INFY
Infosys Limited
Historical option data for INFY
08 Apr 2025 05:50 PM IST
| INFY 24APR2025 1640 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.47
Theta: -0.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 1428.80 | 5.15 | 0.15 | 45.29 | 1,409 | 121 | 3,809 | |||
| 7 Apr | 1396.75 | 5.35 | 1.2 | 48.42 | 3,464 | -302 | 3,690 | |||
| 4 Apr | 1451.65 | 4.2 | -4.3 | 33.91 | 3,287 | -110 | 4,006 | |||
| 3 Apr | 1496.50 | 8.55 | -9.85 | 32.88 | 4,226 | 371 | 4,133 | |||
| 2 Apr | 1550.15 | 18.75 | 3.95 | 31.28 | 2,723 | 4 | 3,782 | |||
| 1 Apr | 1526.50 | 14.9 | -11 | 31.33 | 5,762 | 452 | 3,778 | |||
| 28 Mar | 1570.65 | 25.9 | -14.3 | 28.80 | 5,565 | 929 | 3,326 | |||
| 27 Mar | 1603.55 | 40.95 | 0.45 | 28.79 | 3,358 | -109 | 2,412 | |||
| 26 Mar | 1599.45 | 40 | -14.55 | 29.14 | 5,037 | 415 | 2,526 | |||
| 25 Mar | 1628.45 | 52.55 | 12.3 | 30.25 | 7,462 | 1,054 | 2,108 | |||
| 24 Mar | 1592.75 | 40.3 | 1.95 | 29.34 | 2,114 | 189 | 1,053 | |||
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| 21 Mar | 1592.55 | 38.55 | -10.55 | 26.50 | 1,766 | 381 | 864 | |||
| 20 Mar | 1615.55 | 46.8 | 8.2 | 27.10 | 1,109 | 229 | 487 | |||
| 19 Mar | 1586.55 | 39.2 | -6.65 | 27.26 | 339 | 61 | 259 | |||
| 18 Mar | 1609.35 | 46 | 6.9 | 25.97 | 303 | 49 | 193 | |||
| 17 Mar | 1590.05 | 39 | 1.75 | 26.08 | 160 | 5 | 139 | |||
| 13 Mar | 1579.85 | 37 | -5.25 | 25.68 | 168 | 41 | 133 | |||
| 12 Mar | 1590.85 | 41.95 | -40.8 | 25.48 | 192 | 74 | 89 | |||
| 11 Mar | 1661.60 | 82.95 | -183.35 | 24.87 | 24 | 13 | 13 | |||
| 10 Mar | 1701.45 | 266.3 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 1686.00 | 266.3 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 1715.85 | 266.3 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 1711.50 | 266.3 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 1688.30 | 266.3 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 1708.60 | 266.3 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 1687.70 | 266.3 | 0 | - | 0 | 0 | 0 | |||
For Infosys Limited - strike price 1640 expiring on 24APR2025
Delta for 1640 CE is 0.09
Historical price for 1640 CE is as follows
On 8 Apr INFY was trading at 1428.80. The strike last trading price was 5.15, which was 0.15 higher than the previous day. The implied volatity was 45.29, the open interest changed by 121 which increased total open position to 3809
On 7 Apr INFY was trading at 1396.75. The strike last trading price was 5.35, which was 1.2 higher than the previous day. The implied volatity was 48.42, the open interest changed by -302 which decreased total open position to 3690
On 4 Apr INFY was trading at 1451.65. The strike last trading price was 4.2, which was -4.3 lower than the previous day. The implied volatity was 33.91, the open interest changed by -110 which decreased total open position to 4006
On 3 Apr INFY was trading at 1496.50. The strike last trading price was 8.55, which was -9.85 lower than the previous day. The implied volatity was 32.88, the open interest changed by 371 which increased total open position to 4133
On 2 Apr INFY was trading at 1550.15. The strike last trading price was 18.75, which was 3.95 higher than the previous day. The implied volatity was 31.28, the open interest changed by 4 which increased total open position to 3782
On 1 Apr INFY was trading at 1526.50. The strike last trading price was 14.9, which was -11 lower than the previous day. The implied volatity was 31.33, the open interest changed by 452 which increased total open position to 3778
On 28 Mar INFY was trading at 1570.65. The strike last trading price was 25.9, which was -14.3 lower than the previous day. The implied volatity was 28.80, the open interest changed by 929 which increased total open position to 3326
On 27 Mar INFY was trading at 1603.55. The strike last trading price was 40.95, which was 0.45 higher than the previous day. The implied volatity was 28.79, the open interest changed by -109 which decreased total open position to 2412
On 26 Mar INFY was trading at 1599.45. The strike last trading price was 40, which was -14.55 lower than the previous day. The implied volatity was 29.14, the open interest changed by 415 which increased total open position to 2526
On 25 Mar INFY was trading at 1628.45. The strike last trading price was 52.55, which was 12.3 higher than the previous day. The implied volatity was 30.25, the open interest changed by 1054 which increased total open position to 2108
On 24 Mar INFY was trading at 1592.75. The strike last trading price was 40.3, which was 1.95 higher than the previous day. The implied volatity was 29.34, the open interest changed by 189 which increased total open position to 1053
On 21 Mar INFY was trading at 1592.55. The strike last trading price was 38.55, which was -10.55 lower than the previous day. The implied volatity was 26.50, the open interest changed by 381 which increased total open position to 864
