INFY
Infosys Limited
Historical option data for INFY
13 Mar 2025 04:10 PM IST
| INFY 27MAR2025 1660 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 0.74
Theta: -0.67
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1579.85 | 5.65 | -3.55 | 22.83 | 8,596 | 619 | 4,829 | |||
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| 12 Mar | 1590.85 | 9.2 | -28.35 | 23.71 | 18,766 | 3,077 | 4,269 | |||
| 11 Mar | 1661.60 | 39.55 | -20.6 | 23.02 | 8,526 | 951 | 1,243 | |||
| 10 Mar | 1701.45 | 59.95 | 4.7 | 20.36 | 1,029 | -9 | 294 | |||
| 7 Mar | 1686.00 | 54.9 | -19.5 | 22.65 | 737 | 48 | 303 | |||
| 6 Mar | 1715.85 | 73.55 | -0.9 | 21.38 | 170 | -20 | 255 | |||
| 5 Mar | 1711.50 | 73.35 | 15.3 | 23.31 | 302 | -25 | 275 | |||
| 4 Mar | 1688.30 | 55.75 | -21.85 | 21.54 | 1,090 | 174 | 296 | |||
| 3 Mar | 1708.60 | 77.6 | 11.5 | 22.77 | 287 | 1 | 122 | |||
| 28 Feb | 1687.70 | 69.75 | -162.25 | 23.56 | 469 | 119 | 119 | |||
| 27 Feb | 1764.30 | 232 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 1767.70 | 232 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 1767.70 | 232 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 1764.10 | 232 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 1815.00 | 232 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 1825.15 | 232 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 1810.80 | 232 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 1851.95 | 232 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 1842.30 | 232 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 1856.40 | 232 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 1843.25 | 232 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 1863.15 | 232 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 1875.65 | 232 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 1880.30 | 232 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 1903.65 | 232 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 1915.65 | 232 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 1897.05 | 232 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 1898.80 | 232 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 1863.30 | 232 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 1851.35 | 232 | 0 | 0.00 | 0 | 0 | 0 | |||
For Infosys Limited - strike price 1660 expiring on 27MAR2025
Delta for 1660 CE is 0.16
Historical price for 1660 CE is as follows
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 5.65, which was -3.55 lower than the previous day. The implied volatity was 22.83, the open interest changed by 619 which increased total open position to 4829
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 9.2, which was -28.35 lower than the previous day. The implied volatity was 23.71, the open interest changed by 3077 which increased total open position to 4269
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 39.55, which was -20.6 lower than the previous day. The implied volatity was 23.02, the open interest changed by 951 which increased total open position to 1243
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 59.95, which was 4.7 higher than the previous day. The implied volatity was 20.36, the open interest changed by -9 which decreased total open position to 294
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 54.9, which was -19.5 lower than the previous day. The implied volatity was 22.65, the open interest changed by 48 which increased total open position to 303
On 6 Mar INFY was trading at 1715.85. The strike last trading price was 73.55, which was -0.9 lower than the previous day. The implied volatity was 21.38, the open interest changed by -20 which decreased total open position to 255
On 5 Mar INFY was trading at 1711.50. The strike last trading price was 73.35, which was 15.3 higher than the previous day. The implied volatity was 23.31, the open interest changed by -25 which decreased total open position to 275
On 4 Mar INFY was trading at 1688.30. The strike last trading price was 55.75, which was -21.85 lower than the previous day. The implied volatity was 21.54, the open interest changed by 174 which increased total open position to 296
On 3 Mar INFY was trading at 1708.60. The strike last trading price was 77.6, which was 11.5 higher than the previous day. The implied volatity was 22.77, the open interest changed by 1 which increased total open position to 122
On 28 Feb INFY was trading at 1687.70. The strike last trading price was 69.75, which was -162.25 lower than the previous day. The implied volatity was 23.56, the open interest changed by 119 which increased total open position to 119
On 27 Feb INFY was trading at 1764.30. The strike last trading price was 232, 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 232, 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 232, 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 232, 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 21 Feb INFY was trading at 1815.00. The strike last trading price was 232, 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 20 Feb INFY was trading at 1825.15. The strike last trading price was 232, 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 232, 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 232, 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 232, 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 232, 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 232, 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 232, 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 232, 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 232, 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 232, 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 232, 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 232, 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 232, 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 232, 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 232, 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 1660 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.82
Vega: 0.82
Theta: -0.37
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1579.85 | 82.35 | 7.85 | 25.46 | 251 | -81 | 522 |
| 12 Mar | 1590.85 | 75.45 | 46.2 | 26.88 | 3,592 | -1,168 | 603 |
| 11 Mar | 1661.60 | 26.65 | 9.55 | 24.02 | 10,000 | 509 | 1,769 |
| 10 Mar | 1701.45 | 17.2 | -5.05 | 25.07 | 3,737 | 143 | 1,263 |
| 7 Mar | 1686.00 | 22.55 | 6.5 | 24.06 | 4,264 | 108 | 1,120 |
| 6 Mar | 1715.85 | 17.2 | -0.35 | 25.36 | 1,637 | -75 | 1,005 |
| 5 Mar | 1711.50 | 17.35 | -7.6 | 24.01 | 2,639 | -5 | 1,084 |
| 4 Mar | 1688.30 | 26.05 | 6.85 | 24.56 | 3,976 | 252 | 1,078 |
