PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
13 Jan 2025 04:10 PM IST
| PERSISTENT 30JAN2025 6300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.33
Vega: 4.70
Theta: -6.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Jan | 6003.40 | 107.25 | -118.55 | 39.89 | 3,478 | 238 | 646 | |||
| 10 Jan | 6319.65 | 225.8 | 71.25 | 35.39 | 4,788 | -111 | 403 | |||
| 9 Jan | 6179.35 | 154.55 | -47.45 | 34.63 | 2,032 | 23 | 513 | |||
| 8 Jan | 6230.20 | 202 | -45.80 | 36.32 | 1,863 | 118 | 491 | |||
| 7 Jan | 6334.30 | 247.8 | 15.80 | 33.51 | 934 | 42 | 372 | |||
| 6 Jan | 6311.15 | 232 | -49.00 | 34.50 | 744 | 53 | 326 | |||
| 3 Jan | 6405.95 | 281 | -51.95 | 29.52 | 532 | 32 | 275 | |||
| 2 Jan | 6481.15 | 332.95 | 32.90 | 28.75 | 377 | -31 | 242 | |||
| 1 Jan | 6436.80 | 300.05 | -6.60 | 27.65 | 319 | 3 | 274 | |||
| 31 Dec | 6457.70 | 306.65 | -5.40 | 23.35 | 2,230 | 18 | 272 | |||
| 30 Dec | 6637.70 | 312.05 | 19.05 | 24.17 | 1,059 | 84 | 262 | |||
| 27 Dec | 6393.60 | 293 | 0.00 | 27.04 | 241 | 67 | 177 | |||
| 26 Dec | 6395.80 | 293 | -28.00 | 29.14 | 275 | 39 | 108 | |||
| 24 Dec | 6350.90 | 321 | -56.60 | 33.24 | 159 | 41 | 69 | |||
| 23 Dec | 6403.15 | 377.6 | -4.40 | 35.37 | 33 | 3 | 27 | |||
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| 20 Dec | 6368.70 | 382 | -218.00 | 34.60 | 24 | 6 | 23 | |||
| 19 Dec | 6674.20 | 600 | 174.70 | 36.57 | 18 | -3 | 19 | |||
| 18 Dec | 6548.25 | 425.3 | -4.70 | 27.53 | 1 | 0 | 22 | |||
| 17 Dec | 6549.35 | 430 | 56.95 | 28.97 | 2 | 0 | 22 | |||
| 16 Dec | 6508.60 | 373.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 6477.65 | 373.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 6435.95 | 373.05 | 57.05 | 26.65 | 18 | 1 | 23 | |||
| 11 Dec | 6359.75 | 316 | 6.00 | 25.39 | 13 | 4 | 22 | |||
| 10 Dec | 6345.35 | 310 | 50.20 | 26.70 | 14 | 8 | 17 | |||
| 9 Dec | 6234.25 | 259.8 | 15.65 | 26.43 | 9 | 4 | 9 | |||
| 6 Dec | 6174.25 | 244.15 | 26.90 | 6 | 4 | 5 | ||||
For Persistent Systems Ltd - strike price 6300 expiring on 30JAN2025
Delta for 6300 CE is 0.33
Historical price for 6300 CE is as follows
On 13 Jan PERSISTENT was trading at 6003.40. The strike last trading price was 107.25, which was -118.55 lower than the previous day. The implied volatity was 39.89, the open interest changed by 238 which increased total open position to 646
On 10 Jan PERSISTENT was trading at 6319.65. The strike last trading price was 225.8, which was 71.25 higher than the previous day. The implied volatity was 35.39, the open interest changed by -111 which decreased total open position to 403
On 9 Jan PERSISTENT was trading at 6179.35. The strike last trading price was 154.55, which was -47.45 lower than the previous day. The implied volatity was 34.63, the open interest changed by 23 which increased total open position to 513
On 8 Jan PERSISTENT was trading at 6230.20. The strike last trading price was 202, which was -45.80 lower than the previous day. The implied volatity was 36.32, the open interest changed by 118 which increased total open position to 491
On 7 Jan PERSISTENT was trading at 6334.30. The strike last trading price was 247.8, which was 15.80 higher than the previous day. The implied volatity was 33.51, the open interest changed by 42 which increased total open position to 372
On 6 Jan PERSISTENT was trading at 6311.15. The strike last trading price was 232, which was -49.00 lower than the previous day. The implied volatity was 34.50, the open interest changed by 53 which increased total open position to 326
On 3 Jan PERSISTENT was trading at 6405.95. The strike last trading price was 281, which was -51.95 lower than the previous day. The implied volatity was 29.52, the open interest changed by 32 which increased total open position to 275
