PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
21 Nov 2024 04:10 PM IST
| PERSISTENT 28NOV2024 6400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.44
Theta: -1.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 5725.50 | 2.65 | -0.85 | 38.39 | 36 | -8 | 316 | |||
| 20 Nov | 5710.30 | 3.5 | 0.00 | 36.96 | 204 | 22 | 323.5 | |||
| 19 Nov | 5710.30 | 3.5 | 0.20 | 36.96 | 204 | 21.5 | 323.5 | |||
| 18 Nov | 5646.10 | 3.3 | -2.10 | 37.41 | 181.5 | -20.5 | 301.5 | |||
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| 14 Nov | 5713.80 | 5.4 | -0.80 | 31.33 | 309 | 61 | 321.5 | |||
| 13 Nov | 5640.60 | 6.2 | -0.25 | 33.35 | 55 | -7.5 | 264 | |||
| 12 Nov | 5680.15 | 6.45 | -4.05 | 31.63 | 265 | -11 | 300.5 | |||
| 11 Nov | 5721.65 | 10.5 | -1.80 | 31.61 | 212 | 8.5 | 309 | |||
| 8 Nov | 5668.70 | 12.3 | -5.90 | 32.59 | 477 | -9 | 301 | |||
| 7 Nov | 5737.40 | 18.2 | -3.55 | 32.84 | 489 | -21 | 310 | |||
| 6 Nov | 5717.65 | 21.75 | 11.50 | 31.98 | 980 | 78 | 331.5 | |||
| 5 Nov | 5420.20 | 10.25 | -2.00 | 37.83 | 181 | 45 | 253.5 | |||
| 4 Nov | 5358.50 | 12.25 | -5.25 | 40.22 | 192 | 58.5 | 209 | |||
| 1 Nov | 5389.00 | 17.5 | 0.50 | 39.95 | 24 | 2.5 | 149.5 | |||
| 31 Oct | 5372.50 | 17 | -14.50 | - | 129 | 12 | 147 | |||
| 30 Oct | 5617.85 | 31.5 | 2.00 | - | 81 | 29 | 134 | |||
| 29 Oct | 5670.50 | 29.5 | -7.00 | - | 66 | 18 | 105 | |||
| 28 Oct | 5666.50 | 36.5 | -5.00 | - | 49 | 1 | 85 | |||
| 25 Oct | 5670.90 | 41.5 | -2.35 | - | 55 | 10 | 84 | |||
| 24 Oct | 5691.20 | 43.85 | -7.15 | - | 54 | 9 | 73 | |||
| 23 Oct | 5718.75 | 51 | - | 94 | 65 | 65 | ||||
For Persistent Systems Ltd - strike price 6400 expiring on 28NOV2024
Delta for 6400 CE is 0.02
Historical price for 6400 CE is as follows
On 21 Nov PERSISTENT was trading at 5725.50. The strike last trading price was 2.65, which was -0.85 lower than the previous day. The implied volatity was 38.39, the open interest changed by -16 which decreased total open position to 632
On 20 Nov PERSISTENT was trading at 5710.30. The strike last trading price was 3.5, which was 0.00 lower than the previous day. The implied volatity was 36.96, the open interest changed by 44 which increased total open position to 647
On 19 Nov PERSISTENT was trading at 5710.30. The strike last trading price was 3.5, which was 0.20 higher than the previous day. The implied volatity was 36.96, the open interest changed by 43 which increased total open position to 647
On 18 Nov PERSISTENT was trading at 5646.10. The strike last trading price was 3.3, which was -2.10 lower than the previous day. The implied volatity was 37.41, the open interest changed by -41 which decreased total open position to 603
On 14 Nov PERSISTENT was trading at 5713.80. The strike last trading price was 5.4, which was -0.80 lower than the previous day. The implied volatity was 31.33, the open interest changed by 122 which increased total open position to 643
On 13 Nov PERSISTENT was trading at 5640.60. The strike last trading price was 6.2, which was -0.25 lower than the previous day. The implied volatity was 33.35, the open interest changed by -15 which decreased total open position to 528
On 12 Nov PERSISTENT was trading at 5680.15. The strike last trading price was 6.45, which was -4.05 lower than the previous day. The implied volatity was 31.63, the open interest changed by -22 which decreased total open position to 601
On 11 Nov PERSISTENT was trading at 5721.65. The strike last trading price was 10.5, which was -1.80 lower than the previous day. The implied volatity was 31.61, the open interest changed by 17 which increased total open position to 618
On 8 Nov PERSISTENT was trading at 5668.70. The strike last trading price was 12.3, which was -5.90 lower than the previous day. The implied volatity was 32.59, the open interest changed by -18 which decreased total open position to 602
On 7 Nov PERSISTENT was trading at 5737.40. The strike last trading price was 18.2, which was -3.55 lower than the previous day. The implied volatity was 32.84, the open interest changed by -42 which decreased total open position to 620
On 6 Nov PERSISTENT was trading at 5717.65. The strike last trading price was 21.75, which was 11.50 higher than the previous day. The implied volatity was 31.98, the open interest changed by 156 which increased total open position to 663
On 5 Nov PERSISTENT was trading at 5420.20. The strike last trading price was 10.25, which was -2.00 lower than the previous day. The implied volatity was 37.83, the open interest changed by 90 which increased total open position to 507
On 4 Nov PERSISTENT was trading at 5358.50. The strike last trading price was 12.25, which was -5.25 lower than the previous day. The implied volatity was 40.22, the open interest changed by 117 which increased total open position to 418
On 1 Nov PERSISTENT was trading at 5389.00. The strike last trading price was 17.5, which was 0.50 higher than the previous day. The implied volatity was 39.95, the open interest changed by 5 which increased total open position to 299
On 31 Oct PERSISTENT was trading at 5372.50. The strike last trading price was 17, which was -14.50 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 31.5, which was 2.00 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 29.5, which was -7.00 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 36.5, which was -5.00 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 41.5, which was -2.35 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 43.85, which was -7.15 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 51, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| PERSISTENT 28NOV2024 6400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 5725.50 | 1283.3 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 5710.30 | 1283.3 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 5710.30 | 1283.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 5646.10 | 1283.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 5713.80 | 1283.3 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 5640.60 | 1283.3 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 5680.15 | 1283.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 5721.65 | 1283.3 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 5668.70 | 1283.3 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 5737.40 | 1283.3 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 5717.65 | 1283.3 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 5420.20 | 1283.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 5358.50 | 1283.3 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 5389.00 | 1283.3 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 5372.50 | 1283.3 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 5617.85 | 1283.3 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 5670.50 | 1283.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 5666.50 | 1283.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 5670.90 | 1283.3 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 5691.20 | 1283.3 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 5718.75 | 1283.3 | - | 0 | 0 | 0 | |
For Persistent Systems Ltd - strike price 6400 expiring on 28NOV2024
Delta for 6400 PE is -
Historical price for 6400 PE is as follows
On 21 Nov PERSISTENT was trading at 5725.50. The strike last trading price was 1283.3, 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 1283.3, 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 1283.3, 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 1283.3, 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 1283.3, 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 1283.3, 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 1283.3, 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 1283.3, 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 1283.3, 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 1283.3, 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 1283.3, 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 1283.3, 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 1283.3, 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 1283.3, 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 1283.3, 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 1283.3, 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 1283.3, 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 1283.3, 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 1283.3, 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 1283.3, 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 1283.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
