INFY
Infosys Limited
Historical option data for INFY
13 Mar 2025 04:10 PM IST
| INFY 27MAR2025 1680 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.57
Theta: -0.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1579.85 | 3.65 | -2.45 | 23.45 | 5,319 | 127 | 3,807 | |||
| 12 Mar | 1590.85 | 6.2 | -20.5 | 24.20 | 12,442 | 1,843 | 3,686 | |||
| 11 Mar | 1661.60 | 28.35 | -18.3 | 22.30 | 8,646 | 1,313 | 1,848 | |||
| 10 Mar | 1701.45 | 46.55 | 3.85 | 21.10 | 2,791 | -330 | 538 | |||
| 7 Mar | 1686.00 | 42.5 | -17.35 | 22.31 | 3,810 | 463 | 868 | |||
| 6 Mar | 1715.85 | 58.35 | -1.5 | 20.70 | 670 | -59 | 407 | |||
| 5 Mar | 1711.50 | 58.85 | 13.2 | 22.63 | 1,225 | -181 | 469 | |||
| 4 Mar | 1688.30 | 43.8 | -19.15 | 21.48 | 3,201 | 490 | 650 | |||
| 3 Mar | 1708.60 | 64.85 | 11.9 | 23.38 | 882 | -52 | 157 | |||
| 28 Feb | 1687.70 | 56.5 | -220 | 23.03 | 880 | 210 | 210 | |||
| 27 Feb | 1764.30 | 276.5 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 1767.70 | 276.5 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 1767.70 | 276.5 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 1764.10 | 276.5 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 1815.00 | 276.5 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 1825.15 | 276.5 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 1810.80 | 276.5 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 1851.95 | 276.5 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 1842.30 | 276.5 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 1856.40 | 276.5 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 1843.25 | 276.5 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 1863.15 | 276.5 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 1875.65 | 276.5 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 1880.30 | 276.5 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 1903.65 | 276.5 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 1915.65 | 276.5 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 1897.05 | 276.5 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 1898.80 | 276.5 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 1863.30 | 276.5 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 1851.35 | 276.5 | 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 | |||
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| 6 Jan | 1937.85 | 0 | - | 0 | 0 | 0 | ||||
For Infosys Limited - strike price 1680 expiring on 27MAR2025
Delta for 1680 CE is 0.11
Historical price for 1680 CE is as follows
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 3.65, which was -2.45 lower than the previous day. The implied volatity was 23.45, the open interest changed by 127 which increased total open position to 3807
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 6.2, which was -20.5 lower than the previous day. The implied volatity was 24.20, the open interest changed by 1843 which increased total open position to 3686
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 28.35, which was -18.3 lower than the previous day. The implied volatity was 22.30, the open interest changed by 1313 which increased total open position to 1848
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 46.55, which was 3.85 higher than the previous day. The implied volatity was 21.10, the open interest changed by -330 which decreased total open position to 538
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 42.5, which was -17.35 lower than the previous day. The implied volatity was 22.31, the open interest changed by 463 which increased total open position to 868
On 6 Mar INFY was trading at 1715.85. The strike last trading price was 58.35, which was -1.5 lower than the previous day. The implied volatity was 20.70, the open interest changed by -59 which decreased total open position to 407
On 5 Mar INFY was trading at 1711.50. The strike last trading price was 58.85, which was 13.2 higher than the previous day. The implied volatity was 22.63, the open interest changed by -181 which decreased total open position to 469
On 4 Mar INFY was trading at 1688.30. The strike last trading price was 43.8, which was -19.15 lower than the previous day. The implied volatity was 21.48, the open interest changed by 490 which increased total open position to 650
On 3 Mar INFY was trading at 1708.60. The strike last trading price was 64.85, which was 11.9 higher than the previous day. The implied volatity was 23.38, the open interest changed by -52 which decreased total open position to 157
On 28 Feb INFY was trading at 1687.70. The strike last trading price was 56.5, which was -220 lower than the previous day. The implied volatity was 23.03, the open interest changed by 210 which increased total open position to 210
