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

5713.8 73.20 (1.30%)

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Historical option data for PERSISTENT

14 Nov 2024 04:10 PM IST
PERSISTENT 28NOV2024 5700 CE
Delta: 0.56
Vega: 4.42
Theta: -5.03
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 5713.80 136 22.55 26.59 3,184.5 110.5 643
13 Nov 5640.60 113.45 -14.60 27.17 745.5 14 532.5
12 Nov 5680.15 128.05 -37.60 27.02 627.5 11.5 519.5
11 Nov 5721.65 165.65 9.90 27.97 1,425 52 510
8 Nov 5668.70 155.75 -37.35 30.24 1,229 19.5 458
7 Nov 5737.40 193.1 -30.75 31.61 1,335.5 -70 441
6 Nov 5717.65 223.85 131.65 32.40 4,289.5 -21.5 499.5
5 Nov 5420.20 92.2 -6.60 34.68 353 2.5 522.5
4 Nov 5358.50 98.8 -10.40 38.59 468.5 -1.5 520
1 Nov 5389.00 109.2 -6.75 36.72 43.5 6 522
31 Oct 5372.50 115.95 -84.20 - 760 137 514
30 Oct 5617.85 200.15 -10.85 - 891 135 377
29 Oct 5670.50 211 -8.55 - 234 14 242
28 Oct 5666.50 219.55 -16.50 - 226 0 228
25 Oct 5670.90 236.05 -2.35 - 277 16 228
24 Oct 5691.20 238.4 -21.60 - 221 5 211
23 Oct 5718.75 260 178.25 - 703 151 206
22 Oct 5158.20 81.75 -31.65 - 62 38 56
21 Oct 5247.65 113.4 -58.60 - 13 3 17
18 Oct 5506.15 172 -39.85 - 4 3 14
16 Oct 5543.85 211.85 -13.00 - 3 2 11
15 Oct 5630.90 224.85 -4.10 - 5 1 8
14 Oct 5616.70 228.95 81.30 - 10 3 5
11 Oct 5469.55 147.65 -57.35 - 3 1 2
27 Sept 5437.00 205 0.00 - 0 0 0
26 Sept 5426.45 205 0.00 - 0 0 0
25 Sept 5323.10 205 0.00 - 0 0 0
24 Sept 5389.00 205 205.00 - 0 0 0
23 Sept 5329.50 0 0.00 - 0 0 0
20 Sept 5355.05 0 0.00 - 0 0 0
19 Sept 5283.55 0 0.00 - 0 0 0
17 Sept 5355.95 0 0.00 - 0 0 0
16 Sept 5301.00 0 0.00 - 0 0 0
13 Sept 5359.90 0 0.00 - 0 0 0
12 Sept 5306.70 0 0.00 - 0 0 0
11 Sept 5290.05 0 0.00 - 0 0 0
10 Sept 5274.20 0 0.00 - 0 0 0
5 Sept 5264.65 0 0.00 - 0 0 0
4 Sept 5249.75 0 0.00 - 0 0 0
3 Sept 5290.65 0 0.00 - 0 0 0
2 Sept 5206.80 0 - 0 0 0


For Persistent Systems Ltd - strike price 5700 expiring on 28NOV2024

Delta for 5700 CE is 0.56

Historical price for 5700 CE is as follows

On 14 Nov PERSISTENT was trading at 5713.80. The strike last trading price was 136, which was 22.55 higher than the previous day. The implied volatity was 26.59, the open interest changed by 221 which increased total open position to 1286


On 13 Nov PERSISTENT was trading at 5640.60. The strike last trading price was 113.45, which was -14.60 lower than the previous day. The implied volatity was 27.17, the open interest changed by 28 which increased total open position to 1065


On 12 Nov PERSISTENT was trading at 5680.15. The strike last trading price was 128.05, which was -37.60 lower than the previous day. The implied volatity was 27.02, the open interest changed by 23 which increased total open position to 1039


On 11 Nov PERSISTENT was trading at 5721.65. The strike last trading price was 165.65, which was 9.90 higher than the previous day. The implied volatity was 27.97, the open interest changed by 104 which increased total open position to 1020


