INFY
Infosys Limited
Historical option data for INFY
08 Apr 2025 05:50 PM IST
| INFY 24APR2025 1440 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.50
Vega: 1.19
Theta: -1.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 1428.80 | 47.7 | 6.05 | 42.27 | 7,514 | 180 | 1,321 | |||
| 7 Apr | 1396.75 | 44.55 | -10.25 | 47.20 | 5,602 | 651 | 1,146 | |||
| 4 Apr | 1451.65 | 56.85 | -27.15 | 32.51 | 1,968 | 386 | 500 | |||
| 3 Apr | 1496.50 | 84.15 | -43.85 | 32.18 | 156 | 37 | 111 | |||
| 2 Apr | 1550.15 | 128 | 20.45 | 31.83 | 9 | -2 | 75 | |||
| 1 Apr | 1526.50 | 107.55 | -40.4 | 26.76 | 51 | 35 | 78 | |||
| 28 Mar | 1570.65 | 147.8 | -298.25 | 30.56 | 71 | 43 | 43 | |||
| 27 Mar | 1603.55 | 446.05 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 1599.45 | 446.05 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 1628.45 | 446.05 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 1592.75 | 446.05 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 1592.55 | 446.05 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 1615.55 | 446.05 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 1586.55 | 446.05 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 1609.35 | 446.05 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 1590.05 | 446.05 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 1579.85 | 446.05 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 1590.85 | 446.05 | 0 | - | 0 | 0 | 0 | |||
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| 11 Mar | 1661.60 | 446.05 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 1701.45 | 446.05 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 1686.00 | 446.05 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 1711.50 | 446.05 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 1688.30 | 446.05 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 1708.60 | 446.05 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 1687.70 | 0 | 0 | - | 0 | 0 | 0 | |||
For Infosys Limited - strike price 1440 expiring on 24APR2025
Delta for 1440 CE is 0.50
Historical price for 1440 CE is as follows
On 8 Apr INFY was trading at 1428.80. The strike last trading price was 47.7, which was 6.05 higher than the previous day. The implied volatity was 42.27, the open interest changed by 180 which increased total open position to 1321
On 7 Apr INFY was trading at 1396.75. The strike last trading price was 44.55, which was -10.25 lower than the previous day. The implied volatity was 47.20, the open interest changed by 651 which increased total open position to 1146
On 4 Apr INFY was trading at 1451.65. The strike last trading price was 56.85, which was -27.15 lower than the previous day. The implied volatity was 32.51, the open interest changed by 386 which increased total open position to 500
On 3 Apr INFY was trading at 1496.50. The strike last trading price was 84.15, which was -43.85 lower than the previous day. The implied volatity was 32.18, the open interest changed by 37 which increased total open position to 111
On 2 Apr INFY was trading at 1550.15. The strike last trading price was 128, which was 20.45 higher than the previous day. The implied volatity was 31.83, the open interest changed by -2 which decreased total open position to 75
On 1 Apr INFY was trading at 1526.50. The strike last trading price was 107.55, which was -40.4 lower than the previous day. The implied volatity was 26.76, the open interest changed by 35 which increased total open position to 78
On 28 Mar INFY was trading at 1570.65. The strike last trading price was 147.8, which was -298.25 lower than the previous day. The implied volatity was 30.56, the open interest changed by 43 which increased total open position to 43
