PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
22 Sep 2025 08:01 PM IST
| PERSISTENT 30SEP2025 5200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.62
Vega: 2.96
Theta: -7.43
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 22 Sept | 5271.00 | 154.65 | -191.1 | 35.56 | 3,711 | 191 | 330 | |||||||||
| 21 Sept | 5506.00 | 342.9 | -79.4 | 29.38 | 35 | -5 | 138 | |||||||||
| 18 Sept | 5567.50 | 423 | 22.6 | 38.73 | 47 | 2 | 149 | |||||||||
| 14 Sept | 5411.00 | 279.05 | -0.55 | 29.84 | 115 | -17 | 252 | |||||||||
| 17 Aug | 5289.00 | 250 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Persistent Systems Ltd - strike price 5200 expiring on 30SEP2025
Delta for 5200 CE is 0.62
Historical price for 5200 CE is as follows
On 22 Sept PERSISTENT was trading at 5271.00. The strike last trading price was 154.65, which was -191.1 lower than the previous day. The implied volatity was 35.56, the open interest changed by 191 which increased total open position to 330
On 21 Sept PERSISTENT was trading at 5506.00. The strike last trading price was 342.9, which was -79.4 lower than the previous day. The implied volatity was 29.38, the open interest changed by -5 which decreased total open position to 138
On 18 Sept PERSISTENT was trading at 5567.50. The strike last trading price was 423, which was 22.6 higher than the previous day. The implied volatity was 38.73, the open interest changed by 2 which increased total open position to 149
On 14 Sept PERSISTENT was trading at 5411.00. The strike last trading price was 279.05, which was -0.55 lower than the previous day. The implied volatity was 29.84, the open interest changed by -17 which decreased total open position to 252
On 17 Aug PERSISTENT was trading at 5289.00. The strike last trading price was 250, 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
| PERSISTENT 30SEP2025 5200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.37
Vega: 2.94
Theta: -5.61
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5271.00 | 68.25 | 44.85 | 33.52 | 14,533 | 244 | 1,041 |
| 21 Sept | 5506.00 | 22.95 | 2.65 | 33.31 | 1,492 | -26 | 813 |
| 18 Sept | 5567.50 | 18.25 | -13.1 | 33.59 | 1,624 | -289 | 860 |
| 14 Sept | 5411.00 | 56 | -8.2 | 29.98 | 1,086 | 34 | 418 |
| 17 Aug | 5289.00 | 163.1 | 0 | 2.35 | 0 | 0 | 0 |
For Persistent Systems Ltd - strike price 5200 expiring on 30SEP2025
Delta for 5200 PE is -0.37
Historical price for 5200 PE is as follows
On 22 Sept PERSISTENT was trading at 5271.00. The strike last trading price was 68.25, which was 44.85 higher than the previous day. The implied volatity was 33.52, the open interest changed by 244 which increased total open position to 1041
On 21 Sept PERSISTENT was trading at 5506.00. The strike last trading price was 22.95, which was 2.65 higher than the previous day. The implied volatity was 33.31, the open interest changed by -26 which decreased total open position to 813
On 18 Sept PERSISTENT was trading at 5567.50. The strike last trading price was 18.25, which was -13.1 lower than the previous day. The implied volatity was 33.59, the open interest changed by -289 which decreased total open position to 860
On 14 Sept PERSISTENT was trading at 5411.00. The strike last trading price was 56, which was -8.2 lower than the previous day. The implied volatity was 29.98, the open interest changed by 34 which increased total open position to 418
On 17 Aug PERSISTENT was trading at 5289.00. The strike last trading price was 163.1, which was 0 lower than the previous day. The implied volatity was 2.35, the open interest changed by 0 which decreased total open position to 0
