INFY
Infosys Limited
Historical option data for INFY
13 Mar 2025 04:10 PM IST
| INFY 27MAR2025 1700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.46
Theta: -0.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1579.85 | 2.7 | -1.55 | 24.89 | 10,330 | 1,199 | 8,843 | |||
| 12 Mar | 1590.85 | 4.2 | -14.1 | 24.82 | 23,584 | 3,645 | 7,730 | |||
| 11 Mar | 1661.60 | 19.4 | -15.75 | 21.74 | 16,232 | 1,672 | 4,182 | |||
| 10 Mar | 1701.45 | 34.7 | 2.75 | 20.93 | 10,314 | -599 | 2,512 | |||
| 7 Mar | 1686.00 | 31.85 | -15.25 | 21.97 | 10,473 | 1,850 | 3,111 | |||
| 6 Mar | 1715.85 | 45.7 | -1.5 | 20.71 | 4,125 | -17 | 1,267 | |||
| 5 Mar | 1711.50 | 46.05 | 11.2 | 22.13 | 4,828 | -563 | 1,287 | |||
| 4 Mar | 1688.30 | 33.4 | -16.55 | 21.31 | 6,314 | 902 | 1,830 | |||
| 3 Mar | 1708.60 | 50.25 | 8.3 | 21.95 | 4,566 | -175 | 938 | |||
| 28 Feb | 1687.70 | 44.25 | -48.6 | 22.30 | 4,752 | 938 | 1,133 | |||
| 27 Feb | 1764.30 | 93.95 | -4.05 | 24.35 | 434 | 17 | 195 | |||
| 26 Feb | 1767.70 | 97.9 | 1.1 | 23.79 | 329 | 62 | 184 | |||
| 25 Feb | 1767.70 | 97.9 | 1.1 | 23.79 | 329 | 68 | 184 | |||
| 24 Feb | 1764.10 | 96.3 | -42.55 | 23.96 | 218 | 90 | 115 | |||
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| 21 Feb | 1815.00 | 139.65 | -5.5 | 22.89 | 6 | 1 | 26 | |||
| 20 Feb | 1825.15 | 145.2 | 7.55 | 17.74 | 18 | 8 | 23 | |||
| 19 Feb | 1810.80 | 136.5 | -38.5 | 21.97 | 18 | 8 | 13 | |||
| 18 Feb | 1851.95 | 175 | 13 | 26.37 | 2 | 0 | 4 | |||
| 17 Feb | 1842.30 | 162 | -3 | 15.86 | 6 | 0 | 2 | |||
| 14 Feb | 1856.40 | 165 | -34.35 | - | 3 | 2 | 2 | |||
| 13 Feb | 1843.25 | 199.35 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 1863.15 | 199.35 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 1875.65 | 199.35 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 1880.30 | 199.35 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 1903.65 | 199.35 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 1915.65 | 199.35 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 1897.05 | 199.35 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 1898.80 | 199.35 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 1863.30 | 199.35 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 1851.35 | 199.35 | 0 | - | 0 | 0 | 0 | |||
For Infosys Limited - strike price 1700 expiring on 27MAR2025
Delta for 1700 CE is 0.08
Historical price for 1700 CE is as follows
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 2.7, which was -1.55 lower than the previous day. The implied volatity was 24.89, the open interest changed by 1199 which increased total open position to 8843
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 4.2, which was -14.1 lower than the previous day. The implied volatity was 24.82, the open interest changed by 3645 which increased total open position to 7730
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 19.4, which was -15.75 lower than the previous day. The implied volatity was 21.74, the open interest changed by 1672 which increased total open position to 4182
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 34.7, which was 2.75 higher than the previous day. The implied volatity was 20.93, the open interest changed by -599 which decreased total open position to 2512
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 31.85, which was -15.25 lower than the previous day. The implied volatity was 21.97, the open interest changed by 1850 which increased total open position to 3111
On 6 Mar INFY was trading at 1715.85. The strike last trading price was 45.7, which was -1.5 lower than the previous day. The implied volatity was 20.71, the open interest changed by -17 which decreased total open position to 1267
On 5 Mar INFY was trading at 1711.50. The strike last trading price was 46.05, which was 11.2 higher than the previous day. The implied volatity was 22.13, the open interest changed by -563 which decreased total open position to 1287
On 4 Mar INFY was trading at 1688.30. The strike last trading price was 33.4, which was -16.55 lower than the previous day. The implied volatity was 21.31, the open interest changed by 902 which increased total open position to 1830