On 27 Feb INFY was trading at 1764.30. The strike last trading price was 276.5, 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 276.5, 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 276.5, 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 276.5, 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 276.5, 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 276.5, 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 276.5, 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 276.5, 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 276.5, 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 276.5, 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 276.5, 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 276.5, 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 276.5, 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 276.5, 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 276.5, 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 276.5, 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 276.5, 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 276.5, 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 276.5, 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 276.5, 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 1680 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 0.68
Theta: -0.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1579.85 | 100.15 | 8.1 | 26.54 | 40 | -17 | 859 |
| 12 Mar | 1590.85 | 92.25 | 53.85 | 27.82 | 1,751 | -512 | 876 |
| 11 Mar | 1661.60 | 35.75 | 12.65 | 23.55 | 4,236 | -489 | 1,379 |
| 10 Mar | 1701.45 | 23.5 | -6.15 | 24.60 | 6,246 | 36 | 2,039 |
| 7 Mar | 1686.00 | 30.1 | 8.5 | 23.46 | 6,764 | 363 | 2,003 |
| 6 Mar | 1715.85 | 23 | -0.3 | 25.00 | 3,018 | 81 | 1,642 |
| 5 Mar | 1711.50 | 23.4 | -9.15 | 23.70 | 3,326 | 81 | 1,568 |
| 4 Mar | 1688.30 | 34.1 | 9.8 | 24.66 | 5,575 | 483 | 1,498 |
| 3 Mar | 1708.60 | 23.5 | -11.2 | 23.80 | 3,226 | 168 | 1,010 |
| 28 Feb | 1687.70 | 32.7 | 17.45 | 24.27 | 4,640 | 469 | 855 |
| 27 Feb | 1764.30 | 15.8 | 0.15 | 26.24 | 813 | 115 | 386 |
| 26 Feb | 1767.70 | 15.6 | -0.55 | 25.89 | 374 | 137 | 270 |
| 25 Feb | 1767.70 | 15.6 | -0.55 | 25.89 | 374 | 136 | 270 |
| 24 Feb | 1764.10 | 16.05 | 7.5 | 25.32 | 413 | 108 | 134 |
| 21 Feb | 1815.00 | 8.5 | -1.5 | 25.02 | 3 | 0 | 24 |
| 20 Feb | 1825.15 | 10 | -0.85 | 27.20 | 1 | 0 | 24 |
| 19 Feb | 1810.80 | 10.85 | 3.7 | 25.93 | 21 | 12 | 25 |
| 18 Feb | 1851.95 | 7.45 | -2.75 | 26.47 | 6 | 3 | 12 |
| 17 Feb | 1842.30 | 10.2 | 5.3 | 28.17 | 7 | 0 | 5 |
| 14 Feb | 1856.40 | 4.9 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Feb | 1843.25 | 4.9 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Feb | 1863.15 | 4.9 | 0 | 0.00 | 0 | 4 | 0 |
| 11 Feb | 1875.65 | 4.9 | -11.6 | 24.57 | 4 | 2 | 3 |
| 10 Feb | 1880.30 | 16.5 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Feb | 1903.65 | 16.5 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Feb | 1915.65 | 16.5 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Feb | 1897.05 | 16.5 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Feb | 1898.80 | 16.5 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Feb | 1863.30 | 16.5 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Feb | 1851.35 | 16.5 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Jan | 1829.75 | 16.5 | 0 | 0.00 | 0 | 1 | 0 |
| 27 Jan | 1822.00 | 16.5 | -2.25 | 25.70 | 1 | 0 | 0 |
| 17 Jan | 1815.45 | 18.75 | 18.75 | 5.73 | 0 | 0 | 0 |
| 6 Jan | 1937.85 | 0 | 8.57 | 0 | 0 | 0 | |
For Infosys Limited - strike price 1680 expiring on 27MAR2025
Delta for 1680 PE is -0.86
Historical price for 1680 PE is as follows
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 100.15, which was 8.1 higher than the previous day. The implied volatity was 26.54, the open interest changed by -17 which decreased total open position to 859
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 92.25, which was 53.85 higher than the previous day. The implied volatity was 27.82, the open interest changed by -512 which decreased total open position to 876
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 35.75, which was 12.65 higher than the previous day. The implied volatity was 23.55, the open interest changed by -489 which decreased total open position to 1379
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 23.5, which was -6.15 lower than the previous day. The implied volatity was 24.60, the open interest changed by 36 which increased total open position to 2039
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 30.1, which was 8.5 higher than the previous day. The implied volatity was 23.46, the open interest changed by 363 which increased total open position to 2003
