INFY
Infosys Limited
Historical option data for INFY
09 Dec 2025 04:10 PM IST
| INFY 30-DEC-2025 1800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.17
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 1599.00 | 0.55 | -0.15 | 22.24 | 523 | -69 | 1,289 | |||||||||
| 8 Dec | 1610.80 | 0.65 | 0 | 21.18 | 470 | -24 | 1,368 | |||||||||
| 5 Dec | 1616.20 | 0.55 | -0.2 | 18.69 | 2,912 | 376 | 1,392 | |||||||||
| 4 Dec | 1597.60 | 0.75 | 0.05 | 21.19 | 580 | -7 | 1,011 | |||||||||
| 3 Dec | 1578.70 | 0.7 | -0.05 | 22.26 | 432 | -56 | 1,018 | |||||||||
| 2 Dec | 1561.00 | 0.8 | -0.1 | 23.48 | 258 | 18 | 1,073 | |||||||||
| 1 Dec | 1564.00 | 0.9 | 0.1 | 23.41 | 303 | 0 | 1,057 | |||||||||
| 28 Nov | 1560.10 | 0.8 | -0.25 | 22.26 | 332 | 92 | 1,055 | |||||||||
| 27 Nov | 1566.40 | 1.05 | 0 | 22.19 | 268 | 53 | 959 | |||||||||
| 26 Nov | 1557.90 | 1.1 | -0.15 | 22.70 | 602 | 158 | 905 | |||||||||
| 25 Nov | 1530.60 | 1.25 | -0.55 | 25.29 | 340 | 135 | 746 | |||||||||
| 24 Nov | 1548.00 | 1.75 | 0.05 | 24.84 | 1,272 | 92 | 612 | |||||||||
| 21 Nov | 1545.00 | 1.6 | -0.35 | 23.57 | 384 | 50 | 520 | |||||||||
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| 20 Nov | 1536.50 | 1.95 | -0.3 | 24.79 | 602 | 328 | 466 | |||||||||
| 19 Nov | 1541.10 | 2.4 | -6.35 | 24.88 | 298 | 138 | 138 | |||||||||
| 18 Nov | 1486.40 | 8.75 | 0 | 13.59 | 0 | 0 | 0 | |||||||||
| 17 Nov | 1507.60 | 8.75 | 0 | 11.85 | 0 | 0 | 0 | |||||||||
| 14 Nov | 1502.80 | 8.75 | 0 | 11.57 | 0 | 0 | 0 | |||||||||
For Infosys Limited - strike price 1800 expiring on 30DEC2025
Delta for 1800 CE is 0.02
Historical price for 1800 CE is as follows
On 9 Dec INFY was trading at 1599.00. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 22.24, the open interest changed by -69 which decreased total open position to 1289
On 8 Dec INFY was trading at 1610.80. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 21.18, the open interest changed by -24 which decreased total open position to 1368
On 5 Dec INFY was trading at 1616.20. The strike last trading price was 0.55, which was -0.2 lower than the previous day. The implied volatity was 18.69, the open interest changed by 376 which increased total open position to 1392
On 4 Dec INFY was trading at 1597.60. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 21.19, the open interest changed by -7 which decreased total open position to 1011
On 3 Dec INFY was trading at 1578.70. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 22.26, the open interest changed by -56 which decreased total open position to 1018
On 2 Dec INFY was trading at 1561.00. The strike last trading price was 0.8, which was -0.1 lower than the previous day. The implied volatity was 23.48, the open interest changed by 18 which increased total open position to 1073
On 1 Dec INFY was trading at 1564.00. The strike last trading price was 0.9, which was 0.1 higher than the previous day. The implied volatity was 23.41, the open interest changed by 0 which decreased total open position to 1057
On 28 Nov INFY was trading at 1560.10. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 22.26, the open interest changed by 92 which increased total open position to 1055
On 27 Nov INFY was trading at 1566.40. The strike last trading price was 1.05, which was 0 lower than the previous day. The implied volatity was 22.19, the open interest changed by 53 which increased total open position to 959
On 26 Nov INFY was trading at 1557.90. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 22.70, the open interest changed by 158 which increased total open position to 905
On 25 Nov INFY was trading at 1530.60. The strike last trading price was 1.25, which was -0.55 lower than the previous day. The implied volatity was 25.29, the open interest changed by 135 which increased total open position to 746
On 24 Nov INFY was trading at 1548.00. The strike last trading price was 1.75, which was 0.05 higher than the previous day. The implied volatity was 24.84, the open interest changed by 92 which increased total open position to 612
On 21 Nov INFY was trading at 1545.00. The strike last trading price was 1.6, which was -0.35 lower than the previous day. The implied volatity was 23.57, the open interest changed by 50 which increased total open position to 520
On 20 Nov INFY was trading at 1536.50. The strike last trading price was 1.95, which was -0.3 lower than the previous day. The implied volatity was 24.79, the open interest changed by 328 which increased total open position to 466
On 19 Nov INFY was trading at 1541.10. The strike last trading price was 2.4, which was -6.35 lower than the previous day. The implied volatity was 24.88, the open interest changed by 138 which increased total open position to 138
On 18 Nov INFY was trading at 1486.40. The strike last trading price was 8.75, which was 0 lower than the previous day. The implied volatity was 13.59, the open interest changed by 0 which decreased total open position to 0
On 17 Nov INFY was trading at 1507.60. The strike last trading price was 8.75, which was 0 lower than the previous day. The implied volatity was 11.85, the open interest changed by 0 which decreased total open position to 0
On 14 Nov INFY was trading at 1502.80. The strike last trading price was 8.75, which was 0 lower than the previous day. The implied volatity was 11.57, the open interest changed by 0 which decreased total open position to 0
