INFY
Infosys Limited
Historical option data for INFY
09 Apr 2025 04:10 PM IST
| INFY 24APR2025 1520 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.20
Vega: 0.80
Theta: -1.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 1403.70 | 13 | -6.65 | 42.72 | 1,860 | 83 | 5,095 | |||
| 8 Apr | 1428.80 | 19.2 | 1.1 | 41.45 | 4,333 | 71 | 5,013 | |||
| 7 Apr | 1396.75 | 19.35 | -1 | 46.27 | 6,019 | -73 | 4,945 | |||
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| 4 Apr | 1451.65 | 21.5 | -16.75 | 31.62 | 5,321 | 459 | 5,039 | |||
| 3 Apr | 1496.50 | 38.1 | -30.8 | 31.58 | 7,144 | 1,223 | 4,571 | |||
| 2 Apr | 1550.15 | 69.7 | 11.8 | 31.76 | 1,566 | -93 | 3,349 | |||
| 1 Apr | 1526.50 | 59.15 | -26.25 | 31.96 | 6,343 | 3,066 | 3,399 | |||
| 28 Mar | 1570.65 | 84.45 | -28.85 | 29.07 | 464 | 242 | 333 | |||
| 27 Mar | 1603.55 | 113.05 | -4.35 | 29.54 | 68 | 32 | 86 | |||
| 26 Mar | 1599.45 | 117.4 | -13.6 | 35.21 | 8 | 5 | 54 | |||
| 25 Mar | 1628.45 | 131 | 18.4 | 33.09 | 25 | 2 | 49 | |||
| 24 Mar | 1592.75 | 112.6 | -258.4 | 32.96 | 60 | 46 | 46 | |||
| 21 Mar | 1592.55 | 371 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 1615.55 | 371 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 1586.55 | 371 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 1609.35 | 371 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 1590.05 | 371 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 1579.85 | 371 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 1590.85 | 371 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 1661.60 | 371 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 1701.45 | 371 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 1686.00 | 371 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 1715.85 | 371 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 1711.50 | 371 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 1688.30 | 371 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 1708.60 | 371 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 1687.70 | 371 | 0 | - | 0 | 0 | 0 | |||
For Infosys Limited - strike price 1520 expiring on 24APR2025
Delta for 1520 CE is 0.20
Historical price for 1520 CE is as follows
On 9 Apr INFY was trading at 1403.70. The strike last trading price was 13, which was -6.65 lower than the previous day. The implied volatity was 42.72, the open interest changed by 83 which increased total open position to 5095
On 8 Apr INFY was trading at 1428.80. The strike last trading price was 19.2, which was 1.1 higher than the previous day. The implied volatity was 41.45, the open interest changed by 71 which increased total open position to 5013
On 7 Apr INFY was trading at 1396.75. The strike last trading price was 19.35, which was -1 lower than the previous day. The implied volatity was 46.27, the open interest changed by -73 which decreased total open position to 4945
On 4 Apr INFY was trading at 1451.65. The strike last trading price was 21.5, which was -16.75 lower than the previous day. The implied volatity was 31.62, the open interest changed by 459 which increased total open position to 5039
On 3 Apr INFY was trading at 1496.50. The strike last trading price was 38.1, which was -30.8 lower than the previous day. The implied volatity was 31.58, the open interest changed by 1223 which increased total open position to 4571
On 2 Apr INFY was trading at 1550.15. The strike last trading price was 69.7, which was 11.8 higher than the previous day. The implied volatity was 31.76, the open interest changed by -93 which decreased total open position to 3349
On 1 Apr INFY was trading at 1526.50. The strike last trading price was 59.15, which was -26.25 lower than the previous day. The implied volatity was 31.96, the open interest changed by 3066 which increased total open position to 3399
On 28 Mar INFY was trading at 1570.65. The strike last trading price was 84.45, which was -28.85 lower than the previous day. The implied volatity was 29.07, the open interest changed by 242 which increased total open position to 333
On 27 Mar INFY was trading at 1603.55. The strike last trading price was 113.05, which was -4.35 lower than the previous day. The implied volatity was 29.54, the open interest changed by 32 which increased total open position to 86
On 26 Mar INFY was trading at 1599.45. The strike last trading price was 117.4, which was -13.6 lower than the previous day. The implied volatity was 35.21, the open interest changed by 5 which increased total open position to 54
