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Historical option data for INFY

22 Jun 2026 01:19 PM IST
Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV
INFY 28-Jul-2026 (36d) 1075 CE
Delta: 0.51
Vega: 0.01
Theta: -0.65
Gamma: 0.00376
Date Close Ltp Change IV Volume OI Chg OI
22 Jun 1066.80 41.2 3.2 (8.42%) 31.51 314 120 1,161
19 Jun 1051.40 38.55 -42.45 (-52.41%) 32.58 1,525 948 1,041
18 Jun 1127.50 80.55 -17.45 (-17.81%) 31.05 27 15 92
17 Jun 1157.70 98.5 3.5 (3.68%) 27.81 12 10 77
16 Jun 1143.60 95 5 (5.56%) 31.26 3 1 67
15 Jun 1134.90 90 11 (13.92%) 32.22 36 21 65
12 Jun 1116.40 78.55 -0.45 (-0.57%) 32.34 4 1 43
11 Jun 1114.60 79.3 -13.7 (-14.73%) 30.21 12 10 42
10 Jun 1145.30 93.45 -4.55 (-4.64%) 28.06 3 31 31

For Infosys Limited - strike price 1075 expiring on 28JUL2026

Delta for 1075 CE is 0.51

Historical price for 1075 CE is as follows

On 22 Jun INFY was trading at 1066.80. The strike last trading price was 41.2, which was 3.2 higher than the previous day. The implied volatity was 31.51, the open interest changed by 120 which increased total open position to 1161


On 19 Jun INFY was trading at 1051.40. The strike last trading price was 38.55, which was -42.45 lower than the previous day. The implied volatity was 32.58, the open interest changed by 948 which increased total open position to 1041


On 18 Jun INFY was trading at 1127.50. The strike last trading price was 80.55, which was -17.45 lower than the previous day. The implied volatity was 31.05, the open interest changed by 15 which increased total open position to 92


On 17 Jun INFY was trading at 1157.70. The strike last trading price was 98.5, which was 3.5 higher than the previous day. The implied volatity was 27.81, the open interest changed by 10 which increased total open position to 77


On 16 Jun INFY was trading at 1143.60. The strike last trading price was 95, which was 5 higher than the previous day. The implied volatity was 31.26, the open interest changed by 1 which increased total open position to 67


On 15 Jun INFY was trading at 1134.90. The strike last trading price was 90, which was 11 higher than the previous day. The implied volatity was 32.22, the open interest changed by 21 which increased total open position to 65


On 12 Jun INFY was trading at 1116.40. The strike last trading price was 78.55, which was -0.45 lower than the previous day. The implied volatity was 32.34, the open interest changed by 1 which increased total open position to 43


On 11 Jun INFY was trading at 1114.60. The strike last trading price was 79.3, which was -13.7 lower than the previous day. The implied volatity was 30.21, the open interest changed by 10 which increased total open position to 42


On 10 Jun INFY was trading at 1145.30. The strike last trading price was 93.45, which was -4.55 lower than the previous day. The implied volatity was 28.06, the open interest changed by 31 which increased total open position to 31


INFY 28-Jul-2026 (36d) 1075 PE
Delta: -0.48
Vega: 0.01
Theta: -0.59
Gamma: 0.00316
Date Close Ltp Change IV Volume OI Chg OI
22 Jun 1066.80 50.7 -11.75 (-18.82%) 37.3 53 -2 1,387
19 Jun 1051.40 62 32.7 (111.60%) 39.21 1,017 820 1,389
18 Jun 1127.50 29.65 11.75 (65.64%) 37.22 228 113 567
17 Jun 1157.70 18.5 -1.3 (-6.57%) 34.02 83 -7 455
16 Jun 1143.60 19.75 -3 (-13.19%) 32.28 123 11 464
15 Jun 1134.90 22.6 -7.05 (-23.78%) 32.51 212 -10 447
12 Jun 1116.40 29.6 -2.05 (-6.48%) 32.87 111 -23 457
11 Jun 1114.60 30.5 6.35 (26.29%) 32.73 168 59 483
10 Jun 1145.30 23.9 1.8 (8.14%) 33.56 204 423 423

For Infosys Limited - strike price 1075 expiring on 28JUL2026

Delta for 1075 PE is -0.48

Historical price for 1075 PE is as follows

On 22 Jun INFY was trading at 1066.80. The strike last trading price was 50.7, which was -11.75 lower than the previous day. The implied volatity was 37.3, the open interest changed by -2 which decreased total open position to 1387


On 19 Jun INFY was trading at 1051.40. The strike last trading price was 62, which was 32.7 higher than the previous day. The implied volatity was 39.21, the open interest changed by 820 which increased total open position to 1389


On 18 Jun INFY was trading at 1127.50. The strike last trading price was 29.65, which was 11.75 higher than the previous day. The implied volatity was 37.22, the open interest changed by 113 which increased total open position to 567


On 17 Jun INFY was trading at 1157.70. The strike last trading price was 18.5, which was -1.3 lower than the previous day. The implied volatity was 34.02, the open interest changed by -7 which decreased total open position to 455


On 16 Jun INFY was trading at 1143.60. The strike last trading price was 19.75, which was -3 lower than the previous day. The implied volatity was 32.28, the open interest changed by 11 which increased total open position to 464


On 15 Jun INFY was trading at 1134.90. The strike last trading price was 22.6, which was -7.05 lower than the previous day. The implied volatity was 32.51, the open interest changed by -10 which decreased total open position to 447


On 12 Jun INFY was trading at 1116.40. The strike last trading price was 29.6, which was -2.05 lower than the previous day. The implied volatity was 32.87, the open interest changed by -23 which decreased total open position to 457


On 11 Jun INFY was trading at 1114.60. The strike last trading price was 30.5, which was 6.35 higher than the previous day. The implied volatity was 32.73, the open interest changed by 59 which increased total open position to 483


On 10 Jun INFY was trading at 1145.30. The strike last trading price was 23.9, which was 1.8 higher than the previous day. The implied volatity was 33.56, the open interest changed by 423 which increased total open position to 423