PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
21 Nov 2024 04:10 PM IST
| PERSISTENT 28NOV2024 6500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.28
Theta: -0.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 5725.50 | 1.5 | -0.10 | 39.64 | 10 | -3.5 | 178 | |||
| 20 Nov | 5710.30 | 1.6 | 0.00 | 36.88 | 47 | -1.5 | 181.5 | |||
| 19 Nov | 5710.30 | 1.6 | -0.20 | 36.88 | 47 | -1.5 | 181.5 | |||
| 18 Nov | 5646.10 | 1.8 | -1.80 | 37.81 | 18.5 | -1.5 | 183 | |||
| 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 0.01
Historical price for 6500 CE is as follows
On 21 Nov PERSISTENT was trading at 5725.50. The strike last trading price was 1.5, which was -0.10 lower than the previous day. The implied volatity was 39.64, the open interest changed by -7 which decreased total open position to 356
On 20 Nov PERSISTENT was trading at 5710.30. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was 36.88, the open interest changed by -3 which decreased total open position to 363
On 19 Nov PERSISTENT was trading at 5710.30. The strike last trading price was 1.6, which was -0.20 lower than the previous day. The implied volatity was 36.88, the open interest changed by -3 which decreased total open position to 363
On 18 Nov PERSISTENT was trading at 5646.10. The strike last trading price was 1.8, which was -1.80 lower than the previous day. The implied volatity was 37.81, the open interest changed by -3 which decreased total open position to 366
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: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 5725.50 | 1190.05 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 5710.30 | 1190.05 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 5710.30 | 1190.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 5646.10 | 1190.05 | 0.00 | - | 0 | 0 | 0 |
| 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 21 Nov PERSISTENT was trading at 5725.50. 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 20 Nov PERSISTENT was trading at 5710.30. 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 19 Nov PERSISTENT was trading at 5710.30. 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 18 Nov PERSISTENT was trading at 5646.10. 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 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
