Historical option data for PERSISTENT
11 Jun 2026 04:11 PM IST
| PERSISTENT 30-Jun-2026 (18d) 5100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.31
Vega: 0.04
Theta: -3.82
Gamma: 0.0009
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 4874.00 | 73.95 | -30.05 (-28.89%) | 34.98 | 2,000 | 88 | 948 | |||||||||
| 10 Jun | 4928.00 | 104 | -30 (-22.39%) | 36.53 | 1,307 | -69 | 861 | |||||||||
| 9 Jun | 5018.00 | 138 | -19 (-12.10%) | 34.19 | 1,584 | 9 | 931 | |||||||||
| 8 Jun | 5065.00 | 150 | -18 (-10.71%) | 34.16 | 1,472 | 230 | 922 | |||||||||
| 5 Jun | 5038.50 | 164.1 | -56.9 (-25.75%) | 36.08 | 1,979 | -8 | 692 | |||||||||
| 4 Jun | 5121.50 | 225 | 6 (2.74%) | 37.19 | 1,454 | 26 | 700 | |||||||||
| 3 Jun | 5097.50 | 213.2 | -254.8 (-54.44%) | 38.38 | 1,068 | 11 | 671 | |||||||||
| 2 Jun | 5470.50 | 471 | 122 (34.96%) | 37.11 | 74 | -21 | 661 | |||||||||
| 1 Jun | 5402.00 | 350.05 | 95.05 (37.27%) | 23.47 | 267 | -64 | 682 | |||||||||
| 29 May | 5194.30 | 244.8 | 50.8 (26.19%) | 29.25 | 1,677 | -204 | 749 | |||||||||
| 27 May | 5098.40 | 194.4 | -25.6 (-11.64%) | 29.43 | 1,844 | 320 | 958 | |||||||||
| 26 May | 5105.80 | 221 | 37 (20.11%) | 31.44 | 2,291 | 389 | 637 | |||||||||
| 25 May | 5038.00 | 185 | 15 (8.82%) | 31.93 | 494 | 48 | 249 | |||||||||
| 22 May | 4970.30 | 172.5 | -12.5 (-6.76%) | 32.25 | 582 | 115 | 203 | |||||||||
| 21 May | 5019.00 | 182.15 | -45.85 (-20.11%) | 31.06 | 85 | 43 | 86 | |||||||||
| 20 May | 5084.10 | 226.95 | 6.95 (3.16%) | 32.96 | 129 | -41 | 44 | |||||||||
| 19 May | 5066.30 | 220 | 56 (34.15%) | 32.09 | 183 | 115 | 120 | |||||||||
| 18 May | 4944.10 | 165.85 | 62.85 (61.02%) | 32.82 | 13 | 1 | 5 | |||||||||
| 15 May | 4702.10 | 103 | 0 (0.00%) | 38.71 | 0 | 0 | 4 | |||||||||
| 14 May | 4628.80 | 103 | -136 (-56.90%) | 38.71 | 4 | 4 | 4 | |||||||||
| 13 May | 4845.00 | 238.9 | 0 (0.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 4877.10 | 238.9 | 0 (0.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 5098.10 | 238.9 | 0 (0.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 5113.60 | 238.9 | -93.1 (-28.04%) | 27.06 | 2 | 1 | 1 | |||||||||
| 7 May | 4984.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 5014.00 | 0 | 0 | - | 0 | 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 5100 expiring on 30JUN2026
Delta for 5100 CE is 0.31
Historical price for 5100 CE is as follows
On 11 Jun PERSISTENT was trading at 4874.00. The strike last trading price was 73.95, which was -30.05 lower than the previous day. The implied volatity was 34.98, the open interest changed by 88 which increased total open position to 948
On 10 Jun PERSISTENT was trading at 4928.00. The strike last trading price was 104, which was -30 lower than the previous day. The implied volatity was 36.53, the open interest changed by -69 which decreased total open position to 861
On 9 Jun PERSISTENT was trading at 5018.00. The strike last trading price was 138, which was -19 lower than the previous day. The implied volatity was 34.19, the open interest changed by 9 which increased total open position to 931
On 8 Jun PERSISTENT was trading at 5065.00. The strike last trading price was 150, which was -18 lower than the previous day. The implied volatity was 34.16, the open interest changed by 230 which increased total open position to 922
On 5 Jun PERSISTENT was trading at 5038.50. The strike last trading price was 164.1, which was -56.9 lower than the previous day. The implied volatity was 36.08, the open interest changed by -8 which decreased total open position to 692
On 4 Jun PERSISTENT was trading at 5121.50. The strike last trading price was 225, which was 6 higher than the previous day. The implied volatity was 37.19, the open interest changed by 26 which increased total open position to 700
On 3 Jun PERSISTENT was trading at 5097.50. The strike last trading price was 213.2, which was -254.8 lower than the previous day. The implied volatity was 38.38, the open interest changed by 11 which increased total open position to 671
On 2 Jun PERSISTENT was trading at 5470.50. The strike last trading price was 471, which was 122 higher than the previous day. The implied volatity was 37.11, the open interest changed by -21 which decreased total open position to 661
On 1 Jun PERSISTENT was trading at 5402.00. The strike last trading price was 350.05, which was 95.05 higher than the previous day. The implied volatity was 23.47, the open interest changed by -64 which decreased total open position to 682
On 29 May PERSISTENT was trading at 5194.30. The strike last trading price was 244.8, which was 50.8 higher than the previous day. The implied volatity was 29.25, the open interest changed by -204 which decreased total open position to 749
On 27 May PERSISTENT was trading at 5098.40. The strike last trading price was 194.4, which was -25.6 lower than the previous day. The implied volatity was 29.43, the open interest changed by 320 which increased total open position to 958
On 26 May PERSISTENT was trading at 5105.80. The strike last trading price was 221, which was 37 higher than the previous day. The implied volatity was 31.44, the open interest changed by 389 which increased total open position to 637
