INFY
Infosys Limited
Historical option data for INFY
13 Mar 2025 04:10 PM IST
| INFY 27MAR2025 1740 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.28
Theta: -0.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1579.85 | 1.45 | -0.55 | 27.30 | 1,927 | 69 | 3,451 | |||
| 12 Mar | 1590.85 | 2 | -5.85 | 26.32 | 7,718 | 784 | 3,380 | |||
| 11 Mar | 1661.60 | 8.4 | -8.75 | 21.56 | 6,733 | -190 | 2,604 | |||
| 10 Mar | 1701.45 | 17 | 0.95 | 20.51 | 7,800 | -416 | 2,789 | |||
| 7 Mar | 1686.00 | 16 | -10.45 | 21.33 | 7,232 | 1,034 | 3,205 | |||
| 6 Mar | 1715.85 | 25.75 | -1.3 | 20.65 | 5,056 | -33 | 2,182 | |||
| 5 Mar | 1711.50 | 26.45 | 7.55 | 21.76 | 6,057 | -148 | 2,212 | |||
| 4 Mar | 1688.30 | 17.95 | -10.95 | 21.13 | 4,247 | 552 | 2,358 | |||
| 3 Mar | 1708.60 | 29.2 | 5.35 | 21.65 | 5,716 | 656 | 1,807 | |||
| 28 Feb | 1687.70 | 25.65 | -38.75 | 21.81 | 4,418 | 1,007 | 1,153 | |||
| 27 Feb | 1764.30 | 65.3 | -3.3 | 23.26 | 441 | 27 | 146 | |||
| 26 Feb | 1767.70 | 68.8 | 1.1 | 22.73 | 411 | -32 | 126 | |||
| 25 Feb | 1767.70 | 68.8 | 1.1 | 22.73 | 411 | -25 | 126 | |||
| 24 Feb | 1764.10 | 67.55 | -45.3 | 22.82 | 444 | 127 | 151 | |||
| 21 Feb | 1815.00 | 112.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Feb | 1825.15 | 112.85 | 10.85 | 19.92 | 3 | 1 | 25 | |||
| 19 Feb | 1810.80 | 102 | -30.35 | 20.35 | 1 | 0 | 24 | |||
| 18 Feb | 1851.95 | 132.35 | 9.35 | 19.24 | 3 | 1 | 24 | |||
| 17 Feb | 1842.30 | 123 | -39 | 13.42 | 22 | 12 | 13 | |||
| 14 Feb | 1856.40 | 162 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 13 Feb | 1843.25 | 162 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Feb | 1863.15 | 162 | 0 | 0.00 | 0 | 1 | 0 | |||
| 11 Feb | 1875.65 | 162 | -7.05 | 16.17 | 1 | 0 | 0 | |||
| 10 Feb | 1880.30 | 169.05 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 1903.65 | 169.05 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 1915.65 | 169.05 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 1897.05 | 169.05 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 1898.80 | 169.05 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 1863.30 | 169.05 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 1851.35 | 169.05 | 0 | - | 0 | 0 | 0 | |||
For Infosys Limited - strike price 1740 expiring on 27MAR2025
Delta for 1740 CE is 0.04
Historical price for 1740 CE is as follows
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 1.45, which was -0.55 lower than the previous day. The implied volatity was 27.30, the open interest changed by 69 which increased total open position to 3451
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 2, which was -5.85 lower than the previous day. The implied volatity was 26.32, the open interest changed by 784 which increased total open position to 3380
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 8.4, which was -8.75 lower than the previous day. The implied volatity was 21.56, the open interest changed by -190 which decreased total open position to 2604
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 17, which was 0.95 higher than the previous day. The implied volatity was 20.51, the open interest changed by -416 which decreased total open position to 2789
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 16, which was -10.45 lower than the previous day. The implied volatity was 21.33, the open interest changed by 1034 which increased total open position to 3205
On 6 Mar INFY was trading at 1715.85. The strike last trading price was 25.75, which was -1.3 lower than the previous day. The implied volatity was 20.65, the open interest changed by -33 which decreased total open position to 2182
On 5 Mar INFY was trading at 1711.50. The strike last trading price was 26.45, which was 7.55 higher than the previous day. The implied volatity was 21.76, the open interest changed by -148 which decreased total open position to 2212
On 4 Mar INFY was trading at 1688.30. The strike last trading price was 17.95, which was -10.95 lower than the previous day. The implied volatity was 21.13, the open interest changed by 552 which increased total open position to 2358
On 3 Mar INFY was trading at 1708.60. The strike last trading price was 29.2, which was 5.35 higher than the previous day. The implied volatity was 21.65, the open interest changed by 656 which increased total open position to 1807
On 28 Feb INFY was trading at 1687.70. The strike last trading price was 25.65, which was -38.75 lower than the previous day. The implied volatity was 21.81, the open interest changed by 1007 which increased total open position to 1153
On 27 Feb INFY was trading at 1764.30. The strike last trading price was 65.3, which was -3.3 lower than the previous day. The implied volatity was 23.26, the open interest changed by 27 which increased total open position to 146
On 26 Feb INFY was trading at 1767.70. The strike last trading price was 68.8, which was 1.1 higher than the previous day. The implied volatity was 22.73, the open interest changed by -32 which decreased total open position to 126