On 8 Nov PERSISTENT was trading at 5668.70. The strike last trading price was 155.75, which was -37.35 lower than the previous day. The implied volatity was 30.24, the open interest changed by 39 which increased total open position to 916


On 7 Nov PERSISTENT was trading at 5737.40. The strike last trading price was 193.1, which was -30.75 lower than the previous day. The implied volatity was 31.61, the open interest changed by -140 which decreased total open position to 882


On 6 Nov PERSISTENT was trading at 5717.65. The strike last trading price was 223.85, which was 131.65 higher than the previous day. The implied volatity was 32.40, the open interest changed by -43 which decreased total open position to 999


On 5 Nov PERSISTENT was trading at 5420.20. The strike last trading price was 92.2, which was -6.60 lower than the previous day. The implied volatity was 34.68, the open interest changed by 5 which increased total open position to 1045


On 4 Nov PERSISTENT was trading at 5358.50. The strike last trading price was 98.8, which was -10.40 lower than the previous day. The implied volatity was 38.59, the open interest changed by -3 which decreased total open position to 1040


On 1 Nov PERSISTENT was trading at 5389.00. The strike last trading price was 109.2, which was -6.75 lower than the previous day. The implied volatity was 36.72, the open interest changed by 12 which increased total open position to 1044


On 31 Oct PERSISTENT was trading at 5372.50. The strike last trading price was 115.95, which was -84.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct PERSISTENT was trading at 5617.85. The strike last trading price was 200.15, which was -10.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct PERSISTENT was trading at 5670.50. The strike last trading price was 211, which was -8.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct PERSISTENT was trading at 5666.50. The strike last trading price was 219.55, which was -16.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct PERSISTENT was trading at 5670.90. The strike last trading price was 236.05, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct PERSISTENT was trading at 5691.20. The strike last trading price was 238.4, which was -21.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct PERSISTENT was trading at 5718.75. The strike last trading price was 260, which was 178.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct PERSISTENT was trading at 5158.20. The strike last trading price was 81.75, which was -31.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct PERSISTENT was trading at 5247.65. The strike last trading price was 113.4, which was -58.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct PERSISTENT was trading at 5506.15. The strike last trading price was 172, which was -39.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct PERSISTENT was trading at 5543.85. The strike last trading price was 211.85, which was -13.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct PERSISTENT was trading at 5630.90. The strike last trading price was 224.85, which was -4.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct PERSISTENT was trading at 5616.70. The strike last trading price was 228.95, which was 81.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct PERSISTENT was trading at 5469.55. The strike last trading price was 147.65, which was -57.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept PERSISTENT was trading at 5437.00. The strike last trading price was 205, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept PERSISTENT was trading at 5426.45. The strike last trading price was 205, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept PERSISTENT was trading at 5323.10. The strike last trading price was 205, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept PERSISTENT was trading at 5389.00. The strike last trading price was 205, which was 205.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept PERSISTENT was trading at 5329.50. 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 which decreased total open position to


On 20 Sept PERSISTENT was trading at 5355.05. 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 which decreased total open position to


On 19 Sept PERSISTENT was trading at 5283.55. 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 which decreased total open position to


On 17 Sept PERSISTENT was trading at 5355.95. 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 which decreased total open position to


On 16 Sept PERSISTENT was trading at 5301.00. 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 which decreased total open position to


On 13 Sept PERSISTENT was trading at 5359.90. 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 which decreased total open position to


On 12 Sept PERSISTENT was trading at 5306.70. 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 which decreased total open position to


On 11 Sept PERSISTENT was trading at 5290.05. 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 which decreased total open position to


On 10 Sept PERSISTENT was trading at 5274.20. 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 which decreased total open position to


On 5 Sept PERSISTENT was trading at 5264.65. 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 which decreased total open position to


On 4 Sept PERSISTENT was trading at 5249.75. 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 which decreased total open position to


