INFY
Infosys Limited
Historical option data for INFY
13 Mar 2025 04:10 PM IST
| INFY 27MAR2025 1600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 1.21
Theta: -1.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1579.85 | 21.25 | -8.1 | 22.64 | 15,867 | 1,231 | 6,289 | |||
| 12 Mar | 1590.85 | 29.5 | -50.7 | 24.21 | 28,445 | 4,837 | 5,061 | |||
| 11 Mar | 1661.60 | 82.95 | -26.65 | 24.86 | 838 | 75 | 237 | |||
| 10 Mar | 1701.45 | 108.35 | 7.3 | 16.86 | 226 | 0 | 158 | |||
| 7 Mar | 1686.00 | 101.25 | -22.95 | 24.13 | 130 | 58 | 158 | |||
| 6 Mar | 1715.85 | 123.6 | 0.9 | 20.51 | 66 | 12 | 102 | |||
| 5 Mar | 1711.50 | 122.2 | 20.55 | 24.19 | 40 | 4 | 91 | |||
| 4 Mar | 1688.30 | 100.1 | -26.95 | 21.02 | 106 | 20 | 87 | |||
| 3 Mar | 1708.60 | 129.15 | 17.35 | 26.21 | 68 | 11 | 68 | |||
| 28 Feb | 1687.70 | 115.55 | -61.15 | 25.31 | 132 | 53 | 56 | |||
| 27 Feb | 1764.30 | 179.1 | -56.9 | 25.93 | 3 | 2 | 3 | |||
| 26 Feb | 1767.70 | 236 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Feb | 1767.70 | 236 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Feb | 1764.10 | 236 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Feb | 1815.00 | 236 | 0 | 0.00 | 0 | 1 | 0 | |||
| 20 Feb | 1825.15 | 236 | -39.2 | - | 1 | 0 | 0 | |||
| 19 Feb | 1810.80 | 275.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Feb | 1851.95 | 275.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Feb | 1842.30 | 275.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 14 Feb | 1856.40 | 275.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Feb | 1843.25 | 275.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Feb | 1863.15 | 275.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Feb | 1875.65 | 275.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Feb | 1880.30 | 275.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Feb | 1903.65 | 275.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Feb | 1915.65 | 275.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Feb | 1897.05 | 275.2 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 4 Feb | 1898.80 | 275.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Feb | 1863.30 | 275.2 | -69.95 | - | 2 | 1 | 1 | |||
| 1 Feb | 1851.35 | 345.15 | 0 | - | 0 | 0 | 0 | |||
| 28 Jan | 1829.75 | 0 | 0 | - | 0 | 0 | 0 | |||
| 27 Jan | 1822.00 | 0 | 0 | - | 0 | 0 | 0 | |||
| 17 Jan | 1815.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 1937.85 | 0 | - | 0 | 0 | 0 | ||||
For Infosys Limited - strike price 1600 expiring on 27MAR2025
Delta for 1600 CE is 0.42
Historical price for 1600 CE is as follows
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 21.25, which was -8.1 lower than the previous day. The implied volatity was 22.64, the open interest changed by 1231 which increased total open position to 6289
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 29.5, which was -50.7 lower than the previous day. The implied volatity was 24.21, the open interest changed by 4837 which increased total open position to 5061
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 82.95, which was -26.65 lower than the previous day. The implied volatity was 24.86, the open interest changed by 75 which increased total open position to 237
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 108.35, which was 7.3 higher than the previous day. The implied volatity was 16.86, the open interest changed by 0 which decreased total open position to 158
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 101.25, which was -22.95 lower than the previous day. The implied volatity was 24.13, the open interest changed by 58 which increased total open position to 158
On 6 Mar INFY was trading at 1715.85. The strike last trading price was 123.6, which was 0.9 higher than the previous day. The implied volatity was 20.51, the open interest changed by 12 which increased total open position to 102
On 5 Mar INFY was trading at 1711.50. The strike last trading price was 122.2, which was 20.55 higher than the previous day. The implied volatity was 24.19, the open interest changed by 4 which increased total open position to 91
On 4 Mar INFY was trading at 1688.30. The strike last trading price was 100.1, which was -26.95 lower than the previous day. The implied volatity was 21.02, the open interest changed by 20 which increased total open position to 87
