Historical option data for INFY
25 Jun 2026 10:15 AM IST
| INFY 30-Jun-2026 (5d) 1105 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.1
Vega: 0
Theta: -0.59
Gamma: 0.00484
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Jun | 1057.30 | 1.65 | -1.35 (-45.00%) | 27.58 | 276 | -25 | 362 | |||||||||
| 24 Jun | 1056.60 | 3.1 | 1.1 (55.00%) | 31 | 892 | -125 | 380 | |||||||||
| 23 Jun | 1029.30 | 2.1 | -3.9 (-65.00%) | 35.97 | 1,233 | 42 | 505 | |||||||||
| 22 Jun | 1065.40 | 5.55 | -0.45 (-7.50%) | 28.93 | 1,369 | 4 | 463 | |||||||||
| 19 Jun | 1051.40 | 6.75 | -31.5 (-82.35%) | 31.08 | 1,916 | 114 | 448 | |||||||||
| 18 Jun | 1127.50 | 39 | -20 (-33.90%) | 30.26 | 204 | 2 | 337 | |||||||||
| 17 Jun | 1157.70 | 59 | 8 (15.69%) | 26.08 | 183 | -37 | 335 | |||||||||
| 16 Jun | 1143.60 | 51.45 | 3.45 (7.19%) | 27.79 | 223 | -38 | 374 | |||||||||
| 15 Jun | 1134.90 | 48.55 | 9.55 (24.49%) | 31.46 | 390 | -3 | 412 | |||||||||
| 12 Jun | 1116.40 | 39.35 | 0.35 (0.90%) | 30.59 | 597 | -1 | 417 | |||||||||
| 11 Jun | 1114.60 | 40.35 | -14.65 (-26.64%) | 30.1 | 853 | -107 | 417 | |||||||||
| 10 Jun | 1145.30 | 54.6 | -10.4 (-16.00%) | 27.01 | 179 | 525 | 525 | |||||||||
For Infosys Limited - strike price 1105 expiring on 30JUN2026
Delta for 1105 CE is 0.1
Historical price for 1105 CE is as follows
On 25 Jun INFY was trading at 1057.30. The strike last trading price was 1.65, which was -1.35 lower than the previous day. The implied volatity was 27.58, the open interest changed by -25 which decreased total open position to 362
On 24 Jun INFY was trading at 1056.60. The strike last trading price was 3.1, which was 1.1 higher than the previous day. The implied volatity was 31, the open interest changed by -125 which decreased total open position to 380
On 23 Jun INFY was trading at 1029.30. The strike last trading price was 2.1, which was -3.9 lower than the previous day. The implied volatity was 35.97, the open interest changed by 42 which increased total open position to 505
On 22 Jun INFY was trading at 1065.40. The strike last trading price was 5.55, which was -0.45 lower than the previous day. The implied volatity was 28.93, the open interest changed by 4 which increased total open position to 463
On 19 Jun INFY was trading at 1051.40. The strike last trading price was 6.75, which was -31.5 lower than the previous day. The implied volatity was 31.08, the open interest changed by 114 which increased total open position to 448
On 18 Jun INFY was trading at 1127.50. The strike last trading price was 39, which was -20 lower than the previous day. The implied volatity was 30.26, the open interest changed by 2 which increased total open position to 337
On 17 Jun INFY was trading at 1157.70. The strike last trading price was 59, which was 8 higher than the previous day. The implied volatity was 26.08, the open interest changed by -37 which decreased total open position to 335
On 16 Jun INFY was trading at 1143.60. The strike last trading price was 51.45, which was 3.45 higher than the previous day. The implied volatity was 27.79, the open interest changed by -38 which decreased total open position to 374
On 15 Jun INFY was trading at 1134.90. The strike last trading price was 48.55, which was 9.55 higher than the previous day. The implied volatity was 31.46, the open interest changed by -3 which decreased total open position to 412
On 12 Jun INFY was trading at 1116.40. The strike last trading price was 39.35, which was 0.35 higher than the previous day. The implied volatity was 30.59, the open interest changed by -1 which decreased total open position to 417
On 11 Jun INFY was trading at 1114.60. The strike last trading price was 40.35, which was -14.65 lower than the previous day. The implied volatity was 30.1, the open interest changed by -107 which decreased total open position to 417
On 10 Jun INFY was trading at 1145.30. The strike last trading price was 54.6, which was -10.4 lower than the previous day. The implied volatity was 27.01, the open interest changed by 525 which increased total open position to 525
