INFY
Infosys Limited
Historical option data for INFY
13 Mar 2025 04:10 PM IST
INFY 27MAR2025 1360 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.02
Vega: 0.17
Theta: -0.23
Gamma: 0.00
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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