On 2 Jan PERSISTENT was trading at 6481.15. The strike last trading price was 332.95, which was 32.90 higher than the previous day. The implied volatity was 28.75, the open interest changed by -31 which decreased total open position to 242
On 1 Jan PERSISTENT was trading at 6436.80. The strike last trading price was 300.05, which was -6.60 lower than the previous day. The implied volatity was 27.65, the open interest changed by 3 which increased total open position to 274
On 31 Dec PERSISTENT was trading at 6457.70. The strike last trading price was 306.65, which was -5.40 lower than the previous day. The implied volatity was 23.35, the open interest changed by 18 which increased total open position to 272
On 30 Dec PERSISTENT was trading at 6637.70. The strike last trading price was 312.05, which was 19.05 higher than the previous day. The implied volatity was 24.17, the open interest changed by 84 which increased total open position to 262
On 27 Dec PERSISTENT was trading at 6393.60. The strike last trading price was 293, which was 0.00 lower than the previous day. The implied volatity was 27.04, the open interest changed by 67 which increased total open position to 177
On 26 Dec PERSISTENT was trading at 6395.80. The strike last trading price was 293, which was -28.00 lower than the previous day. The implied volatity was 29.14, the open interest changed by 39 which increased total open position to 108
On 24 Dec PERSISTENT was trading at 6350.90. The strike last trading price was 321, which was -56.60 lower than the previous day. The implied volatity was 33.24, the open interest changed by 41 which increased total open position to 69
On 23 Dec PERSISTENT was trading at 6403.15. The strike last trading price was 377.6, which was -4.40 lower than the previous day. The implied volatity was 35.37, the open interest changed by 3 which increased total open position to 27
On 20 Dec PERSISTENT was trading at 6368.70. The strike last trading price was 382, which was -218.00 lower than the previous day. The implied volatity was 34.60, the open interest changed by 6 which increased total open position to 23
On 19 Dec PERSISTENT was trading at 6674.20. The strike last trading price was 600, which was 174.70 higher than the previous day. The implied volatity was 36.57, the open interest changed by -3 which decreased total open position to 19
On 18 Dec PERSISTENT was trading at 6548.25. The strike last trading price was 425.3, which was -4.70 lower than the previous day. The implied volatity was 27.53, the open interest changed by 0 which decreased total open position to 22
On 17 Dec PERSISTENT was trading at 6549.35. The strike last trading price was 430, which was 56.95 higher than the previous day. The implied volatity was 28.97, the open interest changed by 0 which decreased total open position to 22
On 16 Dec PERSISTENT was trading at 6508.60. The strike last trading price was 373.05, 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 373.05, 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 12 Dec PERSISTENT was trading at 6435.95. The strike last trading price was 373.05, which was 57.05 higher than the previous day. The implied volatity was 26.65, the open interest changed by 1 which increased total open position to 23
On 11 Dec PERSISTENT was trading at 6359.75. The strike last trading price was 316, which was 6.00 higher than the previous day. The implied volatity was 25.39, the open interest changed by 4 which increased total open position to 22
On 10 Dec PERSISTENT was trading at 6345.35. The strike last trading price was 310, which was 50.20 higher than the previous day. The implied volatity was 26.70, the open interest changed by 8 which increased total open position to 17
On 9 Dec PERSISTENT was trading at 6234.25. The strike last trading price was 259.8, which was 15.65 higher than the previous day. The implied volatity was 26.43, the open interest changed by 4 which increased total open position to 9