On 27 Mar INFY was trading at 1603.55. The strike last trading price was 446.05, 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 446.05, 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 446.05, 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 446.05, 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 446.05, 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 446.05, 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 446.05, 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 446.05, 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 446.05, 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 446.05, 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 446.05, 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 446.05, 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 446.05, 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 446.05, 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 446.05, 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 446.05, 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 3 Mar INFY was trading at 1708.60. The strike last trading price was 446.05, 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 Feb INFY was trading at 1687.70. The strike last trading price was 0, 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 1440 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.50
Vega: 1.19
Theta: -1.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 1428.80 | 54.35 | -23.9 | 43.06 | 5,515 | 155 | 1,336 |
| 7 Apr | 1396.75 | 73.6 | 37.05 | 47.74 | 2,795 | -674 | 1,190 |
| 4 Apr | 1451.65 | 33.9 | 9.65 | 33.28 | 4,918 | -35 | 1,859 |
| 3 Apr | 1496.50 | 24.6 | 11.75 | 35.91 | 3,512 | -74 | 1,881 |
| 2 Apr | 1550.15 | 13.05 | -4.1 | 35.86 | 1,223 | 83 | 1,955 |
| 1 Apr | 1526.50 | 16.8 | 6.35 | 35.13 | 4,246 | 936 | 1,868 |
| 28 Mar | 1570.65 | 10.55 | 2.1 | 33.16 | 1,561 | 70 | 932 |
| 27 Mar | 1603.55 | 8.3 | -0.7 | 35.05 | 708 | 33 | 861 |
| 26 Mar | 1599.45 | 9.4 | 1.9 | 35.00 | 521 | 16 | 824 |
| 25 Mar | 1628.45 | 7.8 | -2.75 | 35.13 | 585 | 51 | 850 |
| 24 Mar | 1592.75 | 10.35 | 0.85 | 34.33 | 674 | 188 | 797 |
| 21 Mar | 1592.55 | 9.4 | 0.65 | 32.17 | 340 | 104 | 609 |
| 20 Mar | 1615.55 | 9.1 | -1.95 | 33.07 | 196 | 18 | 505 |
| 19 Mar | 1586.55 | 10.8 | 1.95 | 31.97 | 236 | 93 | 484 |
| 18 Mar | 1609.35 | 8.45 | -2.25 | 31.48 | 264 | 116 | 390 |
| 17 Mar | 1590.05 | 10.7 | -3.55 | 31.25 | 101 | 41 | 274 |
| 13 Mar | 1579.85 | 14.35 | 1.5 | 31.69 | 194 | 85 | 233 |
| 12 Mar | 1590.85 | 12.65 | 5.9 | 31.30 | 347 | 109 | 148 |
| 11 Mar | 1661.60 | 6.75 | 1.75 | 33.05 | 23 | 13 | 39 |
| 10 Mar | 1701.45 | 5 | 0.4 | 33.27 | 4 | 2 | 26 |
| 7 Mar | 1686.00 | 4.6 | 0.5 | 30.53 | 14 | 8 | 24 |
| 5 Mar | 1711.50 | 4.1 | -1 | 30.95 | 1 | 0 | 15 |
| 4 Mar | 1688.30 | 5.1 | 0.4 | 30.35 | 13 | 6 | 13 |
| 3 Mar | 1708.60 | 4.7 | -1.35 | 31.63 | 21 | -11 | 6 |
| 28 Feb | 1687.70 | 5.85 | 3.7 | 31.01 | 17 | 15 | 15 |
For Infosys Limited - strike price 1440 expiring on 24APR2025
Delta for 1440 PE is -0.50
Historical price for 1440 PE is as follows
On 8 Apr INFY was trading at 1428.80. The strike last trading price was 54.35, which was -23.9 lower than the previous day. The implied volatity was 43.06, the open interest changed by 155 which increased total open position to 1336
On 7 Apr INFY was trading at 1396.75. The strike last trading price was 73.6, which was 37.05 higher than the previous day. The implied volatity was 47.74, the open interest changed by -674 which decreased total open position to 1190
On 4 Apr INFY was trading at 1451.65. The strike last trading price was 33.9, which was 9.65 higher than the previous day. The implied volatity was 33.28, the open interest changed by -35 which decreased total open position to 1859
On 3 Apr INFY was trading at 1496.50. The strike last trading price was 24.6, which was 11.75 higher than the previous day. The implied volatity was 35.91, the open interest changed by -74 which decreased total open position to 1881
On 2 Apr INFY was trading at 1550.15. The strike last trading price was 13.05, which was -4.1 lower than the previous day. The implied volatity was 35.86, the open interest changed by 83 which increased total open position to 1955
On 1 Apr INFY was trading at 1526.50. The strike last trading price was 16.8, which was 6.35 higher than the previous day. The implied volatity was 35.13, the open interest changed by 936 which increased total open position to 1868
