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[--[65.84.65.76]--]
PERSISTENT
Persistent Systems Ltd

5713.8 73.20 (1.30%)

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Historical option data for PERSISTENT

14 Nov 2024 04:10 PM IST
PERSISTENT 28NOV2024 6400 CE
Delta: 0.04
Vega: 0.95
Theta: -1.12
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 0.04

Historical price for 6400 CE is as follows

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: -
Date Close Ltp Change IV Volume Change OI OI
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 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