PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
28 Sep 2025 10:07 PM IST
| PERSISTENT 28-OCT-2025 5200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.38
Vega: 5.60
Theta: -3.58
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 4951.00 | 130.25 | -66.55 | 35.44 | 817 | 192 | 603 | |||||||||
| 22 Sept | 5271.00 | 295 | -232.05 | 35.26 | 292 | 82 | 98 | |||||||||
| 21 Sept | 5506.00 | 527.05 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 5567.50 | 527.05 | 0 | 0.00 | 0 | 3 | 0 | |||||||||
| 14 Sept | 5411.00 | 385 | 8 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 5289.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Persistent Systems Ltd - strike price 5200 expiring on 28OCT2025
Delta for 5200 CE is 0.38
Historical price for 5200 CE is as follows
On 28 Sept PERSISTENT was trading at 4951.00. The strike last trading price was 130.25, which was -66.55 lower than the previous day. The implied volatity was 35.44, the open interest changed by 192 which increased total open position to 603
On 22 Sept PERSISTENT was trading at 5271.00. The strike last trading price was 295, which was -232.05 lower than the previous day. The implied volatity was 35.26, the open interest changed by 82 which increased total open position to 98
On 21 Sept PERSISTENT was trading at 5506.00. The strike last trading price was 527.05, 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 527.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 14 Sept PERSISTENT was trading at 5411.00. The strike last trading price was 385, which was 8 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 17 Aug PERSISTENT was trading at 5289.00. The strike last trading price was 0, 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 28OCT2025 5200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 5.65
Theta: -2.49
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 4951.00 | 337.55 | 85.75 | 38.58 | 175 | 10 | 242 |
| 22 Sept | 5271.00 | 177.4 | 81.6 | 35.65 | 256 | 92 | 142 |
| 21 Sept | 5506.00 | 93.3 | 13.3 | 33.44 | 25 | 11 | 49 |
| 18 Sept | 5567.50 | 80 | -13.15 | 33.39 | 25 | 12 | 39 |
| 14 Sept | 5411.00 | 136 | -13 | 32.93 | 5 | -1 | 13 |
| 17 Aug | 5289.00 | 0 | 0 | 2.19 | 0 | 0 | 0 |
For Persistent Systems Ltd - strike price 5200 expiring on 28OCT2025
Delta for 5200 PE is -0.61
Historical price for 5200 PE is as follows
On 28 Sept PERSISTENT was trading at 4951.00. The strike last trading price was 337.55, which was 85.75 higher than the previous day. The implied volatity was 38.58, the open interest changed by 10 which increased total open position to 242
On 22 Sept PERSISTENT was trading at 5271.00. The strike last trading price was 177.4, which was 81.6 higher than the previous day. The implied volatity was 35.65, the open interest changed by 92 which increased total open position to 142
On 21 Sept PERSISTENT was trading at 5506.00. The strike last trading price was 93.3, which was 13.3 higher than the previous day. The implied volatity was 33.44, the open interest changed by 11 which increased total open position to 49
On 18 Sept PERSISTENT was trading at 5567.50. The strike last trading price was 80, which was -13.15 lower than the previous day. The implied volatity was 33.39, the open interest changed by 12 which increased total open position to 39
On 14 Sept PERSISTENT was trading at 5411.00. The strike last trading price was 136, which was -13 lower than the previous day. The implied volatity was 32.93, the open interest changed by -1 which decreased total open position to 13
On 17 Aug PERSISTENT was trading at 5289.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.19, the open interest changed by 0 which decreased total open position to 0