On 20 Mar INFY was trading at 1615.55. The strike last trading price was 46.8, which was 8.2 higher than the previous day. The implied volatity was 27.10, the open interest changed by 229 which increased total open position to 487
On 19 Mar INFY was trading at 1586.55. The strike last trading price was 39.2, which was -6.65 lower than the previous day. The implied volatity was 27.26, the open interest changed by 61 which increased total open position to 259
On 18 Mar INFY was trading at 1609.35. The strike last trading price was 46, which was 6.9 higher than the previous day. The implied volatity was 25.97, the open interest changed by 49 which increased total open position to 193
On 17 Mar INFY was trading at 1590.05. The strike last trading price was 39, which was 1.75 higher than the previous day. The implied volatity was 26.08, the open interest changed by 5 which increased total open position to 139
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 37, which was -5.25 lower than the previous day. The implied volatity was 25.68, the open interest changed by 41 which increased total open position to 133
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 41.95, which was -40.8 lower than the previous day. The implied volatity was 25.48, the open interest changed by 74 which increased total open position to 89
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 82.95, which was -183.35 lower than the previous day. The implied volatity was 24.87, the open interest changed by 13 which increased total open position to 13
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 266.3, 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 266.3, 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 266.3, 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 266.3, 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 266.3, 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 266.3, 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 266.3, 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 1640 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.95
Vega: 0.32
Theta: 0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 1428.80 | 207.3 | -35.35 | 38.54 | 13 | -8 | 1,032 |
| 7 Apr | 1396.75 | 241.65 | 53.65 | 63.24 | 37 | -14 | 1,040 |
| 4 Apr | 1451.65 | 187 | 38.65 | 45.52 | 29 | -6 | 1,054 |
| 3 Apr | 1496.50 | 149.35 | 48.05 | 39.50 | 77 | -32 | 1,062 |
| 2 Apr | 1550.15 | 101.2 | -17.1 | 33.09 | 81 | -24 | 1,093 |
| 1 Apr | 1526.50 | 116.5 | 29.6 | 33.14 | 287 | -83 | 1,118 |
| 28 Mar | 1570.65 | 88.2 | 21.45 | 30.96 | 623 | 7 | 1,201 |
| 27 Mar | 1603.55 | 65.35 | -3.25 | 29.89 | 681 | 15 | 1,199 |
| 26 Mar | 1599.45 | 70.15 | 13.5 | 30.34 | 2,747 | 528 | 1,183 |
| 25 Mar | 1628.45 | 60.15 | -12.75 | 30.40 | 1,554 | 278 | 651 |
| 24 Mar | 1592.75 | 71.25 | -2.1 | 28.66 | 491 | 258 | 373 |
| 21 Mar | 1592.55 | 73.35 | 8.35 | 29.32 | 70 | 29 | 116 |
| 20 Mar | 1615.55 | 65 | -11.5 | 28.56 | 16 | 3 | 87 |
| 19 Mar | 1586.55 | 76.5 | 12.45 | 28.54 | 21 | 10 | 84 |
| 18 Mar | 1609.35 | 63.55 | -17.25 | 27.09 | 23 | 12 | 76 |
| 17 Mar | 1590.05 | 80.8 | 3.8 | 30.44 | 16 | 9 | 64 |
| 13 Mar | 1579.85 | 77 | -17.6 | 24.59 | 8 | 0 | 54 |
| 12 Mar | 1590.85 | 94.6 | 47.5 | 35.63 | 54 | 16 | 50 |
| 11 Mar | 1661.60 | 46.5 | 14.5 | 29.56 | 40 | 19 | 34 |
| 10 Mar | 1701.45 | 32 | -3.95 | 27.87 | 2 | 2 | 15 |
| 7 Mar | 1686.00 | 35.3 | 4.75 | 26.39 | 12 | 6 | 13 |
| 6 Mar | 1715.85 | 30.55 | 0 | 27.68 | 1 | 0 | 6 |
| 5 Mar | 1711.50 | 30.55 | -9.05 | 26.82 | 4 | 2 | 7 |
| 4 Mar | 1688.30 | 39.6 | 10.6 | 27.47 | 4 | 1 | 4 |
| 3 Mar | 1708.60 | 29 | 17.8 | 26.21 | 2 | 1 | 2 |
| 28 Feb | 1687.70 | 11.2 | 0 | 0.00 | 0 | 0 | 0 |
For Infosys Limited - strike price 1640 expiring on 24APR2025
Delta for 1640 PE is -0.95
Historical price for 1640 PE is as follows
On 8 Apr INFY was trading at 1428.80. The strike last trading price was 207.3, which was -35.35 lower than the previous day. The implied volatity was 38.54, the open interest changed by -8 which decreased total open position to 1032
On 7 Apr INFY was trading at 1396.75. The strike last trading price was 241.65, which was 53.65 higher than the previous day. The implied volatity was 63.24, the open interest changed by -14 which decreased total open position to 1040
On 4 Apr INFY was trading at 1451.65. The strike last trading price was 187, which was 38.65 higher than the previous day. The implied volatity was 45.52, the open interest changed by -6 which decreased total open position to 1054
On 3 Apr INFY was trading at 1496.50. The strike last trading price was 149.35, which was 48.05 higher than the previous day. The implied volatity was 39.50, the open interest changed by -32 which decreased total open position to 1062
