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Historical option data for INFY

22 Jun 2026 02:39 PM IST
INFY 30-Jun-2026 (8d) 1110 CE
Delta: 0.24
Vega: 0.01
Theta: -0.89
Gamma: 0.00684
Date Close Ltp Change IV Volume OI Chg OI
22 Jun 1074.50 6.2 0.2 (3.33%) 27.8 2,148 92 1,097
19 Jun 1051.40 6 -29.4 (-83.05%) 31.42 4,729 176 1,001
18 Jun 1127.50 36.4 -19.6 (-35.00%) 31.03 543 34 820
17 Jun 1157.70 55.1 8.1 (17.23%) 27.01 201 -83 786
16 Jun 1143.60 47.95 2.95 (6.56%) 27.99 157 7 869
15 Jun 1134.90 45.35 9.35 (25.97%) 31.54 615 -148 862
12 Jun 1116.40 36.35 0.35 (0.97%) 30.44 1,657 149 1,033
11 Jun 1114.60 38 -20 (-34.48%) 30.56 3,132 718 884
10 Jun 1145.30 82.65 -3 (-3.50%) 28.97 85 39 166
9 Jun 1180.30 82.65 -3 (-3.50%) 28.97 85 39 166
8 Jun 1187.60 85.35 -11.75 (-12.10%) 25.92 17 2 125
5 Jun 1197.50 97.1 0 (0.00%) 20.53 70 0 123
4 Jun 1201.30 97.1 -64.7 (-39.99%) 20.53 70 50 124
3 Jun 1222.60 169.15 0 (0.00%) 33.28 4 0 74
2 Jun 1270.80 161.8 60.55 (59.80%) 33.28 4 0 73
1 Jun 1202.50 101.25 22.45 (28.49%) 26.42 29 15 72
29 May 1160.90 76.15 1.15 (1.53%) 33.34 55 26 57
27 May 1159.90 75 0 (0.00%) 17.93 2 0 31
26 May 1167.70 75 6.35 (9.25%) 17.93 2 1 30
25 May 1168.50 68.65 -11.95 (-14.83%) 11.28 24 16 28
22 May 1174.50 80.6 -1.45 (-1.77%) 18.39 2 2 12
21 May 1181.20 82.05 -11.95 (-12.71%) 17.16 2 -1 11
20 May 1193.70 93.85 -2.15 (-2.24%) 14.52 13 -1 15
19 May 1196.90 95.65 31.65 (49.45%) 22.46 2 -2 16
18 May 1142.50 65.45 19.45 (42.28%) 27.07 14 -9 15
15 May 1119.00 46.35 6.45 (16.17%) 23.7 31 -3 24
14 May 1095.00 39.9 -12.1 (-23.27%) 27.38 39 25 26
13 May 1123.10 52 -38.85 (-42.76%) 25 1 0 0
12 May 1140.30 0 -90.85 (-100.00%) 0 0 0 0
11 May 1177.00 0 -90.85 (-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
29 Apr 1167.50 0 0 - 0 0 0


For Infosys Limited - strike price 1110 expiring on 30JUN2026

Delta for 1110 CE is 0.24

Historical price for 1110 CE is as follows

On 22 Jun INFY was trading at 1074.50. The strike last trading price was 6.2, which was 0.2 higher than the previous day. The implied volatity was 27.8, the open interest changed by 92 which increased total open position to 1097


On 19 Jun INFY was trading at 1051.40. The strike last trading price was 6, which was -29.4 lower than the previous day. The implied volatity was 31.42, the open interest changed by 176 which increased total open position to 1001


On 18 Jun INFY was trading at 1127.50. The strike last trading price was 36.4, which was -19.6 lower than the previous day. The implied volatity was 31.03, the open interest changed by 34 which increased total open position to 820


On 17 Jun INFY was trading at 1157.70. The strike last trading price was 55.1, which was 8.1 higher than the previous day. The implied volatity was 27.01, the open interest changed by -83 which decreased total open position to 786


On 16 Jun INFY was trading at 1143.60. The strike last trading price was 47.95, which was 2.95 higher than the previous day. The implied volatity was 27.99, the open interest changed by 7 which increased total open position to 869


On 15 Jun INFY was trading at 1134.90. The strike last trading price was 45.35, which was 9.35 higher than the previous day. The implied volatity was 31.54, the open interest changed by -148 which decreased total open position to 862