On 3 Sept PERSISTENT was trading at 5290.65. 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 which decreased total open position to


On 2 Sept PERSISTENT was trading at 5206.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


PERSISTENT 28NOV2024 5700 PE
Delta: -0.45
Vega: 4.42
Theta: -3.97
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 5713.80 116.05 -30.25 29.73 1,543.5 83 410
13 Nov 5640.60 146.3 -0.85 29.39 769 25 327.5
12 Nov 5680.15 147.15 8.45 31.04 642 67 301.5
11 Nov 5721.65 138.7 -25.60 33.44 501.5 40.5 237
8 Nov 5668.70 164.3 1.25 30.26 725.5 -4 199
7 Nov 5737.40 163.05 12.55 33.57 825.5 -28.5 201.5
6 Nov 5717.65 150.5 -215.65 33.03 754 120 226
5 Nov 5420.20 366.15 -31.15 39.31 18.5 -3 106.5
4 Nov 5358.50 397.3 -12.70 37.73 54 0 108
1 Nov 5389.00 410 0.00 41.87 1 0 109
31 Oct 5372.50 410 170.65 - 91 16 109
30 Oct 5617.85 239.35 27.50 - 142 14 93
29 Oct 5670.50 211.85 -11.30 - 53 5 78
28 Oct 5666.50 223.15 -12.05 - 38 4 73
25 Oct 5670.90 235.2 17.35 - 130 8 69
24 Oct 5691.20 217.85 24.85 - 126 -29 59
23 Oct 5718.75 193 -531.50 - 163 88 88
22 Oct 5158.20 724.5 0.00 - 0 0 0
21 Oct 5247.65 724.5 0.00 - 0 0 0
18 Oct 5506.15 724.5 0.00 - 0 0 0
16 Oct 5543.85 724.5 0.00 - 0 0 0
15 Oct 5630.90 724.5 0.00 - 0 0 0
14 Oct 5616.70 724.5 0.00 - 0 0 0
11 Oct 5469.55 724.5 0.00 - 0 0 0
27 Sept 5437.00 724.5 724.50 - 0 0 0
26 Sept 5426.45 0 0.00 - 0 0 0
25 Sept 5323.10 0 0.00 - 0 0 0
24 Sept 5389.00 0 0.00 - 0 0 0
23 Sept 5329.50 0 0.00 - 0 0 0
20 Sept 5355.05 0 0.00 - 0 0 0
19 Sept 5283.55 0 0.00 - 0 0 0
17 Sept 5355.95 0 0.00 - 0 0 0
16 Sept 5301.00 0 0.00 - 0 0 0
13 Sept 5359.90 0 0.00 - 0 0 0
12 Sept 5306.70 0 0.00 - 0 0 0
11 Sept 5290.05 0 0.00 - 0 0 0
10 Sept 5274.20 0 0.00 - 0 0 0
5 Sept 5264.65 0 0.00 - 0 0 0
4 Sept 5249.75 0 0.00 - 0 0 0
3 Sept 5290.65 0 0.00 - 0 0 0
2 Sept 5206.80 0 - 0 0 0


For Persistent Systems Ltd - strike price 5700 expiring on 28NOV2024

Delta for 5700 PE is -0.45

Historical price for 5700 PE is as follows

On 14 Nov PERSISTENT was trading at 5713.80. The strike last trading price was 116.05, which was -30.25 lower than the previous day. The implied volatity was 29.73, the open interest changed by 166 which increased total open position to 820


On 13 Nov PERSISTENT was trading at 5640.60. The strike last trading price was 146.3, which was -0.85 lower than the previous day. The implied volatity was 29.39, the open interest changed by 50 which increased total open position to 655


On 12 Nov PERSISTENT was trading at 5680.15. The strike last trading price was 147.15, which was 8.45 higher than the previous day. The implied volatity was 31.04, the open interest changed by 134 which increased total open position to 603


On 11 Nov PERSISTENT was trading at 5721.65. The strike last trading price was 138.7, which was -25.60 lower than the previous day. The implied volatity was 33.44, the open interest changed by 81 which increased total open position to 474


