INFY
Infosys Limited
1922.15
-24.05 (-1.24%)
Option Chain for INFY
20 Dec 2024 04:10 PM IST
Note:- Click on the strike price to open the historical data.
Call |
|
Put
Lot Size : 400 |
||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
0.00 | 0 | 0 | 0 | 0.00 | 449.15 | 0.00 | 1480 | -0.45 | 0.05 | - | 511 | -269 | 29 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1500 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 411.30 | 0.00 | 1520 | -0.05 | 0.10 | - | 11 | 0 | 31 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1540 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 374.20 | 0.00 | 1560 | 0.00 | 0.40 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 207.40 | 0.00 | 1580 | 0.00 | 0.50 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 15 | -2 | 9 | - | 319.50 | -40.50 | 1600 | -0.10 | 0.25 | - | 20 | -7 | 515 | - |
0.00 | 0 | 0 | 0 | 0.00 | 174.95 | 0.00 | 1620 | 0.00 | 1.95 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 229.00 | 0.00 | 1640 | -0.05 | 0.25 | - | 79 | -6 | 145 | - |
- | 0 | 0 | 0 | - | 145.15 | 0.00 | 1660 | -0.15 | 0.25 | 47.98 | 21 | -10 | 156 | -0.01 |
0.00 | 0 | 0 | 0 | 0.00 | 228.00 | 0.00 | 1680 | -0.10 | 0.30 | 45.57 | 105 | -1 | 289 | -0.01 |
- | 17 | -9 | 15 | - | 219.45 | -22.05 | 1700 | -0.05 | 0.45 | 44.38 | 311 | -36 | 526 | -0.01 |
0.86 | 97 | 0 | 3 | 89.98 | 228.00 | 7.00 | 1720 | -0.10 | 0.35 | 39.47 | 103 | -4 | 278 | -0.01 |
- | 13 | -6 | 9 | - | 187.00 | -5.60 | 1740 | -0.15 | 0.35 | 35.98 | 140 | -10 | 345 | -0.01 |
0.79 | 27 | -1 | 2 | 96.20 | 200.35 | 20.35 | 1760 | -0.10 | 0.50 | 34.19 | 175 | -35 | 633 | -0.02 |
0.00 | 0 | -4 | 0 | 0.00 | 153.20 | 0.00 | 1780 | -0.05 | 0.70 | 32.21 | 344 | -47 | 593 | -0.02 |
- | 238 | -30 | 50 | - | 120.00 | -28.65 | 1800 | -0.05 | 1.10 | 30.76 | 1,270 | -256 | 1,879 | -0.04 |
- | 155 | -9 | 50 | - | 106.80 | -25.10 | 1820 | 0.00 | 1.60 | 28.82 | 1,493 | -73 | 902 | -0.05 |
- | 184 | -52 | 122 | - | 88.00 | -25.55 | 1840 | -0.20 | 2.20 | 26.38 | 2,593 | -209 | 1,449 | -0.07 |
- | 517 | -95 | 220 | - | 68.75 | -27.40 | 1860 | -0.15 | 3.30 | 24.31 | 5,419 | -151 | 1,655 | -0.11 |
- | 717 | -29 | 431 | - | 49.50 | -26.05 | 1880 | 0.10 | 5.10 | 22.28 | 9,264 | 108 | 1,713 | -0.17 |
0.86 | 6,105 | 296 | 3,807 | 11.92 | 33.10 | -24.65 | 1900 | 0.70 | 8.10 | 20.29 | 16,164 | -671 | 3,857 | -0.26 |
0.63 | 1,664 | -32 | 7,554 | 13.97 | 19.90 | -22.85 | 1920 | 2.70 | 14.90 | 20.24 | 15,372 | -349 | 2,297 | -0.41 |
0.40 | 4,912 | -701 | 22,388 | 14.48 | 10.25 | -19.70 | 1940 | 6.05 | 25.10 | 20.51 | 14,588 | -1,641 | 2,490 | -0.57 |
0.22 | 8,720 | 410 | 37,571 | 15.16 | 4.80 | -14.10 | 1960 | 10.60 | 39.25 | 21.90 | 6,752 | -461 | 1,736 | -0.70 |
0.13 | 6,912 | -168 | 26,738 | 17.12 | 2.70 | -9.30 | 1980 | 16.40 | 57.85 | 26.53 | 2,473 | -232 | 1,713 | -0.76 |
0.09 | 7,276 | -420 | 28,145 | 19.95 | 1.95 | -5.80 | 2000 | 20.75 | 76.75 | 30.66 | 1,615 | -303 | 851 | -0.81 |
0.07 | 3,200 | 524 | 11,134 | 23.01 | 1.60 | -3.85 | 2020 | 22.60 | 96.85 | 36.07 | 120 | -32 | 433 | -0.83 |
0.05 | 2,596 | -342 | 5,178 | 25.11 | 1.15 | -2.30 | 2040 | -5.05 | 87.75 | - | 51 | -25 | 264 | - |
0.03 | 1,338 | -240 | 2,913 | 26.56 | 0.75 | -1.55 | 2060 | 36.35 | 145.00 | 58.68 | 23 | 2 | 199 | -0.79 |
0.02 | 828 | 1 | 1,811 | 29.13 | 0.65 | -0.95 | 2080 | -8.60 | 123.15 | - | 26 | 0 | 52 | - |
0.02 | 1,911 | -327 | 2,733 | 31.85 | 0.60 | -0.65 | 2100 | 27.50 | 178.50 | 58.11 | 41 | 5 | 103 | -0.86 |
0.02 | 562 | -41 | 398 | 33.94 | 0.50 | -0.45 | 2120 | 7.90 | 170.20 | - | 20 | 2 | 40 | - |
|
||||||||||||||
0.02 | 190 | -1 | 152 | 36.83 | 0.50 | -0.35 | 2140 | 0.00 | 362.60 | - | 0 | 0 | 0 | - |
0.01 | 331 | -45 | 187 | 37.82 | 0.35 | -0.35 | 2160 | 0.00 | 253.75 | - | 0 | 0 | 0 | - |
0.01 | 34 | -6 | 27 | 41.84 | 0.45 | -0.25 | 2180 | 0.00 | 400.95 | - | 0 | 0 | 0 | - |
0.01 | 470 | -17 | 251 | 43.13 | 0.35 | -0.35 | 2200 | 64.65 | 277.00 | - | 32 | 11 | 34 | - |
49,029 | 25,207 |
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.