INFY
Infosys Limited
Historical option data for INFY
13 Mar 2025 04:10 PM IST
| INFY 27MAR2025 1640 CE | ||||||||||
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Delta: 0.22
Vega: 0.93
Theta: -0.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1579.85 | 8.8 | -4.9 | 22.37 | 10,807 | 252 | 4,682 | |||
| 12 Mar | 1590.85 | 13.8 | -36.55 | 23.55 | 22,341 | 3,940 | 4,448 | |||
| 11 Mar | 1661.60 | 53 | -22.5 | 24.06 | 4,816 | 308 | 492 | |||
| 10 Mar | 1701.45 | 75.8 | 6.4 | 21.51 | 326 | -29 | 184 | |||
| 7 Mar | 1686.00 | 69.25 | -21.15 | 23.27 | 349 | 19 | 213 | |||
| 6 Mar | 1715.85 | 89.8 | 0.5 | 21.91 | 60 | -18 | 194 | |||
| 5 Mar | 1711.50 | 88.4 | 17.5 | 23.46 | 397 | 104 | 213 | |||
| 4 Mar | 1688.30 | 69.6 | -24.35 | 21.79 | 229 | 40 | 108 | |||
| 3 Mar | 1708.60 | 95.2 | 14.95 | 24.80 | 48 | 4 | 66 | |||
| 28 Feb | 1687.70 | 84.3 | -62.2 | 24.15 | 151 | 58 | 60 | |||
| 27 Feb | 1764.30 | 146.5 | -43.5 | 28.60 | 4 | 1 | 2 | |||
| 26 Feb | 1767.70 | 190 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Feb | 1767.70 | 190 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Feb | 1764.10 | 190 | 0 | 0.00 | 0 | 1 | 0 | |||
| 21 Feb | 1815.00 | 190 | -120.1 | - | 1 | 0 | 0 | |||
| 20 Feb | 1825.15 | 310.1 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 1810.80 | 310.1 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 1851.95 | 310.1 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 1842.30 | 310.1 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 1856.40 | 310.1 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 1843.25 | 310.1 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 1863.15 | 310.1 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 1875.65 | 310.1 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 1880.30 | 310.1 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 1903.65 | 310.1 | 0 | - | 0 | 0 | 0 | |||
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| 6 Feb | 1915.65 | 310.1 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 1897.05 | 310.1 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 1898.80 | 310.1 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 1863.30 | 310.1 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 1851.35 | 310.1 | 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 | 0.00 | 0 | 0 | 0 | ||||
For Infosys Limited - strike price 1640 expiring on 27MAR2025
Delta for 1640 CE is 0.22
Historical price for 1640 CE is as follows
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 8.8, which was -4.9 lower than the previous day. The implied volatity was 22.37, the open interest changed by 252 which increased total open position to 4682
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 13.8, which was -36.55 lower than the previous day. The implied volatity was 23.55, the open interest changed by 3940 which increased total open position to 4448
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 53, which was -22.5 lower than the previous day. The implied volatity was 24.06, the open interest changed by 308 which increased total open position to 492
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 75.8, which was 6.4 higher than the previous day. The implied volatity was 21.51, the open interest changed by -29 which decreased total open position to 184
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 69.25, which was -21.15 lower than the previous day. The implied volatity was 23.27, the open interest changed by 19 which increased total open position to 213
On 6 Mar INFY was trading at 1715.85. The strike last trading price was 89.8, which was 0.5 higher than the previous day. The implied volatity was 21.91, the open interest changed by -18 which decreased total open position to 194
On 5 Mar INFY was trading at 1711.50. The strike last trading price was 88.4, which was 17.5 higher than the previous day. The implied volatity was 23.46, the open interest changed by 104 which increased total open position to 213
On 4 Mar INFY was trading at 1688.30. The strike last trading price was 69.6, which was -24.35 lower than the previous day. The implied volatity was 21.79, the open interest changed by 40 which increased total open position to 108
On 3 Mar INFY was trading at 1708.60. The strike last trading price was 95.2, which was 14.95 higher than the previous day. The implied volatity was 24.80, the open interest changed by 4 which increased total open position to 66
On 28 Feb INFY was trading at 1687.70. The strike last trading price was 84.3, which was -62.2 lower than the previous day. The implied volatity was 24.15, the open interest changed by 58 which increased total open position to 60
On 27 Feb INFY was trading at 1764.30. The strike last trading price was 146.5, which was -43.5 lower than the previous day. The implied volatity was 28.60, the open interest changed by 1 which increased total open position to 2
