PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
22 Sep 2025 08:01 PM IST
| PERSISTENT 30SEP2025 4800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 5271.00 | 636.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 5506.00 | 636.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 5567.50 | 636.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 5411.00 | 636.2 | -10.6 | 38.33 | 6 | 3 | 42 | |||||||||
For Persistent Systems Ltd - strike price 4800 expiring on 30SEP2025
Delta for 4800 CE is 0.00
Historical price for 4800 CE is as follows
On 22 Sept PERSISTENT was trading at 5271.00. The strike last trading price was 636.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Sept PERSISTENT was trading at 5506.00. The strike last trading price was 636.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Sept PERSISTENT was trading at 5567.50. The strike last trading price was 636.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept PERSISTENT was trading at 5411.00. The strike last trading price was 636.2, which was -10.6 lower than the previous day. The implied volatity was 38.33, the open interest changed by 3 which increased total open position to 42
| PERSISTENT 30SEP2025 4800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.97
Theta: -2.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5271.00 | 9.5 | 5.8 | 43.11 | 2,144 | 399 | 670 |
| 21 Sept | 5506.00 | 3.7 | -1.15 | 41.92 | 57 | -11 | 271 |
| 18 Sept | 5567.50 | 5 | -1.45 | 45.13 | 83 | -14 | 325 |
| 14 Sept | 5411.00 | 10.8 | -2.5 | 35.79 | 318 | 1 | 325 |
For Persistent Systems Ltd - strike price 4800 expiring on 30SEP2025
Delta for 4800 PE is -0.06
Historical price for 4800 PE is as follows
On 22 Sept PERSISTENT was trading at 5271.00. The strike last trading price was 9.5, which was 5.8 higher than the previous day. The implied volatity was 43.11, the open interest changed by 399 which increased total open position to 670
On 21 Sept PERSISTENT was trading at 5506.00. The strike last trading price was 3.7, which was -1.15 lower than the previous day. The implied volatity was 41.92, the open interest changed by -11 which decreased total open position to 271
On 18 Sept PERSISTENT was trading at 5567.50. The strike last trading price was 5, which was -1.45 lower than the previous day. The implied volatity was 45.13, the open interest changed by -14 which decreased total open position to 325
On 14 Sept PERSISTENT was trading at 5411.00. The strike last trading price was 10.8, which was -2.5 lower than the previous day. The implied volatity was 35.79, the open interest changed by 1 which increased total open position to 325