On 12 Jun INFY was trading at 1116.40. The strike last trading price was 36.35, which was 0.35 higher than the previous day. The implied volatity was 30.44, the open interest changed by 149 which increased total open position to 1033


On 11 Jun INFY was trading at 1114.60. The strike last trading price was 38, which was -20 lower than the previous day. The implied volatity was 30.56, the open interest changed by 718 which increased total open position to 884


On 10 Jun INFY was trading at 1145.30. The strike last trading price was 82.65, which was -3 lower than the previous day. The implied volatity was 28.97, the open interest changed by 39 which increased total open position to 166


On 9 Jun INFY was trading at 1180.30. The strike last trading price was 82.65, which was -3 lower than the previous day. The implied volatity was 28.97, the open interest changed by 39 which increased total open position to 166


On 8 Jun INFY was trading at 1187.60. The strike last trading price was 85.35, which was -11.75 lower than the previous day. The implied volatity was 25.92, the open interest changed by 2 which increased total open position to 125


On 5 Jun INFY was trading at 1197.50. The strike last trading price was 97.1, which was 0 lower than the previous day. The implied volatity was 20.53, the open interest changed by 0 which decreased total open position to 123


On 4 Jun INFY was trading at 1201.30. The strike last trading price was 97.1, which was -64.7 lower than the previous day. The implied volatity was 20.53, the open interest changed by 50 which increased total open position to 124


On 3 Jun INFY was trading at 1222.60. The strike last trading price was 169.15, which was 0 lower than the previous day. The implied volatity was 33.28, the open interest changed by 0 which decreased total open position to 74


On 2 Jun INFY was trading at 1270.80. The strike last trading price was 161.8, which was 60.55 higher than the previous day. The implied volatity was 33.28, the open interest changed by 0 which decreased total open position to 73


On 1 Jun INFY was trading at 1202.50. The strike last trading price was 101.25, which was 22.45 higher than the previous day. The implied volatity was 26.42, the open interest changed by 15 which increased total open position to 72


On 29 May INFY was trading at 1160.90. The strike last trading price was 76.15, which was 1.15 higher than the previous day. The implied volatity was 33.34, the open interest changed by 26 which increased total open position to 57


On 27 May INFY was trading at 1159.90. The strike last trading price was 75, which was 0 lower than the previous day. The implied volatity was 17.93, the open interest changed by 0 which decreased total open position to 31


On 26 May INFY was trading at 1167.70. The strike last trading price was 75, which was 6.35 higher than the previous day. The implied volatity was 17.93, the open interest changed by 1 which increased total open position to 30


On 25 May INFY was trading at 1168.50. The strike last trading price was 68.65, which was -11.95 lower than the previous day. The implied volatity was 11.28, the open interest changed by 16 which increased total open position to 28


On 22 May INFY was trading at 1174.50. The strike last trading price was 80.6, which was -1.45 lower than the previous day. The implied volatity was 18.39, the open interest changed by 2 which increased total open position to 12


On 21 May INFY was trading at 1181.20. The strike last trading price was 82.05, which was -11.95 lower than the previous day. The implied volatity was 17.16, the open interest changed by -1 which decreased total open position to 11


On 20 May INFY was trading at 1193.70. The strike last trading price was 93.85, which was -2.15 lower than the previous day. The implied volatity was 14.52, the open interest changed by -1 which decreased total open position to 15


On 19 May INFY was trading at 1196.90. The strike last trading price was 95.65, which was 31.65 higher than the previous day. The implied volatity was 22.46, the open interest changed by -2 which decreased total open position to 16


On 18 May INFY was trading at 1142.50. The strike last trading price was 65.45, which was 19.45 higher than the previous day. The implied volatity was 27.07, the open interest changed by -9 which decreased total open position to 15


On 15 May INFY was trading at 1119.00. The strike last trading price was 46.35, which was 6.45 higher than the previous day. The implied volatity was 23.7, the open interest changed by -3 which decreased total open position to 24


On 14 May INFY was trading at 1095.00. The strike last trading price was 39.9, which was -12.1 lower than the previous day. The implied volatity was 27.38, the open interest changed by 25 which increased total open position to 26


On 13 May INFY was trading at 1123.10. The strike last trading price was 52, which was -38.85 lower than the previous day. The implied volatity was 25, 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 -90.85 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 -90.85 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


On 29 Apr INFY was trading at 1167.50. 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


