INFY
Infosys Limited
Historical option data for INFY
13 Mar 2025 04:10 PM IST
| INFY 27MAR2025 1560 CE | ||||||||||
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Delta: 0.65
Vega: 1.15
Theta: -1.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1579.85 | 42.7 | -10 | 23.28 | 2,534 | 112 | 1,095 | |||
| 12 Mar | 1590.85 | 53.25 | -59.75 | 24.98 | 5,224 | 979 | 987 | |||
| 11 Mar | 1661.60 | 113 | -22.85 | - | 13 | 5 | 10 | |||
| 10 Mar | 1701.45 | 135.85 | 0 | 0.00 | 0 | 1 | 0 | |||
| 7 Mar | 1686.00 | 135.85 | -0.45 | 22.92 | 1 | 0 | 4 | |||
| 6 Mar | 1715.85 | 136.3 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 1711.50 | 136.3 | 0 | 0.00 | 0 | 4 | 0 | |||
| 4 Mar | 1688.30 | 136.3 | -245.05 | 21.77 | 4 | 3 | 3 | |||
| 3 Mar | 1708.60 | 381.35 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 1687.70 | 381.35 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 1764.30 | 381.35 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 1767.70 | 381.35 | 0 | - | 0 | 0 | 0 | |||
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| 25 Feb | 1767.70 | 381.35 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 1764.10 | 381.35 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 1825.15 | 381.35 | 0 | - | 0 | 0 | 0 | |||
For Infosys Limited - strike price 1560 expiring on 27MAR2025
Delta for 1560 CE is 0.65
Historical price for 1560 CE is as follows
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 42.7, which was -10 lower than the previous day. The implied volatity was 23.28, the open interest changed by 112 which increased total open position to 1095
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 53.25, which was -59.75 lower than the previous day. The implied volatity was 24.98, the open interest changed by 979 which increased total open position to 987
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 113, which was -22.85 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 10
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 135.85, 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 7 Mar INFY was trading at 1686.00. The strike last trading price was 135.85, which was -0.45 lower than the previous day. The implied volatity was 22.92, the open interest changed by 0 which decreased total open position to 4
On 6 Mar INFY was trading at 1715.85. The strike last trading price was 136.3, 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 5 Mar INFY was trading at 1711.50. The strike last trading price was 136.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 4 Mar INFY was trading at 1688.30. The strike last trading price was 136.3, which was -245.05 lower than the previous day. The implied volatity was 21.77, the open interest changed by 3 which increased total open position to 3
On 3 Mar INFY was trading at 1708.60. The strike last trading price was 381.35, 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 381.35, 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 381.35, 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 381.35, 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 381.35, 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 24 Feb INFY was trading at 1764.10. The strike last trading price was 381.35, 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 Feb INFY was trading at 1825.15. The strike last trading price was 381.35, 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 1560 PE | |||||||
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Delta: -0.37
Vega: 1.17
Theta: -0.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1579.85 | 21.2 | 2.5 | 26.28 | 8,607 | 216 | 1,990 |
| 12 Mar | 1590.85 | 19 | 13.35 | 26.88 | 20,091 | 460 | 1,788 |
| 11 Mar | 1661.60 | 5.2 | 2.4 | 27.97 | 3,663 | 269 | 1,325 |
| 10 Mar | 1701.45 | 2.75 | -1.35 | 27.72 | 1,068 | 13 | 1,058 |
| 7 Mar | 1686.00 | 4.2 | 1.2 | 26.38 | 1,377 | 25 | 1,045 |
| 6 Mar | 1715.85 | 3.35 | -0.3 | 27.85 | 842 | -20 | 1,020 |
| 5 Mar | 1711.50 | 3.6 | -1.9 | 27.10 | 1,402 | 113 | 1,045 |
| 4 Mar | 1688.30 | 5.7 | 1.15 | 26.77 | 1,549 | -15 | 946 |
| 3 Mar | 1708.60 | 4.35 | -3.15 | 27.78 | 1,287 | 186 | 958 |
| 28 Feb | 1687.70 | 7.15 | 3.45 | 27.80 | 1,772 | 270 | 773 |
| 27 Feb | 1764.30 | 3.6 | -0.2 | 30.25 | 284 | 96 | 503 |
| 26 Feb | 1767.70 | 3.8 | -0.45 | 30.04 | 540 | 228 | 409 |
| 25 Feb | 1767.70 | 3.8 | -0.45 | 30.04 | 540 | 230 | 409 |
| 24 Feb | 1764.10 | 4.35 | 1.5 | 30.14 | 278 | 175 | 178 |
| 20 Feb | 1825.15 | 2.85 | 0 | 31.46 | 3 | 1 | 2 |
For Infosys Limited - strike price 1560 expiring on 27MAR2025
Delta for 1560 PE is -0.37
Historical price for 1560 PE is as follows
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 21.2, which was 2.5 higher than the previous day. The implied volatity was 26.28, the open interest changed by 216 which increased total open position to 1990
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 19, which was 13.35 higher than the previous day. The implied volatity was 26.88, the open interest changed by 460 which increased total open position to 1788
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 5.2, which was 2.4 higher than the previous day. The implied volatity was 27.97, the open interest changed by 269 which increased total open position to 1325
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 2.75, which was -1.35 lower than the previous day. The implied volatity was 27.72, the open interest changed by 13 which increased total open position to 1058
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 4.2, which was 1.2 higher than the previous day. The implied volatity was 26.38, the open interest changed by 25 which increased total open position to 1045
On 6 Mar INFY was trading at 1715.85. The strike last trading price was 3.35, which was -0.3 lower than the previous day. The implied volatity was 27.85, the open interest changed by -20 which decreased total open position to 1020
On 5 Mar INFY was trading at 1711.50. The strike last trading price was 3.6, which was -1.9 lower than the previous day. The implied volatity was 27.10, the open interest changed by 113 which increased total open position to 1045
On 4 Mar INFY was trading at 1688.30. The strike last trading price was 5.7, which was 1.15 higher than the previous day. The implied volatity was 26.77, the open interest changed by -15 which decreased total open position to 946
On 3 Mar INFY was trading at 1708.60. The strike last trading price was 4.35, which was -3.15 lower than the previous day. The implied volatity was 27.78, the open interest changed by 186 which increased total open position to 958
On 28 Feb INFY was trading at 1687.70. The strike last trading price was 7.15, which was 3.45 higher than the previous day. The implied volatity was 27.80, the open interest changed by 270 which increased total open position to 773
On 27 Feb INFY was trading at 1764.30. The strike last trading price was 3.6, which was -0.2 lower than the previous day. The implied volatity was 30.25, the open interest changed by 96 which increased total open position to 503
On 26 Feb INFY was trading at 1767.70. The strike last trading price was 3.8, which was -0.45 lower than the previous day. The implied volatity was 30.04, the open interest changed by 228 which increased total open position to 409
On 25 Feb INFY was trading at 1767.70. The strike last trading price was 3.8, which was -0.45 lower than the previous day. The implied volatity was 30.04, the open interest changed by 230 which increased total open position to 409
On 24 Feb INFY was trading at 1764.10. The strike last trading price was 4.35, which was 1.5 higher than the previous day. The implied volatity was 30.14, the open interest changed by 175 which increased total open position to 178
On 20 Feb INFY was trading at 1825.15. The strike last trading price was 2.85, which was 0 lower than the previous day. The implied volatity was 31.46, the open interest changed by 1 which increased total open position to 2
