PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
03 Dec 2024 04:10 PM IST
| PERSISTENT 26DEC2024 6600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 3.04
Theta: -2.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 6041.30 | 24.1 | 1.90 | 27.55 | 451 | 24 | 423 | |||
| 2 Dec | 5932.40 | 22.2 | 0.35 | 30.20 | 301 | 17 | 399 | |||
| 29 Nov | 5905.65 | 21.85 | -13.15 | 29.38 | 512 | 105 | 382 | |||
| 28 Nov | 5820.65 | 35 | -0.70 | 35.36 | 270 | 97 | 275 | |||
| 27 Nov | 5910.90 | 35.7 | -8.30 | 31.82 | 192 | 48 | 180 | |||
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| 26 Nov | 5968.95 | 44 | -1.00 | 32.19 | 248 | 112 | 131 | |||
| 25 Nov | 5917.70 | 45 | 45.00 | 32.77 | 35 | 18 | 18 | |||
| 30 Oct | 5617.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 5670.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 5666.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 5630.90 | 0 | - | 0 | 0 | 0 | ||||
For Persistent Systems Ltd - strike price 6600 expiring on 26DEC2024
Delta for 6600 CE is 0.12
Historical price for 6600 CE is as follows
On 3 Dec PERSISTENT was trading at 6041.30. The strike last trading price was 24.1, which was 1.90 higher than the previous day. The implied volatity was 27.55, the open interest changed by 24 which increased total open position to 423
On 2 Dec PERSISTENT was trading at 5932.40. The strike last trading price was 22.2, which was 0.35 higher than the previous day. The implied volatity was 30.20, the open interest changed by 17 which increased total open position to 399
On 29 Nov PERSISTENT was trading at 5905.65. The strike last trading price was 21.85, which was -13.15 lower than the previous day. The implied volatity was 29.38, the open interest changed by 105 which increased total open position to 382
On 28 Nov PERSISTENT was trading at 5820.65. The strike last trading price was 35, which was -0.70 lower than the previous day. The implied volatity was 35.36, the open interest changed by 97 which increased total open position to 275
On 27 Nov PERSISTENT was trading at 5910.90. The strike last trading price was 35.7, which was -8.30 lower than the previous day. The implied volatity was 31.82, the open interest changed by 48 which increased total open position to 180
On 26 Nov PERSISTENT was trading at 5968.95. The strike last trading price was 44, which was -1.00 lower than the previous day. The implied volatity was 32.19, the open interest changed by 112 which increased total open position to 131
On 25 Nov PERSISTENT was trading at 5917.70. The strike last trading price was 45, which was 45.00 higher than the previous day. The implied volatity was 32.77, the open interest changed by 18 which increased total open position to 18
On 30 Oct PERSISTENT was trading at 5617.85. The strike last trading price was 0, 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 0, 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 0, 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 15 Oct PERSISTENT was trading at 5630.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| PERSISTENT 26DEC2024 6600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 6041.30 | 1160.35 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 5932.40 | 1160.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 5905.65 | 1160.35 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 5820.65 | 1160.35 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 5910.90 | 1160.35 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 5968.95 | 1160.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 5917.70 | 1160.35 | 1160.35 | - | 0 | 0 | 0 |
| 30 Oct | 5617.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 5670.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 5666.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 5630.90 | 0 | - | 0 | 0 | 0 | |
For Persistent Systems Ltd - strike price 6600 expiring on 26DEC2024
Delta for 6600 PE is -
Historical price for 6600 PE is as follows
On 3 Dec PERSISTENT was trading at 6041.30. The strike last trading price was 1160.35, 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 2 Dec PERSISTENT was trading at 5932.40. The strike last trading price was 1160.35, 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 29 Nov PERSISTENT was trading at 5905.65. The strike last trading price was 1160.35, 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 28 Nov PERSISTENT was trading at 5820.65. The strike last trading price was 1160.35, 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 27 Nov PERSISTENT was trading at 5910.90. The strike last trading price was 1160.35, 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 26 Nov PERSISTENT was trading at 5968.95. The strike last trading price was 1160.35, 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 25 Nov PERSISTENT was trading at 5917.70. The strike last trading price was 1160.35, which was 1160.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct PERSISTENT was trading at 5617.85. The strike last trading price was 0, 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 0, 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 0, 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 15 Oct PERSISTENT was trading at 5630.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