On 3 Mar INFY was trading at 1708.60. The strike last trading price was 50.25, which was 8.3 higher than the previous day. The implied volatity was 21.95, the open interest changed by -175 which decreased total open position to 938
On 28 Feb INFY was trading at 1687.70. The strike last trading price was 44.25, which was -48.6 lower than the previous day. The implied volatity was 22.30, the open interest changed by 938 which increased total open position to 1133
On 27 Feb INFY was trading at 1764.30. The strike last trading price was 93.95, which was -4.05 lower than the previous day. The implied volatity was 24.35, the open interest changed by 17 which increased total open position to 195
On 26 Feb INFY was trading at 1767.70. The strike last trading price was 97.9, which was 1.1 higher than the previous day. The implied volatity was 23.79, the open interest changed by 62 which increased total open position to 184
On 25 Feb INFY was trading at 1767.70. The strike last trading price was 97.9, which was 1.1 higher than the previous day. The implied volatity was 23.79, the open interest changed by 68 which increased total open position to 184
On 24 Feb INFY was trading at 1764.10. The strike last trading price was 96.3, which was -42.55 lower than the previous day. The implied volatity was 23.96, the open interest changed by 90 which increased total open position to 115
On 21 Feb INFY was trading at 1815.00. The strike last trading price was 139.65, which was -5.5 lower than the previous day. The implied volatity was 22.89, the open interest changed by 1 which increased total open position to 26
On 20 Feb INFY was trading at 1825.15. The strike last trading price was 145.2, which was 7.55 higher than the previous day. The implied volatity was 17.74, the open interest changed by 8 which increased total open position to 23
On 19 Feb INFY was trading at 1810.80. The strike last trading price was 136.5, which was -38.5 lower than the previous day. The implied volatity was 21.97, the open interest changed by 8 which increased total open position to 13
On 18 Feb INFY was trading at 1851.95. The strike last trading price was 175, which was 13 higher than the previous day. The implied volatity was 26.37, the open interest changed by 0 which decreased total open position to 4
On 17 Feb INFY was trading at 1842.30. The strike last trading price was 162, which was -3 lower than the previous day. The implied volatity was 15.86, the open interest changed by 0 which decreased total open position to 2
On 14 Feb INFY was trading at 1856.40. The strike last trading price was 165, which was -34.35 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 13 Feb INFY was trading at 1843.25. The strike last trading price was 199.35, 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 199.35, 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 199.35, 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 199.35, 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 199.35, 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 199.35, 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 199.35, 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 199.35, 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 199.35, 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 199.35, 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 27MAR2025 1700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 0.53
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1579.85 | 118.2 | 8.25 | 26.94 | 77 | -25 | 1,405 |
| 12 Mar | 1590.85 | 109.5 | 60.05 | 28.28 | 1,515 | -242 | 1,433 |
| 11 Mar | 1661.60 | 46.7 | 15.4 | 23.04 | 4,649 | -1,141 | 1,680 |
| 10 Mar | 1701.45 | 31.65 | -7.15 | 24.30 | 8,150 | 460 | 2,826 |
| 7 Mar | 1686.00 | 39.35 | 10.5 | 23.11 | 8,219 | 19 | 2,366 |
| 6 Mar | 1715.85 | 29.85 | -0.7 | 24.44 | 5,853 | 346 | 2,356 |
| 5 Mar | 1711.50 | 30.6 | -11.35 | 23.21 | 5,427 | 178 | 2,011 |
| 4 Mar | 1688.30 | 43.85 | 12.4 | 24.66 | 5,395 | 12 | 1,821 |
