PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
21 Nov 2024 04:10 PM IST
| PERSISTENT 28NOV2024 5800 CE | ||||||||||
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Delta: 0.43
Vega: 3.12
Theta: -7.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 5725.50 | 76 | 8.00 | 30.94 | 4,141.5 | -2.5 | 1,105 | |||
| 20 Nov | 5710.30 | 68 | 0.00 | 29.18 | 3,661.5 | 103.5 | 1,104.5 | |||
| 19 Nov | 5710.30 | 68 | 10.00 | 29.18 | 3,661.5 | 100.5 | 1,104.5 | |||
| 18 Nov | 5646.10 | 58 | -31.20 | 30.31 | 1,131 | 146.5 | 1,005 | |||
| 14 Nov | 5713.80 | 89.2 | 13.75 | 26.56 | 3,361 | 105.5 | 858.5 | |||
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| 13 Nov | 5640.60 | 75.45 | -12.55 | 27.56 | 648 | -29 | 759.5 | |||
| 12 Nov | 5680.15 | 88 | -31.40 | 27.58 | 967 | -47 | 789 | |||
| 11 Nov | 5721.65 | 119.4 | 7.40 | 28.53 | 1,770 | 154 | 833 | |||
| 8 Nov | 5668.70 | 112 | -34.50 | 30.03 | 3,642.5 | 206.5 | 679.5 | |||
| 7 Nov | 5737.40 | 146.5 | -21.60 | 31.75 | 2,288 | 54 | 473.5 | |||
| 6 Nov | 5717.65 | 168.1 | 99.10 | 32.20 | 2,203 | 16.5 | 420 | |||
| 5 Nov | 5420.20 | 69 | -5.40 | 35.14 | 572.5 | 42.5 | 405 | |||
| 4 Nov | 5358.50 | 74.4 | -10.05 | 38.57 | 470.5 | 15 | 363 | |||
| 1 Nov | 5389.00 | 84.45 | -4.55 | 37.01 | 55.5 | -12 | 349 | |||
| 31 Oct | 5372.50 | 89 | -71.10 | - | 1,453 | 108 | 362 | |||
| 30 Oct | 5617.85 | 160.1 | -8.40 | - | 1,038 | 149 | 248 | |||
| 29 Oct | 5670.50 | 168.5 | -9.50 | - | 87 | 9 | 99 | |||
| 28 Oct | 5666.50 | 178 | -18.00 | - | 78 | 20 | 92 | |||
| 25 Oct | 5670.90 | 196 | 2.10 | - | 90 | 27 | 72 | |||
| 24 Oct | 5691.20 | 193.9 | -19.15 | - | 119 | 2 | 45 | |||
| 23 Oct | 5718.75 | 213.05 | 69.05 | - | 161 | 43 | 46 | |||
| 22 Oct | 5158.20 | 144 | 0.00 | - | 0 | 3 | 0 | |||
| 21 Oct | 5247.65 | 144 | -35.65 | - | 5 | 2 | 2 | |||
| 18 Oct | 5506.15 | 179.65 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 5437.00 | 179.65 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Sept | 5426.45 | 179.65 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Sept | 5323.10 | 179.65 | 179.65 | - | 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 | |||
| 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 | 0 | 0 | ||||
For Persistent Systems Ltd - strike price 5800 expiring on 28NOV2024
Delta for 5800 CE is 0.43
Historical price for 5800 CE is as follows
On 21 Nov PERSISTENT was trading at 5725.50. The strike last trading price was 76, which was 8.00 higher than the previous day. The implied volatity was 30.94, the open interest changed by -5 which decreased total open position to 2210
On 20 Nov PERSISTENT was trading at 5710.30. The strike last trading price was 68, which was 0.00 lower than the previous day. The implied volatity was 29.18, the open interest changed by 207 which increased total open position to 2209
On 19 Nov PERSISTENT was trading at 5710.30. The strike last trading price was 68, which was 10.00 higher than the previous day. The implied volatity was 29.18, the open interest changed by 201 which increased total open position to 2209
On 18 Nov PERSISTENT was trading at 5646.10. The strike last trading price was 58, which was -31.20 lower than the previous day. The implied volatity was 30.31, the open interest changed by 293 which increased total open position to 2010
On 14 Nov PERSISTENT was trading at 5713.80. The strike last trading price was 89.2, which was 13.75 higher than the previous day. The implied volatity was 26.56, the open interest changed by 211 which increased total open position to 1717
On 13 Nov PERSISTENT was trading at 5640.60. The strike last trading price was 75.45, which was -12.55 lower than the previous day. The implied volatity was 27.56, the open interest changed by -58 which decreased total open position to 1519
On 12 Nov PERSISTENT was trading at 5680.15. The strike last trading price was 88, which was -31.40 lower than the previous day. The implied volatity was 27.58, the open interest changed by -94 which decreased total open position to 1578
On 11 Nov PERSISTENT was trading at 5721.65. The strike last trading price was 119.4, which was 7.40 higher than the previous day. The implied volatity was 28.53, the open interest changed by 308 which increased total open position to 1666
