PERSISTENT
Persistent Systems Ltd
5702.05
61.45 (1.09%)
Option Chain for PERSISTENT
14 Nov 2024 12:00 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 | 750.70 | 0.00 | 4700 | 1.00 | 5.00 | 51.76 | 1.5 | 0 | 144 | -0.02 |
| 0.00 | 0 | 0 | 0 | 0.00 | 660.10 | 0.00 | 4800 | 1.05 | 6.00 | 48.24 | 2.5 | 1 | 349 | -0.03 |
| 0.00 | 0 | 0 | 0 | 0.00 | 507.25 | 0.00 | 4900 | -3.00 | 7.50 | 45.27 | 5.5 | -3 | 184 | -0.04 |
| - | 119 | -3 | 2.5 | - | 717.90 | 63.15 | 5000 | -2.45 | 9.55 | 42.38 | 88 | -21 | 850 | -0.05 |
| 0.00 | 0 | -1 | 0 | 0.00 | 588.55 | 0.00 | 5100 | -1.45 | 13.10 | 40.05 | 111.5 | -24 | 320 | -0.06 |
| - | 299 | 3 | 2.5 | - | 523.05 | 43.05 | 5200 | -2.90 | 17.80 | 37.55 | 170 | -28 | 516 | -0.09 |
| 0.92 | 216 | -2 | 8.5 | 28.69 | 440.05 | 45.05 | 5300 | -3.45 | 26.95 | 36.12 | 213 | 95 | 753 | -0.13 |
| 0.85 | 285 | -17 | 22.5 | 29.72 | 354.90 | 44.90 | 5400 | -5.10 | 38.10 | 33.96 | 192.5 | -17 | 788 | -0.18 |
| 0.77 | 1,033 | -11 | 115.5 | 28.92 | 273.00 | 42.90 | 5500 | -10.40 | 56.00 | 32.36 | 499 | -13 | 1,293 | -0.25 |
| 0.68 | 548 | -7 | 442 | 27.25 | 196.30 | 32.05 | 5600 | -15.30 | 86.00 | 31.90 | 613.5 | 23 | 682 | -0.35 |
| 0.55 | 1,404 | 339 | 2,654 | 27.08 | 135.00 | 21.55 | 5700 | -20.10 | 126.20 | 31.16 | 1,236 | 157 | 811 | -0.46 |
| 0.42 | 1,855 | 349 | 2,815.5 | 27.00 | 90.00 | 14.55 | 5800 | -28.75 | 179.20 | 31.39 | 400.5 | 80 | 447 | -0.57 |
| 0.30 | 546 | 111 | 744.5 | 27.66 | 58.80 | 8.70 | 5900 | -35.15 | 243.15 | 31.37 | 16.5 | 7 | 67 | -0.67 |
| 0.21 | 1,535 | 41 | 1,645 | 27.81 | 35.70 | 4.05 | 6000 | -34.65 | 343.55 | 38.70 | 6 | 4 | 89 | -0.71 |
| 0.14 | 594 | 146 | 240 | 28.13 | 21.05 | 1.20 | 6100 | 0.00 | 480.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.09 | 690 | 48 | 358.5 | 29.17 | 13.25 | 0.25 | 6200 | 0.00 | 553.50 | 0.00 | 0 | 2 | 0 | 0.00 |
| 0.06 | 431 | 146 | 198.5 | 30.23 | 8.40 | -0.90 | 6300 | 0.00 | 1197.35 | - | 0 | 0 | 0 | - |
| 0.04 | 648 | 127 | 259 | 31.01 | 5.10 | -1.10 | 6400 | 0.00 | 1283.30 | - | 0 | 0 | 0 | - |
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| 0.02 | 346 | -5 | 51 | 31.21 | 2.75 | -0.25 | 6500 | 0.00 | 1190.05 | - | 0 | 0 | 0 | - |
| 0.02 | 75 | 0 | 0.5 | 35.46 | 3.50 | 2.45 | 6600 | 0.00 | 1459.65 | - | 0 | 0 | 0 | - |
| 10,624 | 7,293 | |||||||||||||
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.
