PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
22 Sep 2025 08:01 PM IST
| PERSISTENT 30SEP2025 5400 CE | ||||||||||||||||
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Delta: 0.34
Vega: 2.86
Theta: -6.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5271.00 | 58.65 | -129.2 | 34.30 | 13,684 | 651 | 1,492 | |||||||||
| 21 Sept | 5506.00 | 188 | -63.35 | 29.80 | 446 | -22 | 841 | |||||||||
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| 18 Sept | 5567.50 | 254.3 | 16.7 | 34.12 | 583 | 7 | 867 | |||||||||
| 14 Sept | 5411.00 | 143.5 | -10.9 | 27.43 | 3,419 | 174 | 1,273 | |||||||||
| 17 Aug | 5289.00 | 191.05 | 10.95 | 27.10 | 7 | 1 | 8 | |||||||||
For Persistent Systems Ltd - strike price 5400 expiring on 30SEP2025
Delta for 5400 CE is 0.34
Historical price for 5400 CE is as follows
On 22 Sept PERSISTENT was trading at 5271.00. The strike last trading price was 58.65, which was -129.2 lower than the previous day. The implied volatity was 34.30, the open interest changed by 651 which increased total open position to 1492
On 21 Sept PERSISTENT was trading at 5506.00. The strike last trading price was 188, which was -63.35 lower than the previous day. The implied volatity was 29.80, the open interest changed by -22 which decreased total open position to 841
On 18 Sept PERSISTENT was trading at 5567.50. The strike last trading price was 254.3, which was 16.7 higher than the previous day. The implied volatity was 34.12, the open interest changed by 7 which increased total open position to 867
On 14 Sept PERSISTENT was trading at 5411.00. The strike last trading price was 143.5, which was -10.9 lower than the previous day. The implied volatity was 27.43, the open interest changed by 174 which increased total open position to 1273
On 17 Aug PERSISTENT was trading at 5289.00. The strike last trading price was 191.05, which was 10.95 higher than the previous day. The implied volatity was 27.10, the open interest changed by 1 which increased total open position to 8
| PERSISTENT 30SEP2025 5400 PE | |||||||
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Delta: -0.67
Vega: 2.83
Theta: -4.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5271.00 | 172.95 | 109.1 | 32.58 | 3,815 | -230 | 798 |
| 21 Sept | 5506.00 | 63 | 10.85 | 30.76 | 1,731 | 11 | 1,028 |
| 18 Sept | 5567.50 | 48.2 | -25.1 | 30.67 | 2,007 | 54 | 1,021 |
| 14 Sept | 5411.00 | 129.85 | -3.7 | 29.72 | 2,212 | 109 | 806 |
| 17 Aug | 5289.00 | 220 | 0 | - | 0 | 0 | 0 |
For Persistent Systems Ltd - strike price 5400 expiring on 30SEP2025
Delta for 5400 PE is -0.67
Historical price for 5400 PE is as follows
On 22 Sept PERSISTENT was trading at 5271.00. The strike last trading price was 172.95, which was 109.1 higher than the previous day. The implied volatity was 32.58, the open interest changed by -230 which decreased total open position to 798
On 21 Sept PERSISTENT was trading at 5506.00. The strike last trading price was 63, which was 10.85 higher than the previous day. The implied volatity was 30.76, the open interest changed by 11 which increased total open position to 1028
On 18 Sept PERSISTENT was trading at 5567.50. The strike last trading price was 48.2, which was -25.1 lower than the previous day. The implied volatity was 30.67, the open interest changed by 54 which increased total open position to 1021
On 14 Sept PERSISTENT was trading at 5411.00. The strike last trading price was 129.85, which was -3.7 lower than the previous day. The implied volatity was 29.72, the open interest changed by 109 which increased total open position to 806
On 17 Aug PERSISTENT was trading at 5289.00. The strike last trading price was 220, 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