On 25 Mar INFY was trading at 1628.45. The strike last trading price was 131, which was 18.4 higher than the previous day. The implied volatity was 33.09, the open interest changed by 2 which increased total open position to 49
On 24 Mar INFY was trading at 1592.75. The strike last trading price was 112.6, which was -258.4 lower than the previous day. The implied volatity was 32.96, the open interest changed by 46 which increased total open position to 46
On 21 Mar INFY was trading at 1592.55. The strike last trading price was 371, 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 371, 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 371, 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 371, 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 371, 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 371, 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 371, 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 371, 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 371, 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 371, 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 371, 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 371, 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 371, 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 371, 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 371, 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 1520 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 0.73
Theta: -0.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 1403.70 | 121.5 | 17.35 | 38.43 | 60 | -6 | 1,544 |
| 8 Apr | 1428.80 | 105.75 | -28.4 | 42.67 | 221 | 18 | 1,550 |
| 7 Apr | 1396.75 | 128 | 45.75 | 46.91 | 875 | -279 | 1,532 |
| 4 Apr | 1451.65 | 78.75 | 20.1 | 32.97 | 1,373 | -41 | 1,818 |
| 3 Apr | 1496.50 | 59.4 | 25.95 | 35.66 | 3,905 | -73 | 1,852 |
| 2 Apr | 1550.15 | 33.8 | -8.95 | 34.03 | 2,586 | 288 | 1,924 |
| 1 Apr | 1526.50 | 41.5 | 13.9 | 33.35 | 5,593 | 983 | 1,592 |
| 28 Mar | 1570.65 | 27.9 | 7.4 | 31.52 | 1,689 | 91 | 609 |
| 27 Mar | 1603.55 | 20 | -1.85 | 32.24 | 546 | 86 | 518 |
| 26 Mar | 1599.45 | 22.75 | 5.15 | 32.70 | 577 | 57 | 431 |
| 25 Mar | 1628.45 | 18.55 | -6.1 | 32.52 | 583 | 85 | 374 |
| 24 Mar | 1592.75 | 23.9 | 0.6 | 31.70 | 381 | 161 | 289 |
| 21 Mar | 1592.55 | 23.95 | 5.1 | 30.77 | 214 | 16 | 127 |
| 20 Mar | 1615.55 | 18.85 | -7.35 | 29.16 | 79 | 43 | 112 |
| 19 Mar | 1586.55 | 25.85 | 5.35 | 30.21 | 36 | 11 | 69 |
| 18 Mar | 1609.35 | 20.8 | -6.2 | 29.65 | 15 | 3 | 57 |
| 17 Mar | 1590.05 | 27 | -7.95 | 30.37 | 20 | 8 | 47 |
| 13 Mar | 1579.85 | 38.95 | 11.55 | 33.92 | 3 | 1 | 37 |
| 12 Mar | 1590.85 | 28.2 | 12.45 | 29.57 | 63 | 15 | 35 |
| 11 Mar | 1661.60 | 15.75 | 5.5 | 31.53 | 8 | 2 | 19 |
| 10 Mar | 1701.45 | 9.9 | -1.6 | 30.06 | 6 | 9 | 17 |
| 7 Mar | 1686.00 | 11.5 | 5.75 | 29.12 | 13 | 8 | 8 |
| 6 Mar | 1715.85 | 5.75 | 0 | 9.34 | 0 | 0 | 0 |
| 5 Mar | 1711.50 | 5.75 | 0 | 9.10 | 0 | 0 | 0 |
| 4 Mar | 1688.30 | 5.75 | 0 | 8.20 | 0 | 0 | 0 |
| 3 Mar | 1708.60 | 5.75 | 0 | 9.12 | 0 | 0 | 0 |
| 28 Feb | 1687.70 | 5.75 | 0 | 8.32 | 0 | 0 | 0 |
For Infosys Limited - strike price 1520 expiring on 24APR2025
Delta for 1520 PE is -0.83
Historical price for 1520 PE is as follows
On 9 Apr INFY was trading at 1403.70. The strike last trading price was 121.5, which was 17.35 higher than the previous day. The implied volatity was 38.43, the open interest changed by -6 which decreased total open position to 1544
On 8 Apr INFY was trading at 1428.80. The strike last trading price was 105.75, which was -28.4 lower than the previous day. The implied volatity was 42.67, the open interest changed by 18 which increased total open position to 1550
On 7 Apr INFY was trading at 1396.75. The strike last trading price was 128, which was 45.75 higher than the previous day. The implied volatity was 46.91, the open interest changed by -279 which decreased total open position to 1532
On 4 Apr INFY was trading at 1451.65. The strike last trading price was 78.75, which was 20.1 higher than the previous day. The implied volatity was 32.97, the open interest changed by -41 which decreased total open position to 1818
On 3 Apr INFY was trading at 1496.50. The strike last trading price was 59.4, which was 25.95 higher than the previous day. The implied volatity was 35.66, the open interest changed by -73 which decreased total open position to 1852