On 26 Feb INFY was trading at 1767.70. The strike last trading price was 190, 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 190, 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 190, 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 21 Feb INFY was trading at 1815.00. The strike last trading price was 190, which was -120.1 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 310.1, 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 19 Feb INFY was trading at 1810.80. The strike last trading price was 310.1, 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 18 Feb INFY was trading at 1851.95. The strike last trading price was 310.1, 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 Feb INFY was trading at 1842.30. The strike last trading price was 310.1, 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 14 Feb INFY was trading at 1856.40. The strike last trading price was 310.1, 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 13 Feb INFY was trading at 1843.25. The strike last trading price was 310.1, 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 12 Feb INFY was trading at 1863.15. The strike last trading price was 310.1, 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 11 Feb INFY was trading at 1875.65. The strike last trading price was 310.1, 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 Feb INFY was trading at 1880.30. The strike last trading price was 310.1, 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 Feb INFY was trading at 1903.65. The strike last trading price was 310.1, 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 Feb INFY was trading at 1915.65. The strike last trading price was 310.1, 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 Feb INFY was trading at 1897.05. The strike last trading price was 310.1, 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 Feb INFY was trading at 1898.80. The strike last trading price was 310.1, 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 Feb INFY was trading at 1863.30. The strike last trading price was 310.1, 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 1 Feb INFY was trading at 1851.35. The strike last trading price was 310.1, 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 0.00, the open interest changed by 0 which decreased total open position to 0
| INFY 27MAR2025 1640 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.74
Vega: 1.01
Theta: -0.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1579.85 | 67.5 | 8.25 | 26.47 | 646 | -31 | 1,361 |
| 12 Mar | 1590.85 | 59.25 | 37.7 | 25.53 | 6,241 | -462 | 1,404 |
| 11 Mar | 1661.60 | 20.1 | 7.75 | 25.06 | 13,448 | 330 | 1,882 |
| 10 Mar | 1701.45 | 12.35 | -4.05 | 25.57 | 2,767 | 154 | 1,552 |
| 7 Mar | 1686.00 | 16.6 | 4.7 | 24.47 | 2,819 | 48 | 1,398 |
| 6 Mar | 1715.85 | 12.75 | -0.3 | 25.84 | 1,335 | -13 | 1,343 |
| 5 Mar | 1711.50 | 13.1 | -5.8 | 24.75 | 2,484 | 219 | 1,364 |
| 4 Mar | 1688.30 | 19.75 | 4.85 | 24.93 | 3,005 | -16 | 1,148 |
| 3 Mar | 1708.60 | 14.15 | -7.75 | 25.35 | 2,311 | 215 | 1,164 |
| 28 Feb | 1687.70 | 20.55 | 10.7 | 25.51 | 3,974 | -180 | 946 |
| 27 Feb | 1764.30 | 9.9 | -0.05 | 27.63 | 1,066 | 214 | 1,126 |
| 26 Feb | 1767.70 | 9.95 | -0.6 | 27.33 | 1,132 | 199 | 914 |
| 25 Feb | 1767.70 | 9.95 | -0.6 | 27.33 | 1,132 | 201 | 914 |
| 24 Feb | 1764.10 | 10.75 | 5.2 | 27.18 | 1,606 | 605 | 722 |
| 21 Feb | 1815.00 | 5.5 | -0.2 | 26.56 | 97 | 46 | 116 |
| 20 Feb | 1825.15 | 5.65 | -1.45 | 27.46 | 53 | 17 | 71 |
| 19 Feb | 1810.80 | 7.1 | 2.35 | 27.29 | 58 | 6 | 53 |
| 18 Feb | 1851.95 | 4.8 | -1.8 | 27.70 | 43 | 29 | 45 |
| 17 Feb | 1842.30 | 6.6 | 0.6 | 29.12 | 10 | 1 | 16 |
| 14 Feb | 1856.40 | 6 | 1.1 | 28.36 | 15 | 12 | 14 |
| 13 Feb | 1843.25 | 4.9 | -8.2 | 25.73 | 3 | 0 | 0 |
| 12 Feb | 1863.15 | 13.1 | 0 | 10.34 | 0 | 0 | 0 |
| 11 Feb | 1875.65 | 13.1 | 0 | 10.75 | 0 | 0 | 0 |
| 10 Feb | 1880.30 | 13.1 | 0 | 10.70 | 0 | 0 | 0 |
| 7 Feb | 1903.65 | 13.1 | 0 | 11.10 | 0 | 0 | 0 |
| 6 Feb | 1915.65 | 13.1 | 0 | 11.40 | 0 | 0 | 0 |
| 5 Feb | 1897.05 | 13.1 | 0 | 11.08 | 0 | 0 | 0 |
| 4 Feb | 1898.80 | 13.1 | 0 | 10.38 | 0 | 0 | 0 |
| 3 Feb | 1863.30 | 13.1 | 0 | 9.35 | 0 | 0 | 0 |
| 1 Feb | 1851.35 | 13.1 | 0 | 9.28 | 0 | 0 | 0 |
| 28 Jan | 1829.75 | 13.1 | 0 | 8.43 | 0 | 0 | 0 |
| 27 Jan | 1822.00 | 13.1 | 0 | 7.45 | 0 | 0 | 0 |
| 17 Jan | 1815.45 | 13.1 | 13.10 | 7.14 | 0 | 0 | 0 |
| 6 Jan | 1937.85 | 0 | 0.00 | 0 | 0 | 0 | |
For Infosys Limited - strike price 1640 expiring on 27MAR2025
Delta for 1640 PE is -0.74
Historical price for 1640 PE is as follows
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 67.5, which was 8.25 higher than the previous day. The implied volatity was 26.47, the open interest changed by -31 which decreased total open position to 1361
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 59.25, which was 37.7 higher than the previous day. The implied volatity was 25.53, the open interest changed by -462 which decreased total open position to 1404
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 20.1, which was 7.75 higher than the previous day. The implied volatity was 25.06, the open interest changed by 330 which increased total open position to 1882
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 12.35, which was -4.05 lower than the previous day. The implied volatity was 25.57, the open interest changed by 154 which increased total open position to 1552
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 16.6, which was 4.7 higher than the previous day. The implied volatity was 24.47, the open interest changed by 48 which increased total open position to 1398