On 25 Feb INFY was trading at 1767.70. The strike last trading price was 68.8, which was 1.1 higher than the previous day. The implied volatity was 22.73, the open interest changed by -25 which decreased total open position to 126
On 24 Feb INFY was trading at 1764.10. The strike last trading price was 67.55, which was -45.3 lower than the previous day. The implied volatity was 22.82, the open interest changed by 127 which increased total open position to 151
On 21 Feb INFY was trading at 1815.00. The strike last trading price was 112.85, 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 20 Feb INFY was trading at 1825.15. The strike last trading price was 112.85, which was 10.85 higher than the previous day. The implied volatity was 19.92, the open interest changed by 1 which increased total open position to 25
On 19 Feb INFY was trading at 1810.80. The strike last trading price was 102, which was -30.35 lower than the previous day. The implied volatity was 20.35, the open interest changed by 0 which decreased total open position to 24
On 18 Feb INFY was trading at 1851.95. The strike last trading price was 132.35, which was 9.35 higher than the previous day. The implied volatity was 19.24, the open interest changed by 1 which increased total open position to 24
On 17 Feb INFY was trading at 1842.30. The strike last trading price was 123, which was -39 lower than the previous day. The implied volatity was 13.42, the open interest changed by 12 which increased total open position to 13
On 14 Feb INFY was trading at 1856.40. The strike last trading price was 162, 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 162, 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 162, 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 11 Feb INFY was trading at 1875.65. The strike last trading price was 162, which was -7.05 lower than the previous day. The implied volatity was 16.17, 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 169.05, 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 169.05, 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 169.05, 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 169.05, 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 169.05, 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 169.05, 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 169.05, 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 1740 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.99
Vega: 0.11
Theta: 0.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1579.85 | 154.65 | 5.65 | 21.36 | 8 | -5 | 439 |
| 12 Mar | 1590.85 | 149 | 72.4 | 34.60 | 149 | -83 | 446 |
| 11 Mar | 1661.60 | 75.65 | 21.85 | 23.39 | 349 | -74 | 531 |
| 10 Mar | 1701.45 | 54 | -8.8 | 24.69 | 1,142 | -47 | 603 |
| 7 Mar | 1686.00 | 62.85 | 15.25 | 22.31 | 557 | -3 | 650 |
| 6 Mar | 1715.85 | 50 | -0.35 | 24.51 | 946 | -34 | 651 |
| 5 Mar | 1711.50 | 50.4 | -15 | 22.62 | 1,425 | -35 | 679 |
| 4 Mar | 1688.30 | 68.1 | 18.45 | 24.85 | 1,031 | -37 | 714 |
| 3 Mar | 1708.60 | 47.85 | -17.05 | 21.84 | 2,090 | 98 | 1,025 |
| 28 Feb | 1687.70 | 59.45 | 29.85 | 21.95 | 3,791 | 245 | 1,107 |
| 27 Feb | 1764.30 | 29.85 | -0.15 | 23.72 | 1,526 | 36 | 862 |
| 26 Feb | 1767.70 | 29.85 | -1.1 | 23.82 | 1,921 | 468 | 824 |
| 25 Feb | 1767.70 | 29.85 | -1.1 | 23.82 | 1,921 | 466 | 824 |
| 24 Feb | 1764.10 | 31.45 | 13.75 | 23.66 | 1,241 | 71 | 356 |
| 21 Feb | 1815.00 | 18.2 | 1.4 | 23.88 | 315 | 90 | 287 |
| 20 Feb | 1825.15 | 16.8 | -3.8 | 24.21 | 254 | -26 | 196 |
| 19 Feb | 1810.80 | 20.8 | 6.8 | 24.27 | 134 | 30 | 222 |
| 18 Feb | 1851.95 | 14.55 | -1.4 | 24.91 | 107 | 80 | 189 |
| 17 Feb | 1842.30 | 15.85 | -13.9 | 24.90 | 119 | 100 | 100 |
| 14 Feb | 1856.40 | 29.75 | 0 | 5.64 | 0 | 0 | 0 |
| 13 Feb | 1843.25 | 29.75 | 0 | 5.13 | 0 | 0 | 0 |
| 12 Feb | 1863.15 | 29.75 | 0 | 5.97 | 0 | 0 | 0 |
| 11 Feb | 1875.65 | 29.75 | 0 | 6.46 | 0 | 0 | 0 |
| 10 Feb | 1880.30 | 29.75 | 0 | 6.45 | 0 | 0 | 0 |
| 7 Feb | 1903.65 | 29.75 | 0 | 7.02 | 0 | 0 | 0 |
| 6 Feb | 1915.65 | 29.75 | 0 | 7.85 | 0 | 0 | 0 |
| 5 Feb | 1897.05 | 29.75 | 0 | 6.85 | 0 | 0 | 0 |
| 4 Feb | 1898.80 | 29.75 | 0 | 6.68 | 0 | 0 | 0 |
| 3 Feb | 1863.30 | 29.75 | 0 | 5.58 | 0 | 0 | 0 |
| 1 Feb | 1851.35 | 29.75 | 0 | 5.26 | 0 | 0 | 0 |
For Infosys Limited - strike price 1740 expiring on 27MAR2025
Delta for 1740 PE is -0.99
Historical price for 1740 PE is as follows
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 154.65, which was 5.65 higher than the previous day. The implied volatity was 21.36, the open interest changed by -5 which decreased total open position to 439
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 149, which was 72.4 higher than the previous day. The implied volatity was 34.60, the open interest changed by -83 which decreased total open position to 446
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 75.65, which was 21.85 higher than the previous day. The implied volatity was 23.39, the open interest changed by -74 which decreased total open position to 531
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 54, which was -8.8 lower than the previous day. The implied volatity was 24.69, the open interest changed by -47 which decreased total open position to 603
