PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
22 Sep 2025 08:01 PM IST
| PERSISTENT 30SEP2025 5000 CE | ||||||||||||||||
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Delta: 0.82
Vega: 2.01
Theta: -6.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5271.00 | 310.8 | -227.65 | 40.79 | 271 | -12 | 176 | |||||||||
| 21 Sept | 5506.00 | 530.25 | -68.9 | 30.70 | 14 | -7 | 188 | |||||||||
| 18 Sept | 5567.50 | 599.15 | 17.55 | 35.77 | 37 | -12 | 195 | |||||||||
| 14 Sept | 5411.00 | 440 | -11.95 | 29.52 | 19 | 0 | 198 | |||||||||
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| 17 Aug | 5289.00 | 1252.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Persistent Systems Ltd - strike price 5000 expiring on 30SEP2025
Delta for 5000 CE is 0.82
Historical price for 5000 CE is as follows
On 22 Sept PERSISTENT was trading at 5271.00. The strike last trading price was 310.8, which was -227.65 lower than the previous day. The implied volatity was 40.79, the open interest changed by -12 which decreased total open position to 176
On 21 Sept PERSISTENT was trading at 5506.00. The strike last trading price was 530.25, which was -68.9 lower than the previous day. The implied volatity was 30.70, the open interest changed by -7 which decreased total open position to 188
On 18 Sept PERSISTENT was trading at 5567.50. The strike last trading price was 599.15, which was 17.55 higher than the previous day. The implied volatity was 35.77, the open interest changed by -12 which decreased total open position to 195
On 14 Sept PERSISTENT was trading at 5411.00. The strike last trading price was 440, which was -11.95 lower than the previous day. The implied volatity was 29.52, the open interest changed by 0 which decreased total open position to 198
On 17 Aug PERSISTENT was trading at 5289.00. The strike last trading price was 1252.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| PERSISTENT 30SEP2025 5000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.16
Vega: 1.87
Theta: -4.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5271.00 | 24.8 | 15.5 | 37.68 | 7,862 | 55 | 1,157 |
| 21 Sept | 5506.00 | 7.15 | -2 | 35.68 | 754 | -59 | 1,106 |
| 18 Sept | 5567.50 | 8.5 | -5.65 | 38.82 | 900 | 77 | 1,161 |
| 14 Sept | 5411.00 | 24 | -4.45 | 32.42 | 729 | -8 | 991 |
| 17 Aug | 5289.00 | 108.3 | 0.6 | 34.04 | 19 | 7 | 36 |
For Persistent Systems Ltd - strike price 5000 expiring on 30SEP2025
Delta for 5000 PE is -0.16
Historical price for 5000 PE is as follows
On 22 Sept PERSISTENT was trading at 5271.00. The strike last trading price was 24.8, which was 15.5 higher than the previous day. The implied volatity was 37.68, the open interest changed by 55 which increased total open position to 1157
On 21 Sept PERSISTENT was trading at 5506.00. The strike last trading price was 7.15, which was -2 lower than the previous day. The implied volatity was 35.68, the open interest changed by -59 which decreased total open position to 1106
On 18 Sept PERSISTENT was trading at 5567.50. The strike last trading price was 8.5, which was -5.65 lower than the previous day. The implied volatity was 38.82, the open interest changed by 77 which increased total open position to 1161
On 14 Sept PERSISTENT was trading at 5411.00. The strike last trading price was 24, which was -4.45 lower than the previous day. The implied volatity was 32.42, the open interest changed by -8 which decreased total open position to 991
On 17 Aug PERSISTENT was trading at 5289.00. The strike last trading price was 108.3, which was 0.6 higher than the previous day. The implied volatity was 34.04, the open interest changed by 7 which increased total open position to 36
