INFY
Infosys Limited
Historical option data for INFY
07 Apr 2025 04:10 PM IST
| INFY 24APR2025 1580 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.68
Theta: -0.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Apr | 1396.75 | 9.9 | 1.1 | 46.72 | 5,377 | -522 | 2,434 | |||
| 4 Apr | 1451.65 | 9.4 | -9.1 | 32.32 | 3,933 | 324 | 2,958 | |||
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| 3 Apr | 1496.50 | 18.5 | -18.95 | 31.90 | 4,998 | 1,007 | 2,638 | |||
| 2 Apr | 1550.15 | 37.9 | 7.45 | 31.06 | 3,181 | -127 | 1,633 | |||
| 1 Apr | 1526.50 | 30.8 | -19.15 | 31.07 | 4,151 | 553 | 1,780 | |||
| 28 Mar | 1570.65 | 49.8 | -21.45 | 29.08 | 4,501 | 851 | 1,227 | |||
| 27 Mar | 1603.55 | 71.95 | 0.85 | 29.27 | 809 | 1 | 375 | |||
| 26 Mar | 1599.45 | 70.7 | -17.95 | 30.05 | 311 | -19 | 379 | |||
| 25 Mar | 1628.45 | 86 | 15.5 | 30.79 | 802 | -118 | 400 | |||
| 24 Mar | 1592.75 | 71 | 2.35 | 30.65 | 2,077 | 328 | 542 | |||
| 21 Mar | 1592.55 | 69.15 | -13.2 | 27.43 | 916 | 102 | 216 | |||
| 20 Mar | 1615.55 | 80 | 11.9 | 28.14 | 252 | 5 | 115 | |||
| 19 Mar | 1586.55 | 68.4 | -7.6 | 27.96 | 343 | 71 | 116 | |||
| 18 Mar | 1609.35 | 77.7 | 10.2 | 26.18 | 29 | -15 | 46 | |||
| 17 Mar | 1590.05 | 68.35 | 3.35 | 26.69 | 125 | 26 | 62 | |||
| 13 Mar | 1579.85 | 65 | -6.75 | 26.38 | 43 | 9 | 35 | |||
| 12 Mar | 1590.85 | 71.9 | -142.65 | 26.18 | 73 | 26 | 26 | |||
| 11 Mar | 1661.60 | 214.55 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 1701.45 | 214.55 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 1686.00 | 214.55 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 1715.85 | 214.55 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 1711.50 | 214.55 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 1688.30 | 214.55 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 1708.60 | 214.55 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 1687.70 | 214.55 | 0 | - | 0 | 0 | 0 | |||
For Infosys Limited - strike price 1580 expiring on 24APR2025
Delta for 1580 CE is 0.14
Historical price for 1580 CE is as follows
On 7 Apr INFY was trading at 1396.75. The strike last trading price was 9.9, which was 1.1 higher than the previous day. The implied volatity was 46.72, the open interest changed by -522 which decreased total open position to 2434
On 4 Apr INFY was trading at 1451.65. The strike last trading price was 9.4, which was -9.1 lower than the previous day. The implied volatity was 32.32, the open interest changed by 324 which increased total open position to 2958
On 3 Apr INFY was trading at 1496.50. The strike last trading price was 18.5, which was -18.95 lower than the previous day. The implied volatity was 31.90, the open interest changed by 1007 which increased total open position to 2638
On 2 Apr INFY was trading at 1550.15. The strike last trading price was 37.9, which was 7.45 higher than the previous day. The implied volatity was 31.06, the open interest changed by -127 which decreased total open position to 1633
On 1 Apr INFY was trading at 1526.50. The strike last trading price was 30.8, which was -19.15 lower than the previous day. The implied volatity was 31.07, the open interest changed by 553 which increased total open position to 1780
On 28 Mar INFY was trading at 1570.65. The strike last trading price was 49.8, which was -21.45 lower than the previous day. The implied volatity was 29.08, the open interest changed by 851 which increased total open position to 1227
On 27 Mar INFY was trading at 1603.55. The strike last trading price was 71.95, which was 0.85 higher than the previous day. The implied volatity was 29.27, the open interest changed by 1 which increased total open position to 375
On 26 Mar INFY was trading at 1599.45. The strike last trading price was 70.7, which was -17.95 lower than the previous day. The implied volatity was 30.05, the open interest changed by -19 which decreased total open position to 379
On 25 Mar INFY was trading at 1628.45. The strike last trading price was 86, which was 15.5 higher than the previous day. The implied volatity was 30.79, the open interest changed by -118 which decreased total open position to 400
On 24 Mar INFY was trading at 1592.75. The strike last trading price was 71, which was 2.35 higher than the previous day. The implied volatity was 30.65, the open interest changed by 328 which increased total open position to 542
On 21 Mar INFY was trading at 1592.55. The strike last trading price was 69.15, which was -13.2 lower than the previous day. The implied volatity was 27.43, the open interest changed by 102 which increased total open position to 216