INFY 30-Jun-2026 (8d) 1110 PE
Delta: -0.71
Vega: 0.01
Theta: -1.06
Gamma: 0.00594
Date Close Ltp Change IV Volume OI Chg OI
22 Jun 1074.50 44.2 -19.15 (-30.23%) 35.32 195 -28 791
19 Jun 1051.40 63.1 42.75 (210.07%) 37.33 865 -247 820
18 Jun 1127.50 21.3 13.1 (159.76%) 36.79 2,533 201 1,058
17 Jun 1157.70 8.35 -3.55 (-29.83%) 29.61 1,110 101 857
16 Jun 1143.60 11.7 -3.3 (-22.00%) 29.51 854 -16 756
15 Jun 1134.90 15.2 -9.1 (-37.45%) 29.42 1,699 -13 773
12 Jun 1116.40 23.3 -3.2 (-12.08%) 28.87 2,170 180 792
11 Jun 1114.60 25.8 6.65 (34.73%) 31.08 3,190 224 596
10 Jun 1145.30 8.6 -0.9 (-9.47%) 30.48 528 49 372
9 Jun 1180.30 8.6 -0.9 (-9.47%) 30.48 528 49 372
8 Jun 1187.60 9.55 1.65 (20.89%) 32.24 266 -40 324
5 Jun 1197.50 7.8 0.8 (11.43%) 30.76 201 58 364
4 Jun 1201.30 6.5 0.2 (3.17%) 29.58 230 8 306
3 Jun 1222.60 6.75 3.65 (117.74%) 32.17 558 31 297
2 Jun 1270.80 3.25 -4.65 (-58.86%) 33.33 488 -48 266
1 Jun 1202.50 7.65 -6.65 (-46.50%) 29.39 361 57 314
29 May 1160.90 15.3 -3.7 (-19.47%) 26.35 1,115 79 263
27 May 1159.90 18.65 1.4 (8.12%) 29.74 616 -1 185
26 May 1167.70 17.5 -1.55 (-8.14%) 29.4 442 61 187
25 May 1168.50 18.3 -0.75 (-3.94%) 30.06 98 -6 130
22 May 1174.50 19.05 -1.35 (-6.62%) 30.99 86 27 136
21 May 1181.20 20.9 1.6 (8.29%) 32.83 38 19 108
20 May 1193.70 19.4 0.5 (2.65%) 33.38 34 5 88
19 May 1196.90 18.9 -12.75 (-40.28%) 33.55 27 18 84
18 May 1142.50 30.2 -11.8 (-28.10%) 31.5 54 28 66
15 May 1119.00 42 25.2 (150.00%) 30.81 39 37 38
14 May 1095.00 16.8 0 (0.00%) 0 0 0 1
13 May 1123.10 16.8 0 (0.00%) 0 0 0 1
12 May 1140.30 16.8 0 (0.00%) 0 0 0 1
11 May 1177.00 16.8 -20.9 (-55.44%) 26.22 1 1 1
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
29 Apr 1167.50 0 0 - 0 0 0


For Infosys Limited - strike price 1110 expiring on 30JUN2026

Delta for 1110 PE is -0.71

Historical price for 1110 PE is as follows

On 22 Jun INFY was trading at 1074.50. The strike last trading price was 44.2, which was -19.15 lower than the previous day. The implied volatity was 35.32, the open interest changed by -28 which decreased total open position to 791


On 19 Jun INFY was trading at 1051.40. The strike last trading price was 63.1, which was 42.75 higher than the previous day. The implied volatity was 37.33, the open interest changed by -247 which decreased total open position to 820


On 18 Jun INFY was trading at 1127.50. The strike last trading price was 21.3, which was 13.1 higher than the previous day. The implied volatity was 36.79, the open interest changed by 201 which increased total open position to 1058


On 17 Jun INFY was trading at 1157.70. The strike last trading price was 8.35, which was -3.55 lower than the previous day. The implied volatity was 29.61, the open interest changed by 101 which increased total open position to 857


On 16 Jun INFY was trading at 1143.60. The strike last trading price was 11.7, which was -3.3 lower than the previous day. The implied volatity was 29.51, the open interest changed by -16 which decreased total open position to 756


On 15 Jun INFY was trading at 1134.90. The strike last trading price was 15.2, which was -9.1 lower than the previous day. The implied volatity was 29.42, the open interest changed by -13 which decreased total open position to 773


