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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 5800 CE
Delta: 0.42
Vega: 4.38
Theta: -4.79
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 5713.80 89.2 13.75 26.56 3,361 105.5 858.5
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 0.42

Historical price for 5800 CE is as follows

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: 4.40
Theta: -3.63
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 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