PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
22 Sep 2025 08:01 PM IST
| PERSISTENT 30SEP2025 5100 CE | ||||||||||||||||
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Delta: 0.74
Vega: 2.53
Theta: -7.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5271.00 | 227.9 | -281 | 38.03 | 581 | -13 | 202 | |||||||||
| 21 Sept | 5506.00 | 512.35 | 3.45 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 5567.50 | 512.35 | 23.05 | 40.12 | 7 | 2 | 215 | |||||||||
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| 14 Sept | 5411.00 | 357.45 | 6.3 | 30.34 | 82 | -55 | 229 | |||||||||
| 17 Aug | 5289.00 | 417.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Persistent Systems Ltd - strike price 5100 expiring on 30SEP2025
Delta for 5100 CE is 0.74
Historical price for 5100 CE is as follows
On 22 Sept PERSISTENT was trading at 5271.00. The strike last trading price was 227.9, which was -281 lower than the previous day. The implied volatity was 38.03, the open interest changed by -13 which decreased total open position to 202
On 21 Sept PERSISTENT was trading at 5506.00. The strike last trading price was 512.35, which was 3.45 higher 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 512.35, which was 23.05 higher than the previous day. The implied volatity was 40.12, the open interest changed by 2 which increased total open position to 215
On 14 Sept PERSISTENT was trading at 5411.00. The strike last trading price was 357.45, which was 6.3 higher than the previous day. The implied volatity was 30.34, the open interest changed by -55 which decreased total open position to 229
On 17 Aug PERSISTENT was trading at 5289.00. The strike last trading price was 417.7, 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 5100 PE | |||||||
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Delta: -0.24
Vega: 2.44
Theta: -4.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5271.00 | 40.15 | 25.85 | 34.97 | 6,992 | 204 | 807 |
| 21 Sept | 5506.00 | 14.1 | 1.55 | 35.21 | 735 | -57 | 604 |
| 18 Sept | 5567.50 | 12 | -8.8 | 35.87 | 507 | -41 | 655 |
| 14 Sept | 5411.00 | 36.15 | -6.2 | 30.92 | 926 | 31 | 474 |
| 17 Aug | 5289.00 | 305.45 | 0 | 3.52 | 0 | 0 | 0 |
For Persistent Systems Ltd - strike price 5100 expiring on 30SEP2025
Delta for 5100 PE is -0.24
Historical price for 5100 PE is as follows
On 22 Sept PERSISTENT was trading at 5271.00. The strike last trading price was 40.15, which was 25.85 higher than the previous day. The implied volatity was 34.97, the open interest changed by 204 which increased total open position to 807
On 21 Sept PERSISTENT was trading at 5506.00. The strike last trading price was 14.1, which was 1.55 higher than the previous day. The implied volatity was 35.21, the open interest changed by -57 which decreased total open position to 604
On 18 Sept PERSISTENT was trading at 5567.50. The strike last trading price was 12, which was -8.8 lower than the previous day. The implied volatity was 35.87, the open interest changed by -41 which decreased total open position to 655
On 14 Sept PERSISTENT was trading at 5411.00. The strike last trading price was 36.15, which was -6.2 lower than the previous day. The implied volatity was 30.92, the open interest changed by 31 which increased total open position to 474
On 17 Aug PERSISTENT was trading at 5289.00. The strike last trading price was 305.45, which was 0 lower than the previous day. The implied volatity was 3.52, the open interest changed by 0 which decreased total open position to 0
