INFY
Infosys Limited
Historical option data for INFY
06 Feb 2026 04:10 PM IST
| INFY 24-FEB-2026 1540 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.4
Vega: 1.29
Theta: -1.13
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Feb | 1507.10 | 24.8 | -10.65 | 27.22 | 14,551 | 653 | 9,124 | |||||||||
| 5 Feb | 1520.20 | 35.5 | -9.55 | 29.69 | 17,638 | 1,346 | 8,622 | |||||||||
| 4 Feb | 1535.80 | 44.3 | -94.3 | 30.1 | 34,227 | 7,161 | 7,272 | |||||||||
| 3 Feb | 1656.00 | 138.6 | 39.4 | 37.2 | 28 | 2 | 114 | |||||||||
| 2 Feb | 1629.40 | 99.2 | -0.8 | 18.45 | 43 | 8 | 111 | |||||||||
| 1 Feb | 1654.50 | 100 | -14 | 19.83 | 22 | 8 | 103 | |||||||||
| 30 Jan | 1641.00 | 114 | -8.65 | 14.81 | 22 | 7 | 95 | |||||||||
| 29 Jan | 1659.50 | 122.65 | -16.6 | 13.66 | 13 | 2 | 87 | |||||||||
| 28 Jan | 1666.50 | 138.65 | -20.35 | 18.16 | 133 | -8 | 85 | |||||||||
| 27 Jan | 1682.70 | 159 | 19 | 19.92 | 14 | 12 | 91 | |||||||||
| 23 Jan | 1670.80 | 140 | 1.3 | 14.55 | 7 | 2 | 74 | |||||||||
| 22 Jan | 1663.50 | 139 | 5.7 | 18.47 | 40 | 28 | 69 | |||||||||
| 21 Jan | 1654.40 | 133.3 | -34.7 | 19.76 | 49 | 39 | 41 | |||||||||
| 20 Jan | 1658.90 | 168 | 78 | - | 0 | 0 | 2 | |||||||||
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| 19 Jan | 1681.20 | 168 | 78 | - | 0 | 0 | 2 | |||||||||
| 16 Jan | 1689.80 | 168 | 78 | 19.94 | 2 | 1 | 2 | |||||||||
| 14 Jan | 1599.80 | 90 | -37.95 | - | 0 | 0 | 1 | |||||||||
| 13 Jan | 1599.00 | 90 | -37.95 | 18.79 | 1 | 0 | 0 | |||||||||
| 12 Jan | 1595.90 | 127.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 1614.10 | 127.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 1613.30 | 127.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 1639.00 | 127.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 1612.20 | 127.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 1606.40 | 127.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 1640.40 | 127.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 1629.80 | 127.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 1615.40 | 127.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Infosys Limited - strike price 1540 expiring on 24FEB2026
Delta for 1540 CE is 0.4
Historical price for 1540 CE is as follows
On 6 Feb INFY was trading at 1507.10. The strike last trading price was 24.8, which was -10.65 lower than the previous day. The implied volatity was 27.22, the open interest changed by 653 which increased total open position to 9124
On 5 Feb INFY was trading at 1520.20. The strike last trading price was 35.5, which was -9.55 lower than the previous day. The implied volatity was 29.69, the open interest changed by 1346 which increased total open position to 8622
On 4 Feb INFY was trading at 1535.80. The strike last trading price was 44.3, which was -94.3 lower than the previous day. The implied volatity was 30.1, the open interest changed by 7161 which increased total open position to 7272
On 3 Feb INFY was trading at 1656.00. The strike last trading price was 138.6, which was 39.4 higher than the previous day. The implied volatity was 37.2, the open interest changed by 2 which increased total open position to 114
On 2 Feb INFY was trading at 1629.40. The strike last trading price was 99.2, which was -0.8 lower than the previous day. The implied volatity was 18.45, the open interest changed by 8 which increased total open position to 111
On 1 Feb INFY was trading at 1654.50. The strike last trading price was 100, which was -14 lower than the previous day. The implied volatity was 19.83, the open interest changed by 8 which increased total open position to 103
On 30 Jan INFY was trading at 1641.00. The strike last trading price was 114, which was -8.65 lower than the previous day. The implied volatity was 14.81, the open interest changed by 7 which increased total open position to 95
