INFY
Infosys Limited
Historical option data for INFY
31 Dec 2024 10:10 AM IST
| INFY 30JAN2025 1760 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 1.43
Theta: -0.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 31 Dec | 1850.00 | 117.5 | -38.70 | 23.55 | 27 | 9 | 279 | |||
| 30 Dec | 1906.00 | 156.2 | -19.00 | 19.08 | 93 | 24 | 269 | |||
| 27 Dec | 1916.75 | 175.2 | 3.40 | 18.30 | 100 | 77 | 245 | |||
| 26 Dec | 1907.40 | 171.8 | -5.55 | 22.78 | 6 | 4 | 166 | |||
| 24 Dec | 1909.05 | 177.35 | -11.15 | 29.74 | 72 | 52 | 161 | |||
| 23 Dec | 1924.30 | 188.5 | -27.80 | 26.07 | 1 | 0 | 108 | |||
| 20 Dec | 1922.15 | 216.3 | 0.00 | 0.00 | 0 | 64 | 0 | |||
| 19 Dec | 1946.20 | 216.3 | -31.70 | 26.02 | 72 | 63 | 107 | |||
| 18 Dec | 1979.15 | 248 | 3.00 | 30.13 | 4 | 2 | 43 | |||
| 17 Dec | 1976.60 | 245 | -14.00 | 29.57 | 31 | 19 | 40 | |||
| 16 Dec | 1980.05 | 259 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 13 Dec | 1999.70 | 259 | 14.00 | - | 5 | 4 | 20 | |||
| 12 Dec | 1987.00 | 245 | 6.00 | - | 4 | 3 | 15 | |||
| 11 Dec | 1974.15 | 239 | 74.00 | 22.90 | 9 | 8 | 11 | |||
| 10 Dec | 1948.55 | 165 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1923.65 | 165 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1922.40 | 165 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 1934.85 | 165 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 1889.25 | 165 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 3 Dec | 1892.10 | 165 | 5.00 | 18.61 | 1 | 0 | 2 | |||
| 2 Dec | 1879.80 | 160 | 49.25 | 21.33 | 2 | 1 | 1 | |||
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| 29 Nov | 1857.85 | 110.75 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1856.65 | 110.75 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1924.50 | 110.75 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1924.15 | 110.75 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1889.70 | 110.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1902.25 | 110.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1834.05 | 110.75 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1824.75 | 110.75 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1824.75 | 110.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1811.45 | 110.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1864.55 | 110.75 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1868.40 | 110.75 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1868.80 | 110.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1860.10 | 110.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1829.95 | 110.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1803.05 | 110.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1823.70 | 110.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1754.20 | 110.75 | - | 0 | 0 | 0 | ||||
For Infosys Limited - strike price 1760 expiring on 30JAN2025
Delta for 1760 CE is 0.81
Historical price for 1760 CE is as follows
On 31 Dec INFY was trading at 1850.00. The strike last trading price was 117.5, which was -38.70 lower than the previous day. The implied volatity was 23.55, the open interest changed by 9 which increased total open position to 279
On 30 Dec INFY was trading at 1906.00. The strike last trading price was 156.2, which was -19.00 lower than the previous day. The implied volatity was 19.08, the open interest changed by 24 which increased total open position to 269
On 27 Dec INFY was trading at 1916.75. The strike last trading price was 175.2, which was 3.40 higher than the previous day. The implied volatity was 18.30, the open interest changed by 77 which increased total open position to 245
On 26 Dec INFY was trading at 1907.40. The strike last trading price was 171.8, which was -5.55 lower than the previous day. The implied volatity was 22.78, the open interest changed by 4 which increased total open position to 166
On 24 Dec INFY was trading at 1909.05. The strike last trading price was 177.35, which was -11.15 lower than the previous day. The implied volatity was 29.74, the open interest changed by 52 which increased total open position to 161
On 23 Dec INFY was trading at 1924.30. The strike last trading price was 188.5, which was -27.80 lower than the previous day. The implied volatity was 26.07, the open interest changed by 0 which decreased total open position to 108
On 20 Dec INFY was trading at 1922.15. The strike last trading price was 216.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 64 which increased total open position to 0
On 19 Dec INFY was trading at 1946.20. The strike last trading price was 216.3, which was -31.70 lower than the previous day. The implied volatity was 26.02, the open interest changed by 63 which increased total open position to 107