On 20 Mar INFY was trading at 1615.55. The strike last trading price was 80, which was 11.9 higher than the previous day. The implied volatity was 28.14, the open interest changed by 5 which increased total open position to 115
On 19 Mar INFY was trading at 1586.55. The strike last trading price was 68.4, which was -7.6 lower than the previous day. The implied volatity was 27.96, the open interest changed by 71 which increased total open position to 116
On 18 Mar INFY was trading at 1609.35. The strike last trading price was 77.7, which was 10.2 higher than the previous day. The implied volatity was 26.18, the open interest changed by -15 which decreased total open position to 46
On 17 Mar INFY was trading at 1590.05. The strike last trading price was 68.35, which was 3.35 higher than the previous day. The implied volatity was 26.69, the open interest changed by 26 which increased total open position to 62
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 65, which was -6.75 lower than the previous day. The implied volatity was 26.38, the open interest changed by 9 which increased total open position to 35
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 71.9, which was -142.65 lower than the previous day. The implied volatity was 26.18, the open interest changed by 26 which increased total open position to 26
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 214.55, 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 214.55, 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 214.55, 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 214.55, 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 214.55, 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 214.55, 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 214.55, 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 214.55, 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 1580 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 0.71
Theta: -0.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Apr | 1396.75 | 178.6 | 48.55 | 48.07 | 595 | -223 | 1,240 |
| 4 Apr | 1451.65 | 126.1 | 27.7 | 33.96 | 226 | -51 | 1,463 |
| 3 Apr | 1496.50 | 99 | 37.4 | 36.28 | 552 | -97 | 1,513 |
| 2 Apr | 1550.15 | 61.65 | -12.9 | 33.21 | 973 | -16 | 1,612 |
| 1 Apr | 1526.50 | 73.4 | 21.9 | 32.86 | 2,065 | 267 | 1,633 |
| 28 Mar | 1570.65 | 52 | 14.15 | 30.75 | 5,891 | 491 | 1,366 |
| 27 Mar | 1603.55 | 37.5 | -2.4 | 30.83 | 2,047 | 58 | 875 |
| 26 Mar | 1599.45 | 40.35 | 6.95 | 30.71 | 1,035 | -34 | 819 |
| 25 Mar | 1628.45 | 34.1 | -9.6 | 30.96 | 1,266 | 7 | 847 |
| 24 Mar | 1592.75 | 42.55 | 0.4 | 30.02 | 2,025 | 495 | 839 |
| 21 Mar | 1592.55 | 42.7 | 4.95 | 29.35 | 637 | 38 | 345 |
| 20 Mar | 1615.55 | 39.35 | -7.45 | 30.00 | 555 | 103 | 304 |
| 19 Mar | 1586.55 | 46.1 | 8.45 | 29.15 | 291 | 120 | 201 |
| 18 Mar | 1609.35 | 38.2 | -8.65 | 28.60 | 98 | 22 | 77 |
| 17 Mar | 1590.05 | 46.4 | -2.5 | 28.90 | 60 | 1 | 57 |
| 13 Mar | 1579.85 | 48.9 | 1.75 | 26.84 | 55 | 24 | 56 |
| 12 Mar | 1590.85 | 48.8 | 20.65 | 28.76 | 104 | -14 | 30 |
| 11 Mar | 1661.60 | 28.15 | 8.8 | 30.65 | 14 | 5 | 44 |
| 10 Mar | 1701.45 | 20.45 | 0.7 | 30.17 | 37 | 38 | 38 |
| 7 Mar | 1686.00 | 19.75 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 1715.85 | 19.75 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 1711.50 | 19.75 | -0.3 | 29.26 | 1 | 0 | 4 |
| 4 Mar | 1688.30 | 20.05 | 3.55 | 26.64 | 3 | -2 | 4 |
| 3 Mar | 1708.60 | 16.5 | 3.55 | 27.28 | 7 | 4 | 4 |
| 28 Feb | 1687.70 | 12.95 | 0 | 5.54 | 0 | 0 | 0 |
For Infosys Limited - strike price 1580 expiring on 24APR2025
Delta for 1580 PE is -0.85
Historical price for 1580 PE is as follows
On 7 Apr INFY was trading at 1396.75. The strike last trading price was 178.6, which was 48.55 higher than the previous day. The implied volatity was 48.07, the open interest changed by -223 which decreased total open position to 1240
On 4 Apr INFY was trading at 1451.65. The strike last trading price was 126.1, which was 27.7 higher than the previous day. The implied volatity was 33.96, the open interest changed by -51 which decreased total open position to 1463
On 3 Apr INFY was trading at 1496.50. The strike last trading price was 99, which was 37.4 higher than the previous day. The implied volatity was 36.28, the open interest changed by -97 which decreased total open position to 1513
On 2 Apr INFY was trading at 1550.15. The strike last trading price was 61.65, which was -12.9 lower than the previous day. The implied volatity was 33.21, the open interest changed by -16 which decreased total open position to 1612
