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Historical option data for INFY

29 Jun 2026 10:50 AM IST
INFY 28-Jul-2026 (27d) 1040 CE
Delta: 0.52
Vega: 0.01
Theta: -0.75
Gamma: 0.00394
Date Close Ltp Change IV Volume OI Chg OI
29 Jun 1034.00 39.95 -5.05 (-11.22%) 34.41 1,460 135 3,620
25 Jun 1041.20 45.85 -7.15 (-13.49%) 33.46 2,919 217 3,485
24 Jun 1056.60 52.25 10.25 (24.40%) 31.82 3,449 -164 3,270
23 Jun 1029.30 42 -16 (-27.59%) 34.91 5,161 1,851 3,435
22 Jun 1065.40 58 5 (9.43%) 30.93 789 -336 1,584
19 Jun 1051.40 53.65 -64.35 (-54.53%) 31.25 5,538 1,902 1,921
18 Jun 1127.50 118 0 (0.00%) - 19 0 19
17 Jun 1157.70 118 0 (0.00%) 26.66 19 0 19
16 Jun 1143.60 118 -10 (-7.81%) 26.66 19 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
9 Jun 1180.30 0 0 - 0 0 0
8 Jun 1187.60 0 0 - 0 0 0
5 Jun 1197.50 0 0 - 0 0 0
4 Jun 1201.30 0 0 - 0 0 0
3 Jun 1222.60 0 0 - 0 0 0
2 Jun 1270.80 0 0 - 0 0 0
1 Jun 1202.50 0 0 - 0 0 0
29 May 1160.90 0 0 - 0 0 0
27 May 1159.90 0 0 - 0 0 0
26 May 1167.70 0 0 - 0 0 0
25 May 1168.50 0 0 - 0 0 0
22 May 1174.50 0 0 - 0 0 0
21 May 1181.20 0 0 - 0 0 0
18 May 1142.50 0 0 - 0 0 0
15 May 1119.00 0 0 - 0 0 0
14 May 1095.00 0 0 - 0 0 0
13 May 1123.10 0 0 - 0 0 0
12 May 1140.30 0 0 - 0 0 0
11 May 1177.00 0 0 - 0 0 0
8 May 1179.20 0 0 - 0 0 0
7 May 1162.70 0 0 - 0 0 0
6 May 1167.20 0 0 - 0 0 0
5 May 1178.10 0 0 - 0 0 0
4 May 1168.40 0 0 - 0 0 0
30 Apr 1181.80 0 0 - 0 0 0


For Infosys Limited - strike price 1040 expiring on 28JUL2026

Delta for 1040 CE is 0.52

Historical price for 1040 CE is as follows

On 29 Jun INFY was trading at 1034.00. The strike last trading price was 39.95, which was -5.05 lower than the previous day. The implied volatity was 34.41, the open interest changed by 135 which increased total open position to 3620


On 25 Jun INFY was trading at 1041.20. The strike last trading price was 45.85, which was -7.15 lower than the previous day. The implied volatity was 33.46, the open interest changed by 217 which increased total open position to 3485


On 24 Jun INFY was trading at 1056.60. The strike last trading price was 52.25, which was 10.25 higher than the previous day. The implied volatity was 31.82, the open interest changed by -164 which decreased total open position to 3270


On 23 Jun INFY was trading at 1029.30. The strike last trading price was 42, which was -16 lower than the previous day. The implied volatity was 34.91, the open interest changed by 1851 which increased total open position to 3435


On 22 Jun INFY was trading at 1065.40. The strike last trading price was 58, which was 5 higher than the previous day. The implied volatity was 30.93, the open interest changed by -336 which decreased total open position to 1584


On 19 Jun INFY was trading at 1051.40. The strike last trading price was 53.65, which was -64.35 lower than the previous day. The implied volatity was 31.25, the open interest changed by 1902 which increased total open position to 1921


On 18 Jun INFY was trading at 1127.50. The strike last trading price was 118, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 17 Jun INFY was trading at 1157.70. The strike last trading price was 118, which was 0 lower than the previous day. The implied volatity was 26.66, the open interest changed by 0 which decreased total open position to 19


On 16 Jun INFY was trading at 1143.60. The strike last trading price was 118, which was -10 lower than the previous day. The implied volatity was 26.66, 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


