PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
21 Nov 2024 04:10 PM IST
| PERSISTENT 28NOV2024 5900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.29
Vega: 2.70
Theta: -6.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 5725.50 | 43.3 | 2.70 | 31.34 | 1,115.5 | -8 | 269.5 | |||
| 20 Nov | 5710.30 | 40.6 | 0.00 | 30.00 | 911 | -20 | 277.5 | |||
| 19 Nov | 5710.30 | 40.6 | 7.10 | 30.00 | 911 | -20 | 277.5 | |||
| 18 Nov | 5646.10 | 33.5 | -22.45 | 30.43 | 497 | 49.5 | 301.5 | |||
| 14 Nov | 5713.80 | 55.95 | 5.85 | 26.75 | 915.5 | 34 | 251.5 | |||
| 13 Nov | 5640.60 | 50.1 | -7.55 | 28.43 | 339 | 9 | 217 | |||
| 12 Nov | 5680.15 | 57.65 | -24.75 | 27.88 | 327 | 20.5 | 221.5 | |||
| 11 Nov | 5721.65 | 82.4 | 3.40 | 28.76 | 316 | 1.5 | 200.5 | |||
| 8 Nov | 5668.70 | 79 | -27.50 | 30.11 | 1,445 | 58 | 201 | |||
| 7 Nov | 5737.40 | 106.5 | -19.45 | 31.48 | 447.5 | 18 | 136 | |||
| 6 Nov | 5717.65 | 125.95 | 76.50 | 32.09 | 653.5 | 5.5 | 116.5 | |||
| 5 Nov | 5420.20 | 49.45 | -5.55 | 35.15 | 116 | -10.5 | 111 | |||
| 4 Nov | 5358.50 | 55 | -9.25 | 38.51 | 127.5 | 8.5 | 121.5 | |||
| 1 Nov | 5389.00 | 64.25 | -4.00 | 37.19 | 16 | 0.5 | 114.5 | |||
| 31 Oct | 5372.50 | 68.25 | -60.55 | - | 234 | 77 | 112 | |||
| 30 Oct | 5617.85 | 128.8 | 7.20 | - | 77 | 10 | 34 | |||
| 29 Oct | 5670.50 | 121.6 | -9.00 | - | 30 | 4 | 26 | |||
| 28 Oct | 5666.50 | 130.6 | -29.40 | - | 6 | 2 | 21 | |||
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| 25 Oct | 5670.90 | 160 | 3.15 | - | 11 | 3 | 19 | |||
| 24 Oct | 5691.20 | 156.85 | -33.15 | - | 17 | 5 | 17 | |||
| 23 Oct | 5718.75 | 190 | 33.10 | - | 19 | 11 | 11 | |||
| 22 Oct | 5158.20 | 156.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 5247.65 | 156.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 5506.15 | 156.9 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 5437.00 | 156.9 | 156.90 | - | 0 | 0 | 0 | |||
| 26 Sept | 5426.45 | 0 | - | 0 | 0 | 0 | ||||
For Persistent Systems Ltd - strike price 5900 expiring on 28NOV2024
Delta for 5900 CE is 0.29
Historical price for 5900 CE is as follows
On 21 Nov PERSISTENT was trading at 5725.50. The strike last trading price was 43.3, which was 2.70 higher than the previous day. The implied volatity was 31.34, the open interest changed by -16 which decreased total open position to 539
On 20 Nov PERSISTENT was trading at 5710.30. The strike last trading price was 40.6, which was 0.00 lower than the previous day. The implied volatity was 30.00, the open interest changed by -40 which decreased total open position to 555
On 19 Nov PERSISTENT was trading at 5710.30. The strike last trading price was 40.6, which was 7.10 higher than the previous day. The implied volatity was 30.00, the open interest changed by -40 which decreased total open position to 555
On 18 Nov PERSISTENT was trading at 5646.10. The strike last trading price was 33.5, which was -22.45 lower than the previous day. The implied volatity was 30.43, the open interest changed by 99 which increased total open position to 603
On 14 Nov PERSISTENT was trading at 5713.80. The strike last trading price was 55.95, which was 5.85 higher than the previous day. The implied volatity was 26.75, the open interest changed by 68 which increased total open position to 503
On 13 Nov PERSISTENT was trading at 5640.60. The strike last trading price was 50.1, which was -7.55 lower than the previous day. The implied volatity was 28.43, the open interest changed by 18 which increased total open position to 434
On 12 Nov PERSISTENT was trading at 5680.15. The strike last trading price was 57.65, which was -24.75 lower than the previous day. The implied volatity was 27.88, the open interest changed by 41 which increased total open position to 443
On 11 Nov PERSISTENT was trading at 5721.65. The strike last trading price was 82.4, which was 3.40 higher than the previous day. The implied volatity was 28.76, the open interest changed by 3 which increased total open position to 401
On 8 Nov PERSISTENT was trading at 5668.70. The strike last trading price was 79, which was -27.50 lower than the previous day. The implied volatity was 30.11, the open interest changed by 116 which increased total open position to 402
