Historical option data for INFY
29 Jun 2026 10:50 AM IST
| INFY 28-Jul-2026 (27d) 1035 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.53
Vega: 0.01
Theta: -0.74
Gamma: 0.00392
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 1034.00 | 42.15 | -4.85 (-10.32%) | 34.49 | 334 | 104 | 294 | |||||||||
| 25 Jun | 1041.20 | 48.8 | -6.2 (-11.27%) | 33.58 | 143 | 25 | 188 | |||||||||
| 24 Jun | 1056.60 | 55.15 | 10.15 (22.56%) | 31.86 | 368 | -166 | 164 | |||||||||
| 23 Jun | 1029.30 | 45.25 | -16.75 (-27.02%) | 35.64 | 479 | 203 | 321 | |||||||||
| 22 Jun | 1065.40 | 60.75 | 5.75 (10.45%) | 30.54 | 114 | -36 | 118 | |||||||||
| 19 Jun | 1051.40 | 56.1 | -80.9 (-59.05%) | 30.98 | 396 | 155 | 155 | |||||||||
| 18 Jun | 1127.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Jun | 1157.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jun | 1143.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Jun | 1134.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jun | 1116.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Jun | 1114.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Jun | 1145.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Infosys Limited - strike price 1035 expiring on 28JUL2026
Delta for 1035 CE is 0.53
Historical price for 1035 CE is as follows
On 29 Jun INFY was trading at 1034.00. The strike last trading price was 42.15, which was -4.85 lower than the previous day. The implied volatity was 34.49, the open interest changed by 104 which increased total open position to 294
On 25 Jun INFY was trading at 1041.20. The strike last trading price was 48.8, which was -6.2 lower than the previous day. The implied volatity was 33.58, the open interest changed by 25 which increased total open position to 188
On 24 Jun INFY was trading at 1056.60. The strike last trading price was 55.15, which was 10.15 higher than the previous day. The implied volatity was 31.86, the open interest changed by -166 which decreased total open position to 164
On 23 Jun INFY was trading at 1029.30. The strike last trading price was 45.25, which was -16.75 lower than the previous day. The implied volatity was 35.64, the open interest changed by 203 which increased total open position to 321
On 22 Jun INFY was trading at 1065.40. The strike last trading price was 60.75, which was 5.75 higher than the previous day. The implied volatity was 30.54, the open interest changed by -36 which decreased total open position to 118
On 19 Jun INFY was trading at 1051.40. The strike last trading price was 56.1, which was -80.9 lower than the previous day. The implied volatity was 30.98, the open interest changed by 155 which increased total open position to 155
On 18 Jun INFY was trading at 1127.50. 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 17 Jun INFY was trading at 1157.70. 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
On 16 Jun INFY was trading at 1143.60. 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 15 Jun INFY was trading at 1134.90. 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 12 Jun INFY was trading at 1116.40. 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 11 Jun INFY was trading at 1114.60. 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 10 Jun INFY was trading at 1145.30. 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
| INFY 28-Jul-2026 (27d) 1035 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 0.01
Theta: -0.75
Gamma: 0.00318
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 1034.00 | 47.95 | 2.2 (4.81%) | 42.48 | 305 | 60 | 615 |
| 25 Jun | 1041.20 | 45.6 | 5.65 (14.14%) | 41.23 | 91 | 8 | 555 |
| 24 Jun | 1056.60 | 39.95 | -15.05 (-27.36%) | 41.23 | 202 | 9 | 546 |
| 23 Jun | 1029.30 | 55.2 | 21.3 (62.83%) | 43.04 | 309 | -1 | 538 |
| 22 Jun | 1065.40 | 33.9 | -7.6 (-18.31%) | 37.9 | 104 | 20 | 539 |
| 19 Jun | 1051.40 | 38.25 | 21.4 (127.00%) | 36.98 | 639 | 376 | 519 |
| 18 Jun | 1127.50 | 16.85 | 6.15 (57.48%) | 36.66 | 22 | 4 | 143 |
| 17 Jun | 1157.70 | 10.65 | -0.65 (-5.75%) | 34.76 | 19 | -8 | 140 |
| 16 Jun | 1143.60 | 11.3 | -2.2 (-16.30%) | 32.97 | 26 | 16 | 148 |
| 15 Jun | 1134.90 | 13.5 | -4.3 (-24.16%) | 33.54 | 26 | 6 | 133 |
| 12 Jun | 1116.40 | 17.8 | 1.25 (7.55%) | 33.25 | 60 | 28 | 127 |
| 11 Jun | 1114.60 | 16.55 | 0 (0.00%) | 36.08 | 2 | 0 | 99 |
| 10 Jun | 1145.30 | 16.55 | 2.8 (20.36%) | 36.08 | 2 | 100 | 100 |
For Infosys Limited - strike price 1035 expiring on 28JUL2026
Delta for 1035 PE is -0.46
Historical price for 1035 PE is as follows
On 29 Jun INFY was trading at 1034.00. The strike last trading price was 47.95, which was 2.2 higher than the previous day. The implied volatity was 42.48, the open interest changed by 60 which increased total open position to 615
On 25 Jun INFY was trading at 1041.20. The strike last trading price was 45.6, which was 5.65 higher than the previous day. The implied volatity was 41.23, the open interest changed by 8 which increased total open position to 555
On 24 Jun INFY was trading at 1056.60. The strike last trading price was 39.95, which was -15.05 lower than the previous day. The implied volatity was 41.23, the open interest changed by 9 which increased total open position to 546
On 23 Jun INFY was trading at 1029.30. The strike last trading price was 55.2, which was 21.3 higher than the previous day. The implied volatity was 43.04, the open interest changed by -1 which decreased total open position to 538
On 22 Jun INFY was trading at 1065.40. The strike last trading price was 33.9, which was -7.6 lower than the previous day. The implied volatity was 37.9, the open interest changed by 20 which increased total open position to 539
On 19 Jun INFY was trading at 1051.40. The strike last trading price was 38.25, which was 21.4 higher than the previous day. The implied volatity was 36.98, the open interest changed by 376 which increased total open position to 519
On 18 Jun INFY was trading at 1127.50. The strike last trading price was 16.85, which was 6.15 higher than the previous day. The implied volatity was 36.66, the open interest changed by 4 which increased total open position to 143
On 17 Jun INFY was trading at 1157.70. The strike last trading price was 10.65, which was -0.65 lower than the previous day. The implied volatity was 34.76, the open interest changed by -8 which decreased total open position to 140
On 16 Jun INFY was trading at 1143.60. The strike last trading price was 11.3, which was -2.2 lower than the previous day. The implied volatity was 32.97, the open interest changed by 16 which increased total open position to 148
On 15 Jun INFY was trading at 1134.90. The strike last trading price was 13.5, which was -4.3 lower than the previous day. The implied volatity was 33.54, the open interest changed by 6 which increased total open position to 133
On 12 Jun INFY was trading at 1116.40. The strike last trading price was 17.8, which was 1.25 higher than the previous day. The implied volatity was 33.25, the open interest changed by 28 which increased total open position to 127
On 11 Jun INFY was trading at 1114.60. The strike last trading price was 16.55, which was 0 lower than the previous day. The implied volatity was 36.08, the open interest changed by 0 which decreased total open position to 99
On 10 Jun INFY was trading at 1145.30. The strike last trading price was 16.55, which was 2.8 higher than the previous day. The implied volatity was 36.08, the open interest changed by 100 which increased total open position to 100