On 9 Jun INFY was trading at 1180.30. 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 8 Jun INFY was trading at 1187.60. 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 5 Jun INFY was trading at 1197.50. 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 4 Jun INFY was trading at 1201.30. 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 3 Jun INFY was trading at 1222.60. 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 2 Jun INFY was trading at 1270.80. 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 1 Jun INFY was trading at 1202.50. 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 29 May INFY was trading at 1160.90. 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 27 May INFY was trading at 1159.90. 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 26 May INFY was trading at 1167.70. 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 25 May INFY was trading at 1168.50. 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 22 May INFY was trading at 1174.50. 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 21 May INFY was trading at 1181.20. 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 18 May INFY was trading at 1142.50. 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 15 May INFY was trading at 1119.00. 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 14 May INFY was trading at 1095.00. 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 13 May INFY was trading at 1123.10. 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 12 May INFY was trading at 1140.30. 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 11 May INFY was trading at 1177.00. 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 8 May INFY was trading at 1179.20. 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 7 May INFY was trading at 1162.70. 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 6 May INFY was trading at 1167.20. 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 5 May INFY was trading at 1178.10. 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 4 May INFY was trading at 1168.40. 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 30 Apr INFY was trading at 1181.80. 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) 1040 PE
Delta: -0.48
Vega: 0.01
Theta: -0.75
Gamma: 0.00318
Date Close Ltp Change IV Volume OI Chg OI
29 Jun 1034.00 50.4 1.6 (3.28%) 42.57 1,329 -262 2,591
25 Jun 1041.20 48.8 6.5 (15.37%) 42.15 1,205 351 2,851
24 Jun 1056.60 42.55 -14.95 (-26.00%) 41.11 1,467 115 2,501
23 Jun 1029.30 58.15 22.2 (61.75%) 43.27 2,506 1,293 2,386
22 Jun 1065.40 36.4 -7.9 (-17.83%) 37.59 354 -25 1,092
19 Jun 1051.40 42.7 23.85 (126.53%) 38.24 1,924 1,022 1,119
18 Jun 1127.50 18.75 7.4 (65.20%) 36.98 45 23 96
17 Jun 1157.70 11.3 -1.85 (-14.07%) 34.5 77 -20 58
16 Jun 1143.60 13.15 -0.95 (-6.74%) 33.18 77 26 78
15 Jun 1134.90 14.1 -5.9 (-29.50%) 33.12 51 24 51
12 Jun 1116.40 20 0.1 (0.50%) 33.23 10 -1 27
11 Jun 1114.60 19.4 5.05 (35.19%) 32.85 30 -22 27
10 Jun 1145.30 12.65 2.25 (21.63%) 35.58 2 0 49
9 Jun 1180.30 12.65 2.25 (21.63%) 35.58 2 0 49
8 Jun 1187.60 10.4 1.9 (22.35%) 35.18 36 18 43
5 Jun 1197.50 8.5 0.95 (12.58%) 33.43 1 0 25
4 Jun 1201.30 7.5 0.25 (3.45%) 32.56 15 5 25
3 Jun 1222.60 7.25 2.5 (52.63%) 34.15 1 1 20
2 Jun 1270.80 5 -2.8 (-35.90%) 35.94 27 -11 19
1 Jun 1202.50 7.8 -3.55 (-31.28%) 32.19 35 20 38
29 May 1160.90 11.1 -0.9 (-7.50%) 28.93 11 7 14
27 May 1159.90 12 -2 (-14.29%) 30.22 4 4 7
26 May 1167.70 14 0 (0.00%) - 3 0 3
25 May 1168.50 14 0 (0.00%) - 3 0 3
22 May 1174.50 14 0 (0.00%) 32.96 3 0 3
21 May 1181.20 14 -10.4 (-42.62%) 32.96 3 3 3
18 May 1142.50 0 -24.4 (-100.00%) - 0 0 0
15 May 1119.00 0 -24.4 (-100.00%) - 0 0 0
14 May 1095.00 0 -24.4 (-100.00%) 0 0 0 0
13 May 1123.10 0 -24.4 (-100.00%) 0 0 0 0
12 May 1140.30 0 -24.4 (-100.00%) 0 0 0 0
11 May 1177.00 0 -24.4 (-100.00%) 0 0 0 0
8 May 1179.20 0 0 - 0 0 0
7 May 1162.70 0 0 - 0 0 0
6 May 1167.20 0 0 - 0 0 0
5 May 1178.10 0 0 - 0 0 0
4 May 1168.40 0 0 - 0 0 0
30 Apr 1181.80 0 0 - 0 0 0


For Infosys Limited - strike price 1040 expiring on 28JUL2026

Delta for 1040 PE is -0.48

Historical price for 1040 PE is as follows

On 29 Jun INFY was trading at 1034.00. The strike last trading price was 50.4, which was 1.6 higher than the previous day. The implied volatity was 42.57, the open interest changed by -262 which decreased total open position to 2591


On 25 Jun INFY was trading at 1041.20. The strike last trading price was 48.8, which was 6.5 higher than the previous day. The implied volatity was 42.15, the open interest changed by 351 which increased total open position to 2851


On 24 Jun INFY was trading at 1056.60. The strike last trading price was 42.55, which was -14.95 lower than the previous day. The implied volatity was 41.11, the open interest changed by 115 which increased total open position to 2501


On 23 Jun INFY was trading at 1029.30. The strike last trading price was 58.15, which was 22.2 higher than the previous day. The implied volatity was 43.27, the open interest changed by 1293 which increased total open position to 2386


