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[--[65.84.65.76]--]
INFY
Infosys Limited

1892.1 12.30 (0.65%)

Option Chain for INFY

03 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 0.00 411.30 0.00 1520 -0.40 0.45 37.56 3 0 76 -0.01
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 1.00 37.45 1 0 20 -0.02
0.00 0 0 0 0.00 207.40 0.00 1580 0.00 1.50 37.77 2 0 2 -0.02
- 28 0 1 - 292.00 26.60 1600 -0.40 0.75 31.83 283 -25 806 -0.01
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 -0.70 0.85 28.36 135 16 245 -0.02
- 0 0 0 - 145.15 0.00 1660 -0.75 1.15 27.63 517 -73 363 -0.02
0.00 0 0 0 0.00 228.00 0.00 1680 -0.95 1.45 26.57 586 40 484 -0.03
0.00 0 1 0 0.00 188.00 0.00 1700 -1.30 1.95 25.80 1,263 -4 1,345 -0.04
0.00 0 -1 0 0.00 170.00 0.00 1720 -1.70 2.65 25.09 706 62 462 -0.05
- 21 1 3 - 160.75 16.65 1740 -2.30 3.70 24.55 1,067 -69 511 -0.07
0.00 0 0 0 0.00 137.05 0.00 1760 -2.90 5.15 24.04 1,181 55 749 -0.09
0.97 58 0 6 13.60 121.80 4.10 1780 -3.65 7.10 23.54 1,129 117 460 -0.12
0.90 313 7 142 17.67 105.50 5.60 1800 -4.45 9.75 23.09 3,199 175 2,601 -0.16
0.84 198 -14 96 17.75 88.45 4.80 1820 -5.40 13.05 22.53 2,160 -29 1,476 -0.21
0.78 458 -169 721 17.79 72.60 3.45 1840 -6.45 17.30 21.98 1,980 -21 1,351 -0.27
0.70 919 -401 2,092 17.54 57.80 1.80 1860 -7.50 22.70 21.45 3,326 19 1,534 -0.33
0.61 1,395 -56 4,903 17.49 44.95 0.95 1880 -8.55 29.55 20.99 4,258 312 1,485 -0.40
0.52 7,063 3,000 14,750 17.19 33.50 -0.35 1900 -9.15 38.40 20.81 4,499 368 1,761 -0.48
0.42 1,987 -86 4,760 17.33 24.75 -0.65 1920 -10.05 49.25 20.84 1,412 -82 1,002 -0.56
0.34 2,091 69 4,273 17.62 18.10 -0.60 1940 -8.80 63.70 22.04 548 14 673 -0.63
0.26 1,637 -163 2,420 17.75 12.75 -0.65 1960 -11.00 76.35 21.47 69 -6 313 -0.70
0.19 921 82 1,653 18.15 9.10 -0.50 1980 -33.50 93.05 22.66 28 10 75 -0.75
0.14 4,563 498 3,598 18.51 6.40 -0.70 2000 -10.40 109.65 23.27 39 5 385 -0.80
0.10 648 20 738 18.68 4.30 -0.65 2020 0.00 154.25 0.00 0 0 0 0.00
0.07 875 15 902 19.02 2.95 -0.55 2040 -10.00 145.00 24.67 8 1 240 -0.86
0.05 939 140 742 19.44 2.05 -0.50 2060 0.00 287.95 - 0 0 0 -
0.04 753 -27 492 20.05 1.50 -0.35 2080 0.00 193.35 - 0 0 0 -
0.03 993 146 522 21.08 1.25 -0.30 2100 0.00 230.00 0.00 0 0 0 0.00
0.03 306 -5 144 22.08 1.05 -0.15 2120 -7.00 235.00 43.48 1 0 45 -0.83
0.00 0 0 0 0.00 0.00 0.00 2140 0.00 0.00 0.00 0 0 0 0.00
0.02 86 20 43 24.71 0.90 0.00 2160 0.00 253.75 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 2180 0.00 0.00 0.00 0 0 0 0.00
0.02 602 107 224 26.69 0.70 -0.10 2200 0.00 264.00 0.00 0 0 0 0.00
26,854 18,464
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        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.