Historical option data for PERSISTENT
26 May 2026 04:10 PM IST
| PERSISTENT 30-Jun-2026 (34d) 5000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.62
Vega: 0.06
Theta: -3.11
Gamma: 0.00073
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 5105.80 | 275 | 47 (20.61%) | 32.9 | 1,293 | 58 | 621 | |||||||||
| 25 May | 5038.00 | 232 | 19 (8.92%) | 31.37 | 1,342 | -23 | 563 | |||||||||
| 22 May | 4970.30 | 216.35 | -10.65 (-4.69%) | 32.07 | 1,527 | 381 | 578 | |||||||||
| 21 May | 5019.00 | 221.05 | -62.95 (-22.17%) | 29.77 | 448 | -11 | 200 | |||||||||
| 20 May | 5084.10 | 277.5 | 10.5 (3.93%) | 32.83 | 144 | 6 | 211 | |||||||||
| 19 May | 5066.30 | 265.65 | 53.65 (25.31%) | 31.9 | 378 | 17 | 205 | |||||||||
| 18 May | 4944.10 | 221.5 | 100.5 (83.06%) | 33.02 | 346 | 19 | 192 | |||||||||
| 15 May | 4702.10 | 121 | 12.7 (11.73%) | 33.35 | 212 | -39 | 172 | |||||||||
| 14 May | 4628.80 | 107.15 | -104.85 (-49.46%) | 34.62 | 349 | 157 | 210 | |||||||||
| 13 May | 4845.00 | 212 | -4.25 (-1.97%) | 0 | 57 | 31 | 53 | |||||||||
| 12 May | 4877.10 | 218 | -112 (-33.94%) | 0 | 22 | 9 | 21 | |||||||||
| 11 May | 5098.10 | 330 | -11 (-3.23%) | 0 | 6 | 1 | 13 | |||||||||
| 8 May | 5113.60 | 341 | 79 (30.15%) | 33.45 | 6 | -1 | 11 | |||||||||
| 7 May | 4984.00 | 262 | -13.5 (-4.90%) | 32.39 | 13 | 10 | 11 | |||||||||
| 6 May | 5014.00 | 275.5 | -98.45 (-26.33%) | 32.6 | 1 | 0 | 0 | |||||||||
| 5 May | 4816.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 4788.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 4800.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 5325.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 5345.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 5471.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 5373.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 5386.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 5309.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 5227.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Persistent Systems Ltd - strike price 5000 expiring on 30JUN2026
Delta for 5000 CE is 0.62
Historical price for 5000 CE is as follows
On 26 May PERSISTENT was trading at 5105.80. The strike last trading price was 275, which was 47 higher than the previous day. The implied volatity was 32.9, the open interest changed by 58 which increased total open position to 621
On 25 May PERSISTENT was trading at 5038.00. The strike last trading price was 232, which was 19 higher than the previous day. The implied volatity was 31.37, the open interest changed by -23 which decreased total open position to 563
On 22 May PERSISTENT was trading at 4970.30. The strike last trading price was 216.35, which was -10.65 lower than the previous day. The implied volatity was 32.07, the open interest changed by 381 which increased total open position to 578
On 21 May PERSISTENT was trading at 5019.00. The strike last trading price was 221.05, which was -62.95 lower than the previous day. The implied volatity was 29.77, the open interest changed by -11 which decreased total open position to 200
On 20 May PERSISTENT was trading at 5084.10. The strike last trading price was 277.5, which was 10.5 higher than the previous day. The implied volatity was 32.83, the open interest changed by 6 which increased total open position to 211
On 19 May PERSISTENT was trading at 5066.30. The strike last trading price was 265.65, which was 53.65 higher than the previous day. The implied volatity was 31.9, the open interest changed by 17 which increased total open position to 205
On 18 May PERSISTENT was trading at 4944.10. The strike last trading price was 221.5, which was 100.5 higher than the previous day. The implied volatity was 33.02, the open interest changed by 19 which increased total open position to 192
On 15 May PERSISTENT was trading at 4702.10. The strike last trading price was 121, which was 12.7 higher than the previous day. The implied volatity was 33.35, the open interest changed by -39 which decreased total open position to 172
On 14 May PERSISTENT was trading at 4628.80. The strike last trading price was 107.15, which was -104.85 lower than the previous day. The implied volatity was 34.62, the open interest changed by 157 which increased total open position to 210
On 13 May PERSISTENT was trading at 4845.00. The strike last trading price was 212, which was -4.25 lower than the previous day. The implied volatity was 0, the open interest changed by 31 which increased total open position to 53
