INFY
Infosys Limited
Historical option data for INFY
08 Apr 2025 05:50 PM IST
| INFY 24APR2025 1360 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 0.99
Theta: -1.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 1428.80 | 96.95 | 13.8 | 44.60 | 396 | -64 | 401 | |||
| 7 Apr | 1396.75 | 88.5 | -20.85 | 50.06 | 4,752 | 342 | 454 | |||
| 4 Apr | 1451.65 | 112.85 | -31.4 | 32.38 | 122 | 84 | 108 | |||
| 3 Apr | 1496.50 | 144.25 | -379 | 21.24 | 26 | 13 | 13 | |||
| 2 Apr | 1550.15 | 523.25 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 1526.50 | 523.25 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 1570.65 | 523.25 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 1603.55 | 523.25 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 1599.45 | 523.25 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 1628.45 | 523.25 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 1592.75 | 523.25 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 1592.55 | 523.25 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 1615.55 | 523.25 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 1586.55 | 523.25 | 0 | - | 0 | 0 | 0 | |||
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| 18 Mar | 1609.35 | 523.25 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 1590.05 | 523.25 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 1579.85 | 523.25 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 1590.85 | 523.25 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 1661.60 | 523.25 | 0 | - | 0 | 0 | 0 | |||
For Infosys Limited - strike price 1360 expiring on 24APR2025
Delta for 1360 CE is 0.73
Historical price for 1360 CE is as follows
On 8 Apr INFY was trading at 1428.80. The strike last trading price was 96.95, which was 13.8 higher than the previous day. The implied volatity was 44.60, the open interest changed by -64 which decreased total open position to 401
On 7 Apr INFY was trading at 1396.75. The strike last trading price was 88.5, which was -20.85 lower than the previous day. The implied volatity was 50.06, the open interest changed by 342 which increased total open position to 454
On 4 Apr INFY was trading at 1451.65. The strike last trading price was 112.85, which was -31.4 lower than the previous day. The implied volatity was 32.38, the open interest changed by 84 which increased total open position to 108
On 3 Apr INFY was trading at 1496.50. The strike last trading price was 144.25, which was -379 lower than the previous day. The implied volatity was 21.24, the open interest changed by 13 which increased total open position to 13
On 2 Apr INFY was trading at 1550.15. The strike last trading price was 523.25, 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 1 Apr INFY was trading at 1526.50. The strike last trading price was 523.25, 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 28 Mar INFY was trading at 1570.65. The strike last trading price was 523.25, 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 523.25, 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 523.25, 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 523.25, 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 523.25, 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 523.25, 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 523.25, 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 523.25, 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 523.25, 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 17 Mar INFY was trading at 1590.05. The strike last trading price was 523.25, 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 13 Mar INFY was trading at 1579.85. The strike last trading price was 523.25, 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 12 Mar INFY was trading at 1590.85. The strike last trading price was 523.25, 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 11 Mar INFY was trading at 1661.60. The strike last trading price was 523.25, 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 1360 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 0.99
Theta: -1.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 1428.80 | 24.15 | -16.45 | 45.76 | 4,776 | -155 | 1,663 |
| 7 Apr | 1396.75 | 37.8 | 25.8 | 50.52 | 17,536 | 201 | 5,309 |
| 4 Apr | 1451.65 | 10.95 | 3.4 | 34.32 | 4,687 | -129 | 5,104 |
| 3 Apr | 1496.50 | 7.65 | 4.25 | 36.45 | 3,794 | 635 | 5,229 |
| 2 Apr | 1550.15 | 3.5 | -1.05 | 36.33 | 1,280 | -156 | 4,594 |
| 1 Apr | 1526.50 | 4.6 | 0.75 | 35.21 | 7,216 | 3,023 | 4,756 |
| 28 Mar | 1570.65 | 4 | 0.1 | 36.32 | 1,406 | 47 | 1,733 |
| 27 Mar | 1603.55 | 3.85 | -0.3 | 39.43 | 439 | 84 | 1,685 |
| 26 Mar | 1599.45 | 4.4 | 0.75 | 39.27 | 290 | 10 | 1,600 |
| 25 Mar | 1628.45 | 3.9 | -1.55 | 39.79 | 364 | 18 | 1,590 |
| 24 Mar | 1592.75 | 5.45 | 0.65 | 39.42 | 1,243 | 405 | 1,572 |
| 21 Mar | 1592.55 | 4.7 | 0.6 | 36.67 | 913 | 561 | 1,166 |
