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[--[65.84.65.76]--]
INFY
Infosys Limited

1922.15 -24.05 (-1.24%)

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Historical option data for INFY

20 Dec 2024 04:10 PM IST
INFY 26DEC2024 1700 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1922.15 219.45 -22.05 - 15 -9 17
19 Dec 1946.20 241.5 -40.90 - 3 -2 27
18 Dec 1979.15 282.4 -8.60 - 1 0 29
17 Dec 1976.60 291 0.00 0.00 0 -1 0
16 Dec 1980.05 291 58.15 - 4 0 30
13 Dec 1999.70 232.85 0.00 0.00 0 0 0
12 Dec 1987.00 232.85 0.00 0.00 0 0 0
11 Dec 1974.15 232.85 0.00 0.00 0 0 0
10 Dec 1948.55 232.85 0.00 0.00 0 1 0
9 Dec 1923.65 232.85 7.65 - 6 -1 28
6 Dec 1922.40 225.2 -18.95 - 14 7 28
5 Dec 1934.85 244.15 56.15 - 9 1 22
4 Dec 1889.25 188 0.00 0.00 0 0 0
3 Dec 1892.10 188 0.00 0.00 0 1 0
2 Dec 1879.80 188 17.25 - 8 0 20
29 Nov 1857.85 170.75 -4.25 19.36 4 0 19
28 Nov 1856.65 175 -60.75 20.42 12 -1 17
27 Nov 1924.50 235.75 -1.35 - 2 1 17
26 Nov 1924.15 237.1 30.60 27.60 2 1 15
25 Nov 1889.70 206.5 53.15 20.55 7 5 13
22 Nov 1902.25 153.35 0.00 0.00 0 6 0
21 Nov 1834.05 153.35 3.35 18.67 7 5 7
20 Nov 1824.75 150 0.00 24.08 2 1 2
19 Nov 1824.75 150 15.00 24.08 2 1 2
18 Nov 1811.45 135 16.75 15.33 1 0 0
14 Nov 1864.55 118.25 0.00 - 0 0 0
13 Nov 1868.40 118.25 0.00 - 0 0 0
12 Nov 1868.80 118.25 0.00 - 0 0 0
11 Nov 1860.10 118.25 0.00 - 0 0 0
8 Nov 1829.95 118.25 0.00 - 0 0 0
7 Nov 1803.05 118.25 0.00 - 0 0 0
6 Nov 1823.70 118.25 0.00 - 0 0 0
5 Nov 1754.20 118.25 0.00 - 0 0 0
4 Nov 1763.65 118.25 0.00 - 0 0 0
1 Nov 1760.85 118.25 - 0 0 0


For Infosys Limited - strike price 1700 expiring on 26DEC2024

Delta for 1700 CE is -

Historical price for 1700 CE is as follows

On 20 Dec INFY was trading at 1922.15. The strike last trading price was 219.45, which was -22.05 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 17


On 19 Dec INFY was trading at 1946.20. The strike last trading price was 241.5, which was -40.90 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 27


On 18 Dec INFY was trading at 1979.15. The strike last trading price was 282.4, which was -8.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29


On 17 Dec INFY was trading at 1976.60. The strike last trading price was 291, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 16 Dec INFY was trading at 1980.05. The strike last trading price was 291, which was 58.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30


On 13 Dec INFY was trading at 1999.70. The strike last trading price was 232.85, which was 0.00 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 Dec INFY was trading at 1987.00. The strike last trading price was 232.85, which was 0.00 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 Dec INFY was trading at 1974.15. The strike last trading price was 232.85, which was 0.00 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 Dec INFY was trading at 1948.55. The strike last trading price was 232.85, which was 0.00 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 9 Dec INFY was trading at 1923.65. The strike last trading price was 232.85, which was 7.65 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 28


On 6 Dec INFY was trading at 1922.40. The strike last trading price was 225.2, which was -18.95 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 28


On 5 Dec INFY was trading at 1934.85. The strike last trading price was 244.15, which was 56.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 22


