INFY
Infosys Limited
Historical option data for INFY
09 Apr 2025 04:10 PM IST
| INFY 24APR2025 1680 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.27
Theta: -0.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 1403.70 | 2.5 | -0.9 | 49.83 | 593 | 42 | 1,396 | |||
| 8 Apr | 1428.80 | 3.4 | 0.05 | 47.02 | 901 | -21 | 1,352 | |||
| 7 Apr | 1396.75 | 3.6 | 0.95 | 49.68 | 1,474 | -227 | 1,380 | |||
| 4 Apr | 1451.65 | 2.75 | -2.2 | 35.80 | 1,459 | -31 | 1,615 | |||
| 3 Apr | 1496.50 | 4.95 | -5.95 | 33.53 | 2,079 | 369 | 1,646 | |||
| 2 Apr | 1550.15 | 11.25 | 2.35 | 31.65 | 2,002 | 223 | 1,282 | |||
| 1 Apr | 1526.50 | 8.95 | -7.05 | 31.85 | 2,379 | 574 | 1,063 | |||
| 28 Mar | 1570.65 | 16.1 | -9.95 | 29.02 | 1,960 | 57 | 489 | |||
| 27 Mar | 1603.55 | 26.5 | 0.05 | 28.64 | 1,311 | -4 | 433 | |||
| 26 Mar | 1599.45 | 25.65 | -11.15 | 28.73 | 735 | 131 | 435 | |||
| 25 Mar | 1628.45 | 35.5 | 9.6 | 29.75 | 1,276 | -17 | 307 | |||
| 24 Mar | 1592.75 | 26 | 1.6 | 28.81 | 948 | 16 | 323 | |||
| 21 Mar | 1592.55 | 24.5 | -7.65 | 26.15 | 399 | 45 | 304 | |||
| 20 Mar | 1615.55 | 31.3 | 6.6 | 26.92 | 254 | 95 | 257 | |||
| 19 Mar | 1586.55 | 24.95 | -4.45 | 26.63 | 158 | 73 | 159 | |||
| 18 Mar | 1609.35 | 29.6 | 4 | 25.30 | 60 | 13 | 85 | |||
| 17 Mar | 1590.05 | 25.45 | -3.55 | 25.90 | 39 | 15 | 69 | |||
| 13 Mar | 1579.85 | 29 | 0 | 0.00 | 0 | 33 | 0 | |||
| 12 Mar | 1590.85 | 29 | -36.7 | 25.82 | 79 | 31 | 52 | |||
| 11 Mar | 1661.60 | 65.7 | -9.45 | 26.95 | 28 | 16 | 21 | |||
| 10 Mar | 1701.45 | 75 | -0.15 | 0.00 | 0 | 5 | 0 | |||
| 7 Mar | 1686.00 | 75 | -159.55 | 25.06 | 10 | 4 | 4 | |||
| 6 Mar | 1715.85 | 234.55 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 1711.50 | 234.55 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 1688.30 | 234.55 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 1708.60 | 234.55 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 1687.70 | 234.55 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 1767.70 | 0 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 1767.70 | 0 | 0 | - | 0 | 0 | 0 | |||
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| 11 Feb | 1875.65 | 0 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 1863.30 | 0 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 1851.35 | 0 | 0 | - | 0 | 0 | 0 | |||
For Infosys Limited - strike price 1680 expiring on 24APR2025
Delta for 1680 CE is 0.04
Historical price for 1680 CE is as follows
On 9 Apr INFY was trading at 1403.70. The strike last trading price was 2.5, which was -0.9 lower than the previous day. The implied volatity was 49.83, the open interest changed by 42 which increased total open position to 1396
On 8 Apr INFY was trading at 1428.80. The strike last trading price was 3.4, which was 0.05 higher than the previous day. The implied volatity was 47.02, the open interest changed by -21 which decreased total open position to 1352
On 7 Apr INFY was trading at 1396.75. The strike last trading price was 3.6, which was 0.95 higher than the previous day. The implied volatity was 49.68, the open interest changed by -227 which decreased total open position to 1380
On 4 Apr INFY was trading at 1451.65. The strike last trading price was 2.75, which was -2.2 lower than the previous day. The implied volatity was 35.80, the open interest changed by -31 which decreased total open position to 1615
On 3 Apr INFY was trading at 1496.50. The strike last trading price was 4.95, which was -5.95 lower than the previous day. The implied volatity was 33.53, the open interest changed by 369 which increased total open position to 1646
On 2 Apr INFY was trading at 1550.15. The strike last trading price was 11.25, which was 2.35 higher than the previous day. The implied volatity was 31.65, the open interest changed by 223 which increased total open position to 1282
On 1 Apr INFY was trading at 1526.50. The strike last trading price was 8.95, which was -7.05 lower than the previous day. The implied volatity was 31.85, the open interest changed by 574 which increased total open position to 1063