On 29 Jan INFY was trading at 1659.50. The strike last trading price was 122.65, which was -16.6 lower than the previous day. The implied volatity was 13.66, the open interest changed by 2 which increased total open position to 87
On 28 Jan INFY was trading at 1666.50. The strike last trading price was 138.65, which was -20.35 lower than the previous day. The implied volatity was 18.16, the open interest changed by -8 which decreased total open position to 85
On 27 Jan INFY was trading at 1682.70. The strike last trading price was 159, which was 19 higher than the previous day. The implied volatity was 19.92, the open interest changed by 12 which increased total open position to 91
On 23 Jan INFY was trading at 1670.80. The strike last trading price was 140, which was 1.3 higher than the previous day. The implied volatity was 14.55, the open interest changed by 2 which increased total open position to 74
On 22 Jan INFY was trading at 1663.50. The strike last trading price was 139, which was 5.7 higher than the previous day. The implied volatity was 18.47, the open interest changed by 28 which increased total open position to 69
On 21 Jan INFY was trading at 1654.40. The strike last trading price was 133.3, which was -34.7 lower than the previous day. The implied volatity was 19.76, the open interest changed by 39 which increased total open position to 41
On 20 Jan INFY was trading at 1658.90. The strike last trading price was 168, which was 78 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Jan INFY was trading at 1681.20. The strike last trading price was 168, which was 78 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Jan INFY was trading at 1689.80. The strike last trading price was 168, which was 78 higher than the previous day. The implied volatity was 19.94, the open interest changed by 1 which increased total open position to 2
On 14 Jan INFY was trading at 1599.80. The strike last trading price was 90, which was -37.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Jan INFY was trading at 1599.00. The strike last trading price was 90, which was -37.95 lower than the previous day. The implied volatity was 18.79, the open interest changed by 0 which decreased total open position to 0
On 12 Jan INFY was trading at 1595.90. The strike last trading price was 127.95, 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 9 Jan INFY was trading at 1614.10. The strike last trading price was 127.95, 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 8 Jan INFY was trading at 1613.30. The strike last trading price was 127.95, 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 Jan INFY was trading at 1639.00. The strike last trading price was 127.95, 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 Jan INFY was trading at 1612.20. The strike last trading price was 127.95, 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 Jan INFY was trading at 1606.40. The strike last trading price was 127.95, 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 2 Jan INFY was trading at 1640.40. The strike last trading price was 127.95, 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 1 Jan INFY was trading at 1629.80. The strike last trading price was 127.95, 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 31 Dec INFY was trading at 1615.40. The strike last trading price was 127.95, 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 24FEB2026 1540 PE | |||||||
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Delta: -0.59
Vega: 1.3
Theta: -0.79
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Feb | 1507.10 | 54.1 | 6 | 29.21 | 3,343 | -243 | 3,793 |
| 5 Feb | 1520.20 | 48.5 | 1.75 | 30.41 | 10,585 | -253 | 4,038 |
| 4 Feb | 1535.80 | 47.9 | 44.05 | 34.31 | 35,140 | 3,494 | 4,291 |