On 2 Apr INFY was trading at 1550.15. The strike last trading price was 101.2, which was -17.1 lower than the previous day. The implied volatity was 33.09, the open interest changed by -24 which decreased total open position to 1093
On 1 Apr INFY was trading at 1526.50. The strike last trading price was 116.5, which was 29.6 higher than the previous day. The implied volatity was 33.14, the open interest changed by -83 which decreased total open position to 1118
On 28 Mar INFY was trading at 1570.65. The strike last trading price was 88.2, which was 21.45 higher than the previous day. The implied volatity was 30.96, the open interest changed by 7 which increased total open position to 1201
On 27 Mar INFY was trading at 1603.55. The strike last trading price was 65.35, which was -3.25 lower than the previous day. The implied volatity was 29.89, the open interest changed by 15 which increased total open position to 1199
On 26 Mar INFY was trading at 1599.45. The strike last trading price was 70.15, which was 13.5 higher than the previous day. The implied volatity was 30.34, the open interest changed by 528 which increased total open position to 1183
On 25 Mar INFY was trading at 1628.45. The strike last trading price was 60.15, which was -12.75 lower than the previous day. The implied volatity was 30.40, the open interest changed by 278 which increased total open position to 651
On 24 Mar INFY was trading at 1592.75. The strike last trading price was 71.25, which was -2.1 lower than the previous day. The implied volatity was 28.66, the open interest changed by 258 which increased total open position to 373
On 21 Mar INFY was trading at 1592.55. The strike last trading price was 73.35, which was 8.35 higher than the previous day. The implied volatity was 29.32, the open interest changed by 29 which increased total open position to 116
On 20 Mar INFY was trading at 1615.55. The strike last trading price was 65, which was -11.5 lower than the previous day. The implied volatity was 28.56, the open interest changed by 3 which increased total open position to 87
On 19 Mar INFY was trading at 1586.55. The strike last trading price was 76.5, which was 12.45 higher than the previous day. The implied volatity was 28.54, the open interest changed by 10 which increased total open position to 84
On 18 Mar INFY was trading at 1609.35. The strike last trading price was 63.55, which was -17.25 lower than the previous day. The implied volatity was 27.09, the open interest changed by 12 which increased total open position to 76
On 17 Mar INFY was trading at 1590.05. The strike last trading price was 80.8, which was 3.8 higher than the previous day. The implied volatity was 30.44, the open interest changed by 9 which increased total open position to 64
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 77, which was -17.6 lower than the previous day. The implied volatity was 24.59, the open interest changed by 0 which decreased total open position to 54
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 94.6, which was 47.5 higher than the previous day. The implied volatity was 35.63, the open interest changed by 16 which increased total open position to 50
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 46.5, which was 14.5 higher than the previous day. The implied volatity was 29.56, the open interest changed by 19 which increased total open position to 34
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 32, which was -3.95 lower than the previous day. The implied volatity was 27.87, the open interest changed by 2 which increased total open position to 15
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 35.3, which was 4.75 higher than the previous day. The implied volatity was 26.39, the open interest changed by 6 which increased total open position to 13
On 6 Mar INFY was trading at 1715.85. The strike last trading price was 30.55, which was 0 lower than the previous day. The implied volatity was 27.68, the open interest changed by 0 which decreased total open position to 6
On 5 Mar INFY was trading at 1711.50. The strike last trading price was 30.55, which was -9.05 lower than the previous day. The implied volatity was 26.82, the open interest changed by 2 which increased total open position to 7
On 4 Mar INFY was trading at 1688.30. The strike last trading price was 39.6, which was 10.6 higher than the previous day. The implied volatity was 27.47, the open interest changed by 1 which increased total open position to 4
On 3 Mar INFY was trading at 1708.60. The strike last trading price was 29, which was 17.8 higher than the previous day. The implied volatity was 26.21, the open interest changed by 1 which increased total open position to 2
On 28 Feb INFY was trading at 1687.70. The strike last trading price was 11.2, 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