On 28 Mar INFY was trading at 1570.65. The strike last trading price was 16.1, which was -9.95 lower than the previous day. The implied volatity was 29.02, the open interest changed by 57 which increased total open position to 489
On 27 Mar INFY was trading at 1603.55. The strike last trading price was 26.5, which was 0.05 higher than the previous day. The implied volatity was 28.64, the open interest changed by -4 which decreased total open position to 433
On 26 Mar INFY was trading at 1599.45. The strike last trading price was 25.65, which was -11.15 lower than the previous day. The implied volatity was 28.73, the open interest changed by 131 which increased total open position to 435
On 25 Mar INFY was trading at 1628.45. The strike last trading price was 35.5, which was 9.6 higher than the previous day. The implied volatity was 29.75, the open interest changed by -17 which decreased total open position to 307
On 24 Mar INFY was trading at 1592.75. The strike last trading price was 26, which was 1.6 higher than the previous day. The implied volatity was 28.81, the open interest changed by 16 which increased total open position to 323
On 21 Mar INFY was trading at 1592.55. The strike last trading price was 24.5, which was -7.65 lower than the previous day. The implied volatity was 26.15, the open interest changed by 45 which increased total open position to 304
On 20 Mar INFY was trading at 1615.55. The strike last trading price was 31.3, which was 6.6 higher than the previous day. The implied volatity was 26.92, the open interest changed by 95 which increased total open position to 257
On 19 Mar INFY was trading at 1586.55. The strike last trading price was 24.95, which was -4.45 lower than the previous day. The implied volatity was 26.63, the open interest changed by 73 which increased total open position to 159
On 18 Mar INFY was trading at 1609.35. The strike last trading price was 29.6, which was 4 higher than the previous day. The implied volatity was 25.30, the open interest changed by 13 which increased total open position to 85
On 17 Mar INFY was trading at 1590.05. The strike last trading price was 25.45, which was -3.55 lower than the previous day. The implied volatity was 25.90, the open interest changed by 15 which increased total open position to 69
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 29, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 33 which increased total open position to 0
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 29, which was -36.7 lower than the previous day. The implied volatity was 25.82, the open interest changed by 31 which increased total open position to 52
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 65.7, which was -9.45 lower than the previous day. The implied volatity was 26.95, the open interest changed by 16 which increased total open position to 21
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 75, which was -0.15 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 75, which was -159.55 lower than the previous day. The implied volatity was 25.06, the open interest changed by 4 which increased total open position to 4
On 6 Mar INFY was trading at 1715.85. The strike last trading price was 234.55, 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 234.55, 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 234.55, 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 234.55, 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 234.55, 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 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 25 Feb INFY was trading at 1767.70. 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 11 Feb INFY was trading at 1875.65. 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 3 Feb INFY was trading at 1863.30. 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 1 Feb INFY was trading at 1851.35. 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
| INFY 24APR2025 1680 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 0.69
Theta: -1.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 1403.70 | 289.35 | -11.65 | 81.30 | 2 | -1 | 183 |
| 8 Apr | 1428.80 | 301 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 1396.75 | 301 | 84.95 | 94.15 | 8 | 0 | 184 |
