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Related Pages for INFY
[--[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
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
INFY 27MAR2025 1480 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
13 Mar 1579.85 104.15 -14.35 - 2 -1 18
12 Mar 1590.85 118.2 -338.1 24.46 37 18 18
11 Mar 1661.60 456.3 0 - 0 0 0
10 Mar 1701.45 456.3 0 - 0 0 0
7 Mar 1686.00 456.3 0 - 0 0 0
6 Mar 1715.85 456.3 0 - 0 0 0
5 Mar 1711.50 456.3 0 - 0 0 0
4 Mar 1688.30 456.3 0 - 0 0 0
3 Mar 1708.60 456.3 0 - 0 0 0
28 Feb 1687.70 456.3 0 - 0 0 0

For Infosys Limited - strike price 1480 expiring on 27MAR2025

Delta for 1480 CE is -

Historical price for 1480 CE is as follows

On 13 Mar INFY was trading at 1579.85. The strike last trading price was 104.15, which was -14.35 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 18


On 12 Mar INFY was trading at 1590.85. The strike last trading price was 118.2, which was -338.1 lower than the previous day. The implied volatity was 24.46, the open interest changed by 18 which increased total open position to 18


On 11 Mar INFY was trading at 1661.60. The strike last trading price was 456.3, 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 456.3, 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 456.3, 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 456.3, 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 456.3, 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 456.3, 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 456.3, 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 456.3, 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 1480 PE
Delta: -0.11
Vega: 0.59
Theta: -0.58
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 1579.85 5.15 0.35 29.62 2,613 -16 2,145
12 Mar 1590.85 5.2 4.15 30.80 8,286 1,121 2,163
11 Mar 1661.60 1 0.45 30.41 1,347 56 1,041
10 Mar 1701.45 0.5 -0.4 30.29 208 -70 986
7 Mar 1686.00 0.95 0.15 29.11 596 76 1,056
6 Mar 1715.85 0.85 -0.2 30.68 278 -15 980
5 Mar 1711.50 0.9 -0.45 29.80 403 -32 1,002
4 Mar 1688.30 1.35 0.05 28.81 762 161 1,033
3 Mar 1708.60 1.2 -1.25 30.34 733 231 872
28 Feb 1687.70 2.35 1.25 30.54 1,556 645 645

For Infosys Limited - strike price 1480 expiring on 27MAR2025

Delta for 1480 PE is -0.11

Historical price for 1480 PE is as follows

On 13 Mar INFY was trading at 1579.85. The strike last trading price was 5.15, which was 0.35 higher than the previous day. The implied volatity was 29.62, the open interest changed by -16 which decreased total open position to 2145


On 12 Mar INFY was trading at 1590.85. The strike last trading price was 5.2, which was 4.15 higher than the previous day. The implied volatity was 30.80, the open interest changed by 1121 which increased total open position to 2163


On 11 Mar INFY was trading at 1661.60. The strike last trading price was 1, which was 0.45 higher than the previous day. The implied volatity was 30.41, the open interest changed by 56 which increased total open position to 1041


On 10 Mar INFY was trading at 1701.45. The strike last trading price was 0.5, which was -0.4 lower than the previous day. The implied volatity was 30.29, the open interest changed by -70 which decreased total open position to 986


On 7 Mar INFY was trading at 1686.00. The strike last trading price was 0.95, which was 0.15 higher than the previous day. The implied volatity was 29.11, the open interest changed by 76 which increased total open position to 1056


On 6 Mar INFY was trading at 1715.85. The strike last trading price was 0.85, which was -0.2 lower than the previous day. The implied volatity was 30.68, the open interest changed by -15 which decreased total open position to 980


On 5 Mar INFY was trading at 1711.50. The strike last trading price was 0.9, which was -0.45 lower than the previous day. The implied volatity was 29.80, the open interest changed by -32 which decreased total open position to 1002


On 4 Mar INFY was trading at 1688.30. The strike last trading price was 1.35, which was 0.05 higher than the previous day. The implied volatity was 28.81, the open interest changed by 161 which increased total open position to 1033


On 3 Mar INFY was trading at 1708.60. The strike last trading price was 1.2, which was -1.25 lower than the previous day. The implied volatity was 30.34, the open interest changed by 231 which increased total open position to 872


On 28 Feb INFY was trading at 1687.70. The strike last trading price was 2.35, which was 1.25 higher than the previous day. The implied volatity was 30.54, the open interest changed by 645 which increased total open position to 645