PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
26 Dec 2024 04:10 PM IST
| PERSISTENT 30JAN2025 6000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 6.02
Theta: -3.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 6395.80 | 510 | 1.95 | 32.33 | 97 | 81 | 224 | |||
| 24 Dec | 6350.90 | 508.05 | -63.30 | 33.27 | 183 | 127 | 143 | |||
| 23 Dec | 6403.15 | 571.35 | -29.65 | 35.56 | 9 | 3 | 14 | |||
| 20 Dec | 6368.70 | 601 | -119.00 | 38.62 | 4 | 2 | 10 | |||
| 19 Dec | 6674.20 | 720 | 65.05 | - | 1 | 0 | 8 | |||
| 18 Dec | 6548.25 | 654.95 | 54.95 | 26.43 | 1 | 0 | 7 | |||
| 17 Dec | 6549.35 | 600 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 6508.60 | 600 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 6477.65 | 600 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 12 Dec | 6435.95 | 600 | 100.00 | 29.27 | 3 | 0 | 6 | |||
| 11 Dec | 6359.75 | 500 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 6345.35 | 500 | 48.95 | 26.62 | 5 | -1 | 5 | |||
| 9 Dec | 6234.25 | 451.05 | 81.05 | 28.49 | 4 | 0 | 5 | |||
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| 6 Dec | 6174.25 | 370 | 0.00 | 22.39 | 2 | 0 | 4 | |||
| 5 Dec | 6101.75 | 370 | 131.30 | 28.80 | 5 | 2 | 3 | |||
| 26 Nov | 5968.95 | 238.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 5917.70 | 238.7 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 5796.25 | 238.7 | 0.00 | 1.15 | 0 | 0 | 0 | |||
| 21 Nov | 5725.50 | 238.7 | 238.70 | 1.60 | 0 | 0 | 0 | |||
| 20 Nov | 5710.30 | 0 | 0.00 | 1.80 | 0 | 0 | 0 | |||
| 19 Nov | 5710.30 | 0 | 0.00 | 1.80 | 0 | 0 | 0 | |||
| 18 Nov | 5646.10 | 0 | 0.00 | 2.37 | 0 | 0 | 0 | |||
| 14 Nov | 5713.80 | 0 | 0.00 | 1.78 | 0 | 0 | 0 | |||
| 13 Nov | 5640.60 | 0 | 0.00 | 2.38 | 0 | 0 | 0 | |||
| 12 Nov | 5680.15 | 0 | 0.00 | 1.71 | 0 | 0 | 0 | |||
| 11 Nov | 5721.65 | 0 | 0.00 | 1.42 | 0 | 0 | 0 | |||
| 8 Nov | 5668.70 | 0 | 0.00 | 1.78 | 0 | 0 | 0 | |||
| 7 Nov | 5737.40 | 0 | 0.00 | 1.21 | 0 | 0 | 0 | |||
| 6 Nov | 5717.65 | 0 | 0.00 | 1.45 | 0 | 0 | 0 | |||
| 5 Nov | 5420.20 | 0 | 0.00 | 3.90 | 0 | 0 | 0 | |||
| 4 Nov | 5358.50 | 0 | 4.52 | 0 | 0 | 0 | ||||
For Persistent Systems Ltd - strike price 6000 expiring on 30JAN2025
Delta for 6000 CE is 0.77
Historical price for 6000 CE is as follows
On 26 Dec PERSISTENT was trading at 6395.80. The strike last trading price was 510, which was 1.95 higher than the previous day. The implied volatity was 32.33, the open interest changed by 81 which increased total open position to 224
On 24 Dec PERSISTENT was trading at 6350.90. The strike last trading price was 508.05, which was -63.30 lower than the previous day. The implied volatity was 33.27, the open interest changed by 127 which increased total open position to 143
On 23 Dec PERSISTENT was trading at 6403.15. The strike last trading price was 571.35, which was -29.65 lower than the previous day. The implied volatity was 35.56, the open interest changed by 3 which increased total open position to 14
On 20 Dec PERSISTENT was trading at 6368.70. The strike last trading price was 601, which was -119.00 lower than the previous day. The implied volatity was 38.62, the open interest changed by 2 which increased total open position to 10
On 19 Dec PERSISTENT was trading at 6674.20. The strike last trading price was 720, which was 65.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 18 Dec PERSISTENT was trading at 6548.25. The strike last trading price was 654.95, which was 54.95 higher than the previous day. The implied volatity was 26.43, the open interest changed by 0 which decreased total open position to 7
On 17 Dec PERSISTENT was trading at 6549.35. The strike last trading price was 600, 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 Dec PERSISTENT was trading at 6508.60. The strike last trading price was 600, 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 13 Dec PERSISTENT was trading at 6477.65. The strike last trading price was 600, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 12 Dec PERSISTENT was trading at 6435.95. The strike last trading price was 600, which was 100.00 higher than the previous day. The implied volatity was 29.27, the open interest changed by 0 which decreased total open position to 6
On 11 Dec PERSISTENT was trading at 6359.75. The strike last trading price was 500, 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 10 Dec PERSISTENT was trading at 6345.35. The strike last trading price was 500, which was 48.95 higher than the previous day. The implied volatity was 26.62, the open interest changed by -1 which decreased total open position to 5
On 9 Dec PERSISTENT was trading at 6234.25. The strike last trading price was 451.05, which was 81.05 higher than the previous day. The implied volatity was 28.49, the open interest changed by 0 which decreased total open position to 5
On 6 Dec PERSISTENT was trading at 6174.25. The strike last trading price was 370, which was 0.00 lower than the previous day. The implied volatity was 22.39, the open interest changed by 0 which decreased total open position to 4
