PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
22 Sep 2025 08:01 PM IST
| PERSISTENT 30SEP2025 6100 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.48
Theta: -1.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5271.00 | 3.75 | -5.35 | 49.33 | 856 | 64 | 523 | |||||||||
| 21 Sept | 5506.00 | 8.45 | -7 | 35.57 | 682 | 68 | 470 | |||||||||
| 18 Sept | 5567.50 | 15.35 | -4.5 | 35.35 | 1,342 | 38 | 388 | |||||||||
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| 14 Sept | 5411.00 | 9.35 | -0.75 | 32.73 | 34 | 21 | 15 | |||||||||
For Persistent Systems Ltd - strike price 6100 expiring on 30SEP2025
Delta for 6100 CE is 0.03
Historical price for 6100 CE is as follows
On 22 Sept PERSISTENT was trading at 5271.00. The strike last trading price was 3.75, which was -5.35 lower than the previous day. The implied volatity was 49.33, the open interest changed by 64 which increased total open position to 523
On 21 Sept PERSISTENT was trading at 5506.00. The strike last trading price was 8.45, which was -7 lower than the previous day. The implied volatity was 35.57, the open interest changed by 68 which increased total open position to 470
On 18 Sept PERSISTENT was trading at 5567.50. The strike last trading price was 15.35, which was -4.5 lower than the previous day. The implied volatity was 35.35, the open interest changed by 38 which increased total open position to 388
On 14 Sept PERSISTENT was trading at 5411.00. The strike last trading price was 9.35, which was -0.75 lower than the previous day. The implied volatity was 32.73, the open interest changed by 21 which increased total open position to 15
| PERSISTENT 30SEP2025 6100 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 | 978.25 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 5506.00 | 978.25 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 5567.50 | 978.25 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 5411.00 | 978.25 | 0 | - | 0 | 0 | 0 |
For Persistent Systems Ltd - strike price 6100 expiring on 30SEP2025
Delta for 6100 PE is -
Historical price for 6100 PE is as follows
On 22 Sept PERSISTENT was trading at 5271.00. The strike last trading price was 978.25, 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
On 21 Sept PERSISTENT was trading at 5506.00. The strike last trading price was 978.25, 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
On 18 Sept PERSISTENT was trading at 5567.50. The strike last trading price was 978.25, 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
On 14 Sept PERSISTENT was trading at 5411.00. The strike last trading price was 978.25, 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
