PERSISTENT
Persistent Systems Ltd
6395.8
44.90 (0.71%)
Option Chain for PERSISTENT
26 Dec 2024 04:10 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 100 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| 0.00 | 0 | 0 | 0 | 0.00 | 684.20 | 0.00 | 5000 | -1.25 | 9.10 | 43.37 | 5 | 3 | 12 | -0.03 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 5100 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.98 | 127 | 127 | 134 | 34.37 | 1217.00 | 650.20 | 5200 | -3.95 | 10.10 | 38.27 | 5 | 4 | 16 | -0.03 |
| 0.00 | 0 | 0 | 0 | 0.00 | 731.70 | 0.00 | 5300 | 0.00 | 144.70 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 847.00 | 0.00 | 5400 | -5.10 | 19.00 | 37.03 | 25 | 8 | 22 | -0.06 |
| 0.96 | 15 | 7 | 9 | 29.88 | 925.00 | 0.05 | 5500 | -10.70 | 21.50 | 34.89 | 81 | 48 | 125 | -0.07 |
| 0.90 | 13 | 11 | 19 | 36.96 | 853.65 | 203.65 | 5600 | -12.75 | 27.15 | 33.64 | 121 | 51 | 141 | -0.09 |
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| 0.00 | 0 | 0 | 0 | 0.00 | 959.95 | 0.00 | 5700 | -11.55 | 46.95 | 35.64 | 20 | 5 | 28 | -0.13 |
| 0.97 | 6 | 4 | 5 | 18.15 | 622.00 | -237.70 | 5800 | -16.35 | 52.00 | 33.10 | 141 | 30 | 166 | -0.15 |
| 0.00 | 0 | 0 | 0 | 0.00 | 700.00 | 0.00 | 5900 | 0.00 | 388.00 | 6.89 | 0 | 0 | 0 | -0.00 |
| 0.77 | 224 | 81 | 97 | 32.33 | 510.00 | 1.95 | 6000 | -27.25 | 82.25 | 30.90 | 481 | 109 | 496 | -0.22 |
| 0.74 | 6 | 1 | 5 | 27.14 | 406.00 | -88.70 | 6100 | -23.10 | 118.90 | 32.21 | 95 | 22 | 66 | -0.29 |
| 0.66 | 88 | 70 | 119 | 30.45 | 362.00 | -14.00 | 6200 | -30.00 | 146.00 | 31.17 | 403 | 58 | 188 | -0.34 |
| 0.60 | 108 | 39 | 275 | 29.14 | 293.00 | -28.00 | 6300 | -28.30 | 189.50 | 31.58 | 687 | 224 | 338 | -0.40 |
| 0.53 | 191 | 7 | 337 | 29.25 | 241.10 | -31.05 | 6400 | -45.60 | 224.40 | 30.06 | 163 | 18 | 146 | -0.47 |
| 0.46 | 615 | 118 | 983 | 28.59 | 190.00 | -35.00 | 6500 | -20.85 | 299.15 | 32.82 | 366 | -40 | 220 | -0.53 |
| 0.40 | 545 | 46 | 596 | 29.15 | 155.05 | -30.75 | 6600 | -60.20 | 337.70 | 30.15 | 60 | 14 | 50 | -0.60 |
| 0.34 | 246 | -29 | 325 | 29.10 | 121.60 | -28.25 | 6700 | -6.30 | 398.70 | 29.52 | 21 | 8 | 17 | -0.66 |
| 0.29 | 179 | -25 | 193 | 30.85 | 106.00 | -14.30 | 6800 | -22.40 | 472.05 | 29.80 | 3 | 2 | 4 | -0.72 |
| 0.23 | 110 | 41 | 183 | 29.99 | 77.40 | -22.10 | 6900 | 0.00 | 599.55 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.19 | 762 | 30 | 975 | 30.61 | 62.35 | -12.75 | 7000 | 0.00 | 500.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.17 | 83 | 79 | 95 | 32.39 | 56.00 | -10.70 | 7100 | 0.00 | 1260.35 | - | 0 | 0 | 0 | - |
| 0.13 | 288 | 40 | 263 | 31.40 | 38.70 | -9.45 | 7200 | 0.00 | 1747.45 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 7300 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.09 | 165 | -4 | 141 | 32.56 | 25.00 | -6.35 | 7400 | 0.00 | 1623.70 | - | 0 | 0 | 0 | - |
| 3,771 | 2,035 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.
