PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
21 Nov 2024 04:10 PM IST
| PERSISTENT 28NOV2024 6000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 2.07
Theta: -5.07
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 5725.50 | 24.35 | 2.05 | 32.41 | 1,020.5 | -63.5 | 707.5 | |||
| 20 Nov | 5710.30 | 22.3 | 0.00 | 30.07 | 1,457.5 | -17.5 | 772.5 | |||
| 19 Nov | 5710.30 | 22.3 | 2.80 | 30.07 | 1,457.5 | -16 | 772.5 | |||
| 18 Nov | 5646.10 | 19.5 | -13.50 | 31.21 | 1,022 | 32.5 | 789 | |||
| 14 Nov | 5713.80 | 33 | 1.35 | 26.84 | 1,852.5 | 7.5 | 754.5 | |||
| 13 Nov | 5640.60 | 31.65 | -3.60 | 28.94 | 557 | 5 | 747 | |||
| 12 Nov | 5680.15 | 35.25 | -20.75 | 27.82 | 828.5 | -10.5 | 745 | |||
| 11 Nov | 5721.65 | 56 | 1.90 | 29.24 | 867 | 45 | 755.5 | |||
| 8 Nov | 5668.70 | 54.1 | -23.90 | 30.18 | 2,492 | 11 | 712 | |||
| 7 Nov | 5737.40 | 78 | -12.05 | 31.87 | 1,668.5 | 12.5 | 700 | |||
| 6 Nov | 5717.65 | 90.05 | 52.95 | 31.10 | 2,937 | -81.5 | 690.5 | |||
| 5 Nov | 5420.20 | 37.1 | -3.90 | 35.91 | 726.5 | -5 | 778.5 | |||
| 4 Nov | 5358.50 | 41 | -10.00 | 38.77 | 1,184.5 | 168 | 783 | |||
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| 1 Nov | 5389.00 | 51 | 0.00 | 38.08 | 126.5 | 23 | 615 | |||
| 31 Oct | 5372.50 | 51 | -47.00 | - | 1,571 | 200 | 591 | |||
| 30 Oct | 5617.85 | 98 | 0.60 | - | 878 | 99 | 389 | |||
| 29 Oct | 5670.50 | 97.4 | -12.65 | - | 345 | -53 | 290 | |||
| 28 Oct | 5666.50 | 110.05 | -10.00 | - | 425 | 23 | 343 | |||
| 25 Oct | 5670.90 | 120.05 | -2.95 | - | 440 | -45 | 320 | |||
| 24 Oct | 5691.20 | 123 | -15.75 | - | 798 | 135 | 367 | |||
| 23 Oct | 5718.75 | 138.75 | 97.70 | - | 902 | 199 | 229 | |||
| 22 Oct | 5158.20 | 41.05 | -16.05 | - | 24 | 9 | 29 | |||
| 21 Oct | 5247.65 | 57.1 | -39.55 | - | 18 | 15 | 19 | |||
| 18 Oct | 5506.15 | 96.65 | - | 4 | 0 | 1 | ||||
For Persistent Systems Ltd - strike price 6000 expiring on 28NOV2024
Delta for 6000 CE is 0.18
Historical price for 6000 CE is as follows
On 21 Nov PERSISTENT was trading at 5725.50. The strike last trading price was 24.35, which was 2.05 higher than the previous day. The implied volatity was 32.41, the open interest changed by -127 which decreased total open position to 1415
On 20 Nov PERSISTENT was trading at 5710.30. The strike last trading price was 22.3, which was 0.00 lower than the previous day. The implied volatity was 30.07, the open interest changed by -35 which decreased total open position to 1545
On 19 Nov PERSISTENT was trading at 5710.30. The strike last trading price was 22.3, which was 2.80 higher than the previous day. The implied volatity was 30.07, the open interest changed by -32 which decreased total open position to 1545
On 18 Nov PERSISTENT was trading at 5646.10. The strike last trading price was 19.5, which was -13.50 lower than the previous day. The implied volatity was 31.21, the open interest changed by 65 which increased total open position to 1578
On 14 Nov PERSISTENT was trading at 5713.80. The strike last trading price was 33, which was 1.35 higher than the previous day. The implied volatity was 26.84, the open interest changed by 15 which increased total open position to 1509
On 13 Nov PERSISTENT was trading at 5640.60. The strike last trading price was 31.65, which was -3.60 lower than the previous day. The implied volatity was 28.94, the open interest changed by 10 which increased total open position to 1494
On 12 Nov PERSISTENT was trading at 5680.15. The strike last trading price was 35.25, which was -20.75 lower than the previous day. The implied volatity was 27.82, the open interest changed by -21 which decreased total open position to 1490
On 11 Nov PERSISTENT was trading at 5721.65. The strike last trading price was 56, which was 1.90 higher than the previous day. The implied volatity was 29.24, the open interest changed by 90 which increased total open position to 1511