| 3 Feb | 1656.00 | 4.15 | -4.45 | 24.61 | 1,903 | -173 | 754 |
| 2 Feb | 1629.40 | 8.5 | 0.65 | 25.35 | 1,938 | 136 | 928 |
| 1 Feb | 1654.50 | 9.8 | 0.5 | 28.58 | 2,286 | 223 | 797 |
| 30 Jan | 1641.00 | 9.1 | 2.2 | 26.96 | 1,665 | 62 | 574 |
| 29 Jan | 1659.50 | 6.8 | 0.1 | 26.6 | 495 | 37 | 513 |
| 28 Jan | 1666.50 | 6.5 | -0.5 | 26.46 | 1,362 | 149 | 477 |
| 27 Jan | 1682.70 | 7.6 | 1.35 | 30 | 492 | 39 | 328 |
| 23 Jan | 1670.80 | 6.15 | -0.45 | 24.9 | 229 | 86 | 290 |
| 22 Jan | 1663.50 | 6.55 | -2.35 | 23.95 | 152 | 5 | 195 |
| 21 Jan | 1654.40 | 8.75 | 0.25 | 24.88 | 135 | -1 | 189 |
| 20 Jan | 1658.90 | 8.75 | 2.25 | 24.5 | 118 | 16 | 189 |
| 19 Jan | 1681.20 | 6.6 | -0.8 | 25.02 | 150 | 42 | 170 |
| 16 Jan | 1689.80 | 7.5 | -14.15 | 26.06 | 302 | 35 | 121 |
| 14 Jan | 1599.80 | 22.2 | -2.95 | 26.2 | 192 | 53 | 86 |
| 13 Jan | 1599.00 | 25.15 | 0.45 | 26.3 | 22 | 10 | 32 |
| 12 Jan | 1595.90 | 24.7 | 7.45 | 25.46 | 3 | 2 | 21 |
| 9 Jan | 1614.10 | 17.25 | 2.65 | - | 0 | 0 | 19 |
| 8 Jan | 1613.30 | 17.25 | 2.65 | 22.59 | 5 | 4 | 19 |
| 7 Jan | 1639.00 | 14.65 | -17.5 | 24.3 | 17 | 15 | 15 |
| 6 Jan | 1612.20 | 32.15 | 0 | 4.16 | 0 | 0 | 0 |
| 5 Jan | 1606.40 | 32.15 | 0 | 4.1 | 0 | 0 | 0 |
| 2 Jan | 1640.40 | 32.15 | 0 | 5.3 | 0 | 0 | 0 |
| 1 Jan | 1629.80 | 32.15 | 0 | 4.78 | 0 | 0 | 0 |
| 31 Dec | 1615.40 | 32.15 | 0 | 4.3 | 0 | 0 | 0 |
For Infosys Limited - strike price 1540 expiring on 24FEB2026
Delta for 1540 PE is -0.59
Historical price for 1540 PE is as follows
On 6 Feb INFY was trading at 1507.10. The strike last trading price was 54.1, which was 6 higher than the previous day. The implied volatity was 29.21, the open interest changed by -243 which decreased total open position to 3793
On 5 Feb INFY was trading at 1520.20. The strike last trading price was 48.5, which was 1.75 higher than the previous day. The implied volatity was 30.41, the open interest changed by -253 which decreased total open position to 4038
On 4 Feb INFY was trading at 1535.80. The strike last trading price was 47.9, which was 44.05 higher than the previous day. The implied volatity was 34.31, the open interest changed by 3494 which increased total open position to 4291
On 3 Feb INFY was trading at 1656.00. The strike last trading price was 4.15, which was -4.45 lower than the previous day. The implied volatity was 24.61, the open interest changed by -173 which decreased total open position to 754
On 2 Feb INFY was trading at 1629.40. The strike last trading price was 8.5, which was 0.65 higher than the previous day. The implied volatity was 25.35, the open interest changed by 136 which increased total open position to 928
On 1 Feb INFY was trading at 1654.50. The strike last trading price was 9.8, which was 0.5 higher than the previous day. The implied volatity was 28.58, the open interest changed by 223 which increased total open position to 797
On 30 Jan INFY was trading at 1641.00. The strike last trading price was 9.1, which was 2.2 higher than the previous day. The implied volatity was 26.96, the open interest changed by 62 which increased total open position to 574
On 29 Jan INFY was trading at 1659.50. The strike last trading price was 6.8, which was 0.1 higher than the previous day. The implied volatity was 26.6, the open interest changed by 37 which increased total open position to 513
On 28 Jan INFY was trading at 1666.50. The strike last trading price was 6.5, which was -0.5 lower than the previous day. The implied volatity was 26.46, the open interest changed by 149 which increased total open position to 477
On 27 Jan INFY was trading at 1682.70. The strike last trading price was 7.6, which was 1.35 higher than the previous day. The implied volatity was 30, the open interest changed by 39 which increased total open position to 328