On 18 Dec INFY was trading at 1979.15. The strike last trading price was 248, which was 3.00 higher than the previous day. The implied volatity was 30.13, the open interest changed by 2 which increased total open position to 43
On 17 Dec INFY was trading at 1976.60. The strike last trading price was 245, which was -14.00 lower than the previous day. The implied volatity was 29.57, the open interest changed by 19 which increased total open position to 40
On 16 Dec INFY was trading at 1980.05. The strike last trading price was 259, which was 0.00 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 13 Dec INFY was trading at 1999.70. The strike last trading price was 259, which was 14.00 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 20
On 12 Dec INFY was trading at 1987.00. The strike last trading price was 245, which was 6.00 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 15
On 11 Dec INFY was trading at 1974.15. The strike last trading price was 239, which was 74.00 higher than the previous day. The implied volatity was 22.90, the open interest changed by 8 which increased total open position to 11
On 10 Dec INFY was trading at 1948.55. The strike last trading price was 165, 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 9 Dec INFY was trading at 1923.65. The strike last trading price was 165, 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 6 Dec INFY was trading at 1922.40. The strike last trading price was 165, 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 5 Dec INFY was trading at 1934.85. The strike last trading price was 165, 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 4 Dec INFY was trading at 1889.25. The strike last trading price was 165, 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 3 Dec INFY was trading at 1892.10. The strike last trading price was 165, which was 5.00 higher than the previous day. The implied volatity was 18.61, the open interest changed by 0 which decreased total open position to 2
On 2 Dec INFY was trading at 1879.80. The strike last trading price was 160, which was 49.25 higher than the previous day. The implied volatity was 21.33, the open interest changed by 1 which increased total open position to 1
On 29 Nov INFY was trading at 1857.85. The strike last trading price was 110.75, 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 28 Nov INFY was trading at 1856.65. The strike last trading price was 110.75, 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 27 Nov INFY was trading at 1924.50. The strike last trading price was 110.75, 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 26 Nov INFY was trading at 1924.15. The strike last trading price was 110.75, 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 25 Nov INFY was trading at 1889.70. The strike last trading price was 110.75, 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 22 Nov INFY was trading at 1902.25. The strike last trading price was 110.75, 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 21 Nov INFY was trading at 1834.05. The strike last trading price was 110.75, 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 20 Nov INFY was trading at 1824.75. The strike last trading price was 110.75, 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 19 Nov INFY was trading at 1824.75. The strike last trading price was 110.75, 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 18 Nov INFY was trading at 1811.45. The strike last trading price was 110.75, 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 14 Nov INFY was trading at 1864.55. The strike last trading price was 110.75, 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 110.75, 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 110.75, 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 110.75, 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 110.75, 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 110.75, 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 110.75, 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 110.75, 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 30JAN2025 1760 PE | |||||||
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Delta: -0.23
Vega: 1.60
Theta: -0.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 31 Dec | 1850.00 | 20.4 | 11.10 | 28.30 | 416 | 107 | 575 |
| 30 Dec | 1906.00 | 9.3 | 3.55 | 26.05 | 647 | 203 | 473 |
| 27 Dec | 1916.75 | 5.75 | -2.30 | 23.55 | 473 | 98 | 271 |
| 26 Dec | 1907.40 | 8.05 | -0.65 | 24.73 | 156 | 68 | 175 |
| 24 Dec | 1909.05 | 8.7 | -1.30 | 24.16 | 77 | 39 | 104 |