On 3 Mar INFY was trading at 1708.60. The strike last trading price was 129.15, which was 17.35 higher than the previous day. The implied volatity was 26.21, the open interest changed by 11 which increased total open position to 68
On 28 Feb INFY was trading at 1687.70. The strike last trading price was 115.55, which was -61.15 lower than the previous day. The implied volatity was 25.31, the open interest changed by 53 which increased total open position to 56
On 27 Feb INFY was trading at 1764.30. The strike last trading price was 179.1, which was -56.9 lower than the previous day. The implied volatity was 25.93, the open interest changed by 2 which increased total open position to 3
On 26 Feb INFY was trading at 1767.70. The strike last trading price was 236, 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 25 Feb INFY was trading at 1767.70. The strike last trading price was 236, 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 24 Feb INFY was trading at 1764.10. The strike last trading price was 236, 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 21 Feb INFY was trading at 1815.00. The strike last trading price was 236, 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 20 Feb INFY was trading at 1825.15. The strike last trading price was 236, which was -39.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Feb INFY was trading at 1810.80. The strike last trading price was 275.2, 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 18 Feb INFY was trading at 1851.95. The strike last trading price was 275.2, 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 17 Feb INFY was trading at 1842.30. The strike last trading price was 275.2, 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 14 Feb INFY was trading at 1856.40. The strike last trading price was 275.2, 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 13 Feb INFY was trading at 1843.25. The strike last trading price was 275.2, 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 12 Feb INFY was trading at 1863.15. The strike last trading price was 275.2, 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 11 Feb INFY was trading at 1875.65. The strike last trading price was 275.2, 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 10 Feb INFY was trading at 1880.30. The strike last trading price was 275.2, 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 7 Feb INFY was trading at 1903.65. The strike last trading price was 275.2, 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 Feb INFY was trading at 1915.65. The strike last trading price was 275.2, 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 Feb INFY was trading at 1897.05. The strike last trading price was 275.2, 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 4 Feb INFY was trading at 1898.80. The strike last trading price was 275.2, 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 3 Feb INFY was trading at 1863.30. The strike last trading price was 275.2, which was -69.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 1 Feb INFY was trading at 1851.35. The strike last trading price was 345.15, 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 Jan INFY was trading at 1829.75. The strike last trading price was 0, 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 Jan INFY was trading at 1822.00. The strike last trading price was 0, 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 Jan INFY was trading at 1815.45. The strike last trading price was 0, which was 0.00 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 1937.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| INFY 27MAR2025 1600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
Vega: 1.22
Theta: -0.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1579.85 | 39.95 | 5.3 | 25.79 | 8,386 | 168 | 2,837 |
| 12 Mar | 1590.85 | 35 | 23.35 | 25.85 | 28,906 | 572 | 2,719 |
| 11 Mar | 1661.60 | 10.75 | 4.4 | 26.74 | 11,872 | -668 | 2,153 |
| 10 Mar | 1701.45 | 6.5 | -2.1 | 27.25 | 4,434 | 293 | 2,806 |
| 7 Mar | 1686.00 | 9 | 2.8 | 25.71 | 4,584 | 222 | 2,513 |
| 6 Mar | 1715.85 | 6.85 | -0.35 | 26.99 | 1,821 | 58 | 2,263 |
| 5 Mar | 1711.50 | 7.15 | -3.45 | 26.06 | 4,045 | 66 | 2,207 |
| 4 Mar | 1688.30 | 11.15 | 2.4 | 26.20 | 4,398 | -380 | 2,142 |
| 3 Mar | 1708.60 | 8.25 | -4.9 | 26.83 | 4,041 | 619 | 2,521 |
| 28 Feb | 1687.70 | 12.45 | 6.4 | 26.74 | 7,153 | 523 | 1,893 |
| 27 Feb | 1764.30 | 6.2 | -0.1 | 29.16 | 1,361 | 121 | 1,370 |
| 26 Feb | 1767.70 | 6.3 | -0.55 | 28.82 | 1,027 | 67 | 1,247 |
| 25 Feb | 1767.70 | 6.3 | -0.55 | 28.82 | 1,027 | 65 | 1,247 |