On 8 Nov PERSISTENT was trading at 5668.70. The strike last trading price was 112, which was -34.50 lower than the previous day. The implied volatity was 30.03, the open interest changed by 413 which increased total open position to 1359
On 7 Nov PERSISTENT was trading at 5737.40. The strike last trading price was 146.5, which was -21.60 lower than the previous day. The implied volatity was 31.75, the open interest changed by 108 which increased total open position to 947
On 6 Nov PERSISTENT was trading at 5717.65. The strike last trading price was 168.1, which was 99.10 higher than the previous day. The implied volatity was 32.20, the open interest changed by 33 which increased total open position to 840
On 5 Nov PERSISTENT was trading at 5420.20. The strike last trading price was 69, which was -5.40 lower than the previous day. The implied volatity was 35.14, the open interest changed by 85 which increased total open position to 810
On 4 Nov PERSISTENT was trading at 5358.50. The strike last trading price was 74.4, which was -10.05 lower than the previous day. The implied volatity was 38.57, the open interest changed by 30 which increased total open position to 726
On 1 Nov PERSISTENT was trading at 5389.00. The strike last trading price was 84.45, which was -4.55 lower than the previous day. The implied volatity was 37.01, the open interest changed by -24 which decreased total open position to 698
On 31 Oct PERSISTENT was trading at 5372.50. The strike last trading price was 89, which was -71.10 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 160.1, which was -8.40 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 168.5, which was -9.50 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 178, which was -18.00 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 196, which was 2.10 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 193.9, which was -19.15 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 213.05, which was 69.05 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 144, 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 144, which was -35.65 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 179.65, 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 179.65, 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 179.65, 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 179.65, which was 179.65 higher 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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| PERSISTENT 28NOV2024 5800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 3.13
Theta: -6.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 5725.50 | 127.5 | -40.50 | 31.77 | 651 | 44 | 228.5 |
| 20 Nov | 5710.30 | 168 | 0.00 | 33.47 | 632.5 | 18 | 187 |
| 19 Nov | 5710.30 | 168 | -46.00 | 33.47 | 632.5 | 20.5 | 187 |
| 18 Nov | 5646.10 | 214 | 48.00 | 35.26 | 404 | -69.5 | 165.5 |
| 14 Nov | 5713.80 | 166 | -41.95 | 29.07 | 524 | 52.5 | 236 |
| 13 Nov | 5640.60 | 207.95 | 0.75 | 29.93 | 172.5 | 2.5 | 182 |
| 12 Nov | 5680.15 | 207.2 | 15.40 | 31.84 | 300.5 | 44.5 | 188.5 |
| 11 Nov | 5721.65 | 191.8 | -31.95 | 33.90 | 168.5 | 45 | 141.5 |
| 8 Nov | 5668.70 | 223.75 | 12.50 | 30.77 | 710.5 | 31.5 | 98.5 |
| 7 Nov | 5737.40 | 211.25 | 12.95 | 32.86 | 346.5 | 9 | 67.5 |
| 6 Nov | 5717.65 | 198.3 | -270.80 | 32.75 | 137.5 | 35.5 | 57.5 |
| 5 Nov | 5420.20 | 469.1 | 0.00 | 0.00 | 0 | 2 | 0 |
| 4 Nov | 5358.50 | 469.1 | -51.50 | 36.87 | 16 | 2.5 | 22.5 |
| 1 Nov | 5389.00 | 520.6 | 0.00 | 0.00 | 0 | 7 | 0 |
| 31 Oct | 5372.50 | 520.6 | 211.60 | - | 9 | 3 | 16 |
| 30 Oct | 5617.85 | 309 | 47.30 | - | 18 | 9 | 13 |
| 29 Oct | 5670.50 | 261.7 | -16.30 | - | 10 | 0 | 2 |
| 28 Oct | 5666.50 | 278 | -519.40 | - | 4 | 2 | 2 |
| 25 Oct | 5670.90 | 797.4 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 5691.20 | 797.4 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 5718.75 | 797.4 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 5158.20 | 797.4 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 5247.65 | 797.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 5506.15 | 797.4 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 5437.00 | 797.4 | 797.40 | - | 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 |
| 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 | 0 | 0 | |
For Persistent Systems Ltd - strike price 5800 expiring on 28NOV2024