On 4 Dec INFY was trading at 1889.25. The strike last trading price was 188, which was 0.00 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 Dec INFY was trading at 1892.10. The strike last trading price was 188, which was 0.00 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 2 Dec INFY was trading at 1879.80. The strike last trading price was 188, which was 17.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20


On 29 Nov INFY was trading at 1857.85. The strike last trading price was 170.75, which was -4.25 lower than the previous day. The implied volatity was 19.36, the open interest changed by 0 which decreased total open position to 19


On 28 Nov INFY was trading at 1856.65. The strike last trading price was 175, which was -60.75 lower than the previous day. The implied volatity was 20.42, the open interest changed by -1 which decreased total open position to 17


On 27 Nov INFY was trading at 1924.50. The strike last trading price was 235.75, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 17


On 26 Nov INFY was trading at 1924.15. The strike last trading price was 237.1, which was 30.60 higher than the previous day. The implied volatity was 27.60, the open interest changed by 1 which increased total open position to 15


On 25 Nov INFY was trading at 1889.70. The strike last trading price was 206.5, which was 53.15 higher than the previous day. The implied volatity was 20.55, the open interest changed by 5 which increased total open position to 13


On 22 Nov INFY was trading at 1902.25. The strike last trading price was 153.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 21 Nov INFY was trading at 1834.05. The strike last trading price was 153.35, which was 3.35 higher than the previous day. The implied volatity was 18.67, the open interest changed by 5 which increased total open position to 7


On 20 Nov INFY was trading at 1824.75. The strike last trading price was 150, which was 0.00 lower than the previous day. The implied volatity was 24.08, the open interest changed by 1 which increased total open position to 2


On 19 Nov INFY was trading at 1824.75. The strike last trading price was 150, which was 15.00 higher than the previous day. The implied volatity was 24.08, the open interest changed by 1 which increased total open position to 2


On 18 Nov INFY was trading at 1811.45. The strike last trading price was 135, which was 16.75 higher than the previous day. The implied volatity was 15.33, the open interest changed by 0 which decreased total open position to 0


On 14 Nov INFY was trading at 1864.55. The strike last trading price was 118.25, 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 13 Nov INFY was trading at 1868.40. The strike last trading price was 118.25, 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 12 Nov INFY was trading at 1868.80. The strike last trading price was 118.25, 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 11 Nov INFY was trading at 1860.10. The strike last trading price was 118.25, 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 8 Nov INFY was trading at 1829.95. The strike last trading price was 118.25, 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 7 Nov INFY was trading at 1803.05. The strike last trading price was 118.25, 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 Nov INFY was trading at 1823.70. The strike last trading price was 118.25, 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 5 Nov INFY was trading at 1754.20. The strike last trading price was 118.25, 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 4 Nov INFY was trading at 1763.65. The strike last trading price was 118.25, 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 1 Nov INFY was trading at 1760.85. The strike last trading price was 118.25, 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 26DEC2024 1700 PE
Delta: -0.01
Vega: 0.08
Theta: -0.27
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1922.15 0.45 -0.05 44.38 311 -36 526
19 Dec 1946.20 0.5 -0.10 44.73 442 -172 562
18 Dec 1979.15 0.6 0.05 47.05 156 -51 738
17 Dec 1976.60 0.55 -0.05 43.29 112 3 790
16 Dec 1980.05 0.6 -0.20 42.23 108 -39 787
13 Dec 1999.70 0.8 0.10 40.83 269 -67 830
12 Dec 1987.00 0.7 -0.05 37.29 359 -58 896
11 Dec 1974.15 0.75 -0.15 34.67 625 -294 955
10 Dec 1948.55 0.9 -0.30 32.53 481 13 1,248
9 Dec 1923.65 1.2 -0.20 31.03 610 -53 1,252
6 Dec 1922.40 1.4 -0.15 28.74 940 14 1,318
5 Dec 1934.85 1.55 -0.55 30.11 1,347 -34 1,287
4 Dec 1889.25 2.1 0.15 26.90 937 -15 1,320
3 Dec 1892.10 1.95 -1.30 25.80 1,263 -4 1,345
2 Dec 1879.80 3.25 -1.75 26.77 1,498 -44 1,351
29 Nov 1857.85 5 -1.20 25.90 1,686 329 1,404
28 Nov 1856.65 6.2 3.05 27.32 2,007 267 1,093
27 Nov 1924.50 3.15 -0.45 28.94 278 95 826
26 Nov 1924.15 3.6 -1.40 28.70 585 1 732
25 Nov 1889.70 5 -1.00 27.69 809 184 731
22 Nov 1902.25 6 -3.20 27.64 895 309 856
21 Nov 1834.05 9.2 -1.30 24.95 647 -47 548
20 Nov 1824.75 10.5 0.00 24.19 631 213 596
19 Nov 1824.75 10.5 -1.40 24.19 631 214 596
18 Nov 1811.45 11.9 5.00 24.14 629 142 379
14 Nov 1864.55 6.9 0.30 24.04 153 115 237
13 Nov 1868.40 6.6 1.60 23.87 106 36 136
12 Nov 1868.80 5 -0.85 21.37 46 31 99
11 Nov 1860.10 5.85 -4.80 21.87 73 11 68
8 Nov 1829.95 10.65 -3.85 22.21 53 19 57
7 Nov 1803.05 14.5 -0.40 22.18 34 14 36
6 Nov 1823.70 14.9 -17.25 24.07 24 14 23
5 Nov 1754.20 32.15 -0.15 24.73 11 6 10
4 Nov 1763.65 32.3 -9.80 25.91 4 3 3
1 Nov 1760.85 42.1 3.38 0 0 0


