INFY
Infosys Limited
Historical option data for INFY
24 Feb 2026 04:10 PM IST
| INFY 30-MAR-2026 1340 CE | ||||||||||||||||
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Delta: 0.39
Vega: 1.5
Theta: -0.91
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Feb | 1275.50 | 35.6 | -13.6 | 35.38 | 9,293 | 849 | 3,712 | |||||||||
| 23 Feb | 1327.50 | 49.25 | -15.8 | 29.8 | 5,211 | 1,192 | 2,837 | |||||||||
| 20 Feb | 1353.20 | 65.25 | -13.7 | 29.4 | 1,470 | 378 | 1,637 | |||||||||
| 19 Feb | 1370.50 | 76.6 | -3.35 | 30.66 | 905 | 293 | 1,261 | |||||||||
| 18 Feb | 1373.70 | 79.55 | -19.7 | 29.78 | 714 | 153 | 985 | |||||||||
| 17 Feb | 1391.20 | 99.35 | 14 | 33.36 | 535 | -23 | 838 | |||||||||
| 16 Feb | 1365.60 | 88.45 | 1.3 | 34.69 | 1,459 | 663 | 878 | |||||||||
| 13 Feb | 1369.10 | 86.95 | -14.05 | 32.68 | 960 | 210 | 217 | |||||||||
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| 12 Feb | 1386.00 | 100 | -258.15 | 33.97 | 8 | 5 | 5 | |||||||||
| 11 Feb | 1471.90 | 358.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 1497.80 | 358.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 1497.20 | 358.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 1507.10 | 358.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 1520.20 | 358.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 1535.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Infosys Limited - strike price 1340 expiring on 30MAR2026
Delta for 1340 CE is 0.39
Historical price for 1340 CE is as follows
On 24 Feb INFY was trading at 1275.50. The strike last trading price was 35.6, which was -13.6 lower than the previous day. The implied volatity was 35.38, the open interest changed by 849 which increased total open position to 3712
On 23 Feb INFY was trading at 1327.50. The strike last trading price was 49.25, which was -15.8 lower than the previous day. The implied volatity was 29.8, the open interest changed by 1192 which increased total open position to 2837
On 20 Feb INFY was trading at 1353.20. The strike last trading price was 65.25, which was -13.7 lower than the previous day. The implied volatity was 29.4, the open interest changed by 378 which increased total open position to 1637
On 19 Feb INFY was trading at 1370.50. The strike last trading price was 76.6, which was -3.35 lower than the previous day. The implied volatity was 30.66, the open interest changed by 293 which increased total open position to 1261
On 18 Feb INFY was trading at 1373.70. The strike last trading price was 79.55, which was -19.7 lower than the previous day. The implied volatity was 29.78, the open interest changed by 153 which increased total open position to 985
On 17 Feb INFY was trading at 1391.20. The strike last trading price was 99.35, which was 14 higher than the previous day. The implied volatity was 33.36, the open interest changed by -23 which decreased total open position to 838
On 16 Feb INFY was trading at 1365.60. The strike last trading price was 88.45, which was 1.3 higher than the previous day. The implied volatity was 34.69, the open interest changed by 663 which increased total open position to 878
On 13 Feb INFY was trading at 1369.10. The strike last trading price was 86.95, which was -14.05 lower than the previous day. The implied volatity was 32.68, the open interest changed by 210 which increased total open position to 217
On 12 Feb INFY was trading at 1386.00. The strike last trading price was 100, which was -258.15 lower than the previous day. The implied volatity was 33.97, the open interest changed by 5 which increased total open position to 5
On 11 Feb INFY was trading at 1471.90. The strike last trading price was 358.15, 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 10 Feb INFY was trading at 1497.80. The strike last trading price was 358.15, 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 9 Feb INFY was trading at 1497.20. The strike last trading price was 358.15, 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 6 Feb INFY was trading at 1507.10. The strike last trading price was 358.15, 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 5 Feb INFY was trading at 1520.20. The strike last trading price was 358.15, 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 4 Feb INFY was trading at 1535.80. The strike last trading price was 0, 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 30MAR2026 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.6
Vega: 1.51
Theta: -0.62