On 8 Nov PERSISTENT was trading at 5668.70. The strike last trading price was 54.1, which was -23.90 lower than the previous day. The implied volatity was 30.18, the open interest changed by 22 which increased total open position to 1424
On 7 Nov PERSISTENT was trading at 5737.40. The strike last trading price was 78, which was -12.05 lower than the previous day. The implied volatity was 31.87, the open interest changed by 25 which increased total open position to 1400
On 6 Nov PERSISTENT was trading at 5717.65. The strike last trading price was 90.05, which was 52.95 higher than the previous day. The implied volatity was 31.10, the open interest changed by -163 which decreased total open position to 1381
On 5 Nov PERSISTENT was trading at 5420.20. The strike last trading price was 37.1, which was -3.90 lower than the previous day. The implied volatity was 35.91, the open interest changed by -10 which decreased total open position to 1557
On 4 Nov PERSISTENT was trading at 5358.50. The strike last trading price was 41, which was -10.00 lower than the previous day. The implied volatity was 38.77, the open interest changed by 336 which increased total open position to 1566
On 1 Nov PERSISTENT was trading at 5389.00. The strike last trading price was 51, which was 0.00 lower than the previous day. The implied volatity was 38.08, the open interest changed by 46 which increased total open position to 1230
On 31 Oct PERSISTENT was trading at 5372.50. The strike last trading price was 51, which was -47.00 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 98, which was 0.60 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 97.4, which was -12.65 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 110.05, which was -10.00 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 120.05, which was -2.95 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 123, which was -15.75 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 138.75, which was 97.70 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 41.05, which was -16.05 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 57.1, which was -39.55 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 96.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| PERSISTENT 28NOV2024 6000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 2.13
Theta: -3.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 5725.50 | 274.95 | -49.55 | 33.41 | 8.5 | 1 | 46 |
| 20 Nov | 5710.30 | 324.5 | 0.00 | 38.97 | 9 | 2.5 | 43 |
| 19 Nov | 5710.30 | 324.5 | -50.45 | 38.97 | 9 | 0.5 | 43 |
| 18 Nov | 5646.10 | 374.95 | 55.95 | 38.55 | 24.5 | -3 | 42 |
| 14 Nov | 5713.80 | 319 | -59.20 | 33.05 | 7 | 2 | 44.5 |
| 13 Nov | 5640.60 | 378.2 | 22.15 | 36.53 | 52.5 | 13.5 | 42.5 |
| 12 Nov | 5680.15 | 356.05 | 31.05 | 34.04 | 20.5 | 5 | 30 |
| 11 Nov | 5721.65 | 325 | -27.90 | 34.95 | 13.5 | 6.5 | 23 |
| 8 Nov | 5668.70 | 352.9 | 25.90 | 28.19 | 45.5 | 1 | 16.5 |
| 7 Nov | 5737.40 | 327 | 9.25 | 30.03 | 24.5 | 4 | 15.5 |
| 6 Nov | 5717.65 | 317.75 | -264.15 | 31.96 | 24.5 | 1 | 10.5 |
| 5 Nov | 5420.20 | 581.9 | -49.10 | 34.47 | 2 | -1 | 9 |
| 4 Nov | 5358.50 | 631 | -29.00 | 35.31 | 1.5 | 0 | 10 |
| 1 Nov | 5389.00 | 660 | 0.00 | 47.19 | 0.5 | 0 | 10 |
| 31 Oct | 5372.50 | 660 | 215.00 | - | 5 | 3 | 10 |
| 30 Oct | 5617.85 | 445 | 10.45 | - | 13 | 6 | 8 |
| 29 Oct | 5670.50 | 434.55 | 39.55 | - | 12 | 1 | 2 |
| 28 Oct | 5666.50 | 395 | 0.00 | - | 0 | 1 | 0 |
| 25 Oct | 5670.90 | 395 | -555.60 | - | 1 | 0 | 0 |
| 24 Oct | 5691.20 | 950.6 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 5718.75 | 950.6 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 5158.20 | 950.6 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 5247.65 | 950.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 5506.15 | 950.6 | - | 0 | 0 | 0 | |
For Persistent Systems Ltd - strike price 6000 expiring on 28NOV2024
Delta for 6000 PE is -0.81
Historical price for 6000 PE is as follows