On 12 May PERSISTENT was trading at 4877.10. The strike last trading price was 218, which was -112 lower than the previous day. The implied volatity was 0, the open interest changed by 9 which increased total open position to 21
On 11 May PERSISTENT was trading at 5098.10. The strike last trading price was 330, which was -11 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 13
On 8 May PERSISTENT was trading at 5113.60. The strike last trading price was 341, which was 79 higher than the previous day. The implied volatity was 33.45, the open interest changed by -1 which decreased total open position to 11
On 7 May PERSISTENT was trading at 4984.00. The strike last trading price was 262, which was -13.5 lower than the previous day. The implied volatity was 32.39, the open interest changed by 10 which increased total open position to 11
On 6 May PERSISTENT was trading at 5014.00. The strike last trading price was 275.5, which was -98.45 lower than the previous day. The implied volatity was 32.6, the open interest changed by 0 which decreased total open position to 0
On 5 May PERSISTENT was trading at 4816.30. The strike last trading price was 0, 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 4 May PERSISTENT was trading at 4788.10. The strike last trading price was 0, 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 30 Apr PERSISTENT was trading at 4800.00. The strike last trading price was 0, 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 20 Apr PERSISTENT was trading at 5325.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr PERSISTENT was trading at 5345.50. The strike last trading price was 0, 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 9 Apr PERSISTENT was trading at 5471.10. The strike last trading price was 0, 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 8 Apr PERSISTENT was trading at 5373.90. The strike last trading price was 0, 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 7 Apr PERSISTENT was trading at 5386.20. The strike last trading price was 0, 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 6 Apr PERSISTENT was trading at 5309.40. The strike last trading price was 0, 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 2 Apr PERSISTENT was trading at 5227.70. The strike last trading price was 0, 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
| PERSISTENT 30-Jun-2026 (34d) 5000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.38
Vega: 0.06
Theta: -2.71
Gamma: 0.00065
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 5105.80 | 166.05 | -46.75 (-21.97%) | 36.89 | 1,009 | 108 | 577 |
| 25 May | 5038.00 | 207 | -40.7 (-16.43%) | 37.85 | 536 | 123 | 466 |
| 22 May | 4970.30 | 242.75 | 6.1 (2.58%) | 38.37 | 677 | 241 | 345 |
| 21 May | 5019.00 | 237.5 | 27.7 (13.20%) | 39.3 | 184 | -17 | 103 |
| 20 May | 5084.10 | 209.8 | -9.9 (-4.51%) | 38.98 | 219 | 28 | 119 |
| 19 May | 5066.30 | 218.9 | -66.65 (-23.34%) | 39.02 | 136 | 53 | 91 |
| 18 May | 4944.10 | 282.7 | -152.3 (-35.01%) | 41.26 | 30 | 4 | 38 |
| 15 May | 4702.10 | 435 | -25 (-5.43%) | 40.15 | 5 | 2 | 32 |
| 14 May | 4628.80 | 460 | 120 (35.29%) | 36.94 | 30 | -1 | 29 |
| 13 May | 4845.00 | 340 | 26.6 (8.49%) | 0 | 2 | 0 | 30 |
| 12 May | 4877.10 | 310 | 104.45 (50.81%) | 0 | 9 | 3 | 29 |
| 11 May | 5098.10 | 205.55 | -4.45 (-2.12%) | 0 | 14 | 9 | 25 |
| 8 May | 5113.60 | 210 | -70 (-25.00%) | 36.44 | 13 | 3 | 14 |
| 7 May | 4984.00 | 280 | 12.95 (4.85%) | 38.01 | 9 | 4 | 11 |
| 6 May | 5014.00 | 267.05 | -111 (-29.36%) | 38.88 | 6 | 4 | 6 |
| 5 May | 4816.30 | 378.05 | 0 (0.00%) | 37.19 | 0 | 0 | 2 |
| 4 May | 4788.10 | 378.05 | -29.15 (-7.16%) | 37.19 | 2 | 0 | 0 |
| 30 Apr | 4800.00 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 5325.20 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 5345.50 | 0 | 0 (0.00%) | 4.89 | 0 | 0 | 0 |
| 9 Apr | 5471.10 | 0 | 0 (0.00%) | 5.68 | 0 | 0 | 0 |
| 8 Apr | 5373.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 5386.20 | 0 | 0 (0.00%) | 4.93 | 0 | 0 | 0 |
| 6 Apr | 5309.40 | 0 | 0 (0.00%) | 3.79 | 0 | 0 | 0 |
| 2 Apr | 5227.70 | 0 | 0 (0.00%) | 2.11 | 0 | 0 | 0 |
For Persistent Systems Ltd - strike price 5000 expiring on 30JUN2026
Delta for 5000 PE is -0.38
Historical price for 5000 PE is as follows
On 26 May PERSISTENT was trading at 5105.80. The strike last trading price was 166.05, which was -46.75 lower than the previous day. The implied volatity was 36.89, the open interest changed by 108 which increased total open position to 577
On 25 May PERSISTENT was trading at 5038.00. The strike last trading price was 207, which was -40.7 lower than the previous day. The implied volatity was 37.85, the open interest changed by 123 which increased total open position to 466
