Historical option data for INFY
23 Jun 2026 04:10 PM IST
| INFY 28-Jul-2026 (35d) 1050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.47
Vega: 0.01
Theta: -0.7
Gamma: 0.00353
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 1029.30 | 38 | -14 (-26.92%) | 35.22 | 4,434 | 2,232 | 3,519 | |||||||||
| 22 Jun | 1065.40 | 52.5 | 4.5 (9.38%) | 31.95 | 966 | -244 | 1,287 | |||||||||
| 19 Jun | 1051.40 | 49 | -71 (-59.17%) | 31.75 | 3,956 | 1,531 | 1,531 | |||||||||
| 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 | |||||||||
| 9 Jun | 1180.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Infosys Limited - strike price 1050 expiring on 28JUL2026
Delta for 1050 CE is 0.47
Historical price for 1050 CE is as follows
On 23 Jun INFY was trading at 1029.30. The strike last trading price was 38, which was -14 lower than the previous day. The implied volatity was 35.22, the open interest changed by 2232 which increased total open position to 3519
On 22 Jun INFY was trading at 1065.40. The strike last trading price was 52.5, which was 4.5 higher than the previous day. The implied volatity was 31.95, the open interest changed by -244 which decreased total open position to 1287
On 19 Jun INFY was trading at 1051.40. The strike last trading price was 49, which was -71 lower than the previous day. The implied volatity was 31.75, the open interest changed by 1531 which increased total open position to 1531
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
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
| INFY 28-Jul-2026 (35d) 1050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 0.01
Theta: -0.69
Gamma: 0.00286
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 1029.30 | 64 | 23.4 (57.64%) | 43.51 | 1,470 | 978 | 2,272 |
| 22 Jun | 1065.40 | 41.4 | -8 (-16.19%) | 37.95 | 681 | -119 | 1,293 |
| 19 Jun | 1051.40 | 47.2 | 25.7 (119.53%) | 38.05 | 2,109 | 1,048 | 1,410 |
| 18 Jun | 1127.50 | 21.6 | 8.7 (67.44%) | 37.1 | 437 | 255 | 352 |
| 17 Jun | 1157.70 | 13.05 | -0.95 (-6.79%) | 34.33 | 52 | 1 | 97 |
| 16 Jun | 1143.60 | 14 | -2.2 (-13.58%) | 32.61 | 54 | 28 | 95 |
| 15 Jun | 1134.90 | 16.25 | -5.4 (-24.94%) | 32.93 | 63 | 21 | 67 |
| 12 Jun | 1116.40 | 21.4 | 4.8 (28.92%) | 32.76 | 70 | 45 | 46 |
| 11 Jun | 1114.60 | 11.1 | 0 (0.00%) | - | 3 | -1 | 0 |
| 10 Jun | 1145.30 | 10.4 | -5.8 (-35.80%) | 32.93 | 3 | 2 | 2 |
| 9 Jun | 1180.30 | 10.4 | -5.8 (-35.80%) | 32.93 | 3 | 2 | 2 |
For Infosys Limited - strike price 1050 expiring on 28JUL2026
Delta for 1050 PE is -0.52
Historical price for 1050 PE is as follows
On 23 Jun INFY was trading at 1029.30. The strike last trading price was 64, which was 23.4 higher than the previous day. The implied volatity was 43.51, the open interest changed by 978 which increased total open position to 2272
On 22 Jun INFY was trading at 1065.40. The strike last trading price was 41.4, which was -8 lower than the previous day. The implied volatity was 37.95, the open interest changed by -119 which decreased total open position to 1293
On 19 Jun INFY was trading at 1051.40. The strike last trading price was 47.2, which was 25.7 higher than the previous day. The implied volatity was 38.05, the open interest changed by 1048 which increased total open position to 1410
On 18 Jun INFY was trading at 1127.50. The strike last trading price was 21.6, which was 8.7 higher than the previous day. The implied volatity was 37.1, the open interest changed by 255 which increased total open position to 352
On 17 Jun INFY was trading at 1157.70. The strike last trading price was 13.05, which was -0.95 lower than the previous day. The implied volatity was 34.33, the open interest changed by 1 which increased total open position to 97
On 16 Jun INFY was trading at 1143.60. The strike last trading price was 14, which was -2.2 lower than the previous day. The implied volatity was 32.61, the open interest changed by 28 which increased total open position to 95
On 15 Jun INFY was trading at 1134.90. The strike last trading price was 16.25, which was -5.4 lower than the previous day. The implied volatity was 32.93, the open interest changed by 21 which increased total open position to 67
On 12 Jun INFY was trading at 1116.40. The strike last trading price was 21.4, which was 4.8 higher than the previous day. The implied volatity was 32.76, the open interest changed by 45 which increased total open position to 46
On 11 Jun INFY was trading at 1114.60. The strike last trading price was 11.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 10 Jun INFY was trading at 1145.30. The strike last trading price was 10.4, which was -5.8 lower than the previous day. The implied volatity was 32.93, the open interest changed by 2 which increased total open position to 2
On 9 Jun INFY was trading at 1180.30. The strike last trading price was 10.4, which was -5.8 lower than the previous day. The implied volatity was 32.93, the open interest changed by 2 which increased total open position to 2