On 25 May PERSISTENT was trading at 5038.00. The strike last trading price was 185, which was 15 higher than the previous day. The implied volatity was 31.93, the open interest changed by 48 which increased total open position to 249
On 22 May PERSISTENT was trading at 4970.30. The strike last trading price was 172.5, which was -12.5 lower than the previous day. The implied volatity was 32.25, the open interest changed by 115 which increased total open position to 203
On 21 May PERSISTENT was trading at 5019.00. The strike last trading price was 182.15, which was -45.85 lower than the previous day. The implied volatity was 31.06, the open interest changed by 43 which increased total open position to 86
On 20 May PERSISTENT was trading at 5084.10. The strike last trading price was 226.95, which was 6.95 higher than the previous day. The implied volatity was 32.96, the open interest changed by -41 which decreased total open position to 44
On 19 May PERSISTENT was trading at 5066.30. The strike last trading price was 220, which was 56 higher than the previous day. The implied volatity was 32.09, the open interest changed by 115 which increased total open position to 120
On 18 May PERSISTENT was trading at 4944.10. The strike last trading price was 165.85, which was 62.85 higher than the previous day. The implied volatity was 32.82, the open interest changed by 1 which increased total open position to 5
On 15 May PERSISTENT was trading at 4702.10. The strike last trading price was 103, which was 0 lower than the previous day. The implied volatity was 38.71, the open interest changed by 0 which decreased total open position to 4
On 14 May PERSISTENT was trading at 4628.80. The strike last trading price was 103, which was -136 lower than the previous day. The implied volatity was 38.71, the open interest changed by 4 which increased total open position to 4
On 13 May PERSISTENT was trading at 4845.00. The strike last trading price was 238.9, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May PERSISTENT was trading at 4877.10. The strike last trading price was 238.9, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May PERSISTENT was trading at 5098.10. The strike last trading price was 238.9, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May PERSISTENT was trading at 5113.60. The strike last trading price was 238.9, which was -93.1 lower than the previous day. The implied volatity was 27.06, the open interest changed by 1 which increased total open position to 1
On 7 May PERSISTENT was trading at 4984.00. 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 6 May PERSISTENT was trading at 5014.00. 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 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 (18d) 5100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.65
Vega: 0.04
Theta: -3.93
Gamma: 0.0008
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 4874.00 | 306.3 | 43.35 (16.49%) | 41.07 | 70 | -5 | 484 |
| 10 Jun | 4928.00 | 259.65 | 40.3 (18.37%) | 36.39 | 235 | 12 | 490 |
| 9 Jun | 5018.00 | 212.85 | 1.25 (0.59%) | 36.12 | 253 | 13 | 478 |
| 8 Jun | 5065.00 | 217.3 | 4.4 (2.07%) | 39.44 | 502 | -44 | 464 |
| 5 Jun | 5038.50 | 217.35 | 55.3 (34.13%) | 35.51 | 1,423 | -39 | 513 |
| 4 Jun | 5121.50 | 157 | -34.6 (-18.06%) | 32.86 | 1,086 | 34 | 552 |
| 3 Jun | 5097.50 | 197.45 | 135.1 (216.68%) | 35.71 | 2,153 | 62 | 521 |
| 2 Jun | 5470.50 | 64 | -37.75 (-37.10%) | 34.79 | 1,452 | -507 | 460 |
| 1 Jun | 5402.00 | 100.7 | -57 (-36.14%) | 37.16 | 1,083 | 131 | 967 |
| 29 May | 5194.30 | 165.35 | -45.05 (-21.41%) | 33.96 | 1,764 | 287 | 836 |
| 27 May | 5098.40 | 211.9 | 7.75 (3.80%) | 35.84 | 808 | 258 | 549 |
| 26 May | 5105.80 | 209 | -55.5 (-20.98%) | 36.37 | 894 | 201 | 290 |
| 25 May | 5038.00 | 262.05 | -45.75 (-14.86%) | 38.76 | 70 | 11 | 89 |
| 22 May | 4970.30 | 303.45 | 15.55 (5.40%) | 38.28 | 100 | 10 | 78 |
| 21 May | 5019.00 | 292.95 | -170.5 (-36.79%) | 39.59 | 143 | 67 | 67 |
| 20 May | 5084.10 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 5066.30 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 4944.10 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 4702.10 | 0 | -463.45 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 4628.80 | 0 | -463.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 4845.00 | 0 | -463.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 4877.10 | 0 | -463.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 5098.10 | 0 | -463.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 5113.60 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 4984.00 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 5014.00 | 0 | 0 | - | 0 | 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%) | 3.91 | 0 | 0 | 0 |
| 9 Apr | 5471.10 | 0 | 0 (0.00%) | 4.73 | 0 | 0 | 0 |
| 8 Apr | 5373.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 5386.20 | 0 | 0 (0.00%) | 3.97 | 0 | 0 | 0 |
| 6 Apr | 5309.40 | 0 | 0 (0.00%) | 2.81 | 0 | 0 | 0 |
| 2 Apr | 5227.70 | 0 | 0 (0.00%) | 1.05 | 0 | 0 | 0 |
For Persistent Systems Ltd - strike price 5100 expiring on 30JUN2026
Delta for 5100 PE is -0.65
Historical price for 5100 PE is as follows