On 2 Apr INFY was trading at 1550.15. The strike last trading price was 33.8, which was -8.95 lower than the previous day. The implied volatity was 34.03, the open interest changed by 288 which increased total open position to 1924
On 1 Apr INFY was trading at 1526.50. The strike last trading price was 41.5, which was 13.9 higher than the previous day. The implied volatity was 33.35, the open interest changed by 983 which increased total open position to 1592
On 28 Mar INFY was trading at 1570.65. The strike last trading price was 27.9, which was 7.4 higher than the previous day. The implied volatity was 31.52, the open interest changed by 91 which increased total open position to 609
On 27 Mar INFY was trading at 1603.55. The strike last trading price was 20, which was -1.85 lower than the previous day. The implied volatity was 32.24, the open interest changed by 86 which increased total open position to 518
On 26 Mar INFY was trading at 1599.45. The strike last trading price was 22.75, which was 5.15 higher than the previous day. The implied volatity was 32.70, the open interest changed by 57 which increased total open position to 431
On 25 Mar INFY was trading at 1628.45. The strike last trading price was 18.55, which was -6.1 lower than the previous day. The implied volatity was 32.52, the open interest changed by 85 which increased total open position to 374
On 24 Mar INFY was trading at 1592.75. The strike last trading price was 23.9, which was 0.6 higher than the previous day. The implied volatity was 31.70, the open interest changed by 161 which increased total open position to 289
On 21 Mar INFY was trading at 1592.55. The strike last trading price was 23.95, which was 5.1 higher than the previous day. The implied volatity was 30.77, the open interest changed by 16 which increased total open position to 127
On 20 Mar INFY was trading at 1615.55. The strike last trading price was 18.85, which was -7.35 lower than the previous day. The implied volatity was 29.16, the open interest changed by 43 which increased total open position to 112
On 19 Mar INFY was trading at 1586.55. The strike last trading price was 25.85, which was 5.35 higher than the previous day. The implied volatity was 30.21, the open interest changed by 11 which increased total open position to 69
On 18 Mar INFY was trading at 1609.35. The strike last trading price was 20.8, which was -6.2 lower than the previous day. The implied volatity was 29.65, the open interest changed by 3 which increased total open position to 57
On 17 Mar INFY was trading at 1590.05. The strike last trading price was 27, which was -7.95 lower than the previous day. The implied volatity was 30.37, the open interest changed by 8 which increased total open position to 47
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 38.95, which was 11.55 higher than the previous day. The implied volatity was 33.92, the open interest changed by 1 which increased total open position to 37
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 28.2, which was 12.45 higher than the previous day. The implied volatity was 29.57, the open interest changed by 15 which increased total open position to 35
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 15.75, which was 5.5 higher than the previous day. The implied volatity was 31.53, the open interest changed by 2 which increased total open position to 19
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 9.9, which was -1.6 lower than the previous day. The implied volatity was 30.06, the open interest changed by 9 which increased total open position to 17
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 11.5, which was 5.75 higher than the previous day. The implied volatity was 29.12, the open interest changed by 8 which increased total open position to 8
On 6 Mar INFY was trading at 1715.85. The strike last trading price was 5.75, which was 0 lower than the previous day. The implied volatity was 9.34, 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 5.75, which was 0 lower than the previous day. The implied volatity was 9.10, 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 5.75, which was 0 lower than the previous day. The implied volatity was 8.20, 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 5.75, which was 0 lower than the previous day. The implied volatity was 9.12, 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 5.75, which was 0 lower than the previous day. The implied volatity was 8.32, the open interest changed by 0 which decreased total open position to 0