On 7 Nov PERSISTENT was trading at 5737.40. The strike last trading price was 106.5, which was -19.45 lower than the previous day. The implied volatity was 31.48, the open interest changed by 36 which increased total open position to 272
On 6 Nov PERSISTENT was trading at 5717.65. The strike last trading price was 125.95, which was 76.50 higher than the previous day. The implied volatity was 32.09, the open interest changed by 11 which increased total open position to 233
On 5 Nov PERSISTENT was trading at 5420.20. The strike last trading price was 49.45, which was -5.55 lower than the previous day. The implied volatity was 35.15, the open interest changed by -21 which decreased total open position to 222
On 4 Nov PERSISTENT was trading at 5358.50. The strike last trading price was 55, which was -9.25 lower than the previous day. The implied volatity was 38.51, the open interest changed by 17 which increased total open position to 243
On 1 Nov PERSISTENT was trading at 5389.00. The strike last trading price was 64.25, which was -4.00 lower than the previous day. The implied volatity was 37.19, the open interest changed by 1 which increased total open position to 229
On 31 Oct PERSISTENT was trading at 5372.50. The strike last trading price was 68.25, which was -60.55 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 128.8, which was 7.20 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 121.6, which was -9.00 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 130.6, which was -29.40 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 160, which was 3.15 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 156.85, which was -33.15 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 190, which was 33.10 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 156.9, 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 156.9, 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 156.9, 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 156.9, which was 156.90 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| PERSISTENT 28NOV2024 5900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.71
Vega: 2.73
Theta: -5.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 5725.50 | 195.3 | -45.85 | 32.56 | 25.5 | -4.5 | 27.5 |
| 20 Nov | 5710.30 | 241.15 | 0.00 | 36.28 | 80.5 | -1.5 | 32.5 |
| 19 Nov | 5710.30 | 241.15 | -62.30 | 36.28 | 80.5 | -1 | 32.5 |
| 18 Nov | 5646.10 | 303.45 | 82.45 | 40.93 | 12.5 | -1.5 | 34.5 |
| 14 Nov | 5713.80 | 221 | -57.30 | 26.66 | 18.5 | 4 | 34 |
| 13 Nov | 5640.60 | 278.3 | 8.40 | 30.11 | 55.5 | 5 | 30 |
| 12 Nov | 5680.15 | 269.9 | 14.60 | 31.04 | 46.5 | 9 | 25.5 |
| 11 Nov | 5721.65 | 255.3 | -33.95 | 34.62 | 13.5 | -2 | 17 |
| 8 Nov | 5668.70 | 289.25 | 18.25 | 30.72 | 98 | 4.5 | 19 |
| 7 Nov | 5737.40 | 271 | 20.90 | 32.70 | 50 | 3 | 15.5 |
| 6 Nov | 5717.65 | 250.1 | -348.45 | 31.66 | 30.5 | 8.5 | 11 |
| 5 Nov | 5420.20 | 598.55 | 48.75 | 57.69 | 1.5 | 1 | 2 |
| 4 Nov | 5358.50 | 549.8 | -323.05 | 36.76 | 1 | 0.5 | 0.5 |
| 1 Nov | 5389.00 | 872.85 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 5372.50 | 872.85 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 5617.85 | 872.85 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 5670.50 | 872.85 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 5666.50 | 872.85 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 5670.90 | 872.85 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 5691.20 | 872.85 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 5718.75 | 872.85 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 5158.20 | 872.85 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 5247.65 | 872.85 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 5506.15 | 872.85 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 5437.00 | 872.85 | 872.85 | - | 0 | 0 | 0 |
| 26 Sept | 5426.45 | 0 | - | 0 | 0 | 0 | |
For Persistent Systems Ltd - strike price 5900 expiring on 28NOV2024
Delta for 5900 PE is -0.71
Historical price for 5900 PE is as follows
