INFY
Infosys Limited
Historical option data for INFY
09 Apr 2025 04:10 PM IST
| INFY 24APR2025 1320 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.76
Vega: 0.88
Theta: -1.67
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 1403.70 | 107.5 | -30.45 | 47.96 | 115 | -1 | 155 | |||
| 8 Apr | 1428.80 | 137.95 | 27.35 | 57.75 | 51 | -4 | 155 | |||
| 7 Apr | 1396.75 | 116.25 | -26.85 | 51.38 | 689 | 109 | 159 | |||
| 4 Apr | 1451.65 | 147.1 | -37.9 | 31.69 | 60 | 45 | 49 | |||
| 3 Apr | 1496.50 | 185 | -51 | 30.93 | 4 | 2 | 4 | |||
| 2 Apr | 1550.15 | 236 | 15 | - | 2 | 0 | 2 | |||
| 1 Apr | 1526.50 | 221 | -341.25 | 38.96 | 2 | 1 | 1 | |||
| 28 Mar | 1570.65 | 562.25 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 1603.55 | 562.25 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 1599.45 | 562.25 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 1628.45 | 562.25 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 1592.75 | 562.25 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 1592.55 | 562.25 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 1615.55 | 562.25 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 1586.55 | 562.25 | 0 | - | 0 | 0 | 0 | |||
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| 18 Mar | 1609.35 | 562.25 | 0 | - | 0 | 0 | 0 | |||
For Infosys Limited - strike price 1320 expiring on 24APR2025
Delta for 1320 CE is 0.76
Historical price for 1320 CE is as follows
On 9 Apr INFY was trading at 1403.70. The strike last trading price was 107.5, which was -30.45 lower than the previous day. The implied volatity was 47.96, the open interest changed by -1 which decreased total open position to 155
On 8 Apr INFY was trading at 1428.80. The strike last trading price was 137.95, which was 27.35 higher than the previous day. The implied volatity was 57.75, the open interest changed by -4 which decreased total open position to 155
On 7 Apr INFY was trading at 1396.75. The strike last trading price was 116.25, which was -26.85 lower than the previous day. The implied volatity was 51.38, the open interest changed by 109 which increased total open position to 159
On 4 Apr INFY was trading at 1451.65. The strike last trading price was 147.1, which was -37.9 lower than the previous day. The implied volatity was 31.69, the open interest changed by 45 which increased total open position to 49
On 3 Apr INFY was trading at 1496.50. The strike last trading price was 185, which was -51 lower than the previous day. The implied volatity was 30.93, the open interest changed by 2 which increased total open position to 4
On 2 Apr INFY was trading at 1550.15. The strike last trading price was 236, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Apr INFY was trading at 1526.50. The strike last trading price was 221, which was -341.25 lower than the previous day. The implied volatity was 38.96, the open interest changed by 1 which increased total open position to 1
On 28 Mar INFY was trading at 1570.65. The strike last trading price was 562.25, 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 27 Mar INFY was trading at 1603.55. The strike last trading price was 562.25, 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 26 Mar INFY was trading at 1599.45. The strike last trading price was 562.25, 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 25 Mar INFY was trading at 1628.45. The strike last trading price was 562.25, 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 24 Mar INFY was trading at 1592.75. The strike last trading price was 562.25, 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 21 Mar INFY was trading at 1592.55. The strike last trading price was 562.25, 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 20 Mar INFY was trading at 1615.55. The strike last trading price was 562.25, 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 19 Mar INFY was trading at 1586.55. The strike last trading price was 562.25, 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 18 Mar INFY was trading at 1609.35. The strike last trading price was 562.25, 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 24APR2025 1320 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.25
Vega: 0.90
Theta: -1.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 1403.70 | 22.9 | 7.25 | 51.11 | 1,534 | -31 | 1,606 |
| 8 Apr | 1428.80 | 15.65 | -12.95 | 47.83 | 1,712 | -1 | 1,625 |
| 7 Apr | 1396.75 | 26.7 | 20.15 | 52.89 | 9,031 | -746 | 1,620 |
