INFY
Infosys Limited
Historical option data for INFY
08 Apr 2025 05:50 PM IST
| INFY 24APR2025 1500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 1.07
Theta: -1.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 1428.80 | 24.6 | 1.85 | 41.61 | 9,647 | 99 | 2,933 | |||
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| 7 Apr | 1396.75 | 23.95 | -3.1 | 46.21 | 10,989 | 66 | 2,880 | |||
| 4 Apr | 1451.65 | 28.5 | -19.5 | 32.03 | 7,412 | 679 | 2,743 | |||
| 3 Apr | 1496.50 | 48 | -34.7 | 32.03 | 7,161 | 1,496 | 2,074 | |||
| 2 Apr | 1550.15 | 83.2 | 12.85 | 32.27 | 888 | 53 | 579 | |||
| 1 Apr | 1526.50 | 71.5 | -28.3 | 32.52 | 1,603 | 298 | 524 | |||
| 28 Mar | 1570.65 | 99.8 | -30 | 30.08 | 276 | -42 | 226 | |||
| 27 Mar | 1603.55 | 129.95 | 2.85 | 30.66 | 130 | -15 | 270 | |||
| 26 Mar | 1599.45 | 125.9 | -24.15 | 30.56 | 67 | 20 | 285 | |||
| 25 Mar | 1628.45 | 148.35 | 22.3 | 34.62 | 237 | 9 | 264 | |||
| 24 Mar | 1592.75 | 126 | 2.05 | 32.22 | 301 | 117 | 255 | |||
| 21 Mar | 1592.55 | 124.5 | -14.95 | 28.16 | 161 | 13 | 139 | |||
| 20 Mar | 1615.55 | 138 | 16.1 | 29.31 | 103 | 2 | 123 | |||
| 19 Mar | 1586.55 | 122.85 | -14.4 | 29.29 | 64 | 19 | 121 | |||
| 18 Mar | 1609.35 | 135.35 | 14.2 | 26.50 | 45 | 3 | 102 | |||
| 17 Mar | 1590.05 | 122.65 | 5.3 | 27.48 | 51 | -6 | 99 | |||
| 13 Mar | 1579.85 | 118.9 | -9.5 | 28.36 | 40 | 6 | 104 | |||
| 12 Mar | 1590.85 | 129 | -41.05 | 28.82 | 152 | 85 | 99 | |||
| 11 Mar | 1661.60 | 170.05 | -36.95 | - | 7 | 6 | 13 | |||
| 10 Mar | 1701.45 | 207 | 0 | 0.00 | 0 | 6 | 0 | |||
| 7 Mar | 1686.00 | 207 | -15.05 | 21.37 | 6 | 5 | 6 | |||
| 6 Mar | 1715.85 | 222.05 | -63.3 | - | 1 | 0 | 0 | |||
| 5 Mar | 1711.50 | 285.35 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 1688.30 | 285.35 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 1708.60 | 285.35 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 1687.70 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Infosys Limited - strike price 1500 expiring on 24APR2025
Delta for 1500 CE is 0.32
Historical price for 1500 CE is as follows
On 8 Apr INFY was trading at 1428.80. The strike last trading price was 24.6, which was 1.85 higher than the previous day. The implied volatity was 41.61, the open interest changed by 99 which increased total open position to 2933
On 7 Apr INFY was trading at 1396.75. The strike last trading price was 23.95, which was -3.1 lower than the previous day. The implied volatity was 46.21, the open interest changed by 66 which increased total open position to 2880
On 4 Apr INFY was trading at 1451.65. The strike last trading price was 28.5, which was -19.5 lower than the previous day. The implied volatity was 32.03, the open interest changed by 679 which increased total open position to 2743
On 3 Apr INFY was trading at 1496.50. The strike last trading price was 48, which was -34.7 lower than the previous day. The implied volatity was 32.03, the open interest changed by 1496 which increased total open position to 2074
On 2 Apr INFY was trading at 1550.15. The strike last trading price was 83.2, which was 12.85 higher than the previous day. The implied volatity was 32.27, the open interest changed by 53 which increased total open position to 579
On 1 Apr INFY was trading at 1526.50. The strike last trading price was 71.5, which was -28.3 lower than the previous day. The implied volatity was 32.52, the open interest changed by 298 which increased total open position to 524
On 28 Mar INFY was trading at 1570.65. The strike last trading price was 99.8, which was -30 lower than the previous day. The implied volatity was 30.08, the open interest changed by -42 which decreased total open position to 226
On 27 Mar INFY was trading at 1603.55. The strike last trading price was 129.95, which was 2.85 higher than the previous day. The implied volatity was 30.66, the open interest changed by -15 which decreased total open position to 270
On 26 Mar INFY was trading at 1599.45. The strike last trading price was 125.9, which was -24.15 lower than the previous day. The implied volatity was 30.56, the open interest changed by 20 which increased total open position to 285
On 25 Mar INFY was trading at 1628.45. The strike last trading price was 148.35, which was 22.3 higher than the previous day. The implied volatity was 34.62, the open interest changed by 9 which increased total open position to 264
On 24 Mar INFY was trading at 1592.75. The strike last trading price was 126, which was 2.05 higher than the previous day. The implied volatity was 32.22, the open interest changed by 117 which increased total open position to 255
On 21 Mar INFY was trading at 1592.55. The strike last trading price was 124.5, which was -14.95 lower than the previous day. The implied volatity was 28.16, the open interest changed by 13 which increased total open position to 139
