PERSISTENT
Persistent Systems Ltd
5725.5
15.20 (0.27%)
Option Chain for PERSISTENT
21 Nov 2024 04:10 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 200 |
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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 | 787.80 | 0.00 | 4500 | -1.05 | 0.95 | - | 8 | -2 | 90 | - |
| - | 0 | 0 | 0 | - | 717.80 | 0.00 | 4600 | 0.00 | 3.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 750.70 | 0.00 | 4700 | 0.00 | 3.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 660.10 | 0.00 | 4800 | -2.00 | 2.00 | - | 22 | -12 | 279 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 507.25 | 0.00 | 4900 | -0.30 | 3.70 | - | 8.5 | -9 | 168 | - |
| - | 119 | 0 | 0.5 | - | 730.00 | 0.00 | 5000 | -2.45 | 4.45 | 53.38 | 307.5 | -29 | 956 | -0.03 |
| 0.00 | 0 | 0 | 0 | 0.00 | 588.55 | 0.00 | 5100 | -5.15 | 5.00 | 47.94 | 31.5 | -10 | 248 | -0.03 |
| - | 285 | -12 | 8.5 | - | 524.80 | 5.15 | 5200 | -5.60 | 9.40 | 47.07 | 179.5 | -56 | 374 | -0.06 |
| - | 200 | -4 | 5 | - | 419.65 | 0.15 | 5300 | -11.05 | 9.65 | 40.17 | 265 | -51 | 748 | -0.07 |
| - | 323 | 19 | 45 | - | 349.00 | 32.20 | 5400 | -12.95 | 19.05 | 39.63 | 174 | -20 | 847 | -0.12 |
| 0.81 | 840 | -94 | 175 | 37.08 | 281.15 | 31.30 | 5500 | -18.70 | 29.30 | 36.46 | 689.5 | 9 | 1,220 | -0.18 |
| 0.73 | 502 | -25 | 183 | 32.28 | 193.75 | 22.45 | 5600 | -23.35 | 48.10 | 34.20 | 584.5 | 56 | 818 | -0.28 |
| 0.59 | 1,004 | -74 | 2,074.5 | 30.86 | 125.00 | 12.80 | 5700 | -30.90 | 78.00 | 32.13 | 1,510 | 194 | 1,169 | -0.41 |
| 0.43 | 2,210 | -5 | 4,141.5 | 30.94 | 76.00 | 8.00 | 5800 | -40.50 | 127.50 | 31.77 | 651 | 88 | 457 | -0.57 |
| 0.29 | 539 | -16 | 1,115.5 | 31.34 | 43.30 | 2.70 | 5900 | -45.85 | 195.30 | 32.56 | 25.5 | -9 | 55 | -0.71 |
| 0.18 | 1,415 | -127 | 1,020.5 | 32.41 | 24.35 | 2.05 | 6000 | -49.55 | 274.95 | 33.41 | 8.5 | 2 | 92 | -0.81 |
| 0.11 | 825 | -48 | 285.5 | 33.43 | 13.20 | 0.10 | 6100 | 0.00 | 406.70 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.06 | 640 | -19 | 321.5 | 35.27 | 7.80 | -0.65 | 6200 | 0.00 | 501.40 | 0.00 | 0 | -3 | 0 | 0.00 |
| 0.04 | 310 | 1 | 49.5 | 37.74 | 5.15 | 0.05 | 6300 | 0.00 | 1197.35 | - | 0 | 0 | 0 | - |
| 0.02 | 632 | -16 | 36 | 38.39 | 2.65 | -0.85 | 6400 | 0.00 | 1283.30 | - | 0 | 0 | 0 | - |
| 0.01 | 356 | -7 | 10 | 39.64 | 1.50 | -0.10 | 6500 | 0.00 | 1190.05 | - | 0 | 0 | 0 | - |
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| 0.01 | 75 | 0 | 19 | 41.47 | 0.85 | 0.55 | 6600 | 0.00 | 1459.65 | - | 0 | 0 | 0 | - |
| 10,275 | 7,521 | |||||||||||||
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.
