Historical option data for INFY
18 Jun 2026 04:10 PM IST
| INFY 30-Jun-2026 (11d) 1155 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.36
Vega: 0.01
Theta: -1.04
Gamma: 0.00578
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Jun | 1127.50 | 15.3 | -10.7 (-41.15%) | 31.19 | 3,412 | 186 | 2,598 | |||||||||
| 17 Jun | 1157.70 | 25 | 4 (19.05%) | 26.3 | 5,263 | -225 | 2,408 | |||||||||
| 16 Jun | 1143.60 | 21.9 | 1.9 (9.50%) | 28.06 | 3,252 | -18 | 2,638 | |||||||||
| 15 Jun | 1134.90 | 21.05 | 5.05 (31.56%) | 30.63 | 4,372 | -180 | 2,655 | |||||||||
| 12 Jun | 1116.40 | 16.7 | 0.7 (4.37%) | 30.07 | 1,389 | 86 | 2,836 | |||||||||
| 11 Jun | 1114.60 | 17.8 | -8.2 (-31.54%) | 30.01 | 3,151 | 110 | 2,758 | |||||||||
| 10 Jun | 1145.30 | 25.6 | -8.4 (-24.71%) | 27.01 | 6,078 | 2,660 | 2,660 | |||||||||
For Infosys Limited - strike price 1155 expiring on 30JUN2026
Delta for 1155 CE is 0.36
Historical price for 1155 CE is as follows
On 18 Jun INFY was trading at 1127.50. The strike last trading price was 15.3, which was -10.7 lower than the previous day. The implied volatity was 31.19, the open interest changed by 186 which increased total open position to 2598
On 17 Jun INFY was trading at 1157.70. The strike last trading price was 25, which was 4 higher than the previous day. The implied volatity was 26.3, the open interest changed by -225 which decreased total open position to 2408
On 16 Jun INFY was trading at 1143.60. The strike last trading price was 21.9, which was 1.9 higher than the previous day. The implied volatity was 28.06, the open interest changed by -18 which decreased total open position to 2638
On 15 Jun INFY was trading at 1134.90. The strike last trading price was 21.05, which was 5.05 higher than the previous day. The implied volatity was 30.63, the open interest changed by -180 which decreased total open position to 2655
On 12 Jun INFY was trading at 1116.40. The strike last trading price was 16.7, which was 0.7 higher than the previous day. The implied volatity was 30.07, the open interest changed by 86 which increased total open position to 2836
On 11 Jun INFY was trading at 1114.60. The strike last trading price was 17.8, which was -8.2 lower than the previous day. The implied volatity was 30.01, the open interest changed by 110 which increased total open position to 2758
On 10 Jun INFY was trading at 1145.30. The strike last trading price was 25.6, which was -8.4 lower than the previous day. The implied volatity was 27.01, the open interest changed by 2660 which increased total open position to 2660
| INFY 30-Jun-2026 (11d) 1155 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 0.01
Theta: -1.09
Gamma: 0.00496
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Jun | 1127.50 | 45.45 | 23.35 (105.66%) | 37.18 | 497 | -161 | 1,631 |
| 17 Jun | 1157.70 | 23.45 | -7.55 (-24.35%) | 28.49 | 2,757 | 236 | 1,788 |
| 16 Jun | 1143.60 | 30.7 | -4.95 (-13.88%) | 29.49 | 569 | -15 | 1,553 |
| 15 Jun | 1134.90 | 35.95 | -13.4 (-27.15%) | 28.61 | 785 | -195 | 1,568 |
| 12 Jun | 1116.40 | 48.3 | -2.85 (-5.57%) | 28.19 | 136 | -44 | 1,764 |
| 11 Jun | 1114.60 | 49.8 | 13.25 (36.25%) | 29.86 | 905 | -144 | 1,811 |
| 10 Jun | 1145.30 | 37.2 | 7.35 (24.62%) | 30.85 | 4,607 | 1,963 | 1,963 |
For Infosys Limited - strike price 1155 expiring on 30JUN2026
Delta for 1155 PE is -0.62
Historical price for 1155 PE is as follows
On 18 Jun INFY was trading at 1127.50. The strike last trading price was 45.45, which was 23.35 higher than the previous day. The implied volatity was 37.18, the open interest changed by -161 which decreased total open position to 1631
On 17 Jun INFY was trading at 1157.70. The strike last trading price was 23.45, which was -7.55 lower than the previous day. The implied volatity was 28.49, the open interest changed by 236 which increased total open position to 1788
On 16 Jun INFY was trading at 1143.60. The strike last trading price was 30.7, which was -4.95 lower than the previous day. The implied volatity was 29.49, the open interest changed by -15 which decreased total open position to 1553
On 15 Jun INFY was trading at 1134.90. The strike last trading price was 35.95, which was -13.4 lower than the previous day. The implied volatity was 28.61, the open interest changed by -195 which decreased total open position to 1568
On 12 Jun INFY was trading at 1116.40. The strike last trading price was 48.3, which was -2.85 lower than the previous day. The implied volatity was 28.19, the open interest changed by -44 which decreased total open position to 1764
On 11 Jun INFY was trading at 1114.60. The strike last trading price was 49.8, which was 13.25 higher than the previous day. The implied volatity was 29.86, the open interest changed by -144 which decreased total open position to 1811
On 10 Jun INFY was trading at 1145.30. The strike last trading price was 37.2, which was 7.35 higher than the previous day. The implied volatity was 30.85, the open interest changed by 1963 which increased total open position to 1963
