PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
22 Sep 2025 08:01 PM IST
| PERSISTENT 30SEP2025 6000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.58
Theta: -1.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 5271.00 | 4.6 | -8.4 | 46.17 | 3,348 | -100 | 1,857 | |||||||||
| 21 Sept | 5506.00 | 12.9 | -10.3 | 34.06 | 1,879 | 80 | 1,956 | |||||||||
| 18 Sept | 5567.50 | 23 | -4.35 | 33.86 | 4,023 | 69 | 1,874 | |||||||||
| 14 Sept | 5411.00 | 11.45 | -3.35 | 30.43 | 646 | 46 | 1,014 | |||||||||
| 17 Aug | 5289.00 | 51 | -561.9 | 31.39 | 10 | 9 | 7 | |||||||||
For Persistent Systems Ltd - strike price 6000 expiring on 30SEP2025
Delta for 6000 CE is 0.03
Historical price for 6000 CE is as follows
On 22 Sept PERSISTENT was trading at 5271.00. The strike last trading price was 4.6, which was -8.4 lower than the previous day. The implied volatity was 46.17, the open interest changed by -100 which decreased total open position to 1857
On 21 Sept PERSISTENT was trading at 5506.00. The strike last trading price was 12.9, which was -10.3 lower than the previous day. The implied volatity was 34.06, the open interest changed by 80 which increased total open position to 1956
On 18 Sept PERSISTENT was trading at 5567.50. The strike last trading price was 23, which was -4.35 lower than the previous day. The implied volatity was 33.86, the open interest changed by 69 which increased total open position to 1874
On 14 Sept PERSISTENT was trading at 5411.00. The strike last trading price was 11.45, which was -3.35 lower than the previous day. The implied volatity was 30.43, the open interest changed by 46 which increased total open position to 1014
On 17 Aug PERSISTENT was trading at 5289.00. The strike last trading price was 51, which was -561.9 lower than the previous day. The implied volatity was 31.39, the open interest changed by 9 which increased total open position to 7
| PERSISTENT 30SEP2025 6000 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 | 667.5 | 172.5 | - | 15 | 3 | 128 |
| 21 Sept | 5506.00 | 495 | 64.6 | 40.83 | 1 | 0 | 125 |
| 18 Sept | 5567.50 | 430.4 | -28.1 | 35.85 | 15 | 1 | 125 |
| 14 Sept | 5411.00 | 590.75 | 5.45 | 34.08 | 7 | -1 | 136 |
| 17 Aug | 5289.00 | 740 | 0 | 0.00 | 0 | 0 | 0 |
For Persistent Systems Ltd - strike price 6000 expiring on 30SEP2025
Delta for 6000 PE is -
Historical price for 6000 PE is as follows
On 22 Sept PERSISTENT was trading at 5271.00. The strike last trading price was 667.5, which was 172.5 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 128
On 21 Sept PERSISTENT was trading at 5506.00. The strike last trading price was 495, which was 64.6 higher than the previous day. The implied volatity was 40.83, the open interest changed by 0 which decreased total open position to 125
On 18 Sept PERSISTENT was trading at 5567.50. The strike last trading price was 430.4, which was -28.1 lower than the previous day. The implied volatity was 35.85, the open interest changed by 1 which increased total open position to 125
On 14 Sept PERSISTENT was trading at 5411.00. The strike last trading price was 590.75, which was 5.45 higher than the previous day. The implied volatity was 34.08, the open interest changed by -1 which decreased total open position to 136
On 17 Aug PERSISTENT was trading at 5289.00. The strike last trading price was 740, 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
