INFY
Infosys Limited
Historical option data for INFY
13 Mar 2025 04:10 PM IST
| INFY 27MAR2025 1520 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 0.81
Theta: -1.03
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 13 Mar | 1579.85 | 72.2 | -11.35 | 23.97 | 116 | 15 | 72 | |||
| 12 Mar | 1590.85 | 84.05 | -334.45 | 26.05 | 243 | 58 | 58 | |||
| 11 Mar | 1661.60 | 418.5 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 1701.45 | 418.5 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 1686.00 | 418.5 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 1715.85 | 418.5 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 1711.50 | 418.5 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 1688.30 | 418.5 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 1708.60 | 418.5 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 1687.70 | 418.5 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 1764.30 | 418.5 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 1767.70 | 418.5 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 1767.70 | 418.5 | 0 | - | 0 | 0 | 0 | |||
For Infosys Limited - strike price 1520 expiring on 27MAR2025
Delta for 1520 CE is 0.82
Historical price for 1520 CE is as follows
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 72.2, which was -11.35 lower than the previous day. The implied volatity was 23.97, the open interest changed by 15 which increased total open position to 72
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 84.05, which was -334.45 lower than the previous day. The implied volatity was 26.05, the open interest changed by 58 which increased total open position to 58
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 418.5, 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 418.5, 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 418.5, 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 418.5, 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 418.5, 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 418.5, 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 418.5, 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 418.5, 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 27 Feb INFY was trading at 1764.30. The strike last trading price was 418.5, 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 26 Feb INFY was trading at 1767.70. The strike last trading price was 418.5, 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 25 Feb INFY was trading at 1767.70. The strike last trading price was 418.5, 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 1520 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 0.90
Theta: -0.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1579.85 | 10.75 | 1.25 | 27.89 | 4,843 | 295 | 2,621 |
| 12 Mar | 1590.85 | 10.05 | 7.55 | 28.74 | 15,942 | 729 | 2,350 |
| 11 Mar | 1661.60 | 2.3 | 1.3 | 29.05 | 2,037 | -28 | 1,624 |
| 10 Mar | 1701.45 | 0.95 | -0.7 | 27.81 | 605 | 84 | 1,653 |
| 7 Mar | 1686.00 | 1.75 | 0.35 | 26.95 | 1,133 | 462 | 1,569 |
| 6 Mar | 1715.85 | 1.6 | -0.25 | 28.92 | 294 | 73 | 1,107 |
| 5 Mar | 1711.50 | 1.85 | -0.8 | 28.52 | 734 | 231 | 1,035 |
| 4 Mar | 1688.30 | 2.8 | 0.35 | 27.70 | 726 | -101 | 796 |
| 3 Mar | 1708.60 | 2.25 | -2.05 | 28.89 | 846 | 176 | 899 |
| 28 Feb | 1687.70 | 4.05 | 1.65 | 29.02 | 2,246 | 478 | 735 |
| 27 Feb | 1764.30 | 2.4 | -0.3 | 32.31 | 450 | 248 | 257 |
| 26 Feb | 1767.70 | 2.7 | -0.25 | 32.36 | 8 | 8 | 6 |
| 25 Feb | 1767.70 | 2.7 | -0.25 | 32.36 | 8 | 5 | 6 |
For Infosys Limited - strike price 1520 expiring on 27MAR2025
Delta for 1520 PE is -0.21
Historical price for 1520 PE is as follows
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 10.75, which was 1.25 higher than the previous day. The implied volatity was 27.89, the open interest changed by 295 which increased total open position to 2621
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 10.05, which was 7.55 higher than the previous day. The implied volatity was 28.74, the open interest changed by 729 which increased total open position to 2350
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 2.3, which was 1.3 higher than the previous day. The implied volatity was 29.05, the open interest changed by -28 which decreased total open position to 1624
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 0.95, which was -0.7 lower than the previous day. The implied volatity was 27.81, the open interest changed by 84 which increased total open position to 1653
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 1.75, which was 0.35 higher than the previous day. The implied volatity was 26.95, the open interest changed by 462 which increased total open position to 1569
On 6 Mar INFY was trading at 1715.85. The strike last trading price was 1.6, which was -0.25 lower than the previous day. The implied volatity was 28.92, the open interest changed by 73 which increased total open position to 1107
On 5 Mar INFY was trading at 1711.50. The strike last trading price was 1.85, which was -0.8 lower than the previous day. The implied volatity was 28.52, the open interest changed by 231 which increased total open position to 1035
On 4 Mar INFY was trading at 1688.30. The strike last trading price was 2.8, which was 0.35 higher than the previous day. The implied volatity was 27.70, the open interest changed by -101 which decreased total open position to 796
On 3 Mar INFY was trading at 1708.60. The strike last trading price was 2.25, which was -2.05 lower than the previous day. The implied volatity was 28.89, the open interest changed by 176 which increased total open position to 899
On 28 Feb INFY was trading at 1687.70. The strike last trading price was 4.05, which was 1.65 higher than the previous day. The implied volatity was 29.02, the open interest changed by 478 which increased total open position to 735
On 27 Feb INFY was trading at 1764.30. The strike last trading price was 2.4, which was -0.3 lower than the previous day. The implied volatity was 32.31, the open interest changed by 248 which increased total open position to 257
On 26 Feb INFY was trading at 1767.70. The strike last trading price was 2.7, which was -0.25 lower than the previous day. The implied volatity was 32.36, the open interest changed by 8 which increased total open position to 6
On 25 Feb INFY was trading at 1767.70. The strike last trading price was 2.7, which was -0.25 lower than the previous day. The implied volatity was 32.36, the open interest changed by 5 which increased total open position to 6