| 3 Mar | 1708.60 | 30 | -13.15 | 23.06 | 6,929 | 207 | 1,827 |
| 28 Feb | 1687.70 | 40.55 | 21.45 | 23.85 | 11,137 | 236 | 1,776 |
| 27 Feb | 1764.30 | 19.6 | 0 | 25.40 | 2,320 | 173 | 1,540 |
| 26 Feb | 1767.70 | 19.6 | -0.75 | 25.28 | 2,222 | 251 | 1,338 |
| 25 Feb | 1767.70 | 19.6 | -0.75 | 25.28 | 2,222 | 222 | 1,338 |
| 24 Feb | 1764.10 | 20.6 | 9.55 | 24.98 | 3,316 | 240 | 1,124 |
| 21 Feb | 1815.00 | 11.3 | 0.7 | 24.82 | 602 | 164 | 881 |
| 20 Feb | 1825.15 | 10.2 | -3.25 | 24.90 | 507 | -7 | 717 |
| 19 Feb | 1810.80 | 13.8 | 4.7 | 25.55 | 593 | 76 | 717 |
| 18 Feb | 1851.95 | 9.4 | -1.45 | 25.99 | 687 | 283 | 641 |
| 17 Feb | 1842.30 | 10.55 | 0.7 | 26.13 | 433 | 185 | 356 |
| 14 Feb | 1856.40 | 9.85 | -0.2 | 25.74 | 96 | 35 | 171 |
| 13 Feb | 1843.25 | 10 | 1.45 | 24.42 | 74 | 50 | 136 |
| 12 Feb | 1863.15 | 8.8 | 1.7 | 25.40 | 95 | 19 | 85 |
| 11 Feb | 1875.65 | 7.05 | -0.15 | 24.92 | 47 | 7 | 66 |
| 10 Feb | 1880.30 | 7.2 | -0.2 | 24.91 | 54 | 16 | 58 |
| 7 Feb | 1903.65 | 7.4 | 1 | 26.13 | 23 | 12 | 42 |
| 6 Feb | 1915.65 | 6.75 | -0.65 | 26.27 | 12 | 4 | 29 |
| 5 Feb | 1897.05 | 7.4 | -2.1 | 25.54 | 26 | 19 | 26 |
| 4 Feb | 1898.80 | 9.5 | -4.65 | 26.76 | 8 | 5 | 6 |
| 3 Feb | 1863.30 | 14.15 | -6.35 | 27.12 | 1 | 0 | 0 |
| 1 Feb | 1851.35 | 20.5 | 0 | 6.66 | 0 | 0 | 0 |
For Infosys Limited - strike price 1700 expiring on 27MAR2025
Delta for 1700 PE is -0.90
Historical price for 1700 PE is as follows
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 118.2, which was 8.25 higher than the previous day. The implied volatity was 26.94, the open interest changed by -25 which decreased total open position to 1405
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 109.5, which was 60.05 higher than the previous day. The implied volatity was 28.28, the open interest changed by -242 which decreased total open position to 1433
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 46.7, which was 15.4 higher than the previous day. The implied volatity was 23.04, the open interest changed by -1141 which decreased total open position to 1680
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 31.65, which was -7.15 lower than the previous day. The implied volatity was 24.30, the open interest changed by 460 which increased total open position to 2826
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 39.35, which was 10.5 higher than the previous day. The implied volatity was 23.11, the open interest changed by 19 which increased total open position to 2366
On 6 Mar INFY was trading at 1715.85. The strike last trading price was 29.85, which was -0.7 lower than the previous day. The implied volatity was 24.44, the open interest changed by 346 which increased total open position to 2356
On 5 Mar INFY was trading at 1711.50. The strike last trading price was 30.6, which was -11.35 lower than the previous day. The implied volatity was 23.21, the open interest changed by 178 which increased total open position to 2011
On 4 Mar INFY was trading at 1688.30. The strike last trading price was 43.85, which was 12.4 higher than the previous day. The implied volatity was 24.66, the open interest changed by 12 which increased total open position to 1821
On 3 Mar INFY was trading at 1708.60. The strike last trading price was 30, which was -13.15 lower than the previous day. The implied volatity was 23.06, the open interest changed by 207 which increased total open position to 1827
On 28 Feb INFY was trading at 1687.70. The strike last trading price was 40.55, which was 21.45 higher than the previous day. The implied volatity was 23.85, the open interest changed by 236 which increased total open position to 1776
On 27 Feb INFY was trading at 1764.30. The strike last trading price was 19.6, which was 0 lower than the previous day. The implied volatity was 25.40, the open interest changed by 173 which increased total open position to 1540
On 26 Feb INFY was trading at 1767.70. The strike last trading price was 19.6, which was -0.75 lower than the previous day. The implied volatity was 25.28, the open interest changed by 251 which increased total open position to 1338