| 24 Feb | 1764.10 | 6.95 | 3.5 | 28.75 | 2,467 | 603 | 1,188 |
| 21 Feb | 1815.00 | 3.45 | -0.1 | 28.00 | 358 | 77 | 586 |
| 20 Feb | 1825.15 | 3.45 | -1.5 | 28.52 | 411 | -28 | 502 |
| 19 Feb | 1810.80 | 5 | 1.5 | 29.19 | 1,013 | 347 | 530 |
| 18 Feb | 1851.95 | 3.65 | -0.75 | 29.98 | 180 | 34 | 179 |
| 17 Feb | 1842.30 | 4.55 | 0.3 | 30.63 | 131 | 21 | 144 |
| 14 Feb | 1856.40 | 4.25 | 0.3 | 29.97 | 38 | -15 | 123 |
| 13 Feb | 1843.25 | 3.95 | 0.35 | 28.24 | 27 | 12 | 138 |
| 12 Feb | 1863.15 | 3.6 | 0.65 | 29.16 | 137 | 99 | 126 |
| 11 Feb | 1875.65 | 3.2 | -0.15 | 29.27 | 37 | -24 | 31 |
| 10 Feb | 1880.30 | 3.35 | 0.3 | 29.32 | 6 | 4 | 54 |
| 7 Feb | 1903.65 | 3.05 | 0.05 | 29.39 | 6 | 0 | 49 |
| 6 Feb | 1915.65 | 3 | -0.15 | 29.86 | 62 | 31 | 49 |
| 5 Feb | 1897.05 | 3.15 | -0.65 | 28.90 | 3 | 2 | 19 |
| 4 Feb | 1898.80 | 3.8 | -1.35 | 29.49 | 16 | 6 | 17 |
| 3 Feb | 1863.30 | 5.4 | 0.4 | 29.27 | 3 | -2 | 10 |
| 1 Feb | 1851.35 | 5 | -5 | 28.24 | 9 | 6 | 12 |
| 28 Jan | 1829.75 | 10 | 0 | 29.89 | 2 | 0 | 4 |
| 27 Jan | 1822.00 | 10 | 0 | 29.15 | 1 | 0 | 3 |
| 17 Jan | 1815.45 | 10 | 4.00 | 26.93 | 1 | 0 | 2 |
| 6 Jan | 1937.85 | 6 | 29.15 | 1 | 0 | 1 | |
For Infosys Limited - strike price 1600 expiring on 27MAR2025
Delta for 1600 PE is -0.56
Historical price for 1600 PE is as follows
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 39.95, which was 5.3 higher than the previous day. The implied volatity was 25.79, the open interest changed by 168 which increased total open position to 2837
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 35, which was 23.35 higher than the previous day. The implied volatity was 25.85, the open interest changed by 572 which increased total open position to 2719
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 10.75, which was 4.4 higher than the previous day. The implied volatity was 26.74, the open interest changed by -668 which decreased total open position to 2153
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 6.5, which was -2.1 lower than the previous day. The implied volatity was 27.25, the open interest changed by 293 which increased total open position to 2806
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 9, which was 2.8 higher than the previous day. The implied volatity was 25.71, the open interest changed by 222 which increased total open position to 2513
On 6 Mar INFY was trading at 1715.85. The strike last trading price was 6.85, which was -0.35 lower than the previous day. The implied volatity was 26.99, the open interest changed by 58 which increased total open position to 2263
On 5 Mar INFY was trading at 1711.50. The strike last trading price was 7.15, which was -3.45 lower than the previous day. The implied volatity was 26.06, the open interest changed by 66 which increased total open position to 2207
On 4 Mar INFY was trading at 1688.30. The strike last trading price was 11.15, which was 2.4 higher than the previous day. The implied volatity was 26.20, the open interest changed by -380 which decreased total open position to 2142
On 3 Mar INFY was trading at 1708.60. The strike last trading price was 8.25, which was -4.9 lower than the previous day. The implied volatity was 26.83, the open interest changed by 619 which increased total open position to 2521
On 28 Feb INFY was trading at 1687.70. The strike last trading price was 12.45, which was 6.4 higher than the previous day. The implied volatity was 26.74, the open interest changed by 523 which increased total open position to 1893
On 27 Feb INFY was trading at 1764.30. The strike last trading price was 6.2, which was -0.1 lower than the previous day. The implied volatity was 29.16, the open interest changed by 121 which increased total open position to 1370
On 26 Feb INFY was trading at 1767.70. The strike last trading price was 6.3, which was -0.55 lower than the previous day. The implied volatity was 28.82, the open interest changed by 67 which increased total open position to 1247
On 25 Feb INFY was trading at 1767.70. The strike last trading price was 6.3, which was -0.55 lower than the previous day. The implied volatity was 28.82, the open interest changed by 65 which increased total open position to 1247
On 24 Feb INFY was trading at 1764.10. The strike last trading price was 6.95, which was 3.5 higher than the previous day. The implied volatity was 28.75, the open interest changed by 603 which increased total open position to 1188