On 6 Dec PERSISTENT was trading at 6174.25. The strike last trading price was 244.15, which was lower than the previous day. The implied volatity was 26.90, the open interest changed by 4 which increased total open position to 5
| PERSISTENT 30JAN2025 6300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.65
Vega: 4.80
Theta: -5.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Jan | 6003.40 | 381.9 | 167.90 | 43.89 | 1,579 | -75 | 357 |
| 10 Jan | 6319.65 | 214 | -109.90 | 39.43 | 1,522 | -1 | 420 |
| 9 Jan | 6179.35 | 323.9 | 67.70 | 44.50 | 488 | -50 | 422 |
| 8 Jan | 6230.20 | 256.2 | 48.05 | 38.47 | 1,765 | -70 | 471 |
| 7 Jan | 6334.30 | 208.15 | -24.85 | 38.30 | 974 | 56 | 539 |
| 6 Jan | 6311.15 | 233 | 59.90 | 37.98 | 880 | -53 | 483 |
| 3 Jan | 6405.95 | 173.1 | 40.20 | 34.57 | 1,350 | -45 | 536 |
| 2 Jan | 6481.15 | 132.9 | -39.30 | 32.33 | 700 | 60 | 646 |
| 1 Jan | 6436.80 | 172.2 | -10.40 | 35.37 | 596 | -26 | 586 |
| 31 Dec | 6457.70 | 182.6 | 0.95 | 38.46 | 6,080 | 119 | 616 |
| 30 Dec | 6637.70 | 181.65 | 6.75 | 37.79 | 2,486 | 129 | 512 |
| 27 Dec | 6393.60 | 174.9 | -14.60 | 31.68 | 508 | 38 | 383 |
| 26 Dec | 6395.80 | 189.5 | -28.30 | 31.58 | 687 | 224 | 338 |
| 24 Dec | 6350.90 | 217.8 | -1.05 | 33.43 | 284 | 45 | 113 |
| 23 Dec | 6403.15 | 218.85 | -36.15 | 36.19 | 74 | 28 | 69 |
| 20 Dec | 6368.70 | 255 | 111.00 | 39.27 | 37 | 10 | 40 |
| 19 Dec | 6674.20 | 144 | -6.00 | 37.00 | 36 | 27 | 30 |
| 18 Dec | 6548.25 | 150 | 0.00 | 0.00 | 0 | 1 | 0 |
| 17 Dec | 6549.35 | 150 | -37.00 | 30.91 | 1 | 0 | 2 |
| 16 Dec | 6508.60 | 187 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 6477.65 | 187 | 0.00 | 0.00 | 0 | 1 | 0 |
| 12 Dec | 6435.95 | 187 | -10.00 | 30.76 | 1 | 0 | 1 |
| 11 Dec | 6359.75 | 197 | 0.00 | 0.00 | 0 | 1 | 0 |
| 10 Dec | 6345.35 | 197 | -93.65 | 26.69 | 1 | 0 | 0 |
| 9 Dec | 6234.25 | 290.65 | -339.40 | 32.36 | 6 | 3 | 3 |
| 6 Dec | 6174.25 | 630.05 | - | 0 | 0 | 0 | |
For Persistent Systems Ltd - strike price 6300 expiring on 30JAN2025
Delta for 6300 PE is -0.65
Historical price for 6300 PE is as follows
On 13 Jan PERSISTENT was trading at 6003.40. The strike last trading price was 381.9, which was 167.90 higher than the previous day. The implied volatity was 43.89, the open interest changed by -75 which decreased total open position to 357
On 10 Jan PERSISTENT was trading at 6319.65. The strike last trading price was 214, which was -109.90 lower than the previous day. The implied volatity was 39.43, the open interest changed by -1 which decreased total open position to 420
On 9 Jan PERSISTENT was trading at 6179.35. The strike last trading price was 323.9, which was 67.70 higher than the previous day. The implied volatity was 44.50, the open interest changed by -50 which decreased total open position to 422
On 8 Jan PERSISTENT was trading at 6230.20. The strike last trading price was 256.2, which was 48.05 higher than the previous day. The implied volatity was 38.47, the open interest changed by -70 which decreased total open position to 471
On 7 Jan PERSISTENT was trading at 6334.30. The strike last trading price was 208.15, which was -24.85 lower than the previous day. The implied volatity was 38.30, the open interest changed by 56 which increased total open position to 539
On 6 Jan PERSISTENT was trading at 6311.15. The strike last trading price was 233, which was 59.90 higher than the previous day. The implied volatity was 37.98, the open interest changed by -53 which decreased total open position to 483
On 3 Jan PERSISTENT was trading at 6405.95. The strike last trading price was 173.1, which was 40.20 higher than the previous day. The implied volatity was 34.57, the open interest changed by -45 which decreased total open position to 536
