PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
21 Nov 2024 04:10 PM IST
| PERSISTENT 28NOV2024 6200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 1.01
Theta: -2.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 5725.50 | 7.8 | -0.65 | 35.27 | 321.5 | -9.5 | 320 | |||
| 20 Nov | 5710.30 | 8.45 | 0.00 | 33.50 | 394 | -3 | 329.5 | |||
| 19 Nov | 5710.30 | 8.45 | 1.70 | 33.50 | 394 | -3 | 329.5 | |||
| 18 Nov | 5646.10 | 6.75 | -5.60 | 33.36 | 308 | -3.5 | 322.5 | |||
| 14 Nov | 5713.80 | 12.35 | -0.65 | 28.61 | 425.5 | 6.5 | 327.5 | |||
| 13 Nov | 5640.60 | 13 | -1.55 | 30.68 | 256 | -19.5 | 320.5 | |||
| 12 Nov | 5680.15 | 14.55 | -9.50 | 29.49 | 296.5 | -17 | 345.5 | |||
| 11 Nov | 5721.65 | 24.05 | -0.85 | 30.13 | 320.5 | 5.5 | 365.5 | |||
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| 8 Nov | 5668.70 | 24.9 | -14.10 | 30.93 | 571.5 | 59.5 | 359.5 | |||
| 7 Nov | 5737.40 | 39 | -5.85 | 32.36 | 459 | 7.5 | 300 | |||
| 6 Nov | 5717.65 | 44.85 | 25.65 | 31.28 | 612 | 127.5 | 293.5 | |||
| 5 Nov | 5420.20 | 19.2 | -3.50 | 36.66 | 57.5 | 5 | 165 | |||
| 4 Nov | 5358.50 | 22.7 | -7.15 | 39.52 | 163.5 | 1 | 161 | |||
| 1 Nov | 5389.00 | 29.85 | -0.05 | 38.96 | 13 | -1 | 159 | |||
| 31 Oct | 5372.50 | 29.9 | -25.60 | - | 420 | 26 | 155 | |||
| 30 Oct | 5617.85 | 55.5 | 6.30 | - | 166 | 33 | 128 | |||
| 29 Oct | 5670.50 | 49.2 | -13.00 | - | 41 | -1 | 95 | |||
| 28 Oct | 5666.50 | 62.2 | -9.80 | - | 34 | 15 | 94 | |||
| 25 Oct | 5670.90 | 72 | -4.00 | - | 16 | -4 | 79 | |||
| 24 Oct | 5691.20 | 76 | -8.00 | - | 128 | 16 | 82 | |||
| 23 Oct | 5718.75 | 84 | 52.80 | - | 146 | 56 | 63 | |||
| 22 Oct | 5158.20 | 31.2 | 1.25 | - | 6 | 0 | 2 | |||
| 21 Oct | 5247.65 | 29.95 | - | 2 | 1 | 1 | ||||
For Persistent Systems Ltd - strike price 6200 expiring on 28NOV2024
Delta for 6200 CE is 0.06
Historical price for 6200 CE is as follows
On 21 Nov PERSISTENT was trading at 5725.50. The strike last trading price was 7.8, which was -0.65 lower than the previous day. The implied volatity was 35.27, the open interest changed by -19 which decreased total open position to 640
On 20 Nov PERSISTENT was trading at 5710.30. The strike last trading price was 8.45, which was 0.00 lower than the previous day. The implied volatity was 33.50, the open interest changed by -6 which decreased total open position to 659
On 19 Nov PERSISTENT was trading at 5710.30. The strike last trading price was 8.45, which was 1.70 higher than the previous day. The implied volatity was 33.50, the open interest changed by -6 which decreased total open position to 659
On 18 Nov PERSISTENT was trading at 5646.10. The strike last trading price was 6.75, which was -5.60 lower than the previous day. The implied volatity was 33.36, the open interest changed by -7 which decreased total open position to 645
On 14 Nov PERSISTENT was trading at 5713.80. The strike last trading price was 12.35, which was -0.65 lower than the previous day. The implied volatity was 28.61, the open interest changed by 13 which increased total open position to 655
On 13 Nov PERSISTENT was trading at 5640.60. The strike last trading price was 13, which was -1.55 lower than the previous day. The implied volatity was 30.68, the open interest changed by -39 which decreased total open position to 641
On 12 Nov PERSISTENT was trading at 5680.15. The strike last trading price was 14.55, which was -9.50 lower than the previous day. The implied volatity was 29.49, the open interest changed by -34 which decreased total open position to 691
On 11 Nov PERSISTENT was trading at 5721.65. The strike last trading price was 24.05, which was -0.85 lower than the previous day. The implied volatity was 30.13, the open interest changed by 11 which increased total open position to 731
On 8 Nov PERSISTENT was trading at 5668.70. The strike last trading price was 24.9, which was -14.10 lower than the previous day. The implied volatity was 30.93, the open interest changed by 119 which increased total open position to 719
On 7 Nov PERSISTENT was trading at 5737.40. The strike last trading price was 39, which was -5.85 lower than the previous day. The implied volatity was 32.36, the open interest changed by 15 which increased total open position to 600
On 6 Nov PERSISTENT was trading at 5717.65. The strike last trading price was 44.85, which was 25.65 higher than the previous day. The implied volatity was 31.28, the open interest changed by 255 which increased total open position to 587
On 5 Nov PERSISTENT was trading at 5420.20. The strike last trading price was 19.2, which was -3.50 lower than the previous day. The implied volatity was 36.66, the open interest changed by 10 which increased total open position to 330
On 4 Nov PERSISTENT was trading at 5358.50. The strike last trading price was 22.7, which was -7.15 lower than the previous day. The implied volatity was 39.52, the open interest changed by 2 which increased total open position to 322
On 1 Nov PERSISTENT was trading at 5389.00. The strike last trading price was 29.85, which was -0.05 lower than the previous day. The implied volatity was 38.96, the open interest changed by -2 which decreased total open position to 318
