Historical option data for INFY
10 Jun 2026 04:10 PM IST
| INFY 30-Jun-2026 (19d) 1175 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.37
Vega: 0.01
Theta: -0.73
Gamma: 0.0052
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Jun | 1145.30 | 17.55 | -6.45 (-26.88%) | 26.82 | 9,656 | 8,598 | 8,598 | |||||||||
For Infosys Limited - strike price 1175 expiring on 30JUN2026
Delta for 1175 CE is 0.37
Historical price for 1175 CE is as follows
On 10 Jun INFY was trading at 1145.30. The strike last trading price was 17.55, which was -6.45 lower than the previous day. The implied volatity was 26.82, the open interest changed by 8598 which increased total open position to 8598
| INFY 30-Jun-2026 (19d) 1175 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 0.01
Theta: -0.68
Gamma: 0.00456
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Jun | 1145.30 | 49.35 | 9.15 (22.76%) | 31.11 | 3,553 | 4,342 | 4,342 |
For Infosys Limited - strike price 1175 expiring on 30JUN2026
Delta for 1175 PE is -0.61
Historical price for 1175 PE is as follows
On 10 Jun INFY was trading at 1145.30. The strike last trading price was 49.35, which was 9.15 higher than the previous day. The implied volatity was 31.11, the open interest changed by 4342 which increased total open position to 4342