On 28 Mar INFY was trading at 1570.65. The strike last trading price was 10.55, which was 2.1 higher than the previous day. The implied volatity was 33.16, the open interest changed by 70 which increased total open position to 932
On 27 Mar INFY was trading at 1603.55. The strike last trading price was 8.3, which was -0.7 lower than the previous day. The implied volatity was 35.05, the open interest changed by 33 which increased total open position to 861
On 26 Mar INFY was trading at 1599.45. The strike last trading price was 9.4, which was 1.9 higher than the previous day. The implied volatity was 35.00, the open interest changed by 16 which increased total open position to 824
On 25 Mar INFY was trading at 1628.45. The strike last trading price was 7.8, which was -2.75 lower than the previous day. The implied volatity was 35.13, the open interest changed by 51 which increased total open position to 850
On 24 Mar INFY was trading at 1592.75. The strike last trading price was 10.35, which was 0.85 higher than the previous day. The implied volatity was 34.33, the open interest changed by 188 which increased total open position to 797
On 21 Mar INFY was trading at 1592.55. The strike last trading price was 9.4, which was 0.65 higher than the previous day. The implied volatity was 32.17, the open interest changed by 104 which increased total open position to 609
On 20 Mar INFY was trading at 1615.55. The strike last trading price was 9.1, which was -1.95 lower than the previous day. The implied volatity was 33.07, the open interest changed by 18 which increased total open position to 505
On 19 Mar INFY was trading at 1586.55. The strike last trading price was 10.8, which was 1.95 higher than the previous day. The implied volatity was 31.97, the open interest changed by 93 which increased total open position to 484
On 18 Mar INFY was trading at 1609.35. The strike last trading price was 8.45, which was -2.25 lower than the previous day. The implied volatity was 31.48, the open interest changed by 116 which increased total open position to 390
On 17 Mar INFY was trading at 1590.05. The strike last trading price was 10.7, which was -3.55 lower than the previous day. The implied volatity was 31.25, the open interest changed by 41 which increased total open position to 274
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 14.35, which was 1.5 higher than the previous day. The implied volatity was 31.69, the open interest changed by 85 which increased total open position to 233
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 12.65, which was 5.9 higher than the previous day. The implied volatity was 31.30, the open interest changed by 109 which increased total open position to 148
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 6.75, which was 1.75 higher than the previous day. The implied volatity was 33.05, the open interest changed by 13 which increased total open position to 39
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 5, which was 0.4 higher than the previous day. The implied volatity was 33.27, the open interest changed by 2 which increased total open position to 26
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 4.6, which was 0.5 higher than the previous day. The implied volatity was 30.53, the open interest changed by 8 which increased total open position to 24
On 5 Mar INFY was trading at 1711.50. The strike last trading price was 4.1, which was -1 lower than the previous day. The implied volatity was 30.95, the open interest changed by 0 which decreased total open position to 15
On 4 Mar INFY was trading at 1688.30. The strike last trading price was 5.1, which was 0.4 higher than the previous day. The implied volatity was 30.35, the open interest changed by 6 which increased total open position to 13
On 3 Mar INFY was trading at 1708.60. The strike last trading price was 4.7, which was -1.35 lower than the previous day. The implied volatity was 31.63, the open interest changed by -11 which decreased total open position to 6
On 28 Feb INFY was trading at 1687.70. The strike last trading price was 5.85, which was 3.7 higher than the previous day. The implied volatity was 31.01, the open interest changed by 15 which increased total open position to 15
