INFY
Infosys Limited
Historical option data for INFY
11 Apr 2025 04:10 PM IST
INFY 24APR2025 1340 CE | ||||||||||
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Delta: 0.77
Vega: 0.82
Theta: -1.72
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.24
Vega: 0.84
Theta: -1.44
Gamma: 0.00
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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