INFY
Infosys Limited
Historical option data for INFY
13 Mar 2025 04:10 PM IST
| INFY 27MAR2025 1580 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.54
Vega: 1.23
Theta: -1.22
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1579.85 | 30.55 | -9.4 | 22.70 | 8,443 | 1,206 | 2,770 | |||
| 12 Mar | 1590.85 | 40.25 | -84.3 | 24.46 | 11,865 | 1,561 | 1,568 | |||
| 11 Mar | 1661.60 | 124.55 | 0 | 0.00 | 0 | -1 | 0 | |||
| 10 Mar | 1701.45 | 124.55 | 6.55 | - | 4 | -3 | 6 | |||
| 7 Mar | 1686.00 | 116.7 | -30.65 | 21.46 | 6 | 5 | 9 | |||
| 6 Mar | 1715.85 | 147.35 | -1.4 | 29.47 | 2 | 1 | 3 | |||
| 5 Mar | 1711.50 | 148.75 | 33.15 | 34.85 | 2 | -1 | 1 | |||
| 4 Mar | 1688.30 | 115.6 | -187.15 | 17.49 | 2 | 1 | 1 | |||
|
|
||||||||||
| 3 Mar | 1708.60 | 302.75 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 1687.70 | 302.75 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 1764.30 | 302.75 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 1767.70 | 302.75 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 1767.70 | 302.75 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 1764.10 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Feb | 1825.15 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Infosys Limited - strike price 1580 expiring on 27MAR2025
Delta for 1580 CE is 0.54
Historical price for 1580 CE is as follows
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 30.55, which was -9.4 lower than the previous day. The implied volatity was 22.70, the open interest changed by 1206 which increased total open position to 2770
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 40.25, which was -84.3 lower than the previous day. The implied volatity was 24.46, the open interest changed by 1561 which increased total open position to 1568
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 124.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 124.55, which was 6.55 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 6
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 116.7, which was -30.65 lower than the previous day. The implied volatity was 21.46, the open interest changed by 5 which increased total open position to 9
On 6 Mar INFY was trading at 1715.85. The strike last trading price was 147.35, which was -1.4 lower than the previous day. The implied volatity was 29.47, the open interest changed by 1 which increased total open position to 3
On 5 Mar INFY was trading at 1711.50. The strike last trading price was 148.75, which was 33.15 higher than the previous day. The implied volatity was 34.85, the open interest changed by -1 which decreased total open position to 1
On 4 Mar INFY was trading at 1688.30. The strike last trading price was 115.6, which was -187.15 lower than the previous day. The implied volatity was 17.49, the open interest changed by 1 which increased total open position to 1
On 3 Mar INFY was trading at 1708.60. The strike last trading price was 302.75, 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 302.75, 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 302.75, 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 302.75, 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 302.75, 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 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
On 20 Feb INFY was trading at 1825.15. 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 27MAR2025 1580 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 1.23
Theta: -0.93
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1579.85 | 29.4 | 3.7 | 25.87 | 9,067 | 476 | 2,555 |
| 12 Mar | 1590.85 | 25.9 | 17.6 | 26.20 | 21,465 | 721 | 2,058 |
| 11 Mar | 1661.60 | 7.75 | 3.4 | 27.61 | 3,501 | 362 | 1,319 |
| 10 Mar | 1701.45 | 4.3 | -1.7 | 27.50 | 1,081 | 3 | 957 |
| 7 Mar | 1686.00 | 6.1 | 1.75 | 25.89 | 1,446 | 213 | 954 |
| 6 Mar | 1715.85 | 4.85 | -0.35 | 27.45 | 803 | -54 | 743 |
| 5 Mar | 1711.50 | 5.1 | -2.55 | 26.57 | 846 | 92 | 798 |
| 4 Mar | 1688.30 | 8.25 | 1.9 | 26.62 | 1,071 | 234 | 710 |
| 3 Mar | 1708.60 | 6.1 | -3.8 | 27.40 | 936 | 42 | 480 |
| 28 Feb | 1687.70 | 9.45 | 4.75 | 27.24 | 1,229 | 372 | 435 |
| 27 Feb | 1764.30 | 4.85 | -0.65 | 29.87 | 137 | 61 | 63 |
| 26 Feb | 1767.70 | 5.5 | 0.25 | 30.26 | 3 | 2 | 1 |
| 25 Feb | 1767.70 | 5.5 | 0.25 | 30.26 | 3 | 1 | 1 |
| 24 Feb | 1764.10 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Feb | 1825.15 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Infosys Limited - strike price 1580 expiring on 27MAR2025
Delta for 1580 PE is -0.46
Historical price for 1580 PE is as follows
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 29.4, which was 3.7 higher than the previous day. The implied volatity was 25.87, the open interest changed by 476 which increased total open position to 2555
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 25.9, which was 17.6 higher than the previous day. The implied volatity was 26.20, the open interest changed by 721 which increased total open position to 2058
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 7.75, which was 3.4 higher than the previous day. The implied volatity was 27.61, the open interest changed by 362 which increased total open position to 1319
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 4.3, which was -1.7 lower than the previous day. The implied volatity was 27.50, the open interest changed by 3 which increased total open position to 957
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 6.1, which was 1.75 higher than the previous day. The implied volatity was 25.89, the open interest changed by 213 which increased total open position to 954
On 6 Mar INFY was trading at 1715.85. The strike last trading price was 4.85, which was -0.35 lower than the previous day. The implied volatity was 27.45, the open interest changed by -54 which decreased total open position to 743
On 5 Mar INFY was trading at 1711.50. The strike last trading price was 5.1, which was -2.55 lower than the previous day. The implied volatity was 26.57, the open interest changed by 92 which increased total open position to 798
On 4 Mar INFY was trading at 1688.30. The strike last trading price was 8.25, which was 1.9 higher than the previous day. The implied volatity was 26.62, the open interest changed by 234 which increased total open position to 710
On 3 Mar INFY was trading at 1708.60. The strike last trading price was 6.1, which was -3.8 lower than the previous day. The implied volatity was 27.40, the open interest changed by 42 which increased total open position to 480
On 28 Feb INFY was trading at 1687.70. The strike last trading price was 9.45, which was 4.75 higher than the previous day. The implied volatity was 27.24, the open interest changed by 372 which increased total open position to 435
On 27 Feb INFY was trading at 1764.30. The strike last trading price was 4.85, which was -0.65 lower than the previous day. The implied volatity was 29.87, the open interest changed by 61 which increased total open position to 63
On 26 Feb INFY was trading at 1767.70. The strike last trading price was 5.5, which was 0.25 higher than the previous day. The implied volatity was 30.26, the open interest changed by 2 which increased total open position to 1
On 25 Feb INFY was trading at 1767.70. The strike last trading price was 5.5, which was 0.25 higher than the previous day. The implied volatity was 30.26, the open interest changed by 1 which increased total open position to 1
On 24 Feb INFY was trading at 1764.10. 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
On 20 Feb INFY was trading at 1825.15. 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