On 21 Nov PERSISTENT was trading at 5725.50. The strike last trading price was 195.3, which was -45.85 lower than the previous day. The implied volatity was 32.56, the open interest changed by -9 which decreased total open position to 55
On 20 Nov PERSISTENT was trading at 5710.30. The strike last trading price was 241.15, which was 0.00 lower than the previous day. The implied volatity was 36.28, the open interest changed by -3 which decreased total open position to 65
On 19 Nov PERSISTENT was trading at 5710.30. The strike last trading price was 241.15, which was -62.30 lower than the previous day. The implied volatity was 36.28, the open interest changed by -2 which decreased total open position to 65
On 18 Nov PERSISTENT was trading at 5646.10. The strike last trading price was 303.45, which was 82.45 higher than the previous day. The implied volatity was 40.93, the open interest changed by -3 which decreased total open position to 69
On 14 Nov PERSISTENT was trading at 5713.80. The strike last trading price was 221, which was -57.30 lower than the previous day. The implied volatity was 26.66, the open interest changed by 8 which increased total open position to 68
On 13 Nov PERSISTENT was trading at 5640.60. The strike last trading price was 278.3, which was 8.40 higher than the previous day. The implied volatity was 30.11, the open interest changed by 10 which increased total open position to 60
On 12 Nov PERSISTENT was trading at 5680.15. The strike last trading price was 269.9, which was 14.60 higher than the previous day. The implied volatity was 31.04, the open interest changed by 18 which increased total open position to 51
On 11 Nov PERSISTENT was trading at 5721.65. The strike last trading price was 255.3, which was -33.95 lower than the previous day. The implied volatity was 34.62, the open interest changed by -4 which decreased total open position to 34
On 8 Nov PERSISTENT was trading at 5668.70. The strike last trading price was 289.25, which was 18.25 higher than the previous day. The implied volatity was 30.72, the open interest changed by 9 which increased total open position to 38
On 7 Nov PERSISTENT was trading at 5737.40. The strike last trading price was 271, which was 20.90 higher than the previous day. The implied volatity was 32.70, the open interest changed by 6 which increased total open position to 31
On 6 Nov PERSISTENT was trading at 5717.65. The strike last trading price was 250.1, which was -348.45 lower than the previous day. The implied volatity was 31.66, the open interest changed by 17 which increased total open position to 22
On 5 Nov PERSISTENT was trading at 5420.20. The strike last trading price was 598.55, which was 48.75 higher than the previous day. The implied volatity was 57.69, the open interest changed by 2 which increased total open position to 4
On 4 Nov PERSISTENT was trading at 5358.50. The strike last trading price was 549.8, which was -323.05 lower than the previous day. The implied volatity was 36.76, the open interest changed by 1 which increased total open position to 1
On 1 Nov PERSISTENT was trading at 5389.00. The strike last trading price was 872.85, 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 31 Oct PERSISTENT was trading at 5372.50. The strike last trading price was 872.85, 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 30 Oct PERSISTENT was trading at 5617.85. The strike last trading price was 872.85, 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 29 Oct PERSISTENT was trading at 5670.50. The strike last trading price was 872.85, 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 28 Oct PERSISTENT was trading at 5666.50. The strike last trading price was 872.85, 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 Oct PERSISTENT was trading at 5670.90. The strike last trading price was 872.85, 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 872.85, 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 872.85, 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 872.85, 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 872.85, 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 872.85, 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 872.85, which was 872.85 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
