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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 1440 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
13 Mar 1579.85 494.7 0 - 0 0 0
12 Mar 1590.85 494.7 0 - 0 0 0
11 Mar 1661.60 494.7 0 - 0 0 0
10 Mar 1701.45 494.7 0 - 0 0 0
7 Mar 1686.00 494.7 0 - 0 0 0
6 Mar 1715.85 494.7 0 - 0 0 0
5 Mar 1711.50 494.7 0 - 0 0 0
4 Mar 1688.30 494.7 0 - 0 0 0
3 Mar 1708.60 494.7 0 - 0 0 0
28 Feb 1687.70 494.7 0 - 0 0 0


For Infosys Limited - strike price 1440 expiring on 27MAR2025

Delta for 1440 CE is -

Historical price for 1440 CE is as follows

On 13 Mar INFY was trading at 1579.85. The strike last trading price was 494.7, 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 494.7, 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 494.7, 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 494.7, 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 494.7, 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 494.7, 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 494.7, 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 494.7, 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 494.7, 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 494.7, 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 1440 PE
Delta: -0.06
Vega: 0.37
Theta: -0.40
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 1579.85 2.65 0 32.22 1,202 54 884
12 Mar 1590.85 2.95 2.25 33.71 4,495 409 800
11 Mar 1661.60 0.65 0.25 33.80 314 32 388
10 Mar 1701.45 0.4 -0.2 34.28 7 -1 356
7 Mar 1686.00 0.55 -0.05 31.49 85 1 357
6 Mar 1715.85 0.6 -0.05 33.72 67 0 356
5 Mar 1711.50 0.65 -0.2 32.89 91 -29 355
4 Mar 1688.30 0.9 0 31.57 412 -8 386
3 Mar 1708.60 0.9 -0.55 33.46 267 107 393
28 Feb 1687.70 1.4 0.15 32.27 612 287 287


For Infosys Limited - strike price 1440 expiring on 27MAR2025

Delta for 1440 PE is -0.06

Historical price for 1440 PE is as follows

On 13 Mar INFY was trading at 1579.85. The strike last trading price was 2.65, which was 0 lower than the previous day. The implied volatity was 32.22, the open interest changed by 54 which increased total open position to 884


On 12 Mar INFY was trading at 1590.85. The strike last trading price was 2.95, which was 2.25 higher than the previous day. The implied volatity was 33.71, the open interest changed by 409 which increased total open position to 800


On 11 Mar INFY was trading at 1661.60. The strike last trading price was 0.65, which was 0.25 higher than the previous day. The implied volatity was 33.80, the open interest changed by 32 which increased total open position to 388


On 10 Mar INFY was trading at 1701.45. The strike last trading price was 0.4, which was -0.2 lower than the previous day. The implied volatity was 34.28, the open interest changed by -1 which decreased total open position to 356


On 7 Mar INFY was trading at 1686.00. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 31.49, the open interest changed by 1 which increased total open position to 357


On 6 Mar INFY was trading at 1715.85. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 33.72, the open interest changed by 0 which decreased total open position to 356


On 5 Mar INFY was trading at 1711.50. The strike last trading price was 0.65, which was -0.2 lower than the previous day. The implied volatity was 32.89, the open interest changed by -29 which decreased total open position to 355


On 4 Mar INFY was trading at 1688.30. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 31.57, the open interest changed by -8 which decreased total open position to 386


On 3 Mar INFY was trading at 1708.60. The strike last trading price was 0.9, which was -0.55 lower than the previous day. The implied volatity was 33.46, the open interest changed by 107 which increased total open position to 393


On 28 Feb INFY was trading at 1687.70. The strike last trading price was 1.4, which was 0.15 higher than the previous day. The implied volatity was 32.27, the open interest changed by 287 which increased total open position to 287