For Infosys Limited - strike price 1700 expiring on 26DEC2024

Delta for 1700 PE is -0.01

Historical price for 1700 PE is as follows

On 20 Dec INFY was trading at 1922.15. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 44.38, the open interest changed by -36 which decreased total open position to 526


On 19 Dec INFY was trading at 1946.20. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 44.73, the open interest changed by -172 which decreased total open position to 562


On 18 Dec INFY was trading at 1979.15. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 47.05, the open interest changed by -51 which decreased total open position to 738


On 17 Dec INFY was trading at 1976.60. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 43.29, the open interest changed by 3 which increased total open position to 790


On 16 Dec INFY was trading at 1980.05. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 42.23, the open interest changed by -39 which decreased total open position to 787


On 13 Dec INFY was trading at 1999.70. The strike last trading price was 0.8, which was 0.10 higher than the previous day. The implied volatity was 40.83, the open interest changed by -67 which decreased total open position to 830


On 12 Dec INFY was trading at 1987.00. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 37.29, the open interest changed by -58 which decreased total open position to 896


On 11 Dec INFY was trading at 1974.15. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 34.67, the open interest changed by -294 which decreased total open position to 955


On 10 Dec INFY was trading at 1948.55. The strike last trading price was 0.9, which was -0.30 lower than the previous day. The implied volatity was 32.53, the open interest changed by 13 which increased total open position to 1248


On 9 Dec INFY was trading at 1923.65. The strike last trading price was 1.2, which was -0.20 lower than the previous day. The implied volatity was 31.03, the open interest changed by -53 which decreased total open position to 1252


On 6 Dec INFY was trading at 1922.40. The strike last trading price was 1.4, which was -0.15 lower than the previous day. The implied volatity was 28.74, the open interest changed by 14 which increased total open position to 1318


On 5 Dec INFY was trading at 1934.85. The strike last trading price was 1.55, which was -0.55 lower than the previous day. The implied volatity was 30.11, the open interest changed by -34 which decreased total open position to 1287


On 4 Dec INFY was trading at 1889.25. The strike last trading price was 2.1, which was 0.15 higher than the previous day. The implied volatity was 26.90, the open interest changed by -15 which decreased total open position to 1320


On 3 Dec INFY was trading at 1892.10. The strike last trading price was 1.95, which was -1.30 lower than the previous day. The implied volatity was 25.80, the open interest changed by -4 which decreased total open position to 1345


On 2 Dec INFY was trading at 1879.80. The strike last trading price was 3.25, which was -1.75 lower than the previous day. The implied volatity was 26.77, the open interest changed by -44 which decreased total open position to 1351