On 2 Jan PERSISTENT was trading at 6481.15. The strike last trading price was 132.9, which was -39.30 lower than the previous day. The implied volatity was 32.33, the open interest changed by 60 which increased total open position to 646
On 1 Jan PERSISTENT was trading at 6436.80. The strike last trading price was 172.2, which was -10.40 lower than the previous day. The implied volatity was 35.37, the open interest changed by -26 which decreased total open position to 586
On 31 Dec PERSISTENT was trading at 6457.70. The strike last trading price was 182.6, which was 0.95 higher than the previous day. The implied volatity was 38.46, the open interest changed by 119 which increased total open position to 616
On 30 Dec PERSISTENT was trading at 6637.70. The strike last trading price was 181.65, which was 6.75 higher than the previous day. The implied volatity was 37.79, the open interest changed by 129 which increased total open position to 512
On 27 Dec PERSISTENT was trading at 6393.60. The strike last trading price was 174.9, which was -14.60 lower than the previous day. The implied volatity was 31.68, the open interest changed by 38 which increased total open position to 383
On 26 Dec PERSISTENT was trading at 6395.80. The strike last trading price was 189.5, which was -28.30 lower than the previous day. The implied volatity was 31.58, the open interest changed by 224 which increased total open position to 338
On 24 Dec PERSISTENT was trading at 6350.90. The strike last trading price was 217.8, which was -1.05 lower than the previous day. The implied volatity was 33.43, the open interest changed by 45 which increased total open position to 113
On 23 Dec PERSISTENT was trading at 6403.15. The strike last trading price was 218.85, which was -36.15 lower than the previous day. The implied volatity was 36.19, the open interest changed by 28 which increased total open position to 69
On 20 Dec PERSISTENT was trading at 6368.70. The strike last trading price was 255, which was 111.00 higher than the previous day. The implied volatity was 39.27, the open interest changed by 10 which increased total open position to 40
On 19 Dec PERSISTENT was trading at 6674.20. The strike last trading price was 144, which was -6.00 lower than the previous day. The implied volatity was 37.00, the open interest changed by 27 which increased total open position to 30
On 18 Dec PERSISTENT was trading at 6548.25. The strike last trading price was 150, 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 17 Dec PERSISTENT was trading at 6549.35. The strike last trading price was 150, which was -37.00 lower than the previous day. The implied volatity was 30.91, the open interest changed by 0 which decreased total open position to 2
On 16 Dec PERSISTENT was trading at 6508.60. The strike last trading price was 187, 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 187, 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 187, which was -10.00 lower than the previous day. The implied volatity was 30.76, the open interest changed by 0 which decreased total open position to 1
On 11 Dec PERSISTENT was trading at 6359.75. The strike last trading price was 197, 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 10 Dec PERSISTENT was trading at 6345.35. The strike last trading price was 197, which was -93.65 lower than the previous day. The implied volatity was 26.69, the open interest changed by 0 which decreased total open position to 0
On 9 Dec PERSISTENT was trading at 6234.25. The strike last trading price was 290.65, which was -339.40 lower than the previous day. The implied volatity was 32.36, the open interest changed by 3 which increased total open position to 3
On 6 Dec PERSISTENT was trading at 6174.25. The strike last trading price was 630.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
