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[--[65.84.65.76]--]
INFY
Infosys Limited

1409.45 5.75 (0.41%)

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Historical option data for INFY

11 Apr 2025 04:10 PM IST
INFY 24APR2025 1340 CE
Delta: 0.77
Vega: 0.82
Theta: -1.72
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1409.45 99.05 4.85 45.92 186 -25 216
9 Apr 1403.70 92.7 -18.75 47.16 393 46 241
8 Apr 1428.80 111.55 14.7 44.76 140 -54 197
7 Apr 1396.75 102.95 -22.15 51.62 1,993 149 253
4 Apr 1451.65 130 -309.25 32.78 158 102 102
3 Apr 1496.50 439.25 0 0.00 0 0 0
2 Apr 1550.15 439.25 0 0.00 0 0 0
1 Apr 1526.50 439.25 0 0.00 0 0 0
28 Mar 1570.65 439.25 0 - 0 0 0
27 Mar 1603.55 439.25 0 - 0 0 0
26 Mar 1599.45 439.25 0 - 0 0 0
25 Mar 1628.45 439.25 0 - 0 0 0
24 Mar 1592.75 439.25 0 - 0 0 0
21 Mar 1592.55 439.25 0 - 0 0 0
20 Mar 1615.55 439.25 0 - 0 0 0
19 Mar 1586.55 439.25 0 - 0 0 0
18 Mar 1609.35 439.25 0 - 0 0 0


For Infosys Limited - strike price 1340 expiring on 24APR2025

Delta for 1340 CE is 0.77

Historical price for 1340 CE is as follows

On 11 Apr INFY was trading at 1409.45. The strike last trading price was 99.05, which was 4.85 higher than the previous day. The implied volatity was 45.92, the open interest changed by -25 which decreased total open position to 216


On 9 Apr INFY was trading at 1403.70. The strike last trading price was 92.7, which was -18.75 lower than the previous day. The implied volatity was 47.16, the open interest changed by 46 which increased total open position to 241


On 8 Apr INFY was trading at 1428.80. The strike last trading price was 111.55, which was 14.7 higher than the previous day. The implied volatity was 44.76, the open interest changed by -54 which decreased total open position to 197


On 7 Apr INFY was trading at 1396.75. The strike last trading price was 102.95, which was -22.15 lower than the previous day. The implied volatity was 51.62, the open interest changed by 149 which increased total open position to 253


On 4 Apr INFY was trading at 1451.65. The strike last trading price was 130, which was -309.25 lower than the previous day. The implied volatity was 32.78, the open interest changed by 102 which increased total open position to 102


On 3 Apr INFY was trading at 1496.50. The strike last trading price was 439.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 2 Apr INFY was trading at 1550.15. The strike last trading price was 439.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 1 Apr INFY was trading at 1526.50. The strike last trading price was 439.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 28 Mar INFY was trading at 1570.65. The strike last trading price was 439.25, 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 439.25, 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 439.25, 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 439.25, 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 439.25, 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 439.25, 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 439.25, 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 439.25, 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 439.25, 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 1340 PE
Delta: -0.24
Vega: 0.84
Theta: -1.44
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1409.45 19.25 -6.9 48.06 2,254 -21 1,477
9 Apr 1403.70 27.9 8.4 49.92 3,007 116 1,500
8 Apr 1428.80 19.45 -14.65 46.73 2,405 278 1,383
7 Apr 1396.75 31.7 22.9 51.60 8,970 -126 1,107
4 Apr 1451.65 8.2 2.75 35.10 1,908 79 1,252
3 Apr 1496.50 5.6 2.9 36.91 1,586 225 1,168
2 Apr 1550.15 2.7 -0.7 37.36 1,015 -179 945
1 Apr 1526.50 3.45 0.5 35.96 1,930 976 1,127
28 Mar 1570.65 2.95 0.4 36.73 353 125 151
27 Mar 1603.55 2.55 -0.9 38.85 10 4 24
26 Mar 1599.45 3.45 -0.05 39.91 14 0 20
25 Mar 1628.45 3.45 -1.25 41.36 6 4 19
24 Mar 1592.75 4.6 4.3 40.57 22 14 14
21 Mar 1592.55 0.3 0 14.91 0 0 0
20 Mar 1615.55 0.3 0 16.21 0 0 0
19 Mar 1586.55 0.3 0 14.08 0 0 0
18 Mar 1609.35 0.3 0 14.96 0 0 0


For Infosys Limited - strike price 1340 expiring on 24APR2025

Delta for 1340 PE is -0.24

Historical price for 1340 PE is as follows

On 11 Apr INFY was trading at 1409.45. The strike last trading price was 19.25, which was -6.9 lower than the previous day. The implied volatity was 48.06, the open interest changed by -21 which decreased total open position to 1477


On 9 Apr INFY was trading at 1403.70. The strike last trading price was 27.9, which was 8.4 higher than the previous day. The implied volatity was 49.92, the open interest changed by 116 which increased total open position to 1500


On 8 Apr INFY was trading at 1428.80. The strike last trading price was 19.45, which was -14.65 lower than the previous day. The implied volatity was 46.73, the open interest changed by 278 which increased total open position to 1383


On 7 Apr INFY was trading at 1396.75. The strike last trading price was 31.7, which was 22.9 higher than the previous day. The implied volatity was 51.60, the open interest changed by -126 which decreased total open position to 1107


On 4 Apr INFY was trading at 1451.65. The strike last trading price was 8.2, which was 2.75 higher than the previous day. The implied volatity was 35.10, the open interest changed by 79 which increased total open position to 1252


On 3 Apr INFY was trading at 1496.50. The strike last trading price was 5.6, which was 2.9 higher than the previous day. The implied volatity was 36.91, the open interest changed by 225 which increased total open position to 1168


On 2 Apr INFY was trading at 1550.15. The strike last trading price was 2.7, which was -0.7 lower than the previous day. The implied volatity was 37.36, the open interest changed by -179 which decreased total open position to 945


On 1 Apr INFY was trading at 1526.50. The strike last trading price was 3.45, which was 0.5 higher than the previous day. The implied volatity was 35.96, the open interest changed by 976 which increased total open position to 1127


On 28 Mar INFY was trading at 1570.65. The strike last trading price was 2.95, which was 0.4 higher than the previous day. The implied volatity was 36.73, the open interest changed by 125 which increased total open position to 151


On 27 Mar INFY was trading at 1603.55. The strike last trading price was 2.55, which was -0.9 lower than the previous day. The implied volatity was 38.85, the open interest changed by 4 which increased total open position to 24


On 26 Mar INFY was trading at 1599.45. The strike last trading price was 3.45, which was -0.05 lower than the previous day. The implied volatity was 39.91, the open interest changed by 0 which decreased total open position to 20


On 25 Mar INFY was trading at 1628.45. The strike last trading price was 3.45, which was -1.25 lower than the previous day. The implied volatity was 41.36, the open interest changed by 4 which increased total open position to 19


On 24 Mar INFY was trading at 1592.75. The strike last trading price was 4.6, which was 4.3 higher than the previous day. The implied volatity was 40.57, the open interest changed by 14 which increased total open position to 14


On 21 Mar INFY was trading at 1592.55. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 14.91, 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 0.3, which was 0 lower than the previous day. The implied volatity was 16.21, 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 0.3, which was 0 lower than the previous day. The implied volatity was 14.08, 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 0.3, which was 0 lower than the previous day. The implied volatity was 14.96, the open interest changed by 0 which decreased total open position to 0