| 23 Dec | 1924.30 | 10 | -2.05 | 26.67 | 23 | 9 | 64 |
| 20 Dec | 1922.15 | 12.05 | 2.00 | 28.02 | 19 | 12 | 54 |
| 19 Dec | 1946.20 | 10.05 | 4.05 | 28.08 | 53 | 34 | 42 |
| 18 Dec | 1979.15 | 6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 1976.60 | 6 | 0.00 | 0.00 | 0 | 4 | 0 |
| 16 Dec | 1980.05 | 6 | 2.75 | 26.08 | 4 | 2 | 6 |
| 13 Dec | 1999.70 | 3.25 | -0.05 | 23.45 | 3 | 0 | 3 |
| 12 Dec | 1987.00 | 3.3 | -6.60 | 22.41 | 3 | 0 | 2 |
| 11 Dec | 1974.15 | 9.9 | 0.00 | 28.17 | 1 | 0 | 2 |
| 10 Dec | 1948.55 | 9.9 | -71.95 | 25.84 | 2 | 1 | 1 |
| 9 Dec | 1923.65 | 81.85 | 0.00 | 6.96 | 0 | 0 | 0 |
| 6 Dec | 1922.40 | 81.85 | 0.00 | 6.67 | 0 | 0 | 0 |
| 5 Dec | 1934.85 | 81.85 | 0.00 | 7.04 | 0 | 0 | 0 |
| 4 Dec | 1889.25 | 81.85 | 0.00 | 5.67 | 0 | 0 | 0 |
| 3 Dec | 1892.10 | 81.85 | 0.00 | 5.58 | 0 | 0 | 0 |
| 2 Dec | 1879.80 | 81.85 | 0.00 | 5.15 | 0 | 0 | 0 |
| 29 Nov | 1857.85 | 81.85 | 0.00 | 4.43 | 0 | 0 | 0 |
| 28 Nov | 1856.65 | 81.85 | 0.00 | 4.52 | 0 | 0 | 0 |
| 27 Nov | 1924.50 | 81.85 | 0.00 | 6.52 | 0 | 0 | 0 |
| 26 Nov | 1924.15 | 81.85 | 0.00 | 6.29 | 0 | 0 | 0 |
| 25 Nov | 1889.70 | 81.85 | 0.00 | 5.41 | 0 | 0 | 0 |
| 22 Nov | 1902.25 | 81.85 | 0.00 | 5.45 | 0 | 0 | 0 |
| 21 Nov | 1834.05 | 81.85 | 0.00 | 3.57 | 0 | 0 | 0 |
| 20 Nov | 1824.75 | 81.85 | 0.00 | 4.16 | 0 | 0 | 0 |
| 19 Nov | 1824.75 | 81.85 | 0.00 | 4.16 | 0 | 0 | 0 |
| 18 Nov | 1811.45 | 81.85 | 0.00 | 2.87 | 0 | 0 | 0 |
| 14 Nov | 1864.55 | 81.85 | 0.00 | 4.48 | 0 | 0 | 0 |
| 13 Nov | 1868.40 | 81.85 | 81.85 | 4.45 | 0 | 0 | 0 |
| 12 Nov | 1868.80 | 0 | 0.00 | 4.62 | 0 | 0 | 0 |
| 11 Nov | 1860.10 | 0 | 0.00 | 4.29 | 0 | 0 | 0 |
| 8 Nov | 1829.95 | 0 | 0.00 | 3.44 | 0 | 0 | 0 |
| 7 Nov | 1803.05 | 0 | 0.00 | 2.60 | 0 | 0 | 0 |
| 6 Nov | 1823.70 | 0 | 0.00 | 3.20 | 0 | 0 | 0 |
| 5 Nov | 1754.20 | 0 | 1.22 | 0 | 0 | 0 | |
For Infosys Limited - strike price 1760 expiring on 30JAN2025
Delta for 1760 PE is -0.23
Historical price for 1760 PE is as follows
On 31 Dec INFY was trading at 1850.00. The strike last trading price was 20.4, which was 11.10 higher than the previous day. The implied volatity was 28.30, the open interest changed by 107 which increased total open position to 575
On 30 Dec INFY was trading at 1906.00. The strike last trading price was 9.3, which was 3.55 higher than the previous day. The implied volatity was 26.05, the open interest changed by 203 which increased total open position to 473
On 27 Dec INFY was trading at 1916.75. The strike last trading price was 5.75, which was -2.30 lower than the previous day. The implied volatity was 23.55, the open interest changed by 98 which increased total open position to 271
On 26 Dec INFY was trading at 1907.40. The strike last trading price was 8.05, which was -0.65 lower than the previous day. The implied volatity was 24.73, the open interest changed by 68 which increased total open position to 175
On 24 Dec INFY was trading at 1909.05. The strike last trading price was 8.7, which was -1.30 lower than the previous day. The implied volatity was 24.16, the open interest changed by 39 which increased total open position to 104
On 23 Dec INFY was trading at 1924.30. The strike last trading price was 10, which was -2.05 lower than the previous day. The implied volatity was 26.67, the open interest changed by 9 which increased total open position to 64
On 20 Dec INFY was trading at 1922.15. The strike last trading price was 12.05, which was 2.00 higher than the previous day. The implied volatity was 28.02, the open interest changed by 12 which increased total open position to 54
On 19 Dec INFY was trading at 1946.20. The strike last trading price was 10.05, which was 4.05 higher than the previous day. The implied volatity was 28.08, the open interest changed by 34 which increased total open position to 42
On 18 Dec INFY was trading at 1979.15. The strike last trading price was 6, 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 17 Dec INFY was trading at 1976.60. The strike last trading price was 6, which was 0.00 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 16 Dec INFY was trading at 1980.05. The strike last trading price was 6, which was 2.75 higher than the previous day. The implied volatity was 26.08, the open interest changed by 2 which increased total open position to 6
On 13 Dec INFY was trading at 1999.70. The strike last trading price was 3.25, which was -0.05 lower than the previous day. The implied volatity was 23.45, the open interest changed by 0 which decreased total open position to 3
On 12 Dec INFY was trading at 1987.00. The strike last trading price was 3.3, which was -6.60 lower than the previous day. The implied volatity was 22.41, the open interest changed by 0 which decreased total open position to 2