On 31 Oct PERSISTENT was trading at 5372.50. The strike last trading price was 29.9, which was -25.60 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 55.5, which was 6.30 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 49.2, which was -13.00 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 62.2, which was -9.80 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 72, which was -4.00 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 76, which was -8.00 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 84, which was 52.80 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 31.2, which was 1.25 higher 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 29.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| PERSISTENT 28NOV2024 6200 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 | 501.4 | 0.00 | 0.00 | 0 | -1.5 | 0 |
| 20 Nov | 5710.30 | 501.4 | 0.00 | 42.41 | 1.5 | -1.5 | 5 |
| 19 Nov | 5710.30 | 501.4 | -52.10 | 42.41 | 1.5 | 0 | 5 |
| 18 Nov | 5646.10 | 553.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 5713.80 | 553.5 | 0.00 | 0.00 | 0 | 1 | 0 |
| 13 Nov | 5640.60 | 553.5 | 48.40 | 39.67 | 1.5 | 1 | 5 |
| 12 Nov | 5680.15 | 505.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 5721.65 | 505.1 | 0.00 | 0.00 | 0 | 3.5 | 0 |
| 8 Nov | 5668.70 | 505.1 | 17.20 | - | 5 | 4 | 4.5 |
| 7 Nov | 5737.40 | 487.9 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 6 Nov | 5717.65 | 487.9 | -625.25 | 36.22 | 1 | 0.5 | 0.5 |
| 5 Nov | 5420.20 | 1113.15 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 5358.50 | 1113.15 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 5389.00 | 1113.15 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 5372.50 | 1113.15 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 5617.85 | 1113.15 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 5670.50 | 1113.15 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 5666.50 | 1113.15 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 5670.90 | 1113.15 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 5691.20 | 1113.15 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 5718.75 | 1113.15 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 5158.20 | 1113.15 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 5247.65 | 1113.15 | - | 0 | 0 | 0 | |
For Persistent Systems Ltd - strike price 6200 expiring on 28NOV2024
Delta for 6200 PE is 0.00
Historical price for 6200 PE is as follows
On 21 Nov PERSISTENT was trading at 5725.50. The strike last trading price was 501.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 20 Nov PERSISTENT was trading at 5710.30. The strike last trading price was 501.4, which was 0.00 lower than the previous day. The implied volatity was 42.41, the open interest changed by -3 which decreased total open position to 10
On 19 Nov PERSISTENT was trading at 5710.30. The strike last trading price was 501.4, which was -52.10 lower than the previous day. The implied volatity was 42.41, the open interest changed by 0 which decreased total open position to 10
On 18 Nov PERSISTENT was trading at 5646.10. The strike last trading price was 553.5, 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 553.5, 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 13 Nov PERSISTENT was trading at 5640.60. The strike last trading price was 553.5, which was 48.40 higher than the previous day. The implied volatity was 39.67, the open interest changed by 2 which increased total open position to 10
On 12 Nov PERSISTENT was trading at 5680.15. The strike last trading price was 505.1, 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 11 Nov PERSISTENT was trading at 5721.65. The strike last trading price was 505.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 8 Nov PERSISTENT was trading at 5668.70. The strike last trading price was 505.1, which was 17.20 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 9
On 7 Nov PERSISTENT was trading at 5737.40. The strike last trading price was 487.9, 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 6 Nov PERSISTENT was trading at 5717.65. The strike last trading price was 487.9, which was -625.25 lower than the previous day. The implied volatity was 36.22, the open interest changed by 1 which increased total open position to 1
On 5 Nov PERSISTENT was trading at 5420.20. The strike last trading price was 1113.15, 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 1113.15, 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 1 Nov PERSISTENT was trading at 5389.00. The strike last trading price was 1113.15, 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 1113.15, 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 1113.15, 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 1113.15, 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 1113.15, 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 1113.15, 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 1113.15, 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 1113.15, 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 1113.15, 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 1113.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