On 12 Jun INFY was trading at 1116.40. The strike last trading price was 23.3, which was -3.2 lower than the previous day. The implied volatity was 28.87, the open interest changed by 180 which increased total open position to 792


On 11 Jun INFY was trading at 1114.60. The strike last trading price was 25.8, which was 6.65 higher than the previous day. The implied volatity was 31.08, the open interest changed by 224 which increased total open position to 596


On 10 Jun INFY was trading at 1145.30. The strike last trading price was 8.6, which was -0.9 lower than the previous day. The implied volatity was 30.48, the open interest changed by 49 which increased total open position to 372


On 9 Jun INFY was trading at 1180.30. The strike last trading price was 8.6, which was -0.9 lower than the previous day. The implied volatity was 30.48, the open interest changed by 49 which increased total open position to 372


On 8 Jun INFY was trading at 1187.60. The strike last trading price was 9.55, which was 1.65 higher than the previous day. The implied volatity was 32.24, the open interest changed by -40 which decreased total open position to 324


On 5 Jun INFY was trading at 1197.50. The strike last trading price was 7.8, which was 0.8 higher than the previous day. The implied volatity was 30.76, the open interest changed by 58 which increased total open position to 364


On 4 Jun INFY was trading at 1201.30. The strike last trading price was 6.5, which was 0.2 higher than the previous day. The implied volatity was 29.58, the open interest changed by 8 which increased total open position to 306


On 3 Jun INFY was trading at 1222.60. The strike last trading price was 6.75, which was 3.65 higher than the previous day. The implied volatity was 32.17, the open interest changed by 31 which increased total open position to 297


On 2 Jun INFY was trading at 1270.80. The strike last trading price was 3.25, which was -4.65 lower than the previous day. The implied volatity was 33.33, the open interest changed by -48 which decreased total open position to 266


On 1 Jun INFY was trading at 1202.50. The strike last trading price was 7.65, which was -6.65 lower than the previous day. The implied volatity was 29.39, the open interest changed by 57 which increased total open position to 314


On 29 May INFY was trading at 1160.90. The strike last trading price was 15.3, which was -3.7 lower than the previous day. The implied volatity was 26.35, the open interest changed by 79 which increased total open position to 263


On 27 May INFY was trading at 1159.90. The strike last trading price was 18.65, which was 1.4 higher than the previous day. The implied volatity was 29.74, the open interest changed by -1 which decreased total open position to 185


On 26 May INFY was trading at 1167.70. The strike last trading price was 17.5, which was -1.55 lower than the previous day. The implied volatity was 29.4, the open interest changed by 61 which increased total open position to 187


On 25 May INFY was trading at 1168.50. The strike last trading price was 18.3, which was -0.75 lower than the previous day. The implied volatity was 30.06, the open interest changed by -6 which decreased total open position to 130


On 22 May INFY was trading at 1174.50. The strike last trading price was 19.05, which was -1.35 lower than the previous day. The implied volatity was 30.99, the open interest changed by 27 which increased total open position to 136


On 21 May INFY was trading at 1181.20. The strike last trading price was 20.9, which was 1.6 higher than the previous day. The implied volatity was 32.83, the open interest changed by 19 which increased total open position to 108


On 20 May INFY was trading at 1193.70. The strike last trading price was 19.4, which was 0.5 higher than the previous day. The implied volatity was 33.38, the open interest changed by 5 which increased total open position to 88


On 19 May INFY was trading at 1196.90. The strike last trading price was 18.9, which was -12.75 lower than the previous day. The implied volatity was 33.55, the open interest changed by 18 which increased total open position to 84


On 18 May INFY was trading at 1142.50. The strike last trading price was 30.2, which was -11.8 lower than the previous day. The implied volatity was 31.5, the open interest changed by 28 which increased total open position to 66


On 15 May INFY was trading at 1119.00. The strike last trading price was 42, which was 25.2 higher than the previous day. The implied volatity was 30.81, the open interest changed by 37 which increased total open position to 38


On 14 May INFY was trading at 1095.00. The strike last trading price was 16.8, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1


On 13 May INFY was trading at 1123.10. The strike last trading price was 16.8, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1


On 12 May INFY was trading at 1140.30. The strike last trading price was 16.8, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1


On 11 May INFY was trading at 1177.00. The strike last trading price was 16.8, which was -20.9 lower than the previous day. The implied volatity was 26.22, the open interest changed by 1 which increased total open position to 1


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


On 29 Apr INFY was trading at 1167.50. 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