On 21 Feb INFY was trading at 1815.00. The strike last trading price was 3.45, which was -0.1 lower than the previous day. The implied volatity was 28.00, the open interest changed by 77 which increased total open position to 586
On 20 Feb INFY was trading at 1825.15. The strike last trading price was 3.45, which was -1.5 lower than the previous day. The implied volatity was 28.52, the open interest changed by -28 which decreased total open position to 502
On 19 Feb INFY was trading at 1810.80. The strike last trading price was 5, which was 1.5 higher than the previous day. The implied volatity was 29.19, the open interest changed by 347 which increased total open position to 530
On 18 Feb INFY was trading at 1851.95. The strike last trading price was 3.65, which was -0.75 lower than the previous day. The implied volatity was 29.98, the open interest changed by 34 which increased total open position to 179
On 17 Feb INFY was trading at 1842.30. The strike last trading price was 4.55, which was 0.3 higher than the previous day. The implied volatity was 30.63, the open interest changed by 21 which increased total open position to 144
On 14 Feb INFY was trading at 1856.40. The strike last trading price was 4.25, which was 0.3 higher than the previous day. The implied volatity was 29.97, the open interest changed by -15 which decreased total open position to 123
On 13 Feb INFY was trading at 1843.25. The strike last trading price was 3.95, which was 0.35 higher than the previous day. The implied volatity was 28.24, the open interest changed by 12 which increased total open position to 138
On 12 Feb INFY was trading at 1863.15. The strike last trading price was 3.6, which was 0.65 higher than the previous day. The implied volatity was 29.16, the open interest changed by 99 which increased total open position to 126
On 11 Feb INFY was trading at 1875.65. The strike last trading price was 3.2, which was -0.15 lower than the previous day. The implied volatity was 29.27, the open interest changed by -24 which decreased total open position to 31
On 10 Feb INFY was trading at 1880.30. The strike last trading price was 3.35, which was 0.3 higher than the previous day. The implied volatity was 29.32, the open interest changed by 4 which increased total open position to 54
On 7 Feb INFY was trading at 1903.65. The strike last trading price was 3.05, which was 0.05 higher than the previous day. The implied volatity was 29.39, the open interest changed by 0 which decreased total open position to 49
On 6 Feb INFY was trading at 1915.65. The strike last trading price was 3, which was -0.15 lower than the previous day. The implied volatity was 29.86, the open interest changed by 31 which increased total open position to 49
On 5 Feb INFY was trading at 1897.05. The strike last trading price was 3.15, which was -0.65 lower than the previous day. The implied volatity was 28.90, the open interest changed by 2 which increased total open position to 19
On 4 Feb INFY was trading at 1898.80. The strike last trading price was 3.8, which was -1.35 lower than the previous day. The implied volatity was 29.49, the open interest changed by 6 which increased total open position to 17
On 3 Feb INFY was trading at 1863.30. The strike last trading price was 5.4, which was 0.4 higher than the previous day. The implied volatity was 29.27, the open interest changed by -2 which decreased total open position to 10
On 1 Feb INFY was trading at 1851.35. The strike last trading price was 5, which was -5 lower than the previous day. The implied volatity was 28.24, the open interest changed by 6 which increased total open position to 12
On 28 Jan INFY was trading at 1829.75. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 29.89, the open interest changed by 0 which decreased total open position to 4
On 27 Jan INFY was trading at 1822.00. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 29.15, the open interest changed by 0 which decreased total open position to 3
On 17 Jan INFY was trading at 1815.45. The strike last trading price was 10, which was 4.00 higher than the previous day. The implied volatity was 26.93, the open interest changed by 0 which decreased total open position to 2
On 6 Jan INFY was trading at 1937.85. The strike last trading price was 6, which was lower than the previous day. The implied volatity was 29.15, the open interest changed by 0 which decreased total open position to 1
