PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
22 Sep 2025 08:01 PM IST
| PERSISTENT 30SEP2025 5900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.76
Theta: -2.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5271.00 | 6.35 | -14 | 43.69 | 2,590 | -27 | 965 | |||||||||
| 21 Sept | 5506.00 | 21.35 | -13.7 | 33.23 | 1,337 | 104 | 993 | |||||||||
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| 18 Sept | 5567.50 | 35.7 | -4.85 | 33.14 | 2,881 | 131 | 888 | |||||||||
| 14 Sept | 5411.00 | 17.45 | -5 | 29.51 | 338 | 5 | 176 | |||||||||
| 17 Aug | 5289.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Persistent Systems Ltd - strike price 5900 expiring on 30SEP2025
Delta for 5900 CE is 0.05
Historical price for 5900 CE is as follows
On 22 Sept PERSISTENT was trading at 5271.00. The strike last trading price was 6.35, which was -14 lower than the previous day. The implied volatity was 43.69, the open interest changed by -27 which decreased total open position to 965
On 21 Sept PERSISTENT was trading at 5506.00. The strike last trading price was 21.35, which was -13.7 lower than the previous day. The implied volatity was 33.23, the open interest changed by 104 which increased total open position to 993
On 18 Sept PERSISTENT was trading at 5567.50. The strike last trading price was 35.7, which was -4.85 lower than the previous day. The implied volatity was 33.14, the open interest changed by 131 which increased total open position to 888
On 14 Sept PERSISTENT was trading at 5411.00. The strike last trading price was 17.45, which was -5 lower than the previous day. The implied volatity was 29.51, the open interest changed by 5 which increased total open position to 176
On 17 Aug PERSISTENT was trading at 5289.00. The strike last trading price was 0, 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
| PERSISTENT 30SEP2025 5900 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 | 596.25 | 200.65 | - | 31 | 4 | 27 |
| 21 Sept | 5506.00 | 402.2 | 67.65 | 37.92 | 51 | 19 | 22 |
| 18 Sept | 5567.50 | 330.2 | -43.85 | 29.74 | 7 | -2 | 3 |
| 14 Sept | 5411.00 | 766.45 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 5289.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Persistent Systems Ltd - strike price 5900 expiring on 30SEP2025
Delta for 5900 PE is -
Historical price for 5900 PE is as follows
On 22 Sept PERSISTENT was trading at 5271.00. The strike last trading price was 596.25, which was 200.65 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 27
On 21 Sept PERSISTENT was trading at 5506.00. The strike last trading price was 402.2, which was 67.65 higher than the previous day. The implied volatity was 37.92, the open interest changed by 19 which increased total open position to 22
On 18 Sept PERSISTENT was trading at 5567.50. The strike last trading price was 330.2, which was -43.85 lower than the previous day. The implied volatity was 29.74, the open interest changed by -2 which decreased total open position to 3
On 14 Sept PERSISTENT was trading at 5411.00. The strike last trading price was 766.45, 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
On 17 Aug PERSISTENT was trading at 5289.00. The strike last trading price was 0, 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