On 22 May PERSISTENT was trading at 4970.30. The strike last trading price was 242.75, which was 6.1 higher than the previous day. The implied volatity was 38.37, the open interest changed by 241 which increased total open position to 345
On 21 May PERSISTENT was trading at 5019.00. The strike last trading price was 237.5, which was 27.7 higher than the previous day. The implied volatity was 39.3, the open interest changed by -17 which decreased total open position to 103
On 20 May PERSISTENT was trading at 5084.10. The strike last trading price was 209.8, which was -9.9 lower than the previous day. The implied volatity was 38.98, the open interest changed by 28 which increased total open position to 119
On 19 May PERSISTENT was trading at 5066.30. The strike last trading price was 218.9, which was -66.65 lower than the previous day. The implied volatity was 39.02, the open interest changed by 53 which increased total open position to 91
On 18 May PERSISTENT was trading at 4944.10. The strike last trading price was 282.7, which was -152.3 lower than the previous day. The implied volatity was 41.26, the open interest changed by 4 which increased total open position to 38
On 15 May PERSISTENT was trading at 4702.10. The strike last trading price was 435, which was -25 lower than the previous day. The implied volatity was 40.15, the open interest changed by 2 which increased total open position to 32
On 14 May PERSISTENT was trading at 4628.80. The strike last trading price was 460, which was 120 higher than the previous day. The implied volatity was 36.94, the open interest changed by -1 which decreased total open position to 29
On 13 May PERSISTENT was trading at 4845.00. The strike last trading price was 340, which was 26.6 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 30
On 12 May PERSISTENT was trading at 4877.10. The strike last trading price was 310, which was 104.45 higher than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 29
On 11 May PERSISTENT was trading at 5098.10. The strike last trading price was 205.55, which was -4.45 lower than the previous day. The implied volatity was 0, the open interest changed by 9 which increased total open position to 25
On 8 May PERSISTENT was trading at 5113.60. The strike last trading price was 210, which was -70 lower than the previous day. The implied volatity was 36.44, the open interest changed by 3 which increased total open position to 14
On 7 May PERSISTENT was trading at 4984.00. The strike last trading price was 280, which was 12.95 higher than the previous day. The implied volatity was 38.01, the open interest changed by 4 which increased total open position to 11
On 6 May PERSISTENT was trading at 5014.00. The strike last trading price was 267.05, which was -111 lower than the previous day. The implied volatity was 38.88, the open interest changed by 4 which increased total open position to 6
On 5 May PERSISTENT was trading at 4816.30. The strike last trading price was 378.05, which was 0 lower than the previous day. The implied volatity was 37.19, the open interest changed by 0 which decreased total open position to 2
On 4 May PERSISTENT was trading at 4788.10. The strike last trading price was 378.05, which was -29.15 lower than the previous day. The implied volatity was 37.19, the open interest changed by 0 which decreased total open position to 0
On 30 Apr PERSISTENT was trading at 4800.00. The strike last trading price was 0, 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 20 Apr PERSISTENT was trading at 5325.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr PERSISTENT was trading at 5345.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.89, the open interest changed by 0 which decreased total open position to 0
On 9 Apr PERSISTENT was trading at 5471.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.68, the open interest changed by 0 which decreased total open position to 0
On 8 Apr PERSISTENT was trading at 5373.90. The strike last trading price was 0, 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 7 Apr PERSISTENT was trading at 5386.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.93, the open interest changed by 0 which decreased total open position to 0
On 6 Apr PERSISTENT was trading at 5309.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.79, the open interest changed by 0 which decreased total open position to 0
On 2 Apr PERSISTENT was trading at 5227.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.11, the open interest changed by 0 which decreased total open position to 0
