INFY
Infosys Limited
Historical option data for INFY
08 Apr 2025 05:50 PM IST
| INFY 24APR2025 1540 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 0.89
Theta: -1.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 1428.80 | 15.15 | 0.6 | 41.73 | 3,190 | -43 | 2,067 | |||
| 7 Apr | 1396.75 | 15.7 | 0.3 | 46.56 | 5,294 | -215 | 2,112 | |||
| 4 Apr | 1451.65 | 16.45 | -13.95 | 31.80 | 5,072 | 799 | 2,341 | |||
| 3 Apr | 1496.50 | 30.4 | -26.8 | 31.72 | 5,193 | 646 | 1,544 | |||
| 2 Apr | 1550.15 | 57.75 | 10.45 | 31.49 | 3,508 | -316 | 908 | |||
| 1 Apr | 1526.50 | 48.5 | -24 | 31.70 | 5,245 | 1,020 | 1,224 | |||
| 28 Mar | 1570.65 | 72.3 | -26.05 | 29.48 | 324 | 90 | 204 | |||
| 27 Mar | 1603.55 | 99.05 | -1.25 | 29.99 | 118 | 68 | 113 | |||
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| 26 Mar | 1599.45 | 100.3 | -16.95 | 32.94 | 7 | 4 | 45 | |||
| 25 Mar | 1628.45 | 115.45 | 18.5 | 32.47 | 42 | 18 | 41 | |||
| 24 Mar | 1592.75 | 96.6 | 0.6 | 31.41 | 25 | 10 | 21 | |||
| 21 Mar | 1592.55 | 96 | 9 | 28.53 | 18 | 7 | 10 | |||
| 20 Mar | 1615.55 | 87 | 0 | 0.00 | 0 | 3 | 0 | |||
| 19 Mar | 1586.55 | 87 | -162.15 | 24.74 | 5 | 2 | 2 | |||
| 18 Mar | 1609.35 | 249.15 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 1590.05 | 249.15 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 1579.85 | 249.15 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 1590.85 | 249.15 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 1661.60 | 249.15 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 1701.45 | 249.15 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 1686.00 | 249.15 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 1715.85 | 249.15 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 1711.50 | 249.15 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 1688.30 | 249.15 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 1708.60 | 249.15 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 1687.70 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Infosys Limited - strike price 1540 expiring on 24APR2025
Delta for 1540 CE is 0.22
Historical price for 1540 CE is as follows
On 8 Apr INFY was trading at 1428.80. The strike last trading price was 15.15, which was 0.6 higher than the previous day. The implied volatity was 41.73, the open interest changed by -43 which decreased total open position to 2067
On 7 Apr INFY was trading at 1396.75. The strike last trading price was 15.7, which was 0.3 higher than the previous day. The implied volatity was 46.56, the open interest changed by -215 which decreased total open position to 2112
On 4 Apr INFY was trading at 1451.65. The strike last trading price was 16.45, which was -13.95 lower than the previous day. The implied volatity was 31.80, the open interest changed by 799 which increased total open position to 2341
On 3 Apr INFY was trading at 1496.50. The strike last trading price was 30.4, which was -26.8 lower than the previous day. The implied volatity was 31.72, the open interest changed by 646 which increased total open position to 1544
On 2 Apr INFY was trading at 1550.15. The strike last trading price was 57.75, which was 10.45 higher than the previous day. The implied volatity was 31.49, the open interest changed by -316 which decreased total open position to 908
On 1 Apr INFY was trading at 1526.50. The strike last trading price was 48.5, which was -24 lower than the previous day. The implied volatity was 31.70, the open interest changed by 1020 which increased total open position to 1224
On 28 Mar INFY was trading at 1570.65. The strike last trading price was 72.3, which was -26.05 lower than the previous day. The implied volatity was 29.48, the open interest changed by 90 which increased total open position to 204
On 27 Mar INFY was trading at 1603.55. The strike last trading price was 99.05, which was -1.25 lower than the previous day. The implied volatity was 29.99, the open interest changed by 68 which increased total open position to 113
On 26 Mar INFY was trading at 1599.45. The strike last trading price was 100.3, which was -16.95 lower than the previous day. The implied volatity was 32.94, the open interest changed by 4 which increased total open position to 45