| 20 Mar | 1615.55 | 4.4 | -0.8 | 37.02 | 311 | 127 | 605 |
| 19 Mar | 1586.55 | 5.15 | 0.7 | 35.83 | 124 | 38 | 479 |
| 18 Mar | 1609.35 | 4.2 | -1.15 | 35.66 | 177 | 46 | 441 |
| 17 Mar | 1590.05 | 5.3 | -1.3 | 35.30 | 195 | 32 | 391 |
| 13 Mar | 1579.85 | 6.7 | 0.5 | 34.62 | 281 | 123 | 360 |
| 12 Mar | 1590.85 | 6.3 | 2.65 | 34.80 | 417 | 238 | 239 |
| 11 Mar | 1661.60 | 3.65 | 3 | 36.83 | 5 | 2 | 2 |
For Infosys Limited - strike price 1360 expiring on 24APR2025
Delta for 1360 PE is -0.27
Historical price for 1360 PE is as follows
On 8 Apr INFY was trading at 1428.80. The strike last trading price was 24.15, which was -16.45 lower than the previous day. The implied volatity was 45.76, the open interest changed by -155 which decreased total open position to 1663
On 7 Apr INFY was trading at 1396.75. The strike last trading price was 37.8, which was 25.8 higher than the previous day. The implied volatity was 50.52, the open interest changed by 201 which increased total open position to 5309
On 4 Apr INFY was trading at 1451.65. The strike last trading price was 10.95, which was 3.4 higher than the previous day. The implied volatity was 34.32, the open interest changed by -129 which decreased total open position to 5104
On 3 Apr INFY was trading at 1496.50. The strike last trading price was 7.65, which was 4.25 higher than the previous day. The implied volatity was 36.45, the open interest changed by 635 which increased total open position to 5229
On 2 Apr INFY was trading at 1550.15. The strike last trading price was 3.5, which was -1.05 lower than the previous day. The implied volatity was 36.33, the open interest changed by -156 which decreased total open position to 4594
On 1 Apr INFY was trading at 1526.50. The strike last trading price was 4.6, which was 0.75 higher than the previous day. The implied volatity was 35.21, the open interest changed by 3023 which increased total open position to 4756
On 28 Mar INFY was trading at 1570.65. The strike last trading price was 4, which was 0.1 higher than the previous day. The implied volatity was 36.32, the open interest changed by 47 which increased total open position to 1733
On 27 Mar INFY was trading at 1603.55. The strike last trading price was 3.85, which was -0.3 lower than the previous day. The implied volatity was 39.43, the open interest changed by 84 which increased total open position to 1685
On 26 Mar INFY was trading at 1599.45. The strike last trading price was 4.4, which was 0.75 higher than the previous day. The implied volatity was 39.27, the open interest changed by 10 which increased total open position to 1600
On 25 Mar INFY was trading at 1628.45. The strike last trading price was 3.9, which was -1.55 lower than the previous day. The implied volatity was 39.79, the open interest changed by 18 which increased total open position to 1590
On 24 Mar INFY was trading at 1592.75. The strike last trading price was 5.45, which was 0.65 higher than the previous day. The implied volatity was 39.42, the open interest changed by 405 which increased total open position to 1572
On 21 Mar INFY was trading at 1592.55. The strike last trading price was 4.7, which was 0.6 higher than the previous day. The implied volatity was 36.67, the open interest changed by 561 which increased total open position to 1166
On 20 Mar INFY was trading at 1615.55. The strike last trading price was 4.4, which was -0.8 lower than the previous day. The implied volatity was 37.02, the open interest changed by 127 which increased total open position to 605
On 19 Mar INFY was trading at 1586.55. The strike last trading price was 5.15, which was 0.7 higher than the previous day. The implied volatity was 35.83, the open interest changed by 38 which increased total open position to 479
On 18 Mar INFY was trading at 1609.35. The strike last trading price was 4.2, which was -1.15 lower than the previous day. The implied volatity was 35.66, the open interest changed by 46 which increased total open position to 441
On 17 Mar INFY was trading at 1590.05. The strike last trading price was 5.3, which was -1.3 lower than the previous day. The implied volatity was 35.30, the open interest changed by 32 which increased total open position to 391
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 6.7, which was 0.5 higher than the previous day. The implied volatity was 34.62, the open interest changed by 123 which increased total open position to 360
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 6.3, which was 2.65 higher than the previous day. The implied volatity was 34.80, the open interest changed by 238 which increased total open position to 239
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 3.65, which was 3 higher than the previous day. The implied volatity was 36.83, the open interest changed by 2 which increased total open position to 2