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Feb | 1275.50 | 87.55 | 28.85 | 38.5 | 2,041 | -15 | 2,008 |
| 23 Feb | 1327.50 | 60.8 | 9.9 | 37.33 | 3,016 | 18 | 2,017 |
| 20 Feb | 1353.20 | 51 | 6.25 | 36.87 | 2,126 | 251 | 2,000 |
| 19 Feb | 1370.50 | 46.2 | 1.8 | 36.79 | 966 | 24 | 1,743 |
| 18 Feb | 1373.70 | 46.4 | 3.5 | 37.72 | 1,302 | 282 | 1,724 |
| 17 Feb | 1391.20 | 43.45 | -10.15 | 39.56 | 1,112 | 198 | 1,437 |
| 16 Feb | 1365.60 | 51.8 | -1 | 39.64 | 1,586 | 766 | 1,238 |
| 13 Feb | 1369.10 | 53.85 | 12.25 | 39.47 | 1,066 | 169 | 473 |
| 12 Feb | 1386.00 | 43.3 | 27.8 | 36.31 | 665 | 134 | 304 |
| 11 Feb | 1471.90 | 16.5 | 5.5 | 32.86 | 194 | 69 | 164 |
| 10 Feb | 1497.80 | 11 | 0.4 | 30.97 | 20 | 2 | 94 |
| 9 Feb | 1497.20 | 10.6 | 0.6 | 30.56 | 22 | 7 | 91 |
| 6 Feb | 1507.10 | 9.7 | 0.25 | 29.91 | 151 | 6 | 84 |
| 5 Feb | 1520.20 | 9.95 | -0.9 | 31.35 | 158 | 53 | 77 |
| 4 Feb | 1535.80 | 11 | 9.55 | 33.45 | 40 | 24 | 24 |
For Infosys Limited - strike price 1340 expiring on 30MAR2026
Delta for 1340 PE is -0.6
Historical price for 1340 PE is as follows
On 24 Feb INFY was trading at 1275.50. The strike last trading price was 87.55, which was 28.85 higher than the previous day. The implied volatity was 38.5, the open interest changed by -15 which decreased total open position to 2008
On 23 Feb INFY was trading at 1327.50. The strike last trading price was 60.8, which was 9.9 higher than the previous day. The implied volatity was 37.33, the open interest changed by 18 which increased total open position to 2017
On 20 Feb INFY was trading at 1353.20. The strike last trading price was 51, which was 6.25 higher than the previous day. The implied volatity was 36.87, the open interest changed by 251 which increased total open position to 2000
On 19 Feb INFY was trading at 1370.50. The strike last trading price was 46.2, which was 1.8 higher than the previous day. The implied volatity was 36.79, the open interest changed by 24 which increased total open position to 1743
On 18 Feb INFY was trading at 1373.70. The strike last trading price was 46.4, which was 3.5 higher than the previous day. The implied volatity was 37.72, the open interest changed by 282 which increased total open position to 1724
On 17 Feb INFY was trading at 1391.20. The strike last trading price was 43.45, which was -10.15 lower than the previous day. The implied volatity was 39.56, the open interest changed by 198 which increased total open position to 1437
On 16 Feb INFY was trading at 1365.60. The strike last trading price was 51.8, which was -1 lower than the previous day. The implied volatity was 39.64, the open interest changed by 766 which increased total open position to 1238
On 13 Feb INFY was trading at 1369.10. The strike last trading price was 53.85, which was 12.25 higher than the previous day. The implied volatity was 39.47, the open interest changed by 169 which increased total open position to 473
On 12 Feb INFY was trading at 1386.00. The strike last trading price was 43.3, which was 27.8 higher than the previous day. The implied volatity was 36.31, the open interest changed by 134 which increased total open position to 304
On 11 Feb INFY was trading at 1471.90. The strike last trading price was 16.5, which was 5.5 higher than the previous day. The implied volatity was 32.86, the open interest changed by 69 which increased total open position to 164
On 10 Feb INFY was trading at 1497.80. The strike last trading price was 11, which was 0.4 higher than the previous day. The implied volatity was 30.97, the open interest changed by 2 which increased total open position to 94
On 9 Feb INFY was trading at 1497.20. The strike last trading price was 10.6, which was 0.6 higher than the previous day. The implied volatity was 30.56, the open interest changed by 7 which increased total open position to 91
On 6 Feb INFY was trading at 1507.10. The strike last trading price was 9.7, which was 0.25 higher than the previous day. The implied volatity was 29.91, the open interest changed by 6 which increased total open position to 84
On 5 Feb INFY was trading at 1520.20. The strike last trading price was 9.95, which was -0.9 lower than the previous day. The implied volatity was 31.35, the open interest changed by 53 which increased total open position to 77
On 4 Feb INFY was trading at 1535.80. The strike last trading price was 11, which was 9.55 higher than the previous day. The implied volatity was 33.45, the open interest changed by 24 which increased total open position to 24