On 11 Dec INFY was trading at 1974.15. The strike last trading price was 9.9, which was 0.00 lower than the previous day. The implied volatity was 28.17, the open interest changed by 0 which decreased total open position to 2
On 10 Dec INFY was trading at 1948.55. The strike last trading price was 9.9, which was -71.95 lower than the previous day. The implied volatity was 25.84, the open interest changed by 1 which increased total open position to 1
On 9 Dec INFY was trading at 1923.65. The strike last trading price was 81.85, which was 0.00 lower than the previous day. The implied volatity was 6.96, the open interest changed by 0 which decreased total open position to 0
On 6 Dec INFY was trading at 1922.40. The strike last trading price was 81.85, which was 0.00 lower than the previous day. The implied volatity was 6.67, the open interest changed by 0 which decreased total open position to 0
On 5 Dec INFY was trading at 1934.85. The strike last trading price was 81.85, which was 0.00 lower than the previous day. The implied volatity was 7.04, the open interest changed by 0 which decreased total open position to 0
On 4 Dec INFY was trading at 1889.25. The strike last trading price was 81.85, which was 0.00 lower than the previous day. The implied volatity was 5.67, 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 81.85, which was 0.00 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 2 Dec INFY was trading at 1879.80. The strike last trading price was 81.85, which was 0.00 lower than the previous day. The implied volatity was 5.15, the open interest changed by 0 which decreased total open position to 0
On 29 Nov INFY was trading at 1857.85. The strike last trading price was 81.85, which was 0.00 lower than the previous day. The implied volatity was 4.43, the open interest changed by 0 which decreased total open position to 0
On 28 Nov INFY was trading at 1856.65. The strike last trading price was 81.85, which was 0.00 lower than the previous day. The implied volatity was 4.52, the open interest changed by 0 which decreased total open position to 0
On 27 Nov INFY was trading at 1924.50. The strike last trading price was 81.85, which was 0.00 lower than the previous day. The implied volatity was 6.52, the open interest changed by 0 which decreased total open position to 0
On 26 Nov INFY was trading at 1924.15. The strike last trading price was 81.85, which was 0.00 lower than the previous day. The implied volatity was 6.29, the open interest changed by 0 which decreased total open position to 0
On 25 Nov INFY was trading at 1889.70. The strike last trading price was 81.85, which was 0.00 lower than the previous day. The implied volatity was 5.41, the open interest changed by 0 which decreased total open position to 0
On 22 Nov INFY was trading at 1902.25. The strike last trading price was 81.85, which was 0.00 lower than the previous day. The implied volatity was 5.45, the open interest changed by 0 which decreased total open position to 0
On 21 Nov INFY was trading at 1834.05. The strike last trading price was 81.85, which was 0.00 lower than the previous day. The implied volatity was 3.57, the open interest changed by 0 which decreased total open position to 0
On 20 Nov INFY was trading at 1824.75. The strike last trading price was 81.85, which was 0.00 lower than the previous day. The implied volatity was 4.16, the open interest changed by 0 which decreased total open position to 0
On 19 Nov INFY was trading at 1824.75. The strike last trading price was 81.85, which was 0.00 lower than the previous day. The implied volatity was 4.16, the open interest changed by 0 which decreased total open position to 0
On 18 Nov INFY was trading at 1811.45. The strike last trading price was 81.85, which was 0.00 lower than the previous day. The implied volatity was 2.87, 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 81.85, which was 0.00 lower than the previous day. The implied volatity was 4.48, 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 81.85, which was 81.85 higher than the previous day. The implied volatity was 4.45, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.62, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.29, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.44, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.60, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.20, 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 0, which was lower than the previous day. The implied volatity was 1.22, the open interest changed by 0 which decreased total open position to 0