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 62.85, which was 15.25 higher than the previous day. The implied volatity was 22.31, the open interest changed by -3 which decreased total open position to 650
On 6 Mar INFY was trading at 1715.85. The strike last trading price was 50, which was -0.35 lower than the previous day. The implied volatity was 24.51, the open interest changed by -34 which decreased total open position to 651
On 5 Mar INFY was trading at 1711.50. The strike last trading price was 50.4, which was -15 lower than the previous day. The implied volatity was 22.62, the open interest changed by -35 which decreased total open position to 679
On 4 Mar INFY was trading at 1688.30. The strike last trading price was 68.1, which was 18.45 higher than the previous day. The implied volatity was 24.85, the open interest changed by -37 which decreased total open position to 714
On 3 Mar INFY was trading at 1708.60. The strike last trading price was 47.85, which was -17.05 lower than the previous day. The implied volatity was 21.84, the open interest changed by 98 which increased total open position to 1025
On 28 Feb INFY was trading at 1687.70. The strike last trading price was 59.45, which was 29.85 higher than the previous day. The implied volatity was 21.95, the open interest changed by 245 which increased total open position to 1107
On 27 Feb INFY was trading at 1764.30. The strike last trading price was 29.85, which was -0.15 lower than the previous day. The implied volatity was 23.72, the open interest changed by 36 which increased total open position to 862
On 26 Feb INFY was trading at 1767.70. The strike last trading price was 29.85, which was -1.1 lower than the previous day. The implied volatity was 23.82, the open interest changed by 468 which increased total open position to 824
On 25 Feb INFY was trading at 1767.70. The strike last trading price was 29.85, which was -1.1 lower than the previous day. The implied volatity was 23.82, the open interest changed by 466 which increased total open position to 824
On 24 Feb INFY was trading at 1764.10. The strike last trading price was 31.45, which was 13.75 higher than the previous day. The implied volatity was 23.66, the open interest changed by 71 which increased total open position to 356
On 21 Feb INFY was trading at 1815.00. The strike last trading price was 18.2, which was 1.4 higher than the previous day. The implied volatity was 23.88, the open interest changed by 90 which increased total open position to 287
On 20 Feb INFY was trading at 1825.15. The strike last trading price was 16.8, which was -3.8 lower than the previous day. The implied volatity was 24.21, the open interest changed by -26 which decreased total open position to 196
On 19 Feb INFY was trading at 1810.80. The strike last trading price was 20.8, which was 6.8 higher than the previous day. The implied volatity was 24.27, the open interest changed by 30 which increased total open position to 222
On 18 Feb INFY was trading at 1851.95. The strike last trading price was 14.55, which was -1.4 lower than the previous day. The implied volatity was 24.91, the open interest changed by 80 which increased total open position to 189
On 17 Feb INFY was trading at 1842.30. The strike last trading price was 15.85, which was -13.9 lower than the previous day. The implied volatity was 24.90, the open interest changed by 100 which increased total open position to 100
On 14 Feb INFY was trading at 1856.40. The strike last trading price was 29.75, which was 0 lower than the previous day. The implied volatity was 5.64, 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 29.75, which was 0 lower than the previous day. The implied volatity was 5.13, 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 29.75, which was 0 lower than the previous day. The implied volatity was 5.97, 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 29.75, which was 0 lower than the previous day. The implied volatity was 6.46, 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 29.75, which was 0 lower than the previous day. The implied volatity was 6.45, 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 29.75, which was 0 lower than the previous day. The implied volatity was 7.02, 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 29.75, which was 0 lower than the previous day. The implied volatity was 7.85, 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 29.75, which was 0 lower than the previous day. The implied volatity was 6.85, 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 29.75, which was 0 lower than the previous day. The implied volatity was 6.68, 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 29.75, which was 0 lower than the previous day. The implied volatity was 5.58, 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 29.75, which was 0 lower than the previous day. The implied volatity was 5.26, the open interest changed by 0 which decreased total open position to 0