On 8 Nov PERSISTENT was trading at 5668.70. The strike last trading price was 164.3, which was 1.25 higher than the previous day. The implied volatity was 30.26, the open interest changed by -8 which decreased total open position to 398


On 7 Nov PERSISTENT was trading at 5737.40. The strike last trading price was 163.05, which was 12.55 higher than the previous day. The implied volatity was 33.57, the open interest changed by -57 which decreased total open position to 403


On 6 Nov PERSISTENT was trading at 5717.65. The strike last trading price was 150.5, which was -215.65 lower than the previous day. The implied volatity was 33.03, the open interest changed by 240 which increased total open position to 452


On 5 Nov PERSISTENT was trading at 5420.20. The strike last trading price was 366.15, which was -31.15 lower than the previous day. The implied volatity was 39.31, the open interest changed by -6 which decreased total open position to 213


On 4 Nov PERSISTENT was trading at 5358.50. The strike last trading price was 397.3, which was -12.70 lower than the previous day. The implied volatity was 37.73, the open interest changed by 0 which decreased total open position to 216


On 1 Nov PERSISTENT was trading at 5389.00. The strike last trading price was 410, which was 0.00 lower than the previous day. The implied volatity was 41.87, the open interest changed by 0 which decreased total open position to 218


On 31 Oct PERSISTENT was trading at 5372.50. The strike last trading price was 410, which was 170.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct PERSISTENT was trading at 5617.85. The strike last trading price was 239.35, which was 27.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct PERSISTENT was trading at 5670.50. The strike last trading price was 211.85, which was -11.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct PERSISTENT was trading at 5666.50. The strike last trading price was 223.15, which was -12.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct PERSISTENT was trading at 5670.90. The strike last trading price was 235.2, which was 17.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct PERSISTENT was trading at 5691.20. The strike last trading price was 217.85, which was 24.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct PERSISTENT was trading at 5718.75. The strike last trading price was 193, which was -531.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct PERSISTENT was trading at 5158.20. The strike last trading price was 724.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct PERSISTENT was trading at 5247.65. The strike last trading price was 724.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct PERSISTENT was trading at 5506.15. The strike last trading price was 724.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct PERSISTENT was trading at 5543.85. The strike last trading price was 724.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct PERSISTENT was trading at 5630.90. The strike last trading price was 724.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct PERSISTENT was trading at 5616.70. The strike last trading price was 724.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct PERSISTENT was trading at 5469.55. The strike last trading price was 724.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept PERSISTENT was trading at 5437.00. The strike last trading price was 724.5, which was 724.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept PERSISTENT was trading at 5426.45. 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 which decreased total open position to


On 25 Sept PERSISTENT was trading at 5323.10. 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 which decreased total open position to


On 24 Sept PERSISTENT was trading at 5389.00. 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 which decreased total open position to


On 23 Sept PERSISTENT was trading at 5329.50. 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 which decreased total open position to


On 20 Sept PERSISTENT was trading at 5355.05. 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 which decreased total open position to


On 19 Sept PERSISTENT was trading at 5283.55. 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 which decreased total open position to


On 17 Sept PERSISTENT was trading at 5355.95. 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 which decreased total open position to


On 16 Sept PERSISTENT was trading at 5301.00. 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 which decreased total open position to


On 13 Sept PERSISTENT was trading at 5359.90. 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 which decreased total open position to


On 12 Sept PERSISTENT was trading at 5306.70. 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 which decreased total open position to


On 11 Sept PERSISTENT was trading at 5290.05. 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 which decreased total open position to


On 10 Sept PERSISTENT was trading at 5274.20. 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 which decreased total open position to


On 5 Sept PERSISTENT was trading at 5264.65. 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 which decreased total open position to


On 4 Sept PERSISTENT was trading at 5249.75. 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 which decreased total open position to


On 3 Sept PERSISTENT was trading at 5290.65. 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 which decreased total open position to


On 2 Sept PERSISTENT was trading at 5206.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to