On 20 Mar INFY was trading at 1615.55. The strike last trading price was 138, which was 16.1 higher than the previous day. The implied volatity was 29.31, the open interest changed by 2 which increased total open position to 123
On 19 Mar INFY was trading at 1586.55. The strike last trading price was 122.85, which was -14.4 lower than the previous day. The implied volatity was 29.29, the open interest changed by 19 which increased total open position to 121
On 18 Mar INFY was trading at 1609.35. The strike last trading price was 135.35, which was 14.2 higher than the previous day. The implied volatity was 26.50, the open interest changed by 3 which increased total open position to 102
On 17 Mar INFY was trading at 1590.05. The strike last trading price was 122.65, which was 5.3 higher than the previous day. The implied volatity was 27.48, the open interest changed by -6 which decreased total open position to 99
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 118.9, which was -9.5 lower than the previous day. The implied volatity was 28.36, the open interest changed by 6 which increased total open position to 104
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 129, which was -41.05 lower than the previous day. The implied volatity was 28.82, the open interest changed by 85 which increased total open position to 99
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 170.05, which was -36.95 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 13
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 207, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 207, which was -15.05 lower than the previous day. The implied volatity was 21.37, the open interest changed by 5 which increased total open position to 6
On 6 Mar INFY was trading at 1715.85. The strike last trading price was 222.05, which was -63.3 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 285.35, 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 285.35, 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 285.35, 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 0.00, the open interest changed by 0 which decreased total open position to 0
| INFY 24APR2025 1500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.67
Vega: 1.08
Theta: -1.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 1428.80 | 91.5 | -28.05 | 42.98 | 1,702 | -291 | 2,207 |
| 7 Apr | 1396.75 | 113.95 | 45.3 | 48.01 | 2,050 | -542 | 2,501 |
| 4 Apr | 1451.65 | 65.85 | 17.5 | 33.28 | 3,819 | -443 | 3,169 |
| 3 Apr | 1496.50 | 48.95 | 21.8 | 35.78 | 11,891 | 217 | 3,845 |
| 2 Apr | 1550.15 | 27.45 | -7.8 | 34.72 | 3,583 | 94 | 3,624 |
| 1 Apr | 1526.50 | 34.2 | 12.15 | 34.08 | 7,300 | 666 | 3,521 |
| 28 Mar | 1570.65 | 22.35 | 5.8 | 31.99 | 4,611 | 199 | 2,855 |
| 27 Mar | 1603.55 | 16.25 | -1.35 | 32.99 | 1,610 | 216 | 2,651 |
| 26 Mar | 1599.45 | 18.5 | 4.55 | 33.32 | 1,345 | 185 | 2,441 |
| 25 Mar | 1628.45 | 15.1 | -5.1 | 33.20 | 1,734 | 56 | 2,261 |
| 24 Mar | 1592.75 | 19.5 | 0.7 | 32.32 | 3,147 | 934 | 2,206 |
| 21 Mar | 1592.55 | 18.7 | 2.1 | 30.72 | 1,348 | 444 | 1,269 |
| 20 Mar | 1615.55 | 17.75 | -3.6 | 31.64 | 1,076 | 72 | 833 |
| 19 Mar | 1586.55 | 20.8 | 3.85 | 30.49 | 701 | 85 | 760 |
| 18 Mar | 1609.35 | 17.2 | -4.2 | 30.39 | 748 | 195 | 688 |
| 17 Mar | 1590.05 | 21.7 | -3.9 | 30.52 | 534 | -30 | 499 |
| 13 Mar | 1579.85 | 26.2 | 3.7 | 30.40 | 545 | 44 | 531 |
| 12 Mar | 1590.85 | 22.35 | 9.95 | 29.41 | 1,272 | 286 | 494 |
| 11 Mar | 1661.60 | 12.4 | 4.3 | 31.53 | 413 | 149 | 206 |
| 10 Mar | 1701.45 | 8.1 | -0.75 | 30.61 | 30 | 18 | 57 |
| 7 Mar | 1686.00 | 8.7 | 1.5 | 28.97 | 36 | 12 | 39 |
| 6 Mar | 1715.85 | 7.3 | -0.55 | 29.70 | 15 | 5 | 27 |
| 5 Mar | 1711.50 | 7.85 | -2.1 | 29.65 | 14 | 9 | 22 |
| 4 Mar | 1688.30 | 9.95 | 5.3 | 29.25 | 19 | 12 | 12 |
| 3 Mar | 1708.60 | 4.65 | 0 | 9.85 | 0 | 0 | 0 |
| 28 Feb | 1687.70 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Infosys Limited - strike price 1500 expiring on 24APR2025
Delta for 1500 PE is -0.67
Historical price for 1500 PE is as follows
On 8 Apr INFY was trading at 1428.80. The strike last trading price was 91.5, which was -28.05 lower than the previous day. The implied volatity was 42.98, the open interest changed by -291 which decreased total open position to 2207
On 7 Apr INFY was trading at 1396.75. The strike last trading price was 113.95, which was 45.3 higher than the previous day. The implied volatity was 48.01, the open interest changed by -542 which decreased total open position to 2501
On 4 Apr INFY was trading at 1451.65. The strike last trading price was 65.85, which was 17.5 higher than the previous day. The implied volatity was 33.28, the open interest changed by -443 which decreased total open position to 3169
On 3 Apr INFY was trading at 1496.50. The strike last trading price was 48.95, which was 21.8 higher than the previous day. The implied volatity was 35.78, the open interest changed by 217 which increased total open position to 3845
