PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
21 Nov 2024 04:10 PM IST
| PERSISTENT 28NOV2024 6600 CE | ||||||||||
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Delta: 0.01
Vega: 0.17
Theta: -0.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 5725.50 | 0.85 | 0.55 | 41.47 | 19 | 0 | 37.5 | |||
| 20 Nov | 5710.30 | 0.3 | 0.00 | 32.95 | 11 | 0 | 39.5 | |||
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| 19 Nov | 5710.30 | 0.3 | -0.70 | 32.95 | 11 | 2 | 39.5 | |||
| 18 Nov | 5646.10 | 1 | -1.50 | 38.38 | 5 | 0.5 | 37.5 | |||
| 14 Nov | 5713.80 | 2.5 | 1.45 | 33.91 | 2 | -0.5 | 37 | |||
| 13 Nov | 5640.60 | 1.05 | -2.40 | 30.99 | 5.5 | 0 | 37.5 | |||
| 12 Nov | 5680.15 | 3.45 | -1.05 | 34.49 | 9.5 | -1.5 | 37.5 | |||
| 11 Nov | 5721.65 | 4.5 | -0.85 | 33.00 | 29.5 | -7.5 | 39 | |||
| 8 Nov | 5668.70 | 5.35 | 33.41 | 230.5 | 46 | 46.5 | ||||
For Persistent Systems Ltd - strike price 6600 expiring on 28NOV2024
Delta for 6600 CE is 0.01
Historical price for 6600 CE is as follows
On 21 Nov PERSISTENT was trading at 5725.50. The strike last trading price was 0.85, which was 0.55 higher than the previous day. The implied volatity was 41.47, the open interest changed by 0 which decreased total open position to 75
On 20 Nov PERSISTENT was trading at 5710.30. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 32.95, the open interest changed by 0 which decreased total open position to 79
On 19 Nov PERSISTENT was trading at 5710.30. The strike last trading price was 0.3, which was -0.70 lower than the previous day. The implied volatity was 32.95, the open interest changed by 4 which increased total open position to 79
On 18 Nov PERSISTENT was trading at 5646.10. The strike last trading price was 1, which was -1.50 lower than the previous day. The implied volatity was 38.38, the open interest changed by 1 which increased total open position to 75
On 14 Nov PERSISTENT was trading at 5713.80. The strike last trading price was 2.5, which was 1.45 higher than the previous day. The implied volatity was 33.91, the open interest changed by -1 which decreased total open position to 74
On 13 Nov PERSISTENT was trading at 5640.60. The strike last trading price was 1.05, which was -2.40 lower than the previous day. The implied volatity was 30.99, the open interest changed by 0 which decreased total open position to 75
On 12 Nov PERSISTENT was trading at 5680.15. The strike last trading price was 3.45, which was -1.05 lower than the previous day. The implied volatity was 34.49, the open interest changed by -3 which decreased total open position to 75
On 11 Nov PERSISTENT was trading at 5721.65. The strike last trading price was 4.5, which was -0.85 lower than the previous day. The implied volatity was 33.00, the open interest changed by -15 which decreased total open position to 78
On 8 Nov PERSISTENT was trading at 5668.70. The strike last trading price was 5.35, which was lower than the previous day. The implied volatity was 33.41, the open interest changed by 92 which increased total open position to 93
| PERSISTENT 28NOV2024 6600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 5725.50 | 1459.65 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 5710.30 | 1459.65 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 5710.30 | 1459.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 5646.10 | 1459.65 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 5713.80 | 1459.65 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 5640.60 | 1459.65 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 5680.15 | 1459.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 5721.65 | 1459.65 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 5668.70 | 1459.65 | - | 0 | 0 | 0 | |
For Persistent Systems Ltd - strike price 6600 expiring on 28NOV2024
Delta for 6600 PE is -
Historical price for 6600 PE is as follows
On 21 Nov PERSISTENT was trading at 5725.50. The strike last trading price was 1459.65, 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 1459.65, 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 1459.65, 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 1459.65, 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 1459.65, 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 1459.65, 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 1459.65, 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 1459.65, 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 1459.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
