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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 1500 CE
Delta: 0.88
Vega: 0.60
Theta: -0.87
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 1579.85 89 -11.95 23.97 465 61 259
12 Mar 1590.85 101.5 -48.5 26.93 753 189 200
11 Mar 1661.60 150 -51.5 - 3 1 10
10 Mar 1701.45 201.5 9.5 - 2 -1 10
7 Mar 1686.00 192 -13 - 11 9 11
6 Mar 1715.85 205 -29.25 - 1 0 1
5 Mar 1711.50 234.25 0 0.00 0 0 0
4 Mar 1688.30 234.25 0 0.00 0 1 0
3 Mar 1708.60 234.25 -144.05 46.22 2 1 1
28 Feb 1687.70 0 0 0.00 0 0 0

For Infosys Limited - strike price 1500 expiring on 27MAR2025

Delta for 1500 CE is 0.88

Historical price for 1500 CE is as follows

On 13 Mar INFY was trading at 1579.85. The strike last trading price was 89, which was -11.95 lower than the previous day. The implied volatity was 23.97, the open interest changed by 61 which increased total open position to 259


On 12 Mar INFY was trading at 1590.85. The strike last trading price was 101.5, which was -48.5 lower than the previous day. The implied volatity was 26.93, the open interest changed by 189 which increased total open position to 200


On 11 Mar INFY was trading at 1661.60. The strike last trading price was 150, which was -51.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 10


On 10 Mar INFY was trading at 1701.45. The strike last trading price was 201.5, which was 9.5 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 10


On 7 Mar INFY was trading at 1686.00. The strike last trading price was 192, which was -13 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 11


On 6 Mar INFY was trading at 1715.85. The strike last trading price was 205, which was -29.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 5 Mar INFY was trading at 1711.50. The strike last trading price was 234.25, 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


On 4 Mar INFY was trading at 1688.30. The strike last trading price was 234.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 3 Mar INFY was trading at 1708.60. The strike last trading price was 234.25, which was -144.05 lower than the previous day. The implied volatity was 46.22, the open interest changed by 1 which increased total open position to 1


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 27MAR2025 1500 PE
Delta: -0.16
Vega: 0.74
Theta: -0.69
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 1579.85 7.5 0.7 28.77 7,064 315 3,132
12 Mar 1590.85 7.35 5.65 29.90 18,057 2,004 2,851
11 Mar 1661.60 1.55 0.8 29.82 2,368 431 851
10 Mar 1701.45 0.65 -0.65 28.74 735 -30 419
7 Mar 1686.00 1.3 0.2 28.08 1,001 155 449
6 Mar 1715.85 1.2 -0.2 29.94 448 30 288
5 Mar 1711.50 1.35 -0.55 29.37 364 4 256
4 Mar 1688.30 2.05 0.25 28.51 662 119 250
3 Mar 1708.60 1.75 0.1 29.94 206 120 120
28 Feb 1687.70 0 0 0.00 0 0 0

For Infosys Limited - strike price 1500 expiring on 27MAR2025

Delta for 1500 PE is -0.16

Historical price for 1500 PE is as follows

On 13 Mar INFY was trading at 1579.85. The strike last trading price was 7.5, which was 0.7 higher than the previous day. The implied volatity was 28.77, the open interest changed by 315 which increased total open position to 3132


On 12 Mar INFY was trading at 1590.85. The strike last trading price was 7.35, which was 5.65 higher than the previous day. The implied volatity was 29.90, the open interest changed by 2004 which increased total open position to 2851


On 11 Mar INFY was trading at 1661.60. The strike last trading price was 1.55, which was 0.8 higher than the previous day. The implied volatity was 29.82, the open interest changed by 431 which increased total open position to 851


On 10 Mar INFY was trading at 1701.45. The strike last trading price was 0.65, which was -0.65 lower than the previous day. The implied volatity was 28.74, the open interest changed by -30 which decreased total open position to 419


On 7 Mar INFY was trading at 1686.00. The strike last trading price was 1.3, which was 0.2 higher than the previous day. The implied volatity was 28.08, the open interest changed by 155 which increased total open position to 449


On 6 Mar INFY was trading at 1715.85. The strike last trading price was 1.2, which was -0.2 lower than the previous day. The implied volatity was 29.94, the open interest changed by 30 which increased total open position to 288


On 5 Mar INFY was trading at 1711.50. The strike last trading price was 1.35, which was -0.55 lower than the previous day. The implied volatity was 29.37, the open interest changed by 4 which increased total open position to 256


On 4 Mar INFY was trading at 1688.30. The strike last trading price was 2.05, which was 0.25 higher than the previous day. The implied volatity was 28.51, the open interest changed by 119 which increased total open position to 250


On 3 Mar INFY was trading at 1708.60. The strike last trading price was 1.75, which was 0.1 higher than the previous day. The implied volatity was 29.94, the open interest changed by 120 which increased total open position to 120


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