| 4 Apr | 1451.65 | 6.05 | 2.05 | 35.84 | 3,636 | 889 | 2,382 |
| 3 Apr | 1496.50 | 4 | 1.9 | 37.29 | 2,061 | 362 | 1,502 |
| 2 Apr | 1550.15 | 2.25 | -0.3 | 38.97 | 365 | -39 | 1,140 |
| 1 Apr | 1526.50 | 2.6 | 0.3 | 36.84 | 2,266 | 729 | 1,181 |
| 28 Mar | 1570.65 | 2.25 | -0.15 | 37.45 | 768 | 209 | 452 |
| 27 Mar | 1603.55 | 2.5 | 0.15 | 41.27 | 263 | 66 | 249 |
| 26 Mar | 1599.45 | 2.7 | 0.7 | 40.58 | 54 | 43 | 183 |
| 25 Mar | 1628.45 | 2 | -1.95 | 39.73 | 176 | 47 | 137 |
| 24 Mar | 1592.75 | 3.95 | 1.25 | 41.88 | 224 | 76 | 89 |
| 21 Mar | 1592.55 | 2.7 | -0.55 | 37.35 | 12 | 0 | 3 |
| 20 Mar | 1615.55 | 3.25 | 0 | 0.00 | 0 | 3 | 0 |
| 19 Mar | 1586.55 | 3.25 | -0.25 | 36.98 | 3 | 2 | 2 |
| 18 Mar | 1609.35 | 3.5 | 3.15 | 39.12 | 2 | 1 | 1 |
For Infosys Limited - strike price 1320 expiring on 24APR2025
Delta for 1320 PE is -0.25
Historical price for 1320 PE is as follows
On 9 Apr INFY was trading at 1403.70. The strike last trading price was 22.9, which was 7.25 higher than the previous day. The implied volatity was 51.11, the open interest changed by -31 which decreased total open position to 1606
On 8 Apr INFY was trading at 1428.80. The strike last trading price was 15.65, which was -12.95 lower than the previous day. The implied volatity was 47.83, the open interest changed by -1 which decreased total open position to 1625
On 7 Apr INFY was trading at 1396.75. The strike last trading price was 26.7, which was 20.15 higher than the previous day. The implied volatity was 52.89, the open interest changed by -746 which decreased total open position to 1620
On 4 Apr INFY was trading at 1451.65. The strike last trading price was 6.05, which was 2.05 higher than the previous day. The implied volatity was 35.84, the open interest changed by 889 which increased total open position to 2382
On 3 Apr INFY was trading at 1496.50. The strike last trading price was 4, which was 1.9 higher than the previous day. The implied volatity was 37.29, the open interest changed by 362 which increased total open position to 1502
On 2 Apr INFY was trading at 1550.15. The strike last trading price was 2.25, which was -0.3 lower than the previous day. The implied volatity was 38.97, the open interest changed by -39 which decreased total open position to 1140
On 1 Apr INFY was trading at 1526.50. The strike last trading price was 2.6, which was 0.3 higher than the previous day. The implied volatity was 36.84, the open interest changed by 729 which increased total open position to 1181
On 28 Mar INFY was trading at 1570.65. The strike last trading price was 2.25, which was -0.15 lower than the previous day. The implied volatity was 37.45, the open interest changed by 209 which increased total open position to 452
On 27 Mar INFY was trading at 1603.55. The strike last trading price was 2.5, which was 0.15 higher than the previous day. The implied volatity was 41.27, the open interest changed by 66 which increased total open position to 249
On 26 Mar INFY was trading at 1599.45. The strike last trading price was 2.7, which was 0.7 higher than the previous day. The implied volatity was 40.58, the open interest changed by 43 which increased total open position to 183
On 25 Mar INFY was trading at 1628.45. The strike last trading price was 2, which was -1.95 lower than the previous day. The implied volatity was 39.73, the open interest changed by 47 which increased total open position to 137
On 24 Mar INFY was trading at 1592.75. The strike last trading price was 3.95, which was 1.25 higher than the previous day. The implied volatity was 41.88, the open interest changed by 76 which increased total open position to 89
On 21 Mar INFY was trading at 1592.55. The strike last trading price was 2.7, which was -0.55 lower than the previous day. The implied volatity was 37.35, the open interest changed by 0 which decreased total open position to 3
On 20 Mar INFY was trading at 1615.55. The strike last trading price was 3.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 19 Mar INFY was trading at 1586.55. The strike last trading price was 3.25, which was -0.25 lower than the previous day. The implied volatity was 36.98, the open interest changed by 2 which increased total open position to 2
On 18 Mar INFY was trading at 1609.35. The strike last trading price was 3.5, which was 3.15 higher than the previous day. The implied volatity was 39.12, the open interest changed by 1 which increased total open position to 1
