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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 6500 CE
Delta: 0.03
Vega: 0.69
Theta: -0.84
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 5713.80 3.6 0.60 32.21 99 9.5 185
13 Nov 5640.60 3 -2.05 32.63 10.5 -2 179.5
12 Nov 5680.15 5.05 -1.10 33.55 29.5 -8 182
11 Nov 5721.65 6.15 -0.40 31.65 96 4.5 190
8 Nov 5668.70 6.55 -7.15 31.69 316 57.5 185.5
7 Nov 5737.40 13.7 -1.30 33.96 266.5 71.5 124
6 Nov 5717.65 15 32.67 53.5 46 46


For Persistent Systems Ltd - strike price 6500 expiring on 28NOV2024

Delta for 6500 CE is 0.03

Historical price for 6500 CE is as follows

On 14 Nov PERSISTENT was trading at 5713.80. The strike last trading price was 3.6, which was 0.60 higher than the previous day. The implied volatity was 32.21, the open interest changed by 19 which increased total open position to 370


On 13 Nov PERSISTENT was trading at 5640.60. The strike last trading price was 3, which was -2.05 lower than the previous day. The implied volatity was 32.63, the open interest changed by -4 which decreased total open position to 359


On 12 Nov PERSISTENT was trading at 5680.15. The strike last trading price was 5.05, which was -1.10 lower than the previous day. The implied volatity was 33.55, the open interest changed by -16 which decreased total open position to 364


On 11 Nov PERSISTENT was trading at 5721.65. The strike last trading price was 6.15, which was -0.40 lower than the previous day. The implied volatity was 31.65, the open interest changed by 9 which increased total open position to 380


On 8 Nov PERSISTENT was trading at 5668.70. The strike last trading price was 6.55, which was -7.15 lower than the previous day. The implied volatity was 31.69, the open interest changed by 115 which increased total open position to 371


On 7 Nov PERSISTENT was trading at 5737.40. The strike last trading price was 13.7, which was -1.30 lower than the previous day. The implied volatity was 33.96, the open interest changed by 143 which increased total open position to 248


On 6 Nov PERSISTENT was trading at 5717.65. The strike last trading price was 15, which was lower than the previous day. The implied volatity was 32.67, the open interest changed by 92 which increased total open position to 92


PERSISTENT 28NOV2024 6500 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
14 Nov 5713.80 1190.05 0.00 - 0 0 0
13 Nov 5640.60 1190.05 0.00 - 0 0 0
12 Nov 5680.15 1190.05 0.00 - 0 0 0
11 Nov 5721.65 1190.05 0.00 - 0 0 0
8 Nov 5668.70 1190.05 0.00 - 0 0 0
7 Nov 5737.40 1190.05 0.00 - 0 0 0
6 Nov 5717.65 1190.05 - 0 0 0


For Persistent Systems Ltd - strike price 6500 expiring on 28NOV2024

Delta for 6500 PE is -

Historical price for 6500 PE is as follows

On 14 Nov PERSISTENT was trading at 5713.80. The strike last trading price was 1190.05, 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 1190.05, 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 1190.05, 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 1190.05, 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 1190.05, 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 1190.05, 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 1190.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0