PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
21 Nov 2024 04:10 PM IST
| PERSISTENT 28NOV2024 6100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 1.45
Theta: -3.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 5725.50 | 13.2 | 0.10 | 33.43 | 285.5 | -24 | 412.5 | |||
| 20 Nov | 5710.30 | 13.1 | 0.00 | 31.77 | 484.5 | 80.5 | 437 | |||
| 19 Nov | 5710.30 | 13.1 | 1.75 | 31.77 | 484.5 | 81 | 437 | |||
| 18 Nov | 5646.10 | 11.35 | -7.45 | 32.18 | 383 | 52 | 360.5 | |||
| 14 Nov | 5713.80 | 18.8 | -1.05 | 27.10 | 376 | 85 | 309 | |||
| 13 Nov | 5640.60 | 19.85 | -3.25 | 29.60 | 139 | -38 | 224 | |||
| 12 Nov | 5680.15 | 23.1 | -13.85 | 28.80 | 205 | 35 | 257.5 | |||
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| 11 Nov | 5721.65 | 36.95 | 0.95 | 29.64 | 248 | 50.5 | 223.5 | |||
| 8 Nov | 5668.70 | 36 | -20.20 | 30.26 | 550 | 42.5 | 173 | |||
| 7 Nov | 5737.40 | 56.2 | -7.30 | 32.24 | 309.5 | -6 | 131.5 | |||
| 6 Nov | 5717.65 | 63.5 | 37.80 | 31.45 | 449.5 | 61.5 | 137 | |||
| 5 Nov | 5420.20 | 25.7 | -4.30 | 35.87 | 70 | -0.5 | 72 | |||
| 4 Nov | 5358.50 | 30 | -7.50 | 38.93 | 84 | 2.5 | 72.5 | |||
| 1 Nov | 5389.00 | 37.5 | -1.85 | 38.03 | 38 | -7 | 70 | |||
| 31 Oct | 5372.50 | 39.35 | -35.65 | - | 111 | 56 | 78 | |||
| 30 Oct | 5617.85 | 75 | -18.80 | - | 45 | 18 | 21 | |||
| 29 Oct | 5670.50 | 93.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 5666.50 | 93.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 5670.90 | 93.8 | -4.20 | - | 5 | 0 | 3 | |||
| 24 Oct | 5691.20 | 98 | -20.50 | - | 3 | 2 | 2 | |||
| 23 Oct | 5718.75 | 118.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 5158.20 | 118.5 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 5247.65 | 118.5 | - | 0 | 0 | 0 | ||||
For Persistent Systems Ltd - strike price 6100 expiring on 28NOV2024
Delta for 6100 CE is 0.11
Historical price for 6100 CE is as follows
On 21 Nov PERSISTENT was trading at 5725.50. The strike last trading price was 13.2, which was 0.10 higher than the previous day. The implied volatity was 33.43, the open interest changed by -48 which decreased total open position to 825
On 20 Nov PERSISTENT was trading at 5710.30. The strike last trading price was 13.1, which was 0.00 lower than the previous day. The implied volatity was 31.77, the open interest changed by 161 which increased total open position to 874
On 19 Nov PERSISTENT was trading at 5710.30. The strike last trading price was 13.1, which was 1.75 higher than the previous day. The implied volatity was 31.77, the open interest changed by 162 which increased total open position to 874
On 18 Nov PERSISTENT was trading at 5646.10. The strike last trading price was 11.35, which was -7.45 lower than the previous day. The implied volatity was 32.18, the open interest changed by 104 which increased total open position to 721
On 14 Nov PERSISTENT was trading at 5713.80. The strike last trading price was 18.8, which was -1.05 lower than the previous day. The implied volatity was 27.10, the open interest changed by 170 which increased total open position to 618
On 13 Nov PERSISTENT was trading at 5640.60. The strike last trading price was 19.85, which was -3.25 lower than the previous day. The implied volatity was 29.60, the open interest changed by -76 which decreased total open position to 448
On 12 Nov PERSISTENT was trading at 5680.15. The strike last trading price was 23.1, which was -13.85 lower than the previous day. The implied volatity was 28.80, the open interest changed by 70 which increased total open position to 515
On 11 Nov PERSISTENT was trading at 5721.65. The strike last trading price was 36.95, which was 0.95 higher than the previous day. The implied volatity was 29.64, the open interest changed by 101 which increased total open position to 447
On 8 Nov PERSISTENT was trading at 5668.70. The strike last trading price was 36, which was -20.20 lower than the previous day. The implied volatity was 30.26, the open interest changed by 85 which increased total open position to 346
On 7 Nov PERSISTENT was trading at 5737.40. The strike last trading price was 56.2, which was -7.30 lower than the previous day. The implied volatity was 32.24, the open interest changed by -12 which decreased total open position to 263
On 6 Nov PERSISTENT was trading at 5717.65. The strike last trading price was 63.5, which was 37.80 higher than the previous day. The implied volatity was 31.45, the open interest changed by 123 which increased total open position to 274
On 5 Nov PERSISTENT was trading at 5420.20. The strike last trading price was 25.7, which was -4.30 lower than the previous day. The implied volatity was 35.87, the open interest changed by -1 which decreased total open position to 144
On 4 Nov PERSISTENT was trading at 5358.50. The strike last trading price was 30, which was -7.50 lower than the previous day. The implied volatity was 38.93, the open interest changed by 5 which increased total open position to 145
On 1 Nov PERSISTENT was trading at 5389.00. The strike last trading price was 37.5, which was -1.85 lower than the previous day. The implied volatity was 38.03, the open interest changed by -14 which decreased total open position to 140