On 11 Jun PERSISTENT was trading at 4874.00. The strike last trading price was 306.3, which was 43.35 higher than the previous day. The implied volatity was 41.07, the open interest changed by -5 which decreased total open position to 484
On 10 Jun PERSISTENT was trading at 4928.00. The strike last trading price was 259.65, which was 40.3 higher than the previous day. The implied volatity was 36.39, the open interest changed by 12 which increased total open position to 490
On 9 Jun PERSISTENT was trading at 5018.00. The strike last trading price was 212.85, which was 1.25 higher than the previous day. The implied volatity was 36.12, the open interest changed by 13 which increased total open position to 478
On 8 Jun PERSISTENT was trading at 5065.00. The strike last trading price was 217.3, which was 4.4 higher than the previous day. The implied volatity was 39.44, the open interest changed by -44 which decreased total open position to 464
On 5 Jun PERSISTENT was trading at 5038.50. The strike last trading price was 217.35, which was 55.3 higher than the previous day. The implied volatity was 35.51, the open interest changed by -39 which decreased total open position to 513
On 4 Jun PERSISTENT was trading at 5121.50. The strike last trading price was 157, which was -34.6 lower than the previous day. The implied volatity was 32.86, the open interest changed by 34 which increased total open position to 552
On 3 Jun PERSISTENT was trading at 5097.50. The strike last trading price was 197.45, which was 135.1 higher than the previous day. The implied volatity was 35.71, the open interest changed by 62 which increased total open position to 521
On 2 Jun PERSISTENT was trading at 5470.50. The strike last trading price was 64, which was -37.75 lower than the previous day. The implied volatity was 34.79, the open interest changed by -507 which decreased total open position to 460
On 1 Jun PERSISTENT was trading at 5402.00. The strike last trading price was 100.7, which was -57 lower than the previous day. The implied volatity was 37.16, the open interest changed by 131 which increased total open position to 967
On 29 May PERSISTENT was trading at 5194.30. The strike last trading price was 165.35, which was -45.05 lower than the previous day. The implied volatity was 33.96, the open interest changed by 287 which increased total open position to 836
On 27 May PERSISTENT was trading at 5098.40. The strike last trading price was 211.9, which was 7.75 higher than the previous day. The implied volatity was 35.84, the open interest changed by 258 which increased total open position to 549
On 26 May PERSISTENT was trading at 5105.80. The strike last trading price was 209, which was -55.5 lower than the previous day. The implied volatity was 36.37, the open interest changed by 201 which increased total open position to 290
On 25 May PERSISTENT was trading at 5038.00. The strike last trading price was 262.05, which was -45.75 lower than the previous day. The implied volatity was 38.76, the open interest changed by 11 which increased total open position to 89
On 22 May PERSISTENT was trading at 4970.30. The strike last trading price was 303.45, which was 15.55 higher than the previous day. The implied volatity was 38.28, the open interest changed by 10 which increased total open position to 78
On 21 May PERSISTENT was trading at 5019.00. The strike last trading price was 292.95, which was -170.5 lower than the previous day. The implied volatity was 39.59, the open interest changed by 67 which increased total open position to 67
On 20 May PERSISTENT was trading at 5084.10. 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 19 May PERSISTENT was trading at 5066.30. 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 18 May PERSISTENT was trading at 4944.10. 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 15 May PERSISTENT was trading at 4702.10. The strike last trading price was 0, which was -463.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May PERSISTENT was trading at 4628.80. The strike last trading price was 0, which was -463.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May PERSISTENT was trading at 4845.00. The strike last trading price was 0, which was -463.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May PERSISTENT was trading at 4877.10. The strike last trading price was 0, which was -463.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May PERSISTENT was trading at 5098.10. The strike last trading price was 0, which was -463.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May PERSISTENT was trading at 5113.60. 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 May PERSISTENT was trading at 4984.00. 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 6 May PERSISTENT was trading at 5014.00. 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 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 3.91, 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 4.73, 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 3.97, 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 2.81, 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 1.05, the open interest changed by 0 which decreased total open position to 0
