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PERSISTENT PERSISTENT SYSTEMS LTD

OverviewPrice & levelsF&OFinancials & peersCompanyas of Thu 15 Oct 15:30

PERSISTENT SYSTEMS LTD — on this desk since 1 Oct 2021.

implied move
6.2%
12 days to the expiry read
futures
short build
price fell and open interest rose
basis
-0.92%
the future traded 0.92% below the share
option prices
88
dearer than 88 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
—1,049.1701,5004,80037,625+22,62510.70long build-up
—949.5801,0004,90016,375+2,62512.75long build-up
—850.3204,7505,00071,250+17,75016.45long build-up
short build-up703.25+6,12517,5005,10041,625+14,25020.80long build-up
short build-up615.60+2,12522,0005,2001,55,875+83,87527.70long build-up
long unwinding520.95−3,12587,8755,3001,40,375+15,87539.20long build-up
long unwinding437.00−5,37555,2505,40079,750+32,25055.40long build-up
long unwinding361.35−2,37555,6255,5002,07,000+59,62576.05long build-up
long unwinding288.75−3,37567,2505,6001,26,125+12,125105.20long build-up
short build-up228.10+3,37565,0005,700wall2,56,000+1,43,750143.85long build-up
short build-up174.60+1,08,0002,04,1255,800at the money2,00,250+44,625190.20long build-up
short build-up132.90+1,08,3752,24,1255,9001,29,375+30,250247.40long build-up
short build-up100.75+1,15,0003,81,125wall6,00097,500+21,875318.70long build-up
short build-up75.45+76,0002,32,6256,10029,000+5,375393.85long build-up
short build-up56.15+41,2501,46,3756,20021,000+14,125474.90long build-up
short build-up41.35+23,50095,2506,3003750472.87—
short build-up30.90+28,6251,03,3756,4005000562.89—
short build-up23.75+86,8752,00,0006,500————
short build-up18.05+32,62579,3756,6004,3750752.45—
short build-up11.45+89,7501,20,5006,800————

The options were priced for a move of about 6.2% by 27 Oct.

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Open interest

as of Thu 15 Oct 15:30

Short build: price fell and open interest rose.

For this stock, 176 of 335 times the close 5 sessions later was higher.

Across every F&O stock, 58,860 of 1,16,717 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded 0.92% below the share.

Not in the F&O ban this session; open interest stood at 50% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 6.2% by 27 Oct; over the sessions the desk holds it ranged 2.0–10.8%.

Option prices were dearer than 88 of the past 252 sessions.

Puts were priced dearer than calls the same distance out.

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Implied and realised around results

as of Thu 15 Oct 15:30

No results meeting with an option chain on its eve yet.

The futures, session by session

as of Thu 15 Oct 15:30
sessionfuturesimplied movebasisban
Thu 15 Octshort build6.2%-0.92%
Wed 14 Octshort build6.2%0.25%
Tue 13 Octlong build6.2%-0.03%
Mon 12 Octshort build6.5%-0.49%
Fri 9 Octlong build6.8%-0.15%
Thu 8 Octlong unwind7.4%-0.08%
Wed 7 Octshort build7.1%-0.34%
Tue 6 Octshort build7.3%-0.19%
Mon 5 Octlong build7.4%-0.16%
Thu 1 Octshort cover8.1%0.50%
Wed 30 Sepshort build8.0%-0.39%
Tue 29 Seplong unwind8.0%1.98%
Mon 28 Seplong unwind7.8%0.50%
Fri 25 Seplong build2.0%0.07%
Thu 24 Sepshort cover2.3%0.49%
Wed 23 Sepshort build2.9%0.23%
Tue 22 Seplong unwind3.2%0.34%
Mon 21 Seplong build3.5%0.28%
Fri 18 Sepshort build3.9%0.40%
Thu 17 Seplong build4.2%0.44%

After a name entered or left the ban

as of Thu 15 Oct 15:30
  • Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
  • Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.

Before comparing across time

as of Thu 15 Oct 15:30

Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.

The lot size changed from 100 to 125 on 29 Apr 2026; contracts either side are compared in shares, not lots.