INFY
Infosys Limited
Historical option data for INFY
08 Apr 2025 05:50 PM IST
| INFY 24APR2025 1400 CE | ||||||||||
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Delta: 0.62
Vega: 1.14
Theta: -1.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 8 Apr | 1428.80 | 69.5 | 9.85 | 42.97 | 3,581 | -48 | 2,103 | |||
| 7 Apr | 1396.75 | 64 | -15.3 | 48.22 | 15,503 | 1,745 | 2,158 | |||
| 4 Apr | 1451.65 | 82.25 | -30.8 | 32.40 | 857 | 78 | 415 | |||
| 3 Apr | 1496.50 | 113 | -46.6 | 30.61 | 263 | 67 | 338 | |||
| 2 Apr | 1550.15 | 159.6 | 17.75 | 24.15 | 43 | -5 | 270 | |||
| 1 Apr | 1526.50 | 145.15 | -38.3 | 31.13 | 498 | 263 | 272 | |||
| 28 Mar | 1570.65 | 182.15 | -55.25 | 28.40 | 16 | 7 | 9 | |||
| 27 Mar | 1603.55 | 237.4 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 1599.45 | 237.4 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 1628.45 | 237.4 | 29 | 39.30 | 6 | 1 | 3 | |||
| 24 Mar | 1592.75 | 208.35 | -276.1 | 28.72 | 2 | 0 | 0 | |||
| 21 Mar | 1592.55 | 484.45 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 1615.55 | 484.45 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 1586.55 | 484.45 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 1609.35 | 484.45 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 1590.05 | 484.45 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 1579.85 | 484.45 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 1590.85 | 484.45 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 1661.60 | 484.45 | 0 | - | 0 | 0 | 0 | |||
For Infosys Limited - strike price 1400 expiring on 24APR2025
Delta for 1400 CE is 0.62
Historical price for 1400 CE is as follows
On 8 Apr INFY was trading at 1428.80. The strike last trading price was 69.5, which was 9.85 higher than the previous day. The implied volatity was 42.97, the open interest changed by -48 which decreased total open position to 2103
On 7 Apr INFY was trading at 1396.75. The strike last trading price was 64, which was -15.3 lower than the previous day. The implied volatity was 48.22, the open interest changed by 1745 which increased total open position to 2158
On 4 Apr INFY was trading at 1451.65. The strike last trading price was 82.25, which was -30.8 lower than the previous day. The implied volatity was 32.40, the open interest changed by 78 which increased total open position to 415
On 3 Apr INFY was trading at 1496.50. The strike last trading price was 113, which was -46.6 lower than the previous day. The implied volatity was 30.61, the open interest changed by 67 which increased total open position to 338
On 2 Apr INFY was trading at 1550.15. The strike last trading price was 159.6, which was 17.75 higher than the previous day. The implied volatity was 24.15, the open interest changed by -5 which decreased total open position to 270
On 1 Apr INFY was trading at 1526.50. The strike last trading price was 145.15, which was -38.3 lower than the previous day. The implied volatity was 31.13, the open interest changed by 263 which increased total open position to 272
On 28 Mar INFY was trading at 1570.65. The strike last trading price was 182.15, which was -55.25 lower than the previous day. The implied volatity was 28.40, the open interest changed by 7 which increased total open position to 9
On 27 Mar INFY was trading at 1603.55. The strike last trading price was 237.4, 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 26 Mar INFY was trading at 1599.45. The strike last trading price was 237.4, 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 25 Mar INFY was trading at 1628.45. The strike last trading price was 237.4, which was 29 higher than the previous day. The implied volatity was 39.30, the open interest changed by 1 which increased total open position to 3
On 24 Mar INFY was trading at 1592.75. The strike last trading price was 208.35, which was -276.1 lower than the previous day. The implied volatity was 28.72, 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 484.45, 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 484.45, 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 484.45, 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 484.45, 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 484.45, 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 484.45, 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 484.45, 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 484.45, 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 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.38
Vega: 1.14
Theta: -1.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 1428.80 | 36.45 | -20.55 | 43.91 | 7,951 | 176 | 2,640 |
| 7 Apr | 1396.75 | 53.3 | 31.3 | 48.89 | 11,458 | -1,622 | 2,466 |
| 4 Apr | 1451.65 | 20.2 | 6 | 33.91 | 9,219 | 552 | 4,072 |
| 3 Apr | 1496.50 | 14.45 | 7.4 | 36.34 | 7,040 | 843 | 3,529 |
| 2 Apr | 1550.15 | 7.25 | -2.15 | 36.38 | 2,113 | -57 | 2,706 |
| 1 Apr | 1526.50 | 9.3 | 2.9 | 35.28 | 5,389 | 995 | 2,755 |
| 28 Mar | 1570.65 | 6.45 | 0.95 | 34.58 | 2,170 | 752 | 1,760 |
| 27 Mar | 1603.55 | 5.4 | -0.6 | 36.83 | 1,019 | 25 | 1,001 |
