PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
22 Sep 2025 08:01 PM IST
| PERSISTENT 30SEP2025 5600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.15
Vega: 1.82
Theta: -4.47
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5271.00 | 22.2 | -63.15 | 37.37 | 9,706 | 1,116 | 3,843 | |||||||||
|
|
||||||||||||||||
| 21 Sept | 5506.00 | 85.7 | -42.9 | 30.68 | 4,112 | 264 | 2,737 | |||||||||
| 18 Sept | 5567.50 | 129 | 3.3 | 32.54 | 11,646 | -162 | 2,481 | |||||||||
| 14 Sept | 5411.00 | 66.55 | -8.35 | 28.07 | 1,606 | -11 | 980 | |||||||||
| 17 Aug | 5289.00 | 125 | 20 | 28.48 | 4 | 3 | 9 | |||||||||
For Persistent Systems Ltd - strike price 5600 expiring on 30SEP2025
Delta for 5600 CE is 0.15
Historical price for 5600 CE is as follows
On 22 Sept PERSISTENT was trading at 5271.00. The strike last trading price was 22.2, which was -63.15 lower than the previous day. The implied volatity was 37.37, the open interest changed by 1116 which increased total open position to 3843
On 21 Sept PERSISTENT was trading at 5506.00. The strike last trading price was 85.7, which was -42.9 lower than the previous day. The implied volatity was 30.68, the open interest changed by 264 which increased total open position to 2737
On 18 Sept PERSISTENT was trading at 5567.50. The strike last trading price was 129, which was 3.3 higher than the previous day. The implied volatity was 32.54, the open interest changed by -162 which decreased total open position to 2481
On 14 Sept PERSISTENT was trading at 5411.00. The strike last trading price was 66.55, which was -8.35 lower than the previous day. The implied volatity was 28.07, the open interest changed by -11 which decreased total open position to 980
On 17 Aug PERSISTENT was trading at 5289.00. The strike last trading price was 125, which was 20 higher than the previous day. The implied volatity was 28.48, the open interest changed by 3 which increased total open position to 9
| PERSISTENT 30SEP2025 5600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 1.59
Theta: -1.97
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5271.00 | 334.3 | 176.45 | 33.48 | 585 | -102 | 415 |
| 21 Sept | 5506.00 | 157.3 | 27.1 | 30.80 | 1,163 | -82 | 517 |
| 18 Sept | 5567.50 | 125.45 | -34.75 | 30.51 | 3,859 | -90 | 607 |
| 14 Sept | 5411.00 | 248.35 | -3.55 | 29.79 | 96 | 4 | 162 |
| 17 Aug | 5289.00 | 288.3 | 0 | - | 0 | 0 | 0 |
For Persistent Systems Ltd - strike price 5600 expiring on 30SEP2025
Delta for 5600 PE is -0.88
Historical price for 5600 PE is as follows
On 22 Sept PERSISTENT was trading at 5271.00. The strike last trading price was 334.3, which was 176.45 higher than the previous day. The implied volatity was 33.48, the open interest changed by -102 which decreased total open position to 415
On 21 Sept PERSISTENT was trading at 5506.00. The strike last trading price was 157.3, which was 27.1 higher than the previous day. The implied volatity was 30.80, the open interest changed by -82 which decreased total open position to 517
On 18 Sept PERSISTENT was trading at 5567.50. The strike last trading price was 125.45, which was -34.75 lower than the previous day. The implied volatity was 30.51, the open interest changed by -90 which decreased total open position to 607
On 14 Sept PERSISTENT was trading at 5411.00. The strike last trading price was 248.35, which was -3.55 lower than the previous day. The implied volatity was 29.79, the open interest changed by 4 which increased total open position to 162
On 17 Aug PERSISTENT was trading at 5289.00. The strike last trading price was 288.3, 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
