PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
22 Sep 2025 08:01 PM IST
| PERSISTENT 30SEP2025 6200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.37
Theta: -1.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5271.00 | 2.8 | -3.35 | 51.57 | 1,112 | -93 | 764 | |||||||||
| 21 Sept | 5506.00 | 6 | -4.25 | 37.52 | 815 | -170 | 858 | |||||||||
| 18 Sept | 5567.50 | 9.95 | -4.25 | 36.20 | 2,544 | 36 | 1,027 | |||||||||
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| 14 Sept | 5411.00 | 6.35 | -1.15 | 33.65 | 65 | -19 | 158 | |||||||||
For Persistent Systems Ltd - strike price 6200 expiring on 30SEP2025
Delta for 6200 CE is 0.02
Historical price for 6200 CE is as follows
On 22 Sept PERSISTENT was trading at 5271.00. The strike last trading price was 2.8, which was -3.35 lower than the previous day. The implied volatity was 51.57, the open interest changed by -93 which decreased total open position to 764
On 21 Sept PERSISTENT was trading at 5506.00. The strike last trading price was 6, which was -4.25 lower than the previous day. The implied volatity was 37.52, the open interest changed by -170 which decreased total open position to 858
On 18 Sept PERSISTENT was trading at 5567.50. The strike last trading price was 9.95, which was -4.25 lower than the previous day. The implied volatity was 36.20, the open interest changed by 36 which increased total open position to 1027
On 14 Sept PERSISTENT was trading at 5411.00. The strike last trading price was 6.35, which was -1.15 lower than the previous day. The implied volatity was 33.65, the open interest changed by -19 which decreased total open position to 158
| PERSISTENT 30SEP2025 6200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5271.00 | 640 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 5506.00 | 640 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 5567.50 | 640 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 5411.00 | 739.4 | 0 | 0.00 | 0 | 0 | 0 |
For Persistent Systems Ltd - strike price 6200 expiring on 30SEP2025
Delta for 6200 PE is 0.00
Historical price for 6200 PE is as follows
On 22 Sept PERSISTENT was trading at 5271.00. The strike last trading price was 640, 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 21 Sept PERSISTENT was trading at 5506.00. The strike last trading price was 640, 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 18 Sept PERSISTENT was trading at 5567.50. The strike last trading price was 640, 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 14 Sept PERSISTENT was trading at 5411.00. The strike last trading price was 739.4, 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
