PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
21 Nov 2024 04:10 PM IST
| PERSISTENT 28NOV2024 6300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.72
Theta: -2.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 5725.50 | 5.15 | 0.05 | 37.74 | 49.5 | 0.5 | 155 | |||
| 20 Nov | 5710.30 | 5.1 | 0.00 | 34.89 | 91 | -16.5 | 154.5 | |||
| 19 Nov | 5710.30 | 5.1 | 0.20 | 34.89 | 91 | -16.5 | 154.5 | |||
| 18 Nov | 5646.10 | 4.9 | -3.05 | 35.73 | 210.5 | -33 | 171 | |||
| 14 Nov | 5713.80 | 7.95 | -1.35 | 29.86 | 248.5 | 61.5 | 204 | |||
| 13 Nov | 5640.60 | 9.3 | -0.20 | 32.31 | 85.5 | -20 | 142.5 | |||
| 12 Nov | 5680.15 | 9.5 | -5.50 | 30.46 | 141.5 | 35 | 166 | |||
| 11 Nov | 5721.65 | 15 | -1.40 | 30.41 | 53.5 | 5 | 130 | |||
| 8 Nov | 5668.70 | 16.4 | -11.40 | 31.26 | 285 | 0 | 125 | |||
| 7 Nov | 5737.40 | 27.8 | -3.80 | 32.94 | 233.5 | 38.5 | 122.5 | |||
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| 6 Nov | 5717.65 | 31.6 | 17.50 | 31.68 | 349.5 | 52 | 84.5 | |||
| 5 Nov | 5420.20 | 14.1 | -2.90 | 37.29 | 5.5 | -1 | 33 | |||
| 4 Nov | 5358.50 | 17 | -5.00 | 40.03 | 36.5 | 10.5 | 33.5 | |||
| 1 Nov | 5389.00 | 22 | 0.00 | 0.00 | 0 | -5 | 0 | |||
| 31 Oct | 5372.50 | 22 | -21.50 | - | 41 | -5 | 23 | |||
| 30 Oct | 5617.85 | 43.5 | -45.10 | - | 39 | 28 | 28 | |||
| 29 Oct | 5670.50 | 88.6 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 5666.50 | 88.6 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 5670.90 | 88.6 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 5691.20 | 88.6 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 5718.75 | 88.6 | - | 0 | 0 | 0 | ||||
For Persistent Systems Ltd - strike price 6300 expiring on 28NOV2024
Delta for 6300 CE is 0.04
Historical price for 6300 CE is as follows
On 21 Nov PERSISTENT was trading at 5725.50. The strike last trading price was 5.15, which was 0.05 higher than the previous day. The implied volatity was 37.74, the open interest changed by 1 which increased total open position to 310
On 20 Nov PERSISTENT was trading at 5710.30. The strike last trading price was 5.1, which was 0.00 lower than the previous day. The implied volatity was 34.89, the open interest changed by -33 which decreased total open position to 309
On 19 Nov PERSISTENT was trading at 5710.30. The strike last trading price was 5.1, which was 0.20 higher than the previous day. The implied volatity was 34.89, the open interest changed by -33 which decreased total open position to 309
On 18 Nov PERSISTENT was trading at 5646.10. The strike last trading price was 4.9, which was -3.05 lower than the previous day. The implied volatity was 35.73, the open interest changed by -66 which decreased total open position to 342
On 14 Nov PERSISTENT was trading at 5713.80. The strike last trading price was 7.95, which was -1.35 lower than the previous day. The implied volatity was 29.86, the open interest changed by 123 which increased total open position to 408
On 13 Nov PERSISTENT was trading at 5640.60. The strike last trading price was 9.3, which was -0.20 lower than the previous day. The implied volatity was 32.31, the open interest changed by -40 which decreased total open position to 285
On 12 Nov PERSISTENT was trading at 5680.15. The strike last trading price was 9.5, which was -5.50 lower than the previous day. The implied volatity was 30.46, the open interest changed by 70 which increased total open position to 332
On 11 Nov PERSISTENT was trading at 5721.65. The strike last trading price was 15, which was -1.40 lower than the previous day. The implied volatity was 30.41, the open interest changed by 10 which increased total open position to 260
On 8 Nov PERSISTENT was trading at 5668.70. The strike last trading price was 16.4, which was -11.40 lower than the previous day. The implied volatity was 31.26, the open interest changed by 0 which decreased total open position to 250
On 7 Nov PERSISTENT was trading at 5737.40. The strike last trading price was 27.8, which was -3.80 lower than the previous day. The implied volatity was 32.94, the open interest changed by 77 which increased total open position to 245
On 6 Nov PERSISTENT was trading at 5717.65. The strike last trading price was 31.6, which was 17.50 higher than the previous day. The implied volatity was 31.68, the open interest changed by 104 which increased total open position to 169
On 5 Nov PERSISTENT was trading at 5420.20. The strike last trading price was 14.1, which was -2.90 lower than the previous day. The implied volatity was 37.29, the open interest changed by -2 which decreased total open position to 66
On 4 Nov PERSISTENT was trading at 5358.50. The strike last trading price was 17, which was -5.00 lower than the previous day. The implied volatity was 40.03, the open interest changed by 21 which increased total open position to 67
On 1 Nov PERSISTENT was trading at 5389.00. The strike last trading price was 22, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -10 which decreased total open position to 0
On 31 Oct PERSISTENT was trading at 5372.50. The strike last trading price was 22, which was -21.50 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 43.5, which was -45.10 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 88.6, 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 28 Oct PERSISTENT was trading at 5666.50. The strike last trading price was 88.6, 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 25 Oct PERSISTENT was trading at 5670.90. The strike last trading price was 88.6, 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 24 Oct PERSISTENT was trading at 5691.20. The strike last trading price was 88.6, 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 88.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| PERSISTENT 28NOV2024 6300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 5725.50 | 1197.35 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 5710.30 | 1197.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 5710.30 | 1197.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 5646.10 | 1197.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 5713.80 | 1197.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 5640.60 | 1197.35 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 5680.15 | 1197.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 5721.65 | 1197.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 5668.70 | 1197.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 5737.40 | 1197.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 5717.65 | 1197.35 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 5420.20 | 1197.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 5358.50 | 1197.35 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 5389.00 | 1197.35 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 5372.50 | 1197.35 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 5617.85 | 1197.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 5670.50 | 1197.35 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 5666.50 | 1197.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 5670.90 | 1197.35 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 5691.20 | 1197.35 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 5718.75 | 1197.35 | - | 0 | 0 | 0 | |
For Persistent Systems Ltd - strike price 6300 expiring on 28NOV2024
Delta for 6300 PE is -
Historical price for 6300 PE is as follows
On 21 Nov PERSISTENT was trading at 5725.50. The strike last trading price was 1197.35, 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 1197.35, 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 1197.35, 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 1197.35, 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 1197.35, 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 1197.35, 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 1197.35, 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 1197.35, 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 1197.35, 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 1197.35, 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 1197.35, 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 1197.35, 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 1197.35, 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 1197.35, 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 1197.35, 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 1197.35, 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 1197.35, 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 1197.35, 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 1197.35, 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 1197.35, 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 1197.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