Delta for 5800 PE is -0.57
Historical price for 5800 PE is as follows
On 21 Nov PERSISTENT was trading at 5725.50. The strike last trading price was 127.5, which was -40.50 lower than the previous day. The implied volatity was 31.77, the open interest changed by 88 which increased total open position to 457
On 20 Nov PERSISTENT was trading at 5710.30. The strike last trading price was 168, which was 0.00 lower than the previous day. The implied volatity was 33.47, the open interest changed by 36 which increased total open position to 374
On 19 Nov PERSISTENT was trading at 5710.30. The strike last trading price was 168, which was -46.00 lower than the previous day. The implied volatity was 33.47, the open interest changed by 41 which increased total open position to 374
On 18 Nov PERSISTENT was trading at 5646.10. The strike last trading price was 214, which was 48.00 higher than the previous day. The implied volatity was 35.26, the open interest changed by -139 which decreased total open position to 331
On 14 Nov PERSISTENT was trading at 5713.80. The strike last trading price was 166, which was -41.95 lower than the previous day. The implied volatity was 29.07, the open interest changed by 105 which increased total open position to 472
On 13 Nov PERSISTENT was trading at 5640.60. The strike last trading price was 207.95, which was 0.75 higher than the previous day. The implied volatity was 29.93, the open interest changed by 5 which increased total open position to 364
On 12 Nov PERSISTENT was trading at 5680.15. The strike last trading price was 207.2, which was 15.40 higher than the previous day. The implied volatity was 31.84, the open interest changed by 89 which increased total open position to 377
On 11 Nov PERSISTENT was trading at 5721.65. The strike last trading price was 191.8, which was -31.95 lower than the previous day. The implied volatity was 33.90, the open interest changed by 90 which increased total open position to 283
On 8 Nov PERSISTENT was trading at 5668.70. The strike last trading price was 223.75, which was 12.50 higher than the previous day. The implied volatity was 30.77, the open interest changed by 63 which increased total open position to 197
On 7 Nov PERSISTENT was trading at 5737.40. The strike last trading price was 211.25, which was 12.95 higher than the previous day. The implied volatity was 32.86, the open interest changed by 18 which increased total open position to 135
On 6 Nov PERSISTENT was trading at 5717.65. The strike last trading price was 198.3, which was -270.80 lower than the previous day. The implied volatity was 32.75, the open interest changed by 71 which increased total open position to 115
On 5 Nov PERSISTENT was trading at 5420.20. The strike last trading price was 469.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 4 Nov PERSISTENT was trading at 5358.50. The strike last trading price was 469.1, which was -51.50 lower than the previous day. The implied volatity was 36.87, the open interest changed by 5 which increased total open position to 45
On 1 Nov PERSISTENT was trading at 5389.00. The strike last trading price was 520.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 31 Oct PERSISTENT was trading at 5372.50. The strike last trading price was 520.6, which was 211.60 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 309, which was 47.30 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 261.7, which was -16.30 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 278, which was -519.40 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 797.4, 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 Oct PERSISTENT was trading at 5691.20. The strike last trading price was 797.4, 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 Oct PERSISTENT was trading at 5718.75. The strike last trading price was 797.4, 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 22 Oct PERSISTENT was trading at 5158.20. The strike last trading price was 797.4, 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 797.4, 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 797.4, 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 797.4, which was 797.40 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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
