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

6345.9 58.20 (0.93%)

Option Chain for PERSISTENT

24 Jan 2025 02:20 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 -0.75 1.50 - 228 -72 667 -
- 0 0 0 - 879.50 0.00 5100 -1.20 1.30 - 13 -1 28 -
0.00 0 -5 0 0.00 1060.00 -5.00 5200 -0.80 2.00 - 200 -88 552 -
0.00 0 -2 0 0.00 891.00 0.00 5300 -1.20 2.15 - 132 -73 350 -
0.00 0 -8 0 0.00 865.00 -2.60 5400 -1.50 2.65 - 653 -141 601 -
- 301 0 1 - 768.00 -1.50 5500 -2.20 3.15 55.25 2,272 -456 1,133 -0.02
- 274 -49 150 - 752.25 79.70 5600 -2.65 4.00 51.26 1,417 -250 627 -0.02
0.96 323 -2 10 49.13 666.65 91.85 5700 -3.25 5.45 47.73 1,730 -309 668 -0.03
0.93 196 -39 117 49.10 572.60 93.10 5800 -5.70 7.60 44.22 4,234 -259 1,429 -0.05
0.80 304 -5 65 73.13 529.80 145.30 5900 -8.00 11.65 41.43 3,788 -169 757 -0.08
0.91 778 -218 716 34.74 376.40 78.25 6000 -10.95 18.55 38.93 10,516 -271 2,075 -0.12
0.84 456 -101 1,126 33.84 286.95 68.45 6100 -18.40 29.25 36.28 6,721 76 1,171 -0.18
0.75 755 -641 5,616 31.52 203.35 53.25 6200 -31.40 48.20 34.34 12,451 623 1,683 -0.27
0.61 569 -686 14,483 29.90 132.05 35.55 6300 -52.00 74.00 31.66 13,605 875 1,674 -0.39
0.45 1,627 -100 23,449 29.84 80.50 20.25 6400 -65.65 122.35 31.52 8,415 373 882 -0.55
0.31 2,163 266 30,390 31.47 49.55 13.25 6500 -71.95 192.15 33.66 2,723 265 471 -0.68
0.21 1,199 -63 12,996 33.65 31.55 7.10 6600 -82.25 272.90 35.26 435 6 203 -0.78
0.14 823 116 9,419 35.94 20.00 4.05 6700 -109.50 331.95 - 48 11 92 -
0.09 1,308 348 8,134 37.91 12.70 1.40 6800 -65.65 461.00 44.69 15 3 22 -0.87
0.06 485 -246 4,691 39.87 8.20 0.00 6900 -129.75 505.30 - 35 6 34 -
0.04 1,432 -126 7,190 41.85 5.55 -0.85 7000 -178.45 606.50 - 2 1 17 -
0.03 300 -23 1,810 44.30 3.95 -0.90 7100 0.00 863.40 0.00 0 0 0 0.00
0.02 569 -175 1,843 46.99 3.05 -1.50 7200 0.00 1058.65 0.00 0 0 0 0.00
0.02 1,272 35 7,245 50.29 2.65 -1.80 7300 0.00 1438.25 - 0 0 0 -
0.01 514 41 1,360 52.74 2.10 -1.10 7400 0.00 1623.70 - 0 0 0 -
- 145 10 81 - 1.85 -0.90 7500 0.00 1421.80 - 0 0 0 -
- 122 -8 38 - 1.85 -0.20 7600 0.00 2118.40 - 0 0 0 -
15,915 15,232
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.