PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
22 Sep 2025 08:01 PM IST
| PERSISTENT 28OCT2025 5300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.54
Vega: 6.57
Theta: -3.90
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 22 Sept | 5271.00 | 241 | -92 | 34.98 | 400 | 118 | 119 | |||||||||
| 21 Sept | 5506.00 | 346 | 13 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 5567.50 | 346 | 13 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 5411.00 | 395.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Persistent Systems Ltd - strike price 5300 expiring on 28OCT2025
Delta for 5300 CE is 0.54
Historical price for 5300 CE is as follows
On 22 Sept PERSISTENT was trading at 5271.00. The strike last trading price was 241, which was -92 lower than the previous day. The implied volatity was 34.98, the open interest changed by 118 which increased total open position to 119
On 21 Sept PERSISTENT was trading at 5506.00. The strike last trading price was 346, which was 13 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 346, which was 13 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 14 Sept PERSISTENT was trading at 5411.00. The strike last trading price was 395.85, 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 5300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 6.57
Theta: -2.51
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5271.00 | 223.7 | 102.95 | 35.54 | 175 | 65 | 89 |
| 21 Sept | 5506.00 | 120.75 | 15.25 | 32.89 | 11 | 5 | 23 |
| 18 Sept | 5567.50 | 105.5 | -16.25 | 33.07 | 7 | 4 | 17 |
| 14 Sept | 5411.00 | 165.95 | -4.2 | 0.00 | 0 | 0 | 0 |
For Persistent Systems Ltd - strike price 5300 expiring on 28OCT2025
Delta for 5300 PE is -0.46
Historical price for 5300 PE is as follows
On 22 Sept PERSISTENT was trading at 5271.00. The strike last trading price was 223.7, which was 102.95 higher than the previous day. The implied volatity was 35.54, the open interest changed by 65 which increased total open position to 89
On 21 Sept PERSISTENT was trading at 5506.00. The strike last trading price was 120.75, which was 15.25 higher than the previous day. The implied volatity was 32.89, the open interest changed by 5 which increased total open position to 23
On 18 Sept PERSISTENT was trading at 5567.50. The strike last trading price was 105.5, which was -16.25 lower than the previous day. The implied volatity was 33.07, the open interest changed by 4 which increased total open position to 17
On 14 Sept PERSISTENT was trading at 5411.00. The strike last trading price was 165.95, which was -4.2 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