On 25 Mar INFY was trading at 1628.45. The strike last trading price was 115.45, which was 18.5 higher than the previous day. The implied volatity was 32.47, the open interest changed by 18 which increased total open position to 41
On 24 Mar INFY was trading at 1592.75. The strike last trading price was 96.6, which was 0.6 higher than the previous day. The implied volatity was 31.41, the open interest changed by 10 which increased total open position to 21
On 21 Mar INFY was trading at 1592.55. The strike last trading price was 96, which was 9 higher than the previous day. The implied volatity was 28.53, the open interest changed by 7 which increased total open position to 10
On 20 Mar INFY was trading at 1615.55. The strike last trading price was 87, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 19 Mar INFY was trading at 1586.55. The strike last trading price was 87, which was -162.15 lower than the previous day. The implied volatity was 24.74, the open interest changed by 2 which increased total open position to 2
On 18 Mar INFY was trading at 1609.35. The strike last trading price was 249.15, 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 249.15, 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 249.15, 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 249.15, 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 249.15, 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 249.15, 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 249.15, 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 249.15, 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 249.15, 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 249.15, 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 249.15, 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 1540 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 0.91
Theta: -0.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 1428.80 | 121.7 | -27.75 | 43.16 | 157 | -45 | 908 |
| 7 Apr | 1396.75 | 144.95 | 48.5 | 48.05 | 425 | -96 | 954 |
| 4 Apr | 1451.65 | 93.6 | 23.25 | 33.29 | 1,042 | -189 | 1,045 |
| 3 Apr | 1496.50 | 71 | 29.5 | 35.50 | 3,245 | -318 | 1,237 |
| 2 Apr | 1550.15 | 41.8 | -10.25 | 33.71 | 3,520 | 263 | 1,554 |
| 1 Apr | 1526.50 | 50.65 | 16.15 | 32.96 | 5,037 | 219 | 1,290 |
| 28 Mar | 1570.65 | 34.85 | 9.5 | 31.30 | 2,247 | 183 | 1,071 |
| 27 Mar | 1603.55 | 24.75 | -2.35 | 31.67 | 1,443 | 258 | 888 |
| 26 Mar | 1599.45 | 27.75 | 6.85 | 32.06 | 1,217 | 303 | 629 |
| 25 Mar | 1628.45 | 22.8 | -7.15 | 31.93 | 673 | 57 | 326 |
| 24 Mar | 1592.75 | 29.3 | 1.1 | 31.21 | 508 | 82 | 269 |
| 21 Mar | 1592.55 | 28.45 | 3.9 | 29.80 | 439 | 93 | 182 |
| 20 Mar | 1615.55 | 26 | -6.25 | 30.29 | 64 | 13 | 89 |
| 19 Mar | 1586.55 | 31.65 | 5 | 29.85 | 81 | 33 | 75 |
| 18 Mar | 1609.35 | 26.65 | -5.35 | 29.85 | 46 | -13 | 41 |
| 17 Mar | 1590.05 | 32 | -4.5 | 29.57 | 53 | 35 | 54 |
| 13 Mar | 1579.85 | 36.45 | 3.55 | 28.89 | 7 | 4 | 18 |
| 12 Mar | 1590.85 | 32.9 | 24.9 | 28.64 | 15 | 14 | 14 |
| 11 Mar | 1661.60 | 8 | 0 | 7.05 | 0 | 0 | 0 |
| 10 Mar | 1701.45 | 8 | 0 | 8.32 | 0 | 0 | 0 |
| 7 Mar | 1686.00 | 8 | 0 | 7.58 | 0 | 0 | 0 |
| 6 Mar | 1715.85 | 8 | 0 | 8.51 | 0 | 0 | 0 |
| 5 Mar | 1711.50 | 8 | 0 | 8.29 | 0 | 0 | 0 |
| 4 Mar | 1688.30 | 8 | 0 | 7.73 | 0 | 0 | 0 |
| 3 Mar | 1708.60 | 8 | 0 | 8.39 | 0 | 0 | 0 |
| 28 Feb | 1687.70 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Infosys Limited - strike price 1540 expiring on 24APR2025
Delta for 1540 PE is -0.77
Historical price for 1540 PE is as follows
On 8 Apr INFY was trading at 1428.80. The strike last trading price was 121.7, which was -27.75 lower than the previous day. The implied volatity was 43.16, the open interest changed by -45 which decreased total open position to 908
On 7 Apr INFY was trading at 1396.75. The strike last trading price was 144.95, which was 48.5 higher than the previous day. The implied volatity was 48.05, the open interest changed by -96 which decreased total open position to 954
On 4 Apr INFY was trading at 1451.65. The strike last trading price was 93.6, which was 23.25 higher than the previous day. The implied volatity was 33.29, the open interest changed by -189 which decreased total open position to 1045