On 6 Mar INFY was trading at 1715.85. The strike last trading price was 23, which was -0.3 lower than the previous day. The implied volatity was 25.00, the open interest changed by 81 which increased total open position to 1642
On 5 Mar INFY was trading at 1711.50. The strike last trading price was 23.4, which was -9.15 lower than the previous day. The implied volatity was 23.70, the open interest changed by 81 which increased total open position to 1568
On 4 Mar INFY was trading at 1688.30. The strike last trading price was 34.1, which was 9.8 higher than the previous day. The implied volatity was 24.66, the open interest changed by 483 which increased total open position to 1498
On 3 Mar INFY was trading at 1708.60. The strike last trading price was 23.5, which was -11.2 lower than the previous day. The implied volatity was 23.80, the open interest changed by 168 which increased total open position to 1010
On 28 Feb INFY was trading at 1687.70. The strike last trading price was 32.7, which was 17.45 higher than the previous day. The implied volatity was 24.27, the open interest changed by 469 which increased total open position to 855
On 27 Feb INFY was trading at 1764.30. The strike last trading price was 15.8, which was 0.15 higher than the previous day. The implied volatity was 26.24, the open interest changed by 115 which increased total open position to 386
On 26 Feb INFY was trading at 1767.70. The strike last trading price was 15.6, which was -0.55 lower than the previous day. The implied volatity was 25.89, the open interest changed by 137 which increased total open position to 270
On 25 Feb INFY was trading at 1767.70. The strike last trading price was 15.6, which was -0.55 lower than the previous day. The implied volatity was 25.89, the open interest changed by 136 which increased total open position to 270
On 24 Feb INFY was trading at 1764.10. The strike last trading price was 16.05, which was 7.5 higher than the previous day. The implied volatity was 25.32, the open interest changed by 108 which increased total open position to 134
On 21 Feb INFY was trading at 1815.00. The strike last trading price was 8.5, which was -1.5 lower than the previous day. The implied volatity was 25.02, the open interest changed by 0 which decreased total open position to 24
On 20 Feb INFY was trading at 1825.15. The strike last trading price was 10, which was -0.85 lower than the previous day. The implied volatity was 27.20, the open interest changed by 0 which decreased total open position to 24
On 19 Feb INFY was trading at 1810.80. The strike last trading price was 10.85, which was 3.7 higher than the previous day. The implied volatity was 25.93, the open interest changed by 12 which increased total open position to 25
On 18 Feb INFY was trading at 1851.95. The strike last trading price was 7.45, which was -2.75 lower than the previous day. The implied volatity was 26.47, the open interest changed by 3 which increased total open position to 12
On 17 Feb INFY was trading at 1842.30. The strike last trading price was 10.2, which was 5.3 higher than the previous day. The implied volatity was 28.17, the open interest changed by 0 which decreased total open position to 5
On 14 Feb INFY was trading at 1856.40. The strike last trading price was 4.9, 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 4.9, 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 4.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 11 Feb INFY was trading at 1875.65. The strike last trading price was 4.9, which was -11.6 lower than the previous day. The implied volatity was 24.57, the open interest changed by 2 which increased total open position to 3
On 10 Feb INFY was trading at 1880.30. The strike last trading price was 16.5, 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 16.5, 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 16.5, 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 16.5, 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 16.5, 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 16.5, 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 16.5, 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 28 Jan INFY was trading at 1829.75. The strike last trading price was 16.5, 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 27 Jan INFY was trading at 1822.00. The strike last trading price was 16.5, which was -2.25 lower than the previous day. The implied volatity was 25.70, 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 18.75, which was 18.75 higher than the previous day. The implied volatity was 5.73, 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 8.57, the open interest changed by 0 which decreased total open position to 0
