PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
22 Sep 2025 08:01 PM IST
| PERSISTENT 30SEP2025 4900 CE | ||||||||||||||||
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Delta: 0.86
Vega: 1.75
Theta: -6.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5271.00 | 407.95 | -102.6 | 48.62 | 43 | -7 | 26 | |||||||||
| 21 Sept | 5506.00 | 510.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 5567.50 | 510.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 5411.00 | 555.15 | 6.05 | 41.85 | 8 | 1 | 30 | |||||||||
For Persistent Systems Ltd - strike price 4900 expiring on 30SEP2025
Delta for 4900 CE is 0.86
Historical price for 4900 CE is as follows
On 22 Sept PERSISTENT was trading at 5271.00. The strike last trading price was 407.95, which was -102.6 lower than the previous day. The implied volatity was 48.62, the open interest changed by -7 which decreased total open position to 26
On 21 Sept PERSISTENT was trading at 5506.00. The strike last trading price was 510.55, 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 510.55, 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 555.15, which was 6.05 higher than the previous day. The implied volatity was 41.85, the open interest changed by 1 which increased total open position to 30
| PERSISTENT 30SEP2025 4900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.10
Vega: 1.36
Theta: -3.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5271.00 | 15 | 9.3 | 40.16 | 2,577 | 290 | 542 |
| 21 Sept | 5506.00 | 6 | -0.3 | 40.01 | 69 | 17 | 251 |
| 18 Sept | 5567.50 | 6.6 | -3.25 | 42.07 | 180 | 67 | 234 |
| 14 Sept | 5411.00 | 16.05 | -3.15 | 34.07 | 236 | -33 | 258 |
For Persistent Systems Ltd - strike price 4900 expiring on 30SEP2025
Delta for 4900 PE is -0.10
Historical price for 4900 PE is as follows
On 22 Sept PERSISTENT was trading at 5271.00. The strike last trading price was 15, which was 9.3 higher than the previous day. The implied volatity was 40.16, the open interest changed by 290 which increased total open position to 542
On 21 Sept PERSISTENT was trading at 5506.00. The strike last trading price was 6, which was -0.3 lower than the previous day. The implied volatity was 40.01, the open interest changed by 17 which increased total open position to 251
On 18 Sept PERSISTENT was trading at 5567.50. The strike last trading price was 6.6, which was -3.25 lower than the previous day. The implied volatity was 42.07, the open interest changed by 67 which increased total open position to 234
On 14 Sept PERSISTENT was trading at 5411.00. The strike last trading price was 16.05, which was -3.15 lower than the previous day. The implied volatity was 34.07, the open interest changed by -33 which decreased total open position to 258