| 4 Apr | 1451.65 | 216.05 | 29.45 | 31.27 | 3 | -2 | 184 |
| 3 Apr | 1496.50 | 186.6 | 50.9 | 43.22 | 10 | -5 | 186 |
| 2 Apr | 1550.15 | 135.7 | -11.5 | 35.97 | 59 | -13 | 190 |
| 1 Apr | 1526.50 | 147.2 | 32.9 | 30.70 | 48 | -12 | 204 |
| 28 Mar | 1570.65 | 114.3 | 22.8 | 28.70 | 49 | -1 | 216 |
| 27 Mar | 1603.55 | 91.4 | -1.4 | 30.33 | 211 | 29 | 215 |
| 26 Mar | 1599.45 | 93.2 | 14.75 | 28.63 | 123 | 46 | 185 |
| 25 Mar | 1628.45 | 83.45 | -15.95 | 30.29 | 141 | 31 | 139 |
| 24 Mar | 1592.75 | 99.4 | 3.55 | 29.75 | 41 | 18 | 108 |
| 21 Mar | 1592.55 | 95.85 | 17.15 | 27.49 | 5 | 4 | 89 |
| 20 Mar | 1615.55 | 78.7 | -23.9 | 22.83 | 4 | 1 | 84 |
| 19 Mar | 1586.55 | 102.6 | 6.6 | 28.42 | 71 | 64 | 83 |
| 18 Mar | 1609.35 | 96 | -3 | 31.26 | 4 | 0 | 16 |
| 17 Mar | 1590.05 | 99 | -15.15 | 26.40 | 4 | 1 | 15 |
| 13 Mar | 1579.85 | 114.15 | 2.15 | 30.02 | 7 | 1 | 14 |
| 12 Mar | 1590.85 | 112 | 51 | 32.12 | 12 | -2 | 14 |
| 11 Mar | 1661.60 | 61 | 20.45 | 28.01 | 8 | 0 | 13 |
| 10 Mar | 1701.45 | 40.55 | -11.6 | 25.58 | 8 | 3 | 14 |
| 7 Mar | 1686.00 | 52.15 | 7.15 | 26.78 | 12 | 6 | 11 |
| 6 Mar | 1715.85 | 45 | 2 | 27.95 | 1 | 0 | 5 |
| 5 Mar | 1711.50 | 43 | 16 | 26.14 | 3 | 1 | 3 |
| 4 Mar | 1688.30 | 27 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 1708.60 | 27 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 1687.70 | 27 | 0 | 0.00 | 0 | 2 | 0 |
| 26 Feb | 1767.70 | 27 | 0.35 | 25.54 | 2 | 2 | 1 |
| 25 Feb | 1767.70 | 27 | 0.35 | 25.54 | 2 | 1 | 1 |
| 11 Feb | 1875.65 | 26.65 | 0 | 7.22 | 0 | 0 | 0 |
| 3 Feb | 1863.30 | 0 | 0 | 6.80 | 0 | 0 | 0 |
| 1 Feb | 1851.35 | 0 | 0 | 6.37 | 0 | 0 | 0 |
For Infosys Limited - strike price 1680 expiring on 24APR2025
Delta for 1680 PE is -0.84
Historical price for 1680 PE is as follows
On 9 Apr INFY was trading at 1403.70. The strike last trading price was 289.35, which was -11.65 lower than the previous day. The implied volatity was 81.30, the open interest changed by -1 which decreased total open position to 183
On 8 Apr INFY was trading at 1428.80. The strike last trading price was 301, 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 Apr INFY was trading at 1396.75. The strike last trading price was 301, which was 84.95 higher than the previous day. The implied volatity was 94.15, the open interest changed by 0 which decreased total open position to 184
On 4 Apr INFY was trading at 1451.65. The strike last trading price was 216.05, which was 29.45 higher than the previous day. The implied volatity was 31.27, the open interest changed by -2 which decreased total open position to 184
On 3 Apr INFY was trading at 1496.50. The strike last trading price was 186.6, which was 50.9 higher than the previous day. The implied volatity was 43.22, the open interest changed by -5 which decreased total open position to 186
On 2 Apr INFY was trading at 1550.15. The strike last trading price was 135.7, which was -11.5 lower than the previous day. The implied volatity was 35.97, the open interest changed by -13 which decreased total open position to 190
On 1 Apr INFY was trading at 1526.50. The strike last trading price was 147.2, which was 32.9 higher than the previous day. The implied volatity was 30.70, the open interest changed by -12 which decreased total open position to 204
On 28 Mar INFY was trading at 1570.65. The strike last trading price was 114.3, which was 22.8 higher than the previous day. The implied volatity was 28.70, the open interest changed by -1 which decreased total open position to 216
On 27 Mar INFY was trading at 1603.55. The strike last trading price was 91.4, which was -1.4 lower than the previous day. The implied volatity was 30.33, the open interest changed by 29 which increased total open position to 215
On 26 Mar INFY was trading at 1599.45. The strike last trading price was 93.2, which was 14.75 higher than the previous day. The implied volatity was 28.63, the open interest changed by 46 which increased total open position to 185
On 25 Mar INFY was trading at 1628.45. The strike last trading price was 83.45, which was -15.95 lower than the previous day. The implied volatity was 30.29, the open interest changed by 31 which increased total open position to 139