On 23 Jan INFY was trading at 1670.80. The strike last trading price was 6.15, which was -0.45 lower than the previous day. The implied volatity was 24.9, the open interest changed by 86 which increased total open position to 290
On 22 Jan INFY was trading at 1663.50. The strike last trading price was 6.55, which was -2.35 lower than the previous day. The implied volatity was 23.95, the open interest changed by 5 which increased total open position to 195
On 21 Jan INFY was trading at 1654.40. The strike last trading price was 8.75, which was 0.25 higher than the previous day. The implied volatity was 24.88, the open interest changed by -1 which decreased total open position to 189
On 20 Jan INFY was trading at 1658.90. The strike last trading price was 8.75, which was 2.25 higher than the previous day. The implied volatity was 24.5, the open interest changed by 16 which increased total open position to 189
On 19 Jan INFY was trading at 1681.20. The strike last trading price was 6.6, which was -0.8 lower than the previous day. The implied volatity was 25.02, the open interest changed by 42 which increased total open position to 170
On 16 Jan INFY was trading at 1689.80. The strike last trading price was 7.5, which was -14.15 lower than the previous day. The implied volatity was 26.06, the open interest changed by 35 which increased total open position to 121
On 14 Jan INFY was trading at 1599.80. The strike last trading price was 22.2, which was -2.95 lower than the previous day. The implied volatity was 26.2, the open interest changed by 53 which increased total open position to 86
On 13 Jan INFY was trading at 1599.00. The strike last trading price was 25.15, which was 0.45 higher than the previous day. The implied volatity was 26.3, the open interest changed by 10 which increased total open position to 32
On 12 Jan INFY was trading at 1595.90. The strike last trading price was 24.7, which was 7.45 higher than the previous day. The implied volatity was 25.46, the open interest changed by 2 which increased total open position to 21
On 9 Jan INFY was trading at 1614.10. The strike last trading price was 17.25, which was 2.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 8 Jan INFY was trading at 1613.30. The strike last trading price was 17.25, which was 2.65 higher than the previous day. The implied volatity was 22.59, the open interest changed by 4 which increased total open position to 19
On 7 Jan INFY was trading at 1639.00. The strike last trading price was 14.65, which was -17.5 lower than the previous day. The implied volatity was 24.3, the open interest changed by 15 which increased total open position to 15
On 6 Jan INFY was trading at 1612.20. The strike last trading price was 32.15, which was 0 lower than the previous day. The implied volatity was 4.16, the open interest changed by 0 which decreased total open position to 0
On 5 Jan INFY was trading at 1606.40. The strike last trading price was 32.15, which was 0 lower than the previous day. The implied volatity was 4.1, the open interest changed by 0 which decreased total open position to 0
On 2 Jan INFY was trading at 1640.40. The strike last trading price was 32.15, which was 0 lower than the previous day. The implied volatity was 5.3, the open interest changed by 0 which decreased total open position to 0
On 1 Jan INFY was trading at 1629.80. The strike last trading price was 32.15, which was 0 lower than the previous day. The implied volatity was 4.78, the open interest changed by 0 which decreased total open position to 0
On 31 Dec INFY was trading at 1615.40. The strike last trading price was 32.15, which was 0 lower than the previous day. The implied volatity was 4.3, the open interest changed by 0 which decreased total open position to 0