On 29 Nov INFY was trading at 1857.85. The strike last trading price was 5, which was -1.20 lower than the previous day. The implied volatity was 25.90, the open interest changed by 329 which increased total open position to 1404


On 28 Nov INFY was trading at 1856.65. The strike last trading price was 6.2, which was 3.05 higher than the previous day. The implied volatity was 27.32, the open interest changed by 267 which increased total open position to 1093


On 27 Nov INFY was trading at 1924.50. The strike last trading price was 3.15, which was -0.45 lower than the previous day. The implied volatity was 28.94, the open interest changed by 95 which increased total open position to 826


On 26 Nov INFY was trading at 1924.15. The strike last trading price was 3.6, which was -1.40 lower than the previous day. The implied volatity was 28.70, the open interest changed by 1 which increased total open position to 732


On 25 Nov INFY was trading at 1889.70. The strike last trading price was 5, which was -1.00 lower than the previous day. The implied volatity was 27.69, the open interest changed by 184 which increased total open position to 731


On 22 Nov INFY was trading at 1902.25. The strike last trading price was 6, which was -3.20 lower than the previous day. The implied volatity was 27.64, the open interest changed by 309 which increased total open position to 856


On 21 Nov INFY was trading at 1834.05. The strike last trading price was 9.2, which was -1.30 lower than the previous day. The implied volatity was 24.95, the open interest changed by -47 which decreased total open position to 548


On 20 Nov INFY was trading at 1824.75. The strike last trading price was 10.5, which was 0.00 lower than the previous day. The implied volatity was 24.19, the open interest changed by 213 which increased total open position to 596


On 19 Nov INFY was trading at 1824.75. The strike last trading price was 10.5, which was -1.40 lower than the previous day. The implied volatity was 24.19, the open interest changed by 214 which increased total open position to 596


On 18 Nov INFY was trading at 1811.45. The strike last trading price was 11.9, which was 5.00 higher than the previous day. The implied volatity was 24.14, the open interest changed by 142 which increased total open position to 379


On 14 Nov INFY was trading at 1864.55. The strike last trading price was 6.9, which was 0.30 higher than the previous day. The implied volatity was 24.04, the open interest changed by 115 which increased total open position to 237


On 13 Nov INFY was trading at 1868.40. The strike last trading price was 6.6, which was 1.60 higher than the previous day. The implied volatity was 23.87, the open interest changed by 36 which increased total open position to 136


On 12 Nov INFY was trading at 1868.80. The strike last trading price was 5, which was -0.85 lower than the previous day. The implied volatity was 21.37, the open interest changed by 31 which increased total open position to 99


On 11 Nov INFY was trading at 1860.10. The strike last trading price was 5.85, which was -4.80 lower than the previous day. The implied volatity was 21.87, the open interest changed by 11 which increased total open position to 68


On 8 Nov INFY was trading at 1829.95. The strike last trading price was 10.65, which was -3.85 lower than the previous day. The implied volatity was 22.21, the open interest changed by 19 which increased total open position to 57


On 7 Nov INFY was trading at 1803.05. The strike last trading price was 14.5, which was -0.40 lower than the previous day. The implied volatity was 22.18, the open interest changed by 14 which increased total open position to 36


On 6 Nov INFY was trading at 1823.70. The strike last trading price was 14.9, which was -17.25 lower than the previous day. The implied volatity was 24.07, the open interest changed by 14 which increased total open position to 23


On 5 Nov INFY was trading at 1754.20. The strike last trading price was 32.15, which was -0.15 lower than the previous day. The implied volatity was 24.73, the open interest changed by 6 which increased total open position to 10


On 4 Nov INFY was trading at 1763.65. The strike last trading price was 32.3, which was -9.80 lower than the previous day. The implied volatity was 25.91, the open interest changed by 3 which increased total open position to 3


On 1 Nov INFY was trading at 1760.85. The strike last trading price was 42.1, which was lower than the previous day. The implied volatity was 3.38, the open interest changed by 0 which decreased total open position to 0