On 22 Jun INFY was trading at 1065.40. The strike last trading price was 36.4, which was -7.9 lower than the previous day. The implied volatity was 37.59, the open interest changed by -25 which decreased total open position to 1092


On 19 Jun INFY was trading at 1051.40. The strike last trading price was 42.7, which was 23.85 higher than the previous day. The implied volatity was 38.24, the open interest changed by 1022 which increased total open position to 1119


On 18 Jun INFY was trading at 1127.50. The strike last trading price was 18.75, which was 7.4 higher than the previous day. The implied volatity was 36.98, the open interest changed by 23 which increased total open position to 96


On 17 Jun INFY was trading at 1157.70. The strike last trading price was 11.3, which was -1.85 lower than the previous day. The implied volatity was 34.5, the open interest changed by -20 which decreased total open position to 58


On 16 Jun INFY was trading at 1143.60. The strike last trading price was 13.15, which was -0.95 lower than the previous day. The implied volatity was 33.18, the open interest changed by 26 which increased total open position to 78


On 15 Jun INFY was trading at 1134.90. The strike last trading price was 14.1, which was -5.9 lower than the previous day. The implied volatity was 33.12, the open interest changed by 24 which increased total open position to 51


On 12 Jun INFY was trading at 1116.40. The strike last trading price was 20, which was 0.1 higher than the previous day. The implied volatity was 33.23, the open interest changed by -1 which decreased total open position to 27


On 11 Jun INFY was trading at 1114.60. The strike last trading price was 19.4, which was 5.05 higher than the previous day. The implied volatity was 32.85, the open interest changed by -22 which decreased total open position to 27


On 10 Jun INFY was trading at 1145.30. The strike last trading price was 12.65, which was 2.25 higher than the previous day. The implied volatity was 35.58, the open interest changed by 0 which decreased total open position to 49


On 9 Jun INFY was trading at 1180.30. The strike last trading price was 12.65, which was 2.25 higher than the previous day. The implied volatity was 35.58, the open interest changed by 0 which decreased total open position to 49


On 8 Jun INFY was trading at 1187.60. The strike last trading price was 10.4, which was 1.9 higher than the previous day. The implied volatity was 35.18, the open interest changed by 18 which increased total open position to 43


On 5 Jun INFY was trading at 1197.50. The strike last trading price was 8.5, which was 0.95 higher than the previous day. The implied volatity was 33.43, the open interest changed by 0 which decreased total open position to 25


On 4 Jun INFY was trading at 1201.30. The strike last trading price was 7.5, which was 0.25 higher than the previous day. The implied volatity was 32.56, the open interest changed by 5 which increased total open position to 25


On 3 Jun INFY was trading at 1222.60. The strike last trading price was 7.25, which was 2.5 higher than the previous day. The implied volatity was 34.15, the open interest changed by 1 which increased total open position to 20


On 2 Jun INFY was trading at 1270.80. The strike last trading price was 5, which was -2.8 lower than the previous day. The implied volatity was 35.94, the open interest changed by -11 which decreased total open position to 19


On 1 Jun INFY was trading at 1202.50. The strike last trading price was 7.8, which was -3.55 lower than the previous day. The implied volatity was 32.19, the open interest changed by 20 which increased total open position to 38


On 29 May INFY was trading at 1160.90. The strike last trading price was 11.1, which was -0.9 lower than the previous day. The implied volatity was 28.93, the open interest changed by 7 which increased total open position to 14


On 27 May INFY was trading at 1159.90. The strike last trading price was 12, which was -2 lower than the previous day. The implied volatity was 30.22, the open interest changed by 4 which increased total open position to 7


On 26 May INFY was trading at 1167.70. The strike last trading price was 14, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 25 May INFY was trading at 1168.50. The strike last trading price was 14, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 22 May INFY was trading at 1174.50. The strike last trading price was 14, which was 0 lower than the previous day. The implied volatity was 32.96, the open interest changed by 0 which decreased total open position to 3


On 21 May INFY was trading at 1181.20. The strike last trading price was 14, which was -10.4 lower than the previous day. The implied volatity was 32.96, the open interest changed by 3 which increased total open position to 3


On 18 May INFY was trading at 1142.50. The strike last trading price was 0, which was -24.4 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 INFY was trading at 1119.00. The strike last trading price was 0, which was -24.4 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 INFY was trading at 1095.00. The strike last trading price was 0, which was -24.4 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 INFY was trading at 1123.10. The strike last trading price was 0, which was -24.4 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 INFY was trading at 1140.30. The strike last trading price was 0, which was -24.4 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 INFY was trading at 1177.00. The strike last trading price was 0, which was -24.4 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 INFY was trading at 1179.20. 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 7 May INFY was trading at 1162.70. 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 6 May INFY was trading at 1167.20. 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 5 May INFY was trading at 1178.10. 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 4 May INFY was trading at 1168.40. 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 30 Apr INFY was trading at 1181.80. 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