On 5 Dec PERSISTENT was trading at 6101.75. The strike last trading price was 370, which was 131.30 higher than the previous day. The implied volatity was 28.80, the open interest changed by 2 which increased total open position to 3
On 26 Nov PERSISTENT was trading at 5968.95. The strike last trading price was 238.7, 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 25 Nov PERSISTENT was trading at 5917.70. The strike last trading price was 238.7, 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 22 Nov PERSISTENT was trading at 5796.25. The strike last trading price was 238.7, which was 0.00 lower than the previous day. The implied volatity was 1.15, the open interest changed by 0 which decreased total open position to 0
On 21 Nov PERSISTENT was trading at 5725.50. The strike last trading price was 238.7, which was 238.70 higher than the previous day. The implied volatity was 1.60, the open interest changed by 0 which decreased total open position to 0
On 20 Nov PERSISTENT was trading at 5710.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.80, the open interest changed by 0 which decreased total open position to 0
On 19 Nov PERSISTENT was trading at 5710.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.80, the open interest changed by 0 which decreased total open position to 0
On 18 Nov PERSISTENT was trading at 5646.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.37, the open interest changed by 0 which decreased total open position to 0
On 14 Nov PERSISTENT was trading at 5713.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.78, the open interest changed by 0 which decreased total open position to 0
On 13 Nov PERSISTENT was trading at 5640.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.38, the open interest changed by 0 which decreased total open position to 0
On 12 Nov PERSISTENT was trading at 5680.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.71, the open interest changed by 0 which decreased total open position to 0
On 11 Nov PERSISTENT was trading at 5721.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.42, the open interest changed by 0 which decreased total open position to 0
On 8 Nov PERSISTENT was trading at 5668.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.78, the open interest changed by 0 which decreased total open position to 0
On 7 Nov PERSISTENT was trading at 5737.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0
On 6 Nov PERSISTENT was trading at 5717.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.45, the open interest changed by 0 which decreased total open position to 0
On 5 Nov PERSISTENT was trading at 5420.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.90, the open interest changed by 0 which decreased total open position to 0
On 4 Nov PERSISTENT was trading at 5358.50. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 4.52, the open interest changed by 0 which decreased total open position to 0
| PERSISTENT 30JAN2025 6000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.22
Vega: 5.89
Theta: -2.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6395.80 | 82.25 | -27.25 | 30.90 | 481 | 109 | 496 |
| 24 Dec | 6350.90 | 109.5 | -6.50 | 33.74 | 669 | 133 | 389 |
| 23 Dec | 6403.15 | 116 | -22.00 | 36.61 | 245 | 53 | 256 |
| 20 Dec | 6368.70 | 138 | 63.00 | 38.49 | 329 | 139 | 202 |
| 19 Dec | 6674.20 | 75 | -1.00 | 37.64 | 45 | 17 | 63 |
| 18 Dec | 6548.25 | 76 | 5.95 | 33.25 | 13 | -1 | 45 |
| 17 Dec | 6549.35 | 70.05 | -7.60 | 31.16 | 9 | -1 | 46 |
| 16 Dec | 6508.60 | 77.65 | -4.00 | 31.84 | 8 | 5 | 47 |
| 13 Dec | 6477.65 | 81.65 | -8.30 | 30.53 | 40 | 20 | 43 |
| 12 Dec | 6435.95 | 89.95 | -41.25 | 30.45 | 13 | 4 | 22 |
| 11 Dec | 6359.75 | 131.2 | 11.75 | 33.38 | 9 | 2 | 19 |
| 10 Dec | 6345.35 | 119.45 | -40.10 | 30.40 | 11 | 8 | 16 |
| 9 Dec | 6234.25 | 159.55 | -56.95 | 31.95 | 5 | 3 | 9 |
| 6 Dec | 6174.25 | 216.5 | 0.00 | 0.00 | 0 | 5 | 0 |
| 5 Dec | 6101.75 | 216.5 | -541.75 | 31.86 | 9 | 5 | 6 |
| 26 Nov | 5968.95 | 758.25 | 758.25 | 0.58 | 0 | 0 | 0 |
| 25 Nov | 5917.70 | 0 | 0.00 | 0.32 | 0 | 0 | 0 |
| 22 Nov | 5796.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 5725.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 5710.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 5710.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 5646.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 5713.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 5640.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 5680.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 5721.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 5668.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 5737.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 5717.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 5420.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 5358.50 | 0 | - | 0 | 0 | 0 | |
For Persistent Systems Ltd - strike price 6000 expiring on 30JAN2025
Delta for 6000 PE is -0.22
Historical price for 6000 PE is as follows
On 26 Dec PERSISTENT was trading at 6395.80. The strike last trading price was 82.25, which was -27.25 lower than the previous day. The implied volatity was 30.90, the open interest changed by 109 which increased total open position to 496