On 24 Mar INFY was trading at 1592.75. The strike last trading price was 99.4, which was 3.55 higher than the previous day. The implied volatity was 29.75, the open interest changed by 18 which increased total open position to 108
On 21 Mar INFY was trading at 1592.55. The strike last trading price was 95.85, which was 17.15 higher than the previous day. The implied volatity was 27.49, the open interest changed by 4 which increased total open position to 89
On 20 Mar INFY was trading at 1615.55. The strike last trading price was 78.7, which was -23.9 lower than the previous day. The implied volatity was 22.83, the open interest changed by 1 which increased total open position to 84
On 19 Mar INFY was trading at 1586.55. The strike last trading price was 102.6, which was 6.6 higher than the previous day. The implied volatity was 28.42, the open interest changed by 64 which increased total open position to 83
On 18 Mar INFY was trading at 1609.35. The strike last trading price was 96, which was -3 lower than the previous day. The implied volatity was 31.26, the open interest changed by 0 which decreased total open position to 16
On 17 Mar INFY was trading at 1590.05. The strike last trading price was 99, which was -15.15 lower than the previous day. The implied volatity was 26.40, the open interest changed by 1 which increased total open position to 15
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 114.15, which was 2.15 higher than the previous day. The implied volatity was 30.02, the open interest changed by 1 which increased total open position to 14
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 112, which was 51 higher than the previous day. The implied volatity was 32.12, the open interest changed by -2 which decreased total open position to 14
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 61, which was 20.45 higher than the previous day. The implied volatity was 28.01, the open interest changed by 0 which decreased total open position to 13
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 40.55, which was -11.6 lower than the previous day. The implied volatity was 25.58, the open interest changed by 3 which increased total open position to 14
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 52.15, which was 7.15 higher than the previous day. The implied volatity was 26.78, the open interest changed by 6 which increased total open position to 11
On 6 Mar INFY was trading at 1715.85. The strike last trading price was 45, which was 2 higher than the previous day. The implied volatity was 27.95, the open interest changed by 0 which decreased total open position to 5
On 5 Mar INFY was trading at 1711.50. The strike last trading price was 43, which was 16 higher than the previous day. The implied volatity was 26.14, the open interest changed by 1 which increased total open position to 3
On 4 Mar INFY was trading at 1688.30. The strike last trading price was 27, 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 Mar INFY was trading at 1708.60. The strike last trading price was 27, 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 28 Feb INFY was trading at 1687.70. The strike last trading price was 27, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 26 Feb INFY was trading at 1767.70. The strike last trading price was 27, which was 0.35 higher than the previous day. The implied volatity was 25.54, 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 27, which was 0.35 higher than the previous day. The implied volatity was 25.54, the open interest changed by 1 which increased total open position to 1
On 11 Feb INFY was trading at 1875.65. The strike last trading price was 26.65, which was 0 lower than the previous day. The implied volatity was 7.22, 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 0, which was 0 lower than the previous day. The implied volatity was 6.80, 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 0, which was 0 lower than the previous day. The implied volatity was 6.37, the open interest changed by 0 which decreased total open position to 0
