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[--[65.84.65.76]--]
PERSISTENT
Persistent Systems Ltd

6360.65 72.95 (1.16%)

Option Chain for PERSISTENT

24 Jan 2025 04:10 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 100

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 816.50 0.00 4800 -1.30 0.35 - 28 -16 96 -
- 0 0 0 - 1041.00 0.00 4900 0.00 59.00 30.00 0 0 0 0.00
0.00 0 0 0 0.00 621.75 0.00 5000 -1.50 0.75 - 330 -122 617 -
- 0 0 0 - 879.50 0.00 5100 -1.45 1.05 - 21 -2 27 -
0.00 0 -5 0 0.00 1060.00 -5.00 5200 -1.55 1.25 - 243 -115 525 -
0.00 0 -2 0 0.00 891.00 0.00 5300 -1.25 2.10 - 180 -76 347 -
0.00 0 -8 0 0.00 865.00 -2.60 5400 -2.40 1.75 - 768 -161 581 -
- 300 -1 2 - 859.75 90.25 5500 -3.30 2.05 53.89 2,396 -450 1,139 -0.01
- 275 -48 151 - 721.05 48.50 5600 -3.10 3.55 52.41 1,540 -276 601 -0.02
- 322 -3 11 - 683.80 109.00 5700 -5.25 3.45 46.23 1,889 -359 618 -0.02
- 196 -39 120 - 565.20 85.70 5800 -8.55 4.75 42.60 4,832 -324 1,364 -0.03
- 293 -16 79 - 466.90 82.40 5900 -14.00 5.65 37.64 4,121 -215 711 -0.04
- 759 -237 764 - 383.00 84.85 6000 -20.60 8.90 33.28 11,801 -425 1,921 -0.07
- 429 -128 1,212 - 294.95 76.45 6100 -31.20 16.45 31.21 7,425 2 1,097 -0.13
0.88 537 -859 6,197 21.24 209.05 58.95 6200 -50.95 28.65 30.28 13,889 575 1,635 -0.20
0.65 458 -797 15,481 25.86 129.30 32.80 6300 -71.15 54.85 29.70 15,123 695 1,494 -0.33
0.47 1,321 -406 25,688 26.87 77.80 17.55 6400 -89.35 98.65 26.98 9,655 239 748 -0.53
0.31 1,880 -17 32,408 28.63 45.95 9.65 6500 -97.50 166.60 33.04 2,950 190 396 -0.64
0.22 1,036 -226 14,031 33.91 34.95 10.50 6600 -104.00 251.15 38.04 476 -7 190 -0.73
0.14 816 109 9,987 32.46 18.50 2.55 6700 -109.50 331.95 38.88 48 11 92 -0.82
0.09 1,242 282 8,603 34.80 11.70 0.40 6800 -92.05 434.60 47.84 20 0 19 -0.83
0.05 416 -315 4,968 35.97 6.55 -1.65 6900 -95.55 539.50 57.64 50 11 39 -0.84
0.03 1,239 -319 7,826 37.48 3.85 -2.55 7000 -178.45 606.50 41.18 2 1 17 -0.95
0.03 239 -84 1,946 41.23 3.30 -1.55 7100 0.00 863.40 0.00 0 0 0 0.00
0.02 527 -217 1,963 44.16 2.60 -1.95 7200 0.00 1058.65 0.00 0 0 0 0.00
0.02 1,278 41 7,578 47.49 2.25 -2.20 7300 0.00 1438.25 - 0 0 0 -
0.01 510 37 1,383 50.28 1.85 -1.35 7400 0.00 1623.70 - 0 0 0 -
- 143 8 92 - 1.85 -0.90 7500 0.00 1421.80 - 0 0 0 -
- 122 -8 41 - 1.35 -0.70 7600 0.00 2118.40 - 0 0 0 -
14,338 14,274
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        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.