| 3 Mar | 1708.60 | 18.3 | -9.25 | 24.57 | 2,380 | 118 | 832 |
| 28 Feb | 1687.70 | 25.8 | 13.65 | 24.74 | 2,712 | 133 | 711 |
| 27 Feb | 1764.30 | 12.75 | 0.35 | 27.11 | 679 | 141 | 578 |
| 26 Feb | 1767.70 | 12.5 | -0.45 | 26.63 | 264 | 73 | 436 |
| 25 Feb | 1767.70 | 12.5 | -0.45 | 26.63 | 264 | 72 | 436 |
| 24 Feb | 1764.10 | 13.2 | 6.55 | 26.30 | 645 | 267 | 363 |
| 21 Feb | 1815.00 | 6.65 | -0.1 | 25.59 | 90 | 62 | 95 |
| 20 Feb | 1825.15 | 6.5 | -2.25 | 26.21 | 16 | 5 | 32 |
| 19 Feb | 1810.80 | 8.75 | 1.15 | 26.57 | 35 | 20 | 27 |
| 18 Feb | 1851.95 | 7.6 | -5.9 | 28.83 | 3 | 2 | 6 |
| 17 Feb | 1842.30 | 13.5 | 0 | 33.23 | 3 | 0 | 1 |
| 14 Feb | 1856.40 | 13.5 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Feb | 1843.25 | 13.5 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Feb | 1863.15 | 13.5 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Feb | 1875.65 | 13.5 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Feb | 1880.30 | 13.5 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Feb | 1903.65 | 13.5 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Feb | 1915.65 | 13.5 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Feb | 1897.05 | 13.5 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Feb | 1898.80 | 13.5 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Feb | 1863.30 | 13.5 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Feb | 1851.35 | 13.5 | 0 | 0.00 | 0 | 0 | 0 |
For Infosys Limited - strike price 1660 expiring on 27MAR2025
Delta for 1660 PE is -0.82
Historical price for 1660 PE is as follows
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 82.35, which was 7.85 higher than the previous day. The implied volatity was 25.46, the open interest changed by -81 which decreased total open position to 522
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 75.45, which was 46.2 higher than the previous day. The implied volatity was 26.88, the open interest changed by -1168 which decreased total open position to 603
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 26.65, which was 9.55 higher than the previous day. The implied volatity was 24.02, the open interest changed by 509 which increased total open position to 1769
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 17.2, which was -5.05 lower than the previous day. The implied volatity was 25.07, the open interest changed by 143 which increased total open position to 1263
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 22.55, which was 6.5 higher than the previous day. The implied volatity was 24.06, the open interest changed by 108 which increased total open position to 1120
On 6 Mar INFY was trading at 1715.85. The strike last trading price was 17.2, which was -0.35 lower than the previous day. The implied volatity was 25.36, the open interest changed by -75 which decreased total open position to 1005
On 5 Mar INFY was trading at 1711.50. The strike last trading price was 17.35, which was -7.6 lower than the previous day. The implied volatity was 24.01, the open interest changed by -5 which decreased total open position to 1084
On 4 Mar INFY was trading at 1688.30. The strike last trading price was 26.05, which was 6.85 higher than the previous day. The implied volatity was 24.56, the open interest changed by 252 which increased total open position to 1078
On 3 Mar INFY was trading at 1708.60. The strike last trading price was 18.3, which was -9.25 lower than the previous day. The implied volatity was 24.57, the open interest changed by 118 which increased total open position to 832
On 28 Feb INFY was trading at 1687.70. The strike last trading price was 25.8, which was 13.65 higher than the previous day. The implied volatity was 24.74, the open interest changed by 133 which increased total open position to 711
On 27 Feb INFY was trading at 1764.30. The strike last trading price was 12.75, which was 0.35 higher than the previous day. The implied volatity was 27.11, the open interest changed by 141 which increased total open position to 578
On 26 Feb INFY was trading at 1767.70. The strike last trading price was 12.5, which was -0.45 lower than the previous day. The implied volatity was 26.63, the open interest changed by 73 which increased total open position to 436
On 25 Feb INFY was trading at 1767.70. The strike last trading price was 12.5, which was -0.45 lower than the previous day. The implied volatity was 26.63, the open interest changed by 72 which increased total open position to 436
On 24 Feb INFY was trading at 1764.10. The strike last trading price was 13.2, which was 6.55 higher than the previous day. The implied volatity was 26.30, the open interest changed by 267 which increased total open position to 363
On 21 Feb INFY was trading at 1815.00. The strike last trading price was 6.65, which was -0.1 lower than the previous day. The implied volatity was 25.59, the open interest changed by 62 which increased total open position to 95
On 20 Feb INFY was trading at 1825.15. The strike last trading price was 6.5, which was -2.25 lower than the previous day. The implied volatity was 26.21, the open interest changed by 5 which increased total open position to 32
On 19 Feb INFY was trading at 1810.80. The strike last trading price was 8.75, which was 1.15 higher than the previous day. The implied volatity was 26.57, the open interest changed by 20 which increased total open position to 27
On 18 Feb INFY was trading at 1851.95. The strike last trading price was 7.6, which was -5.9 lower than the previous day. The implied volatity was 28.83, the open interest changed by 2 which increased total open position to 6
On 17 Feb INFY was trading at 1842.30. The strike last trading price was 13.5, which was 0 lower than the previous day. The implied volatity was 33.23, the open interest changed by 0 which decreased total open position to 1
On 14 Feb INFY was trading at 1856.40. The strike last trading price was 13.5, 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 13.5, 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 13.5, 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 13.5, 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 13.5, 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 13.5, 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 13.5, 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 13.5, 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 13.5, 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 13.5, 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 1 Feb INFY was trading at 1851.35. The strike last trading price was 13.5, 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
