PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
22 Sep 2025 08:01 PM IST
| PERSISTENT 30SEP2025 5700 CE | ||||||||||||||||
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Delta: 0.10
Vega: 1.34
Theta: -3.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5271.00 | 13.5 | -40.55 | 38.87 | 9,935 | 619 | 3,451 | |||||||||
| 21 Sept | 5506.00 | 53.9 | -32.65 | 31.10 | 3,433 | 32 | 2,848 | |||||||||
| 18 Sept | 5567.50 | 87 | -0.55 | 32.29 | 9,143 | -385 | 2,818 | |||||||||
| 14 Sept | 5411.00 | 42.4 | -5.65 | 28.22 | 845 | 33 | 556 | |||||||||
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| 17 Aug | 5289.00 | 186.2 | 0 | 4.08 | 0 | 0 | 0 | |||||||||
For Persistent Systems Ltd - strike price 5700 expiring on 30SEP2025
Delta for 5700 CE is 0.10
Historical price for 5700 CE is as follows
On 22 Sept PERSISTENT was trading at 5271.00. The strike last trading price was 13.5, which was -40.55 lower than the previous day. The implied volatity was 38.87, the open interest changed by 619 which increased total open position to 3451
On 21 Sept PERSISTENT was trading at 5506.00. The strike last trading price was 53.9, which was -32.65 lower than the previous day. The implied volatity was 31.10, the open interest changed by 32 which increased total open position to 2848
On 18 Sept PERSISTENT was trading at 5567.50. The strike last trading price was 87, which was -0.55 lower than the previous day. The implied volatity was 32.29, the open interest changed by -385 which decreased total open position to 2818
On 14 Sept PERSISTENT was trading at 5411.00. The strike last trading price was 42.4, which was -5.65 lower than the previous day. The implied volatity was 28.22, the open interest changed by 33 which increased total open position to 556
On 17 Aug PERSISTENT was trading at 5289.00. The strike last trading price was 186.2, which was 0 lower than the previous day. The implied volatity was 4.08, the open interest changed by 0 which decreased total open position to 0
| PERSISTENT 30SEP2025 5700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.94
Vega: 0.97
Theta: -0.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5271.00 | 425.55 | 195.85 | 33.29 | 522 | -157 | 411 |
| 21 Sept | 5506.00 | 224 | 39.95 | 30.88 | 190 | -17 | 568 |
| 18 Sept | 5567.50 | 181.45 | -40.65 | 30.04 | 768 | -28 | 586 |
| 14 Sept | 5411.00 | 324.05 | -2.45 | 30.32 | 9 | -1 | 48 |
| 17 Aug | 5289.00 | 667.9 | 0 | - | 0 | 0 | 0 |
For Persistent Systems Ltd - strike price 5700 expiring on 30SEP2025
Delta for 5700 PE is -0.94
Historical price for 5700 PE is as follows
On 22 Sept PERSISTENT was trading at 5271.00. The strike last trading price was 425.55, which was 195.85 higher than the previous day. The implied volatity was 33.29, the open interest changed by -157 which decreased total open position to 411
On 21 Sept PERSISTENT was trading at 5506.00. The strike last trading price was 224, which was 39.95 higher than the previous day. The implied volatity was 30.88, the open interest changed by -17 which decreased total open position to 568
On 18 Sept PERSISTENT was trading at 5567.50. The strike last trading price was 181.45, which was -40.65 lower than the previous day. The implied volatity was 30.04, the open interest changed by -28 which decreased total open position to 586
On 14 Sept PERSISTENT was trading at 5411.00. The strike last trading price was 324.05, which was -2.45 lower than the previous day. The implied volatity was 30.32, the open interest changed by -1 which decreased total open position to 48
On 17 Aug PERSISTENT was trading at 5289.00. The strike last trading price was 667.9, 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