On 2 Apr INFY was trading at 1550.15. The strike last trading price was 27.45, which was -7.8 lower than the previous day. The implied volatity was 34.72, the open interest changed by 94 which increased total open position to 3624
On 1 Apr INFY was trading at 1526.50. The strike last trading price was 34.2, which was 12.15 higher than the previous day. The implied volatity was 34.08, the open interest changed by 666 which increased total open position to 3521
On 28 Mar INFY was trading at 1570.65. The strike last trading price was 22.35, which was 5.8 higher than the previous day. The implied volatity was 31.99, the open interest changed by 199 which increased total open position to 2855
On 27 Mar INFY was trading at 1603.55. The strike last trading price was 16.25, which was -1.35 lower than the previous day. The implied volatity was 32.99, the open interest changed by 216 which increased total open position to 2651
On 26 Mar INFY was trading at 1599.45. The strike last trading price was 18.5, which was 4.55 higher than the previous day. The implied volatity was 33.32, the open interest changed by 185 which increased total open position to 2441
On 25 Mar INFY was trading at 1628.45. The strike last trading price was 15.1, which was -5.1 lower than the previous day. The implied volatity was 33.20, the open interest changed by 56 which increased total open position to 2261
On 24 Mar INFY was trading at 1592.75. The strike last trading price was 19.5, which was 0.7 higher than the previous day. The implied volatity was 32.32, the open interest changed by 934 which increased total open position to 2206
On 21 Mar INFY was trading at 1592.55. The strike last trading price was 18.7, which was 2.1 higher than the previous day. The implied volatity was 30.72, the open interest changed by 444 which increased total open position to 1269
On 20 Mar INFY was trading at 1615.55. The strike last trading price was 17.75, which was -3.6 lower than the previous day. The implied volatity was 31.64, the open interest changed by 72 which increased total open position to 833
On 19 Mar INFY was trading at 1586.55. The strike last trading price was 20.8, which was 3.85 higher than the previous day. The implied volatity was 30.49, the open interest changed by 85 which increased total open position to 760
On 18 Mar INFY was trading at 1609.35. The strike last trading price was 17.2, which was -4.2 lower than the previous day. The implied volatity was 30.39, the open interest changed by 195 which increased total open position to 688
On 17 Mar INFY was trading at 1590.05. The strike last trading price was 21.7, which was -3.9 lower than the previous day. The implied volatity was 30.52, the open interest changed by -30 which decreased total open position to 499
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 26.2, which was 3.7 higher than the previous day. The implied volatity was 30.40, the open interest changed by 44 which increased total open position to 531
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 22.35, which was 9.95 higher than the previous day. The implied volatity was 29.41, the open interest changed by 286 which increased total open position to 494
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 12.4, which was 4.3 higher than the previous day. The implied volatity was 31.53, the open interest changed by 149 which increased total open position to 206
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 8.1, which was -0.75 lower than the previous day. The implied volatity was 30.61, the open interest changed by 18 which increased total open position to 57
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 8.7, which was 1.5 higher than the previous day. The implied volatity was 28.97, the open interest changed by 12 which increased total open position to 39
On 6 Mar INFY was trading at 1715.85. The strike last trading price was 7.3, which was -0.55 lower than the previous day. The implied volatity was 29.70, the open interest changed by 5 which increased total open position to 27
On 5 Mar INFY was trading at 1711.50. The strike last trading price was 7.85, which was -2.1 lower than the previous day. The implied volatity was 29.65, the open interest changed by 9 which increased total open position to 22
On 4 Mar INFY was trading at 1688.30. The strike last trading price was 9.95, which was 5.3 higher than the previous day. The implied volatity was 29.25, the open interest changed by 12 which increased total open position to 12
On 3 Mar INFY was trading at 1708.60. The strike last trading price was 4.65, which was 0 lower than the previous day. The implied volatity was 9.85, 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 0.00, the open interest changed by 0 which decreased total open position to 0