On 31 Oct PERSISTENT was trading at 5372.50. The strike last trading price was 39.35, 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 30 Oct PERSISTENT was trading at 5617.85. The strike last trading price was 75, which was -18.80 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 93.8, 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 93.8, 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 93.8, which was -4.20 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 98, which was -20.50 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 118.5, 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 118.5, 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 118.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| PERSISTENT 28NOV2024 6100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 5725.50 | 406.7 | 0.00 | 0.00 | 0 | -0.5 | 0 |
| 20 Nov | 5710.30 | 406.7 | 0.00 | 38.78 | 1.5 | -0.5 | 3.5 |
| 19 Nov | 5710.30 | 406.7 | -73.30 | 38.78 | 1.5 | 0 | 3.5 |
| 18 Nov | 5646.10 | 480 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 5713.80 | 480 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 5640.60 | 480 | 43.70 | 43.04 | 1 | 0 | 3.5 |
| 12 Nov | 5680.15 | 436.3 | 38.60 | 33.98 | 3.5 | -0.5 | 3 |
| 11 Nov | 5721.65 | 397.7 | 0.00 | 0.00 | 0 | 1 | 0 |
| 8 Nov | 5668.70 | 397.7 | -30.45 | - | 5 | 0 | 2.5 |
| 7 Nov | 5737.40 | 428.15 | 0.00 | 0.00 | 0 | -0.5 | 0 |
| 6 Nov | 5717.65 | 428.15 | -295.55 | 39.79 | 1 | 0 | 3 |
| 5 Nov | 5420.20 | 723.7 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Nov | 5358.50 | 723.7 | 242.70 | 36.50 | 1 | 0.5 | 2.5 |
| 1 Nov | 5389.00 | 481 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 5372.50 | 481 | 0.00 | - | 0 | 1 | 0 |
| 30 Oct | 5617.85 | 481 | 10.00 | - | 1 | 0 | 1 |
| 29 Oct | 5670.50 | 471 | -559.80 | - | 1 | 0 | 0 |
| 28 Oct | 5666.50 | 1030.8 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 5670.90 | 1030.8 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 5691.20 | 1030.8 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 5718.75 | 1030.8 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 5158.20 | 1030.8 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 5247.65 | 1030.8 | - | 0 | 0 | 0 | |
For Persistent Systems Ltd - strike price 6100 expiring on 28NOV2024
Delta for 6100 PE is 0.00
Historical price for 6100 PE is as follows
On 21 Nov PERSISTENT was trading at 5725.50. The strike last trading price was 406.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 20 Nov PERSISTENT was trading at 5710.30. The strike last trading price was 406.7, which was 0.00 lower than the previous day. The implied volatity was 38.78, the open interest changed by -1 which decreased total open position to 7
On 19 Nov PERSISTENT was trading at 5710.30. The strike last trading price was 406.7, which was -73.30 lower than the previous day. The implied volatity was 38.78, the open interest changed by 0 which decreased total open position to 7
On 18 Nov PERSISTENT was trading at 5646.10. The strike last trading price was 480, 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 14 Nov PERSISTENT was trading at 5713.80. The strike last trading price was 480, 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 Nov PERSISTENT was trading at 5640.60. The strike last trading price was 480, which was 43.70 higher than the previous day. The implied volatity was 43.04, the open interest changed by 0 which decreased total open position to 7
On 12 Nov PERSISTENT was trading at 5680.15. The strike last trading price was 436.3, which was 38.60 higher than the previous day. The implied volatity was 33.98, the open interest changed by -1 which decreased total open position to 6
On 11 Nov PERSISTENT was trading at 5721.65. The strike last trading price was 397.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 8 Nov PERSISTENT was trading at 5668.70. The strike last trading price was 397.7, which was -30.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 7 Nov PERSISTENT was trading at 5737.40. The strike last trading price was 428.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 6 Nov PERSISTENT was trading at 5717.65. The strike last trading price was 428.15, which was -295.55 lower than the previous day. The implied volatity was 39.79, the open interest changed by 0 which decreased total open position to 6
On 5 Nov PERSISTENT was trading at 5420.20. The strike last trading price was 723.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 4 Nov PERSISTENT was trading at 5358.50. The strike last trading price was 723.7, which was 242.70 higher than the previous day. The implied volatity was 36.50, the open interest changed by 1 which increased total open position to 5
On 1 Nov PERSISTENT was trading at 5389.00. The strike last trading price was 481, 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 31 Oct PERSISTENT was trading at 5372.50. The strike last trading price was 481, 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 481, which was 10.00 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 471, which was -559.80 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 1030.8, 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 1030.8, 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 1030.8, 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 1030.8, 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 1030.8, 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 1030.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