On 21 Nov PERSISTENT was trading at 5725.50. The strike last trading price was 274.95, which was -49.55 lower than the previous day. The implied volatity was 33.41, the open interest changed by 2 which increased total open position to 92
On 20 Nov PERSISTENT was trading at 5710.30. The strike last trading price was 324.5, which was 0.00 lower than the previous day. The implied volatity was 38.97, the open interest changed by 5 which increased total open position to 86
On 19 Nov PERSISTENT was trading at 5710.30. The strike last trading price was 324.5, which was -50.45 lower than the previous day. The implied volatity was 38.97, the open interest changed by 1 which increased total open position to 86
On 18 Nov PERSISTENT was trading at 5646.10. The strike last trading price was 374.95, which was 55.95 higher than the previous day. The implied volatity was 38.55, the open interest changed by -6 which decreased total open position to 84
On 14 Nov PERSISTENT was trading at 5713.80. The strike last trading price was 319, which was -59.20 lower than the previous day. The implied volatity was 33.05, the open interest changed by 4 which increased total open position to 89
On 13 Nov PERSISTENT was trading at 5640.60. The strike last trading price was 378.2, which was 22.15 higher than the previous day. The implied volatity was 36.53, the open interest changed by 27 which increased total open position to 85
On 12 Nov PERSISTENT was trading at 5680.15. The strike last trading price was 356.05, which was 31.05 higher than the previous day. The implied volatity was 34.04, the open interest changed by 10 which increased total open position to 60
On 11 Nov PERSISTENT was trading at 5721.65. The strike last trading price was 325, which was -27.90 lower than the previous day. The implied volatity was 34.95, the open interest changed by 13 which increased total open position to 46
On 8 Nov PERSISTENT was trading at 5668.70. The strike last trading price was 352.9, which was 25.90 higher than the previous day. The implied volatity was 28.19, the open interest changed by 2 which increased total open position to 33
On 7 Nov PERSISTENT was trading at 5737.40. The strike last trading price was 327, which was 9.25 higher than the previous day. The implied volatity was 30.03, the open interest changed by 8 which increased total open position to 31
On 6 Nov PERSISTENT was trading at 5717.65. The strike last trading price was 317.75, which was -264.15 lower than the previous day. The implied volatity was 31.96, the open interest changed by 2 which increased total open position to 21
On 5 Nov PERSISTENT was trading at 5420.20. The strike last trading price was 581.9, which was -49.10 lower than the previous day. The implied volatity was 34.47, the open interest changed by -2 which decreased total open position to 18
On 4 Nov PERSISTENT was trading at 5358.50. The strike last trading price was 631, which was -29.00 lower than the previous day. The implied volatity was 35.31, the open interest changed by 0 which decreased total open position to 20
On 1 Nov PERSISTENT was trading at 5389.00. The strike last trading price was 660, which was 0.00 lower than the previous day. The implied volatity was 47.19, the open interest changed by 0 which decreased total open position to 20
On 31 Oct PERSISTENT was trading at 5372.50. The strike last trading price was 660, which was 215.00 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 445, which was 10.45 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 434.55, which was 39.55 higher 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 395, 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 395, which was -555.60 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 950.6, 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 950.6, 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 950.6, 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 950.6, 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 950.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