| INFY 30-Jun-2026 (5d) 1105 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 0
Theta: -0.55
Gamma: 0.00524
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Jun | 1057.30 | 48.8 | -4.4 (-8.27%) | 29.29 | 122 | -2 | 1,188 |
| 24 Jun | 1056.60 | 53.3 | -26.2 (-32.96%) | 35.22 | 94 | 16 | 1,190 |
| 23 Jun | 1029.30 | 79.35 | 33.9 (74.59%) | 44.71 | 104 | -10 | 1,174 |
| 22 Jun | 1065.40 | 46.4 | -13.3 (-22.28%) | 31.34 | 274 | -126 | 1,186 |
| 19 Jun | 1051.40 | 59.15 | 41.05 (226.80%) | 37.2 | 325 | -157 | 1,314 |
| 18 Jun | 1127.50 | 18.9 | 11.7 (162.50%) | 36.21 | 1,190 | -160 | 1,471 |
| 17 Jun | 1157.70 | 7.35 | -3.05 (-29.33%) | 29.78 | 785 | 95 | 1,634 |
| 16 Jun | 1143.60 | 10.3 | -3.35 (-24.54%) | 29.52 | 722 | 148 | 1,540 |
| 15 Jun | 1134.90 | 13.4 | -8.45 (-38.67%) | 29.38 | 1,190 | 31 | 1,395 |
| 12 Jun | 1116.40 | 21.2 | -3.35 (-13.65%) | 28.86 | 1,223 | -41 | 1,365 |
| 11 Jun | 1114.60 | 23.75 | 7.95 (50.32%) | 31.22 | 2,181 | -115 | 1,407 |
| 10 Jun | 1145.30 | 16.25 | 3.5 (27.45%) | 31.45 | 2,985 | 1,516 | 1,516 |
For Infosys Limited - strike price 1105 expiring on 30JUN2026
Delta for 1105 PE is -0.88
Historical price for 1105 PE is as follows
On 25 Jun INFY was trading at 1057.30. The strike last trading price was 48.8, which was -4.4 lower than the previous day. The implied volatity was 29.29, the open interest changed by -2 which decreased total open position to 1188
On 24 Jun INFY was trading at 1056.60. The strike last trading price was 53.3, which was -26.2 lower than the previous day. The implied volatity was 35.22, the open interest changed by 16 which increased total open position to 1190
On 23 Jun INFY was trading at 1029.30. The strike last trading price was 79.35, which was 33.9 higher than the previous day. The implied volatity was 44.71, the open interest changed by -10 which decreased total open position to 1174
On 22 Jun INFY was trading at 1065.40. The strike last trading price was 46.4, which was -13.3 lower than the previous day. The implied volatity was 31.34, the open interest changed by -126 which decreased total open position to 1186
On 19 Jun INFY was trading at 1051.40. The strike last trading price was 59.15, which was 41.05 higher than the previous day. The implied volatity was 37.2, the open interest changed by -157 which decreased total open position to 1314
On 18 Jun INFY was trading at 1127.50. The strike last trading price was 18.9, which was 11.7 higher than the previous day. The implied volatity was 36.21, the open interest changed by -160 which decreased total open position to 1471
On 17 Jun INFY was trading at 1157.70. The strike last trading price was 7.35, which was -3.05 lower than the previous day. The implied volatity was 29.78, the open interest changed by 95 which increased total open position to 1634
On 16 Jun INFY was trading at 1143.60. The strike last trading price was 10.3, which was -3.35 lower than the previous day. The implied volatity was 29.52, the open interest changed by 148 which increased total open position to 1540
On 15 Jun INFY was trading at 1134.90. The strike last trading price was 13.4, which was -8.45 lower than the previous day. The implied volatity was 29.38, the open interest changed by 31 which increased total open position to 1395
On 12 Jun INFY was trading at 1116.40. The strike last trading price was 21.2, which was -3.35 lower than the previous day. The implied volatity was 28.86, the open interest changed by -41 which decreased total open position to 1365
On 11 Jun INFY was trading at 1114.60. The strike last trading price was 23.75, which was 7.95 higher than the previous day. The implied volatity was 31.22, the open interest changed by -115 which decreased total open position to 1407
On 10 Jun INFY was trading at 1145.30. The strike last trading price was 16.25, which was 3.5 higher than the previous day. The implied volatity was 31.45, the open interest changed by 1516 which increased total open position to 1516