| INFY 30DEC2025 1800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 0.65
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 1599.00 | 198.5 | 9.3 | 35.17 | 9 | 1 | 334 |
| 8 Dec | 1610.80 | 189.2 | 8.95 | 35.68 | 37 | 10 | 332 |
| 5 Dec | 1616.20 | 180.25 | -20.75 | 30.52 | 70 | 0 | 324 |
| 4 Dec | 1597.60 | 201 | -9 | 33.37 | 7 | 4 | 323 |
| 3 Dec | 1578.70 | 210 | -19 | - | 12 | -1 | 319 |
| 2 Dec | 1561.00 | 229 | -5 | 34.31 | 1 | 0 | 319 |
| 1 Dec | 1564.00 | 234 | -1.4 | - | 0 | 8 | 0 |
| 28 Nov | 1560.10 | 234 | -1.4 | 35.10 | 15 | 6 | 317 |
| 27 Nov | 1566.40 | 235.4 | 0.2 | 42.19 | 10 | 1 | 310 |
| 26 Nov | 1557.90 | 234.6 | -24.4 | 34.93 | 23 | -1 | 309 |
| 25 Nov | 1530.60 | 259 | 17.3 | 34.95 | 20 | 11 | 309 |
| 24 Nov | 1548.00 | 243 | -10.4 | 33.19 | 152 | 92 | 299 |
| 21 Nov | 1545.00 | 253.4 | -6.85 | 41.25 | 192 | 31 | 209 |
| 20 Nov | 1536.50 | 260.25 | 6.2 | 41.31 | 38 | 37 | 177 |
| 19 Nov | 1541.10 | 254 | -47 | 39.98 | 47 | 39 | 132 |
| 18 Nov | 1486.40 | 301 | 14 | 38.40 | 7 | 0 | 87 |
| 17 Nov | 1507.60 | 287 | -11 | 42.40 | 12 | 11 | 86 |
| 14 Nov | 1502.80 | 298 | -41.7 | 49.13 | 82 | 75 | 75 |
For Infosys Limited - strike price 1800 expiring on 30DEC2025
Delta for 1800 PE is -0.90
Historical price for 1800 PE is as follows
On 9 Dec INFY was trading at 1599.00. The strike last trading price was 198.5, which was 9.3 higher than the previous day. The implied volatity was 35.17, the open interest changed by 1 which increased total open position to 334
On 8 Dec INFY was trading at 1610.80. The strike last trading price was 189.2, which was 8.95 higher than the previous day. The implied volatity was 35.68, the open interest changed by 10 which increased total open position to 332
On 5 Dec INFY was trading at 1616.20. The strike last trading price was 180.25, which was -20.75 lower than the previous day. The implied volatity was 30.52, the open interest changed by 0 which decreased total open position to 324
On 4 Dec INFY was trading at 1597.60. The strike last trading price was 201, which was -9 lower than the previous day. The implied volatity was 33.37, the open interest changed by 4 which increased total open position to 323
On 3 Dec INFY was trading at 1578.70. The strike last trading price was 210, which was -19 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 319
On 2 Dec INFY was trading at 1561.00. The strike last trading price was 229, which was -5 lower than the previous day. The implied volatity was 34.31, the open interest changed by 0 which decreased total open position to 319
On 1 Dec INFY was trading at 1564.00. The strike last trading price was 234, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0
On 28 Nov INFY was trading at 1560.10. The strike last trading price was 234, which was -1.4 lower than the previous day. The implied volatity was 35.10, the open interest changed by 6 which increased total open position to 317
On 27 Nov INFY was trading at 1566.40. The strike last trading price was 235.4, which was 0.2 higher than the previous day. The implied volatity was 42.19, the open interest changed by 1 which increased total open position to 310
On 26 Nov INFY was trading at 1557.90. The strike last trading price was 234.6, which was -24.4 lower than the previous day. The implied volatity was 34.93, the open interest changed by -1 which decreased total open position to 309
On 25 Nov INFY was trading at 1530.60. The strike last trading price was 259, which was 17.3 higher than the previous day. The implied volatity was 34.95, the open interest changed by 11 which increased total open position to 309
On 24 Nov INFY was trading at 1548.00. The strike last trading price was 243, which was -10.4 lower than the previous day. The implied volatity was 33.19, the open interest changed by 92 which increased total open position to 299
On 21 Nov INFY was trading at 1545.00. The strike last trading price was 253.4, which was -6.85 lower than the previous day. The implied volatity was 41.25, the open interest changed by 31 which increased total open position to 209
On 20 Nov INFY was trading at 1536.50. The strike last trading price was 260.25, which was 6.2 higher than the previous day. The implied volatity was 41.31, the open interest changed by 37 which increased total open position to 177
On 19 Nov INFY was trading at 1541.10. The strike last trading price was 254, which was -47 lower than the previous day. The implied volatity was 39.98, the open interest changed by 39 which increased total open position to 132
On 18 Nov INFY was trading at 1486.40. The strike last trading price was 301, which was 14 higher than the previous day. The implied volatity was 38.40, the open interest changed by 0 which decreased total open position to 87
On 17 Nov INFY was trading at 1507.60. The strike last trading price was 287, which was -11 lower than the previous day. The implied volatity was 42.40, the open interest changed by 11 which increased total open position to 86
On 14 Nov INFY was trading at 1502.80. The strike last trading price was 298, which was -41.7 lower than the previous day. The implied volatity was 49.13, the open interest changed by 75 which increased total open position to 75































































































































































































































