PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
22 Sep 2025 08:01 PM IST
| PERSISTENT 30SEP2025 5800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 1.00
Theta: -2.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5271.00 | 9 | -24.3 | 41.16 | 5,296 | 439 | 1,945 | |||||||||
| 21 Sept | 5506.00 | 33.2 | -22.65 | 31.81 | 2,290 | 122 | 1,512 | |||||||||
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| 18 Sept | 5567.50 | 56.45 | -3.9 | 32.51 | 5,153 | -185 | 1,373 | |||||||||
| 14 Sept | 5411.00 | 27.5 | -6.1 | 28.90 | 1,125 | 14 | 623 | |||||||||
| 17 Aug | 5289.00 | 717.25 | 0 | 5.20 | 0 | 0 | 0 | |||||||||
For Persistent Systems Ltd - strike price 5800 expiring on 30SEP2025
Delta for 5800 CE is 0.07
Historical price for 5800 CE is as follows
On 22 Sept PERSISTENT was trading at 5271.00. The strike last trading price was 9, which was -24.3 lower than the previous day. The implied volatity was 41.16, the open interest changed by 439 which increased total open position to 1945
On 21 Sept PERSISTENT was trading at 5506.00. The strike last trading price was 33.2, which was -22.65 lower than the previous day. The implied volatity was 31.81, the open interest changed by 122 which increased total open position to 1512
On 18 Sept PERSISTENT was trading at 5567.50. The strike last trading price was 56.45, which was -3.9 lower than the previous day. The implied volatity was 32.51, the open interest changed by -185 which decreased total open position to 1373
On 14 Sept PERSISTENT was trading at 5411.00. The strike last trading price was 27.5, which was -6.1 lower than the previous day. The implied volatity was 28.90, the open interest changed by 14 which increased total open position to 623
On 17 Aug PERSISTENT was trading at 5289.00. The strike last trading price was 717.25, which was 0 lower than the previous day. The implied volatity was 5.20, the open interest changed by 0 which decreased total open position to 0
| PERSISTENT 30SEP2025 5800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5271.00 | 515 | 206.35 | - | 123 | -25 | 77 |
| 21 Sept | 5506.00 | 318.05 | 66.1 | 36.87 | 93 | 3 | 103 |
| 18 Sept | 5567.50 | 251.55 | -41.85 | 30.13 | 221 | -32 | 100 |
| 14 Sept | 5411.00 | 406.35 | 0.35 | 30.71 | 11 | -1 | 59 |
| 17 Aug | 5289.00 | 685 | 0 | 0.00 | 0 | 0 | 0 |
For Persistent Systems Ltd - strike price 5800 expiring on 30SEP2025
Delta for 5800 PE is -
Historical price for 5800 PE is as follows
On 22 Sept PERSISTENT was trading at 5271.00. The strike last trading price was 515, which was 206.35 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 77
On 21 Sept PERSISTENT was trading at 5506.00. The strike last trading price was 318.05, which was 66.1 higher than the previous day. The implied volatity was 36.87, the open interest changed by 3 which increased total open position to 103
On 18 Sept PERSISTENT was trading at 5567.50. The strike last trading price was 251.55, which was -41.85 lower than the previous day. The implied volatity was 30.13, the open interest changed by -32 which decreased total open position to 100
On 14 Sept PERSISTENT was trading at 5411.00. The strike last trading price was 406.35, which was 0.35 higher than the previous day. The implied volatity was 30.71, the open interest changed by -1 which decreased total open position to 59
On 17 Aug PERSISTENT was trading at 5289.00. The strike last trading price was 685, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