On 6 Mar INFY was trading at 1715.85. The strike last trading price was 12.75, which was -0.3 lower than the previous day. The implied volatity was 25.84, the open interest changed by -13 which decreased total open position to 1343
On 5 Mar INFY was trading at 1711.50. The strike last trading price was 13.1, which was -5.8 lower than the previous day. The implied volatity was 24.75, the open interest changed by 219 which increased total open position to 1364
On 4 Mar INFY was trading at 1688.30. The strike last trading price was 19.75, which was 4.85 higher than the previous day. The implied volatity was 24.93, the open interest changed by -16 which decreased total open position to 1148
On 3 Mar INFY was trading at 1708.60. The strike last trading price was 14.15, which was -7.75 lower than the previous day. The implied volatity was 25.35, the open interest changed by 215 which increased total open position to 1164
On 28 Feb INFY was trading at 1687.70. The strike last trading price was 20.55, which was 10.7 higher than the previous day. The implied volatity was 25.51, the open interest changed by -180 which decreased total open position to 946
On 27 Feb INFY was trading at 1764.30. The strike last trading price was 9.9, which was -0.05 lower than the previous day. The implied volatity was 27.63, the open interest changed by 214 which increased total open position to 1126
On 26 Feb INFY was trading at 1767.70. The strike last trading price was 9.95, which was -0.6 lower than the previous day. The implied volatity was 27.33, the open interest changed by 199 which increased total open position to 914
On 25 Feb INFY was trading at 1767.70. The strike last trading price was 9.95, which was -0.6 lower than the previous day. The implied volatity was 27.33, the open interest changed by 201 which increased total open position to 914
On 24 Feb INFY was trading at 1764.10. The strike last trading price was 10.75, which was 5.2 higher than the previous day. The implied volatity was 27.18, the open interest changed by 605 which increased total open position to 722
On 21 Feb INFY was trading at 1815.00. The strike last trading price was 5.5, which was -0.2 lower than the previous day. The implied volatity was 26.56, the open interest changed by 46 which increased total open position to 116
On 20 Feb INFY was trading at 1825.15. The strike last trading price was 5.65, which was -1.45 lower than the previous day. The implied volatity was 27.46, the open interest changed by 17 which increased total open position to 71
On 19 Feb INFY was trading at 1810.80. The strike last trading price was 7.1, which was 2.35 higher than the previous day. The implied volatity was 27.29, the open interest changed by 6 which increased total open position to 53
On 18 Feb INFY was trading at 1851.95. The strike last trading price was 4.8, which was -1.8 lower than the previous day. The implied volatity was 27.70, the open interest changed by 29 which increased total open position to 45
On 17 Feb INFY was trading at 1842.30. The strike last trading price was 6.6, which was 0.6 higher than the previous day. The implied volatity was 29.12, the open interest changed by 1 which increased total open position to 16
On 14 Feb INFY was trading at 1856.40. The strike last trading price was 6, which was 1.1 higher than the previous day. The implied volatity was 28.36, the open interest changed by 12 which increased total open position to 14
On 13 Feb INFY was trading at 1843.25. The strike last trading price was 4.9, which was -8.2 lower than the previous day. The implied volatity was 25.73, 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 13.1, which was 0 lower than the previous day. The implied volatity was 10.34, 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 13.1, which was 0 lower than the previous day. The implied volatity was 10.75, 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 13.1, which was 0 lower than the previous day. The implied volatity was 10.70, 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 13.1, which was 0 lower than the previous day. The implied volatity was 11.10, 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 13.1, which was 0 lower than the previous day. The implied volatity was 11.40, 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 13.1, which was 0 lower than the previous day. The implied volatity was 11.08, 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 13.1, which was 0 lower than the previous day. The implied volatity was 10.38, 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 13.1, which was 0 lower than the previous day. The implied volatity was 9.35, the open interest changed by 0 which decreased total open position to 0
On 1 Feb INFY was trading at 1851.35. The strike last trading price was 13.1, which was 0 lower than the previous day. The implied volatity was 9.28, 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 13.1, which was 0 lower than the previous day. The implied volatity was 8.43, 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 13.1, which was 0 lower than the previous day. The implied volatity was 7.45, 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 13.1, which was 13.10 higher than the previous day. The implied volatity was 7.14, 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 0.00, the open interest changed by 0 which decreased total open position to 0