| 26 Mar | 1599.45 | 6.5 | 1.45 | 37.23 | 438 | 124 | 972 |
| 25 Mar | 1628.45 | 5.45 | -2 | 37.37 | 693 | 1 | 838 |
| 24 Mar | 1592.75 | 7.3 | 0.9 | 36.63 | 1,036 | 320 | 837 |
| 21 Mar | 1592.55 | 6.45 | 0.4 | 34.17 | 632 | 73 | 518 |
| 20 Mar | 1615.55 | 6.45 | -1.05 | 35.21 | 464 | 6 | 441 |
| 19 Mar | 1586.55 | 7.3 | 1.1 | 33.71 | 415 | 219 | 437 |
| 18 Mar | 1609.35 | 6.05 | -1.5 | 33.71 | 186 | 52 | 238 |
| 17 Mar | 1590.05 | 7.75 | -2.05 | 33.54 | 297 | -3 | 189 |
| 13 Mar | 1579.85 | 10.6 | 1.85 | 33.88 | 209 | 43 | 191 |
| 12 Mar | 1590.85 | 8.8 | 7.6 | 32.91 | 359 | 147 | 147 |
| 11 Mar | 1661.60 | 1.2 | 0 | 13.54 | 0 | 0 | 0 |
For Infosys Limited - strike price 1400 expiring on 24APR2025
Delta for 1400 PE is -0.38
Historical price for 1400 PE is as follows
On 8 Apr INFY was trading at 1428.80. The strike last trading price was 36.45, which was -20.55 lower than the previous day. The implied volatity was 43.91, the open interest changed by 176 which increased total open position to 2640
On 7 Apr INFY was trading at 1396.75. The strike last trading price was 53.3, which was 31.3 higher than the previous day. The implied volatity was 48.89, the open interest changed by -1622 which decreased total open position to 2466
On 4 Apr INFY was trading at 1451.65. The strike last trading price was 20.2, which was 6 higher than the previous day. The implied volatity was 33.91, the open interest changed by 552 which increased total open position to 4072
On 3 Apr INFY was trading at 1496.50. The strike last trading price was 14.45, which was 7.4 higher than the previous day. The implied volatity was 36.34, the open interest changed by 843 which increased total open position to 3529
On 2 Apr INFY was trading at 1550.15. The strike last trading price was 7.25, which was -2.15 lower than the previous day. The implied volatity was 36.38, the open interest changed by -57 which decreased total open position to 2706
On 1 Apr INFY was trading at 1526.50. The strike last trading price was 9.3, which was 2.9 higher than the previous day. The implied volatity was 35.28, the open interest changed by 995 which increased total open position to 2755
On 28 Mar INFY was trading at 1570.65. The strike last trading price was 6.45, which was 0.95 higher than the previous day. The implied volatity was 34.58, the open interest changed by 752 which increased total open position to 1760
On 27 Mar INFY was trading at 1603.55. The strike last trading price was 5.4, which was -0.6 lower than the previous day. The implied volatity was 36.83, the open interest changed by 25 which increased total open position to 1001
On 26 Mar INFY was trading at 1599.45. The strike last trading price was 6.5, which was 1.45 higher than the previous day. The implied volatity was 37.23, the open interest changed by 124 which increased total open position to 972
On 25 Mar INFY was trading at 1628.45. The strike last trading price was 5.45, which was -2 lower than the previous day. The implied volatity was 37.37, the open interest changed by 1 which increased total open position to 838
On 24 Mar INFY was trading at 1592.75. The strike last trading price was 7.3, which was 0.9 higher than the previous day. The implied volatity was 36.63, the open interest changed by 320 which increased total open position to 837
On 21 Mar INFY was trading at 1592.55. The strike last trading price was 6.45, which was 0.4 higher than the previous day. The implied volatity was 34.17, the open interest changed by 73 which increased total open position to 518
On 20 Mar INFY was trading at 1615.55. The strike last trading price was 6.45, which was -1.05 lower than the previous day. The implied volatity was 35.21, the open interest changed by 6 which increased total open position to 441
On 19 Mar INFY was trading at 1586.55. The strike last trading price was 7.3, which was 1.1 higher than the previous day. The implied volatity was 33.71, the open interest changed by 219 which increased total open position to 437
On 18 Mar INFY was trading at 1609.35. The strike last trading price was 6.05, which was -1.5 lower than the previous day. The implied volatity was 33.71, the open interest changed by 52 which increased total open position to 238
On 17 Mar INFY was trading at 1590.05. The strike last trading price was 7.75, which was -2.05 lower than the previous day. The implied volatity was 33.54, the open interest changed by -3 which decreased total open position to 189
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 10.6, which was 1.85 higher than the previous day. The implied volatity was 33.88, the open interest changed by 43 which increased total open position to 191
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 8.8, which was 7.6 higher than the previous day. The implied volatity was 32.91, the open interest changed by 147 which increased total open position to 147
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 1.2, which was 0 lower than the previous day. The implied volatity was 13.54, the open interest changed by 0 which decreased total open position to 0