On 25 Feb INFY was trading at 1767.70. The strike last trading price was 19.6, which was -0.75 lower than the previous day. The implied volatity was 25.28, the open interest changed by 222 which increased total open position to 1338
On 24 Feb INFY was trading at 1764.10. The strike last trading price was 20.6, which was 9.55 higher than the previous day. The implied volatity was 24.98, the open interest changed by 240 which increased total open position to 1124
On 21 Feb INFY was trading at 1815.00. The strike last trading price was 11.3, which was 0.7 higher than the previous day. The implied volatity was 24.82, the open interest changed by 164 which increased total open position to 881
On 20 Feb INFY was trading at 1825.15. The strike last trading price was 10.2, which was -3.25 lower than the previous day. The implied volatity was 24.90, the open interest changed by -7 which decreased total open position to 717
On 19 Feb INFY was trading at 1810.80. The strike last trading price was 13.8, which was 4.7 higher than the previous day. The implied volatity was 25.55, the open interest changed by 76 which increased total open position to 717
On 18 Feb INFY was trading at 1851.95. The strike last trading price was 9.4, which was -1.45 lower than the previous day. The implied volatity was 25.99, the open interest changed by 283 which increased total open position to 641
On 17 Feb INFY was trading at 1842.30. The strike last trading price was 10.55, which was 0.7 higher than the previous day. The implied volatity was 26.13, the open interest changed by 185 which increased total open position to 356
On 14 Feb INFY was trading at 1856.40. The strike last trading price was 9.85, which was -0.2 lower than the previous day. The implied volatity was 25.74, the open interest changed by 35 which increased total open position to 171
On 13 Feb INFY was trading at 1843.25. The strike last trading price was 10, which was 1.45 higher than the previous day. The implied volatity was 24.42, the open interest changed by 50 which increased total open position to 136
On 12 Feb INFY was trading at 1863.15. The strike last trading price was 8.8, which was 1.7 higher than the previous day. The implied volatity was 25.40, the open interest changed by 19 which increased total open position to 85
On 11 Feb INFY was trading at 1875.65. The strike last trading price was 7.05, which was -0.15 lower than the previous day. The implied volatity was 24.92, the open interest changed by 7 which increased total open position to 66
On 10 Feb INFY was trading at 1880.30. The strike last trading price was 7.2, which was -0.2 lower than the previous day. The implied volatity was 24.91, the open interest changed by 16 which increased total open position to 58
On 7 Feb INFY was trading at 1903.65. The strike last trading price was 7.4, which was 1 higher than the previous day. The implied volatity was 26.13, the open interest changed by 12 which increased total open position to 42
On 6 Feb INFY was trading at 1915.65. The strike last trading price was 6.75, which was -0.65 lower than the previous day. The implied volatity was 26.27, the open interest changed by 4 which increased total open position to 29
On 5 Feb INFY was trading at 1897.05. The strike last trading price was 7.4, which was -2.1 lower than the previous day. The implied volatity was 25.54, the open interest changed by 19 which increased total open position to 26
On 4 Feb INFY was trading at 1898.80. The strike last trading price was 9.5, which was -4.65 lower than the previous day. The implied volatity was 26.76, the open interest changed by 5 which increased total open position to 6
On 3 Feb INFY was trading at 1863.30. The strike last trading price was 14.15, which was -6.35 lower than the previous day. The implied volatity was 27.12, 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 20.5, which was 0 lower than the previous day. The implied volatity was 6.66, the open interest changed by 0 which decreased total open position to 0