On 24 Dec PERSISTENT was trading at 6350.90. The strike last trading price was 109.5, which was -6.50 lower than the previous day. The implied volatity was 33.74, the open interest changed by 133 which increased total open position to 389
On 23 Dec PERSISTENT was trading at 6403.15. The strike last trading price was 116, which was -22.00 lower than the previous day. The implied volatity was 36.61, the open interest changed by 53 which increased total open position to 256
On 20 Dec PERSISTENT was trading at 6368.70. The strike last trading price was 138, which was 63.00 higher than the previous day. The implied volatity was 38.49, the open interest changed by 139 which increased total open position to 202
On 19 Dec PERSISTENT was trading at 6674.20. The strike last trading price was 75, which was -1.00 lower than the previous day. The implied volatity was 37.64, the open interest changed by 17 which increased total open position to 63
On 18 Dec PERSISTENT was trading at 6548.25. The strike last trading price was 76, which was 5.95 higher than the previous day. The implied volatity was 33.25, the open interest changed by -1 which decreased total open position to 45
On 17 Dec PERSISTENT was trading at 6549.35. The strike last trading price was 70.05, which was -7.60 lower than the previous day. The implied volatity was 31.16, the open interest changed by -1 which decreased total open position to 46
On 16 Dec PERSISTENT was trading at 6508.60. The strike last trading price was 77.65, which was -4.00 lower than the previous day. The implied volatity was 31.84, the open interest changed by 5 which increased total open position to 47
On 13 Dec PERSISTENT was trading at 6477.65. The strike last trading price was 81.65, which was -8.30 lower than the previous day. The implied volatity was 30.53, the open interest changed by 20 which increased total open position to 43
On 12 Dec PERSISTENT was trading at 6435.95. The strike last trading price was 89.95, which was -41.25 lower than the previous day. The implied volatity was 30.45, the open interest changed by 4 which increased total open position to 22
On 11 Dec PERSISTENT was trading at 6359.75. The strike last trading price was 131.2, which was 11.75 higher than the previous day. The implied volatity was 33.38, the open interest changed by 2 which increased total open position to 19
On 10 Dec PERSISTENT was trading at 6345.35. The strike last trading price was 119.45, which was -40.10 lower than the previous day. The implied volatity was 30.40, the open interest changed by 8 which increased total open position to 16
On 9 Dec PERSISTENT was trading at 6234.25. The strike last trading price was 159.55, which was -56.95 lower than the previous day. The implied volatity was 31.95, the open interest changed by 3 which increased total open position to 9
On 6 Dec PERSISTENT was trading at 6174.25. The strike last trading price was 216.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 5 Dec PERSISTENT was trading at 6101.75. The strike last trading price was 216.5, which was -541.75 lower than the previous day. The implied volatity was 31.86, the open interest changed by 5 which increased total open position to 6
On 26 Nov PERSISTENT was trading at 5968.95. The strike last trading price was 758.25, which was 758.25 higher than the previous day. The implied volatity was 0.58, the open interest changed by 0 which decreased total open position to 0
On 25 Nov PERSISTENT was trading at 5917.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.32, the open interest changed by 0 which decreased total open position to 0
On 22 Nov PERSISTENT was trading at 5796.25. 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 21 Nov PERSISTENT was trading at 5725.50. 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 0 which decreased total open position to 0
On 20 Nov PERSISTENT was trading at 5710.30. 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 19 Nov PERSISTENT was trading at 5710.30. 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 18 Nov PERSISTENT was trading at 5646.10. 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 0 which decreased total open position to 0
On 14 Nov PERSISTENT was trading at 5713.80. 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 13 Nov PERSISTENT was trading at 5640.60. 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 12 Nov PERSISTENT was trading at 5680.15. 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 11 Nov PERSISTENT was trading at 5721.65. 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 8 Nov PERSISTENT was trading at 5668.70. 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 7 Nov PERSISTENT was trading at 5737.40. 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 Nov PERSISTENT was trading at 5717.65. 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 5 Nov PERSISTENT was trading at 5420.20. 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 0 which decreased total open position to 0
On 4 Nov PERSISTENT was trading at 5358.50. 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
