |
| 8 Jan | 6230.20 | 307.05 | 0.00 | 7.52 | 0 | 0 | 0 |
| 26 Dec | 6395.80 | 307.05 | 0.00 | 8.10 | 0 | 0 | 0 |
| 24 Dec | 6350.90 | 307.05 | 0.00 | 7.85 | 0 | 0 | 0 |
| 23 Dec | 6403.15 | 307.05 | 0.00 | 8.26 | 0 | 0 | 0 |
| 20 Dec | 6368.70 | 307.05 | 307.05 | 8.10 | 0 | 0 | 0 |
| 18 Dec | 6548.25 | 0 | 0.00 | 9.61 | 0 | 0 | 0 |
| 17 Dec | 6549.35 | 0 | 0.00 | 9.74 | 0 | 0 | 0 |
| 16 Dec | 6508.60 | 0 | 0.00 | 9.23 | 0 | 0 | 0 |
| 13 Dec | 6477.65 | 0 | 0.00 | 8.41 | 0 | 0 | 0 |
| 12 Dec | 6435.95 | 0 | 0.00 | 8.18 | 0 | 0 | 0 |
| 11 Dec | 6359.75 | 0 | 0.00 | 7.47 | 0 | 0 | 0 |
| 10 Dec | 6345.35 | 0 | 0.00 | 7.62 | 0 | 0 | 0 |
| 9 Dec | 6234.25 | 0 | 0.00 | 6.60 | 0 | 0 | 0 |
| 6 Dec | 6174.25 | 0 | 0.00 | 6.00 | 0 | 0 | 0 |
| 5 Dec | 6101.75 | 0 | 0.00 | 5.46 | 0 | 0 | 0 |
| 4 Dec | 6011.35 | 0 | 0.00 | 4.72 | 0 | 0 | 0 |
| 3 Dec | 6041.30 | 0 | 0.00 | 4.95 | 0 | 0 | 0 |
| 2 Dec | 5932.40 | 0 | 4.07 | 0 | 0 | 0 | |
For Persistent Systems Ltd - strike price 5600 expiring on 27FEB2025
Delta for 5600 PE is -0.21
Historical price for 5600 PE is as follows
On 3 Feb PERSISTENT was trading at 6076.75. The strike last trading price was 85.8, which was -12.1 lower than the previous day. The implied volatity was 44.25, the open interest changed by 29 which increased total open position to 322
On 1 Feb PERSISTENT was trading at 5933.55. The strike last trading price was 97.55, which was 13.75 higher than the previous day. The implied volatity was 37.79, the open interest changed by 29 which increased total open position to 291
On 31 Jan PERSISTENT was trading at 6032.60. The strike last trading price was 79.3, which was -17.9 lower than the previous day. The implied volatity was 40.48, the open interest changed by -47 which decreased total open position to 261
On 30 Jan PERSISTENT was trading at 6056.70. The strike last trading price was 92.3, which was 14.1 higher than the previous day. The implied volatity was 42.42, the open interest changed by -37 which decreased total open position to 307
On 29 Jan PERSISTENT was trading at 6275.95. The strike last trading price was 74.5, which was -66.1 lower than the previous day. The implied volatity was 47.85, the open interest changed by 222 which increased total open position to 344
On 28 Jan PERSISTENT was trading at 5910.30. The strike last trading price was 141.5, which was 38.1 higher than the previous day. The implied volatity was 43.03, the open interest changed by 64 which increased total open position to 122
On 27 Jan PERSISTENT was trading at 6061.25. The strike last trading price was 105, which was 52.35 higher than the previous day. The implied volatity was 42.08, the open interest changed by -5 which decreased total open position to 57
On 24 Jan PERSISTENT was trading at 6360.65. The strike last trading price was 52.65, which was -1.8 lower than the previous day. The implied volatity was 42.10, the open interest changed by 32 which increased total open position to 62
On 23 Jan PERSISTENT was trading at 6287.70. The strike last trading price was 54.45, which was -186.30 lower than the previous day. The implied volatity was 38.27, the open interest changed by 20 which increased total open position to 30
On 22 Jan PERSISTENT was trading at 5683.15. The strike last trading price was 240.75, which was 63.70 higher than the previous day. The implied volatity was 41.71, the open interest changed by 10 which increased total open position to 11
On 21 Jan PERSISTENT was trading at 5896.70. The strike last trading price was 177.05, which was 0.00 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 20 Jan PERSISTENT was trading at 6090.90. The strike last trading price was 177.05, which was 0.00 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 Jan PERSISTENT was trading at 5961.20. The strike last trading price was 177.05, which was 0.00 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 16 Jan PERSISTENT was trading at 6071.60. The strike last trading price was 177.05, which was 0.00 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 14 Jan PERSISTENT was trading at 5880.10. The strike last trading price was 177.05, which was -130.00 lower than the previous day. The implied volatity was 41.96, the open interest changed by 1 which increased total open position to 1
On 8 Jan PERSISTENT was trading at 6230.20. The strike last trading price was 307.05, which was 0.00 lower than the previous day. The implied volatity was 7.52, the open interest changed by 0 which decreased total open position to 0
On 26 Dec PERSISTENT was trading at 6395.80. The strike last trading price was 307.05, which was 0.00 lower than the previous day. The implied volatity was 8.10, the open interest changed by 0 which decreased total open position to 0
On 24 Dec PERSISTENT was trading at 6350.90. The strike last trading price was 307.05, which was 0.00 lower than the previous day. The implied volatity was 7.85, the open interest changed by 0 which decreased total open position to 0
On 23 Dec PERSISTENT was trading at 6403.15. The strike last trading price was 307.05, which was 0.00 lower than the previous day. The implied volatity was 8.26, the open interest changed by 0 which decreased total open position to 0
On 20 Dec PERSISTENT was trading at 6368.70. The strike last trading price was 307.05, which was 307.05 higher than the previous day. The implied volatity was 8.10, the open interest changed by 0 which decreased total open position to 0
On 18 Dec PERSISTENT was trading at 6548.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 9.61, the open interest changed by 0 which decreased total open position to 0
On 17 Dec PERSISTENT was trading at 6549.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 9.74, the open interest changed by 0 which decreased total open position to 0
On 16 Dec PERSISTENT was trading at 6508.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 9.23, the open interest changed by 0 which decreased total open position to 0
On 13 Dec PERSISTENT was trading at 6477.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 8.41, the open interest changed by 0 which decreased total open position to 0
On 12 Dec PERSISTENT was trading at 6435.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 8.18, the open interest changed by 0 which decreased total open position to 0
On 11 Dec PERSISTENT was trading at 6359.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 7.47, the open interest changed by 0 which decreased total open position to 0
On 10 Dec PERSISTENT was trading at 6345.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 7.62, the open interest changed by 0 which decreased total open position to 0
On 9 Dec PERSISTENT was trading at 6234.25. The strike last trading price was 0, which was 0.00 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 6 Dec PERSISTENT was trading at 6174.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 6.00, the open interest changed by 0 which decreased total open position to 0
On 5 Dec PERSISTENT was trading at 6101.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.46, the open interest changed by 0 which decreased total open position to 0
On 4 Dec PERSISTENT was trading at 6011.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.72, the open interest changed by 0 which decreased total open position to 0
On 3 Dec PERSISTENT was trading at 6041.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.95, the open interest changed by 0 which decreased total open position to 0
On 2 Dec PERSISTENT was trading at 5932.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 4.07, the open interest changed by 0 which decreased total open position to 0