On 3 Apr INFY was trading at 1496.50. The strike last trading price was 71, which was 29.5 higher than the previous day. The implied volatity was 35.50, the open interest changed by -318 which decreased total open position to 1237
On 2 Apr INFY was trading at 1550.15. The strike last trading price was 41.8, which was -10.25 lower than the previous day. The implied volatity was 33.71, the open interest changed by 263 which increased total open position to 1554
On 1 Apr INFY was trading at 1526.50. The strike last trading price was 50.65, which was 16.15 higher than the previous day. The implied volatity was 32.96, the open interest changed by 219 which increased total open position to 1290
On 28 Mar INFY was trading at 1570.65. The strike last trading price was 34.85, which was 9.5 higher than the previous day. The implied volatity was 31.30, the open interest changed by 183 which increased total open position to 1071
On 27 Mar INFY was trading at 1603.55. The strike last trading price was 24.75, which was -2.35 lower than the previous day. The implied volatity was 31.67, the open interest changed by 258 which increased total open position to 888
On 26 Mar INFY was trading at 1599.45. The strike last trading price was 27.75, which was 6.85 higher than the previous day. The implied volatity was 32.06, the open interest changed by 303 which increased total open position to 629
On 25 Mar INFY was trading at 1628.45. The strike last trading price was 22.8, which was -7.15 lower than the previous day. The implied volatity was 31.93, the open interest changed by 57 which increased total open position to 326
On 24 Mar INFY was trading at 1592.75. The strike last trading price was 29.3, which was 1.1 higher than the previous day. The implied volatity was 31.21, the open interest changed by 82 which increased total open position to 269
On 21 Mar INFY was trading at 1592.55. The strike last trading price was 28.45, which was 3.9 higher than the previous day. The implied volatity was 29.80, the open interest changed by 93 which increased total open position to 182
On 20 Mar INFY was trading at 1615.55. The strike last trading price was 26, which was -6.25 lower than the previous day. The implied volatity was 30.29, the open interest changed by 13 which increased total open position to 89
On 19 Mar INFY was trading at 1586.55. The strike last trading price was 31.65, which was 5 higher than the previous day. The implied volatity was 29.85, the open interest changed by 33 which increased total open position to 75
On 18 Mar INFY was trading at 1609.35. The strike last trading price was 26.65, which was -5.35 lower than the previous day. The implied volatity was 29.85, the open interest changed by -13 which decreased total open position to 41
On 17 Mar INFY was trading at 1590.05. The strike last trading price was 32, which was -4.5 lower than the previous day. The implied volatity was 29.57, the open interest changed by 35 which increased total open position to 54
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 36.45, which was 3.55 higher than the previous day. The implied volatity was 28.89, the open interest changed by 4 which increased total open position to 18
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 32.9, which was 24.9 higher than the previous day. The implied volatity was 28.64, the open interest changed by 14 which increased total open position to 14
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was 7.05, 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 8, 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
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was 7.58, 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 8, which was 0 lower than the previous day. The implied volatity was 8.51, 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 8, which was 0 lower than the previous day. The implied volatity was 8.29, 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 8, which was 0 lower than the previous day. The implied volatity was 7.73, 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 8, which was 0 lower than the previous day. The implied volatity was 8.39, 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
