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

1579.85 -11.00 (-0.69%)

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Historical option data for INFY

13 Mar 2025 04:10 PM IST
INFY 27MAR2025 1360 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 1579.85 232 0 0.00 0 2 0
12 Mar 1590.85 232 -340.35 - 4 2 2
11 Mar 1661.60 572.35 0 - 0 0 0
10 Mar 1701.45 572.35 0 - 0 0 0
7 Mar 1686.00 572.35 0 - 0 0 0
6 Mar 1715.85 572.35 0 - 0 0 0
5 Mar 1711.50 572.35 0 - 0 0 0
4 Mar 1688.30 572.35 0 - 0 0 0


For Infosys Limited - strike price 1360 expiring on 27MAR2025

Delta for 1360 CE is 0.00

Historical price for 1360 CE is as follows

On 13 Mar INFY was trading at 1579.85. The strike last trading price was 232, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 12 Mar INFY was trading at 1590.85. The strike last trading price was 232, which was -340.35 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 11 Mar INFY was trading at 1661.60. The strike last trading price was 572.35, 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 Mar INFY was trading at 1701.45. The strike last trading price was 572.35, 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 7 Mar INFY was trading at 1686.00. The strike last trading price was 572.35, 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 Mar INFY was trading at 1715.85. The strike last trading price was 572.35, 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 Mar INFY was trading at 1711.50. The strike last trading price was 572.35, 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 Mar INFY was trading at 1688.30. The strike last trading price was 572.35, 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 27MAR2025 1360 PE
Delta: -0.02
Vega: 0.17
Theta: -0.23
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 1579.85 1.1 -0.1 40.02 477 -12 565
12 Mar 1590.85 1.2 0.65 40.74 3,594 362 424
11 Mar 1661.60 0.55 0.2 43.32 57 -4 62
10 Mar 1701.45 0.35 -0.25 43.55 14 1 66
7 Mar 1686.00 0.6 0.2 41.51 193 -26 65
6 Mar 1715.85 0.4 -0.2 40.91 29 -23 95
5 Mar 1711.50 0.6 -0.4 41.68 4 -2 117
4 Mar 1688.30 1 0.65 41.54 145 115 115


For Infosys Limited - strike price 1360 expiring on 27MAR2025

Delta for 1360 PE is -0.02

Historical price for 1360 PE is as follows

On 13 Mar INFY was trading at 1579.85. The strike last trading price was 1.1, which was -0.1 lower than the previous day. The implied volatity was 40.02, the open interest changed by -12 which decreased total open position to 565


On 12 Mar INFY was trading at 1590.85. The strike last trading price was 1.2, which was 0.65 higher than the previous day. The implied volatity was 40.74, the open interest changed by 362 which increased total open position to 424


On 11 Mar INFY was trading at 1661.60. The strike last trading price was 0.55, which was 0.2 higher than the previous day. The implied volatity was 43.32, the open interest changed by -4 which decreased total open position to 62


On 10 Mar INFY was trading at 1701.45. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 43.55, the open interest changed by 1 which increased total open position to 66


On 7 Mar INFY was trading at 1686.00. The strike last trading price was 0.6, which was 0.2 higher than the previous day. The implied volatity was 41.51, the open interest changed by -26 which decreased total open position to 65


On 6 Mar INFY was trading at 1715.85. The strike last trading price was 0.4, which was -0.2 lower than the previous day. The implied volatity was 40.91, the open interest changed by -23 which decreased total open position to 95


On 5 Mar INFY was trading at 1711.50. The strike last trading price was 0.6, which was -0.4 lower than the previous day. The implied volatity was 41.68, the open interest changed by -2 which decreased total open position to 117


On 4 Mar INFY was trading at 1688.30. The strike last trading price was 1, which was 0.65 higher than the previous day. The implied volatity was 41.54, the open interest changed by 115 which increased total open position to 115