On 1 Apr INFY was trading at 1526.50. The strike last trading price was 73.4, which was 21.9 higher than the previous day. The implied volatity was 32.86, the open interest changed by 267 which increased total open position to 1633
On 28 Mar INFY was trading at 1570.65. The strike last trading price was 52, which was 14.15 higher than the previous day. The implied volatity was 30.75, the open interest changed by 491 which increased total open position to 1366
On 27 Mar INFY was trading at 1603.55. The strike last trading price was 37.5, which was -2.4 lower than the previous day. The implied volatity was 30.83, the open interest changed by 58 which increased total open position to 875
On 26 Mar INFY was trading at 1599.45. The strike last trading price was 40.35, which was 6.95 higher than the previous day. The implied volatity was 30.71, the open interest changed by -34 which decreased total open position to 819
On 25 Mar INFY was trading at 1628.45. The strike last trading price was 34.1, which was -9.6 lower than the previous day. The implied volatity was 30.96, the open interest changed by 7 which increased total open position to 847
On 24 Mar INFY was trading at 1592.75. The strike last trading price was 42.55, which was 0.4 higher than the previous day. The implied volatity was 30.02, the open interest changed by 495 which increased total open position to 839
On 21 Mar INFY was trading at 1592.55. The strike last trading price was 42.7, which was 4.95 higher than the previous day. The implied volatity was 29.35, the open interest changed by 38 which increased total open position to 345
On 20 Mar INFY was trading at 1615.55. The strike last trading price was 39.35, which was -7.45 lower than the previous day. The implied volatity was 30.00, the open interest changed by 103 which increased total open position to 304
On 19 Mar INFY was trading at 1586.55. The strike last trading price was 46.1, which was 8.45 higher than the previous day. The implied volatity was 29.15, the open interest changed by 120 which increased total open position to 201
On 18 Mar INFY was trading at 1609.35. The strike last trading price was 38.2, which was -8.65 lower than the previous day. The implied volatity was 28.60, the open interest changed by 22 which increased total open position to 77
On 17 Mar INFY was trading at 1590.05. The strike last trading price was 46.4, which was -2.5 lower than the previous day. The implied volatity was 28.90, the open interest changed by 1 which increased total open position to 57
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 48.9, which was 1.75 higher than the previous day. The implied volatity was 26.84, the open interest changed by 24 which increased total open position to 56
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 48.8, which was 20.65 higher than the previous day. The implied volatity was 28.76, the open interest changed by -14 which decreased total open position to 30
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 28.15, which was 8.8 higher than the previous day. The implied volatity was 30.65, the open interest changed by 5 which increased total open position to 44
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 20.45, which was 0.7 higher than the previous day. The implied volatity was 30.17, the open interest changed by 38 which increased total open position to 38
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 19.75, 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 6 Mar INFY was trading at 1715.85. The strike last trading price was 19.75, 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 19.75, which was -0.3 lower than the previous day. The implied volatity was 29.26, the open interest changed by 0 which decreased total open position to 4
On 4 Mar INFY was trading at 1688.30. The strike last trading price was 20.05, which was 3.55 higher than the previous day. The implied volatity was 26.64, the open interest changed by -2 which decreased total open position to 4
On 3 Mar INFY was trading at 1708.60. The strike last trading price was 16.5, which was 3.55 higher than the previous day. The implied volatity was 27.28, the open interest changed by 4 which increased total open position to 4
On 28 Feb INFY was trading at 1687.70. The strike last trading price was 12.95, which was 0 lower than the previous day. The implied volatity was 5.54, the open interest changed by 0 which decreased total open position to 0
