INFY
Infosys Limited
Historical option data for INFY
13 Mar 2025 04:10 PM IST
| INFY 27MAR2025 1400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 0.64
Theta: -1.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 13 Mar | 1579.85 | 196 | 15 | 57.88 | 1 | 0 | 4 | |||
| 12 Mar | 1590.85 | 181 | -352.4 | - | 8 | 6 | 6 | |||
| 11 Mar | 1661.60 | 533.4 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 1701.45 | 533.4 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 1686.00 | 533.4 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 1715.85 | 533.4 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 1711.50 | 533.4 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 1688.30 | 533.4 | 0 | - | 0 | 0 | 0 | |||
For Infosys Limited - strike price 1400 expiring on 27MAR2025
Delta for 1400 CE is 0.88
Historical price for 1400 CE is as follows
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 196, which was 15 higher than the previous day. The implied volatity was 57.88, the open interest changed by 0 which decreased total open position to 4
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 181, which was -352.4 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 533.4, 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 533.4, 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 533.4, 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 533.4, 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 533.4, 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 533.4, 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 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.24
Theta: -0.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1579.85 | 1.6 | -0.05 | 35.81 | 1,030 | 15 | 820 |
| 12 Mar | 1590.85 | 1.9 | 1.4 | 37.39 | 4,482 | 785 | 809 |
| 11 Mar | 1661.60 | 0.5 | -0.1 | 37.42 | 47 | 6 | 26 |
| 10 Mar | 1701.45 | 0.6 | 0 | 0.00 | 0 | -5 | 0 |
| 7 Mar | 1686.00 | 0.6 | 0 | 36.66 | 44 | -6 | 19 |
| 6 Mar | 1715.85 | 0.6 | -0.25 | 38.25 | 4 | 0 | 26 |
| 5 Mar | 1711.50 | 0.85 | -0.2 | 39.08 | 5 | 0 | 23 |
| 4 Mar | 1688.30 | 1.05 | 0.35 | 37.08 | 49 | 23 | 23 |
For Infosys Limited - strike price 1400 expiring on 27MAR2025
Delta for 1400 PE is -0.04
Historical price for 1400 PE is as follows
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 1.6, which was -0.05 lower than the previous day. The implied volatity was 35.81, the open interest changed by 15 which increased total open position to 820
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 1.9, which was 1.4 higher than the previous day. The implied volatity was 37.39, the open interest changed by 785 which increased total open position to 809
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 37.42, the open interest changed by 6 which increased total open position to 26
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 36.66, the open interest changed by -6 which decreased total open position to 19
On 6 Mar INFY was trading at 1715.85. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 38.25, the open interest changed by 0 which decreased total open position to 26
On 5 Mar INFY was trading at 1711.50. The strike last trading price was 0.85, which was -0.2 lower than the previous day. The implied volatity was 39.08, the open interest changed by 0 which decreased total open position to 23
On 4 Mar INFY was trading at 1688.30. The strike last trading price was 1.05, which was 0.35 higher than the previous day. The implied volatity was 37.08, the open interest changed by 23 which increased total open position to 23
