PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
22 Sep 2025 08:01 PM IST
| PERSISTENT 30SEP2025 5500 CE | ||||||||||||||||
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Delta: 0.23
Vega: 2.35
Theta: -5.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5271.00 | 35.45 | -95.1 | 35.48 | 10,785 | 658 | 1,804 | |||||||||
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| 21 Sept | 5506.00 | 133 | -51.2 | 31.04 | 2,466 | 123 | 1,149 | |||||||||
| 18 Sept | 5567.50 | 183.45 | 8 | 32.62 | 3,268 | 98 | 1,023 | |||||||||
| 14 Sept | 5411.00 | 98 | -10.2 | 27.44 | 2,810 | 128 | 1,135 | |||||||||
| 17 Aug | 5289.00 | 160 | 20 | 28.49 | 6 | 3 | 10 | |||||||||
For Persistent Systems Ltd - strike price 5500 expiring on 30SEP2025
Delta for 5500 CE is 0.23
Historical price for 5500 CE is as follows
On 22 Sept PERSISTENT was trading at 5271.00. The strike last trading price was 35.45, which was -95.1 lower than the previous day. The implied volatity was 35.48, the open interest changed by 658 which increased total open position to 1804
On 21 Sept PERSISTENT was trading at 5506.00. The strike last trading price was 133, which was -51.2 lower than the previous day. The implied volatity was 31.04, the open interest changed by 123 which increased total open position to 1149
On 18 Sept PERSISTENT was trading at 5567.50. The strike last trading price was 183.45, which was 8 higher than the previous day. The implied volatity was 32.62, the open interest changed by 98 which increased total open position to 1023
On 14 Sept PERSISTENT was trading at 5411.00. The strike last trading price was 98, which was -10.2 lower than the previous day. The implied volatity was 27.44, the open interest changed by 128 which increased total open position to 1135
On 17 Aug PERSISTENT was trading at 5289.00. The strike last trading price was 160, which was 20 higher than the previous day. The implied volatity was 28.49, the open interest changed by 3 which increased total open position to 10
| PERSISTENT 30SEP2025 5500 PE | |||||||
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Delta: -0.79
Vega: 2.27
Theta: -3.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5271.00 | 250 | 145.45 | 33.57 | 1,465 | -303 | 582 |
| 21 Sept | 5506.00 | 100.85 | 15.9 | 30.09 | 4,893 | 104 | 886 |
| 18 Sept | 5567.50 | 80.95 | -29.7 | 30.67 | 3,811 | 135 | 782 |
| 14 Sept | 5411.00 | 184 | -3.2 | 29.79 | 598 | 3 | 272 |
| 17 Aug | 5289.00 | 531.5 | 0 | - | 0 | 0 | 0 |
For Persistent Systems Ltd - strike price 5500 expiring on 30SEP2025
Delta for 5500 PE is -0.79
Historical price for 5500 PE is as follows
On 22 Sept PERSISTENT was trading at 5271.00. The strike last trading price was 250, which was 145.45 higher than the previous day. The implied volatity was 33.57, the open interest changed by -303 which decreased total open position to 582
On 21 Sept PERSISTENT was trading at 5506.00. The strike last trading price was 100.85, which was 15.9 higher than the previous day. The implied volatity was 30.09, the open interest changed by 104 which increased total open position to 886
On 18 Sept PERSISTENT was trading at 5567.50. The strike last trading price was 80.95, which was -29.7 lower than the previous day. The implied volatity was 30.67, the open interest changed by 135 which increased total open position to 782
On 14 Sept PERSISTENT was trading at 5411.00. The strike last trading price was 184, which was -3.2 lower than the previous day. The implied volatity was 29.79, the open interest changed by 3 which increased total open position to 272
On 17 Aug PERSISTENT was trading at 5289.00. The strike last trading price was 531.5, 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
