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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 1820 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1922.15 106.8 -25.10 - 50 -9 155
19 Dec 1946.20 131.9 -25.10 - 73 -41 163
18 Dec 1979.15 157 2.65 - 5 -2 204
17 Dec 1976.60 154.35 -26.65 - 26 -21 208
16 Dec 1980.05 181 0.00 0.00 0 0 0
13 Dec 1999.70 181 4.00 - 7 1 230
12 Dec 1987.00 177 17.35 33.82 3 -1 230
11 Dec 1974.15 159.65 23.65 30.26 3 0 231
10 Dec 1948.55 136 16.55 18.64 32 4 231
9 Dec 1923.65 119.45 3.80 22.02 16 -1 227
6 Dec 1922.40 115.65 -9.35 22.61 1 0 228
5 Dec 1934.85 125 36.50 - 92 30 225
4 Dec 1889.25 88.5 0.05 16.99 26 -5 194
3 Dec 1892.10 88.45 4.80 17.75 96 -14 198
2 Dec 1879.80 83.65 8.75 21.06 361 -15 212
29 Nov 1857.85 74.9 -4.15 22.82 250 56 225
28 Nov 1856.65 79.05 -52.15 23.24 125 35 167
27 Nov 1924.50 131.2 -0.60 22.84 23 4 133
26 Nov 1924.15 131.8 27.00 26.57 17 -2 129
25 Nov 1889.70 104.8 3.00 23.39 50 21 132
22 Nov 1902.25 101.8 43.10 20.77 164 17 128
21 Nov 1834.05 58.7 0.60 18.31 169 12 110
20 Nov 1824.75 58.1 0.00 20.40 139 -7 98
19 Nov 1824.75 58.1 7.15 20.40 139 -7 98
18 Nov 1811.45 50.95 -26.90 18.76 169 95 103
14 Nov 1864.55 77.85 0.00 0.00 0 0 0
13 Nov 1868.40 77.85 0.00 0.00 0 0 0
12 Nov 1868.80 77.85 0.00 0.00 0 -3 0
11 Nov 1860.10 77.85 12.40 15.58 6 -3 8
8 Nov 1829.95 65.45 4.45 18.77 23 9 15
7 Nov 1803.05 61 -1.05 21.82 3 -1 5
6 Nov 1823.70 62.05 4.85 18.01 12 7 7
5 Nov 1754.20 57.2 0.00 1.71 0 0 0
4 Nov 1763.65 57.2 57.20 1.28 0 0 0
1 Nov 1760.85 0 1.18 0 0 0


For Infosys Limited - strike price 1820 expiring on 26DEC2024

Delta for 1820 CE is -

Historical price for 1820 CE is as follows

On 20 Dec INFY was trading at 1922.15. The strike last trading price was 106.8, which was -25.10 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 155


On 19 Dec INFY was trading at 1946.20. The strike last trading price was 131.9, which was -25.10 lower than the previous day. The implied volatity was -, the open interest changed by -41 which decreased total open position to 163


On 18 Dec INFY was trading at 1979.15. The strike last trading price was 157, which was 2.65 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 204


On 17 Dec INFY was trading at 1976.60. The strike last trading price was 154.35, which was -26.65 lower than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 208


On 16 Dec INFY was trading at 1980.05. The strike last trading price was 181, 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 13 Dec INFY was trading at 1999.70. The strike last trading price was 181, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 230


On 12 Dec INFY was trading at 1987.00. The strike last trading price was 177, which was 17.35 higher than the previous day. The implied volatity was 33.82, the open interest changed by -1 which decreased total open position to 230


On 11 Dec INFY was trading at 1974.15. The strike last trading price was 159.65, which was 23.65 higher than the previous day. The implied volatity was 30.26, the open interest changed by 0 which decreased total open position to 231


On 10 Dec INFY was trading at 1948.55. The strike last trading price was 136, which was 16.55 higher than the previous day. The implied volatity was 18.64, the open interest changed by 4 which increased total open position to 231


On 9 Dec INFY was trading at 1923.65. The strike last trading price was 119.45, which was 3.80 higher than the previous day. The implied volatity was 22.02, the open interest changed by -1 which decreased total open position to 227


On 6 Dec INFY was trading at 1922.40. The strike last trading price was 115.65, which was -9.35 lower than the previous day. The implied volatity was 22.61, the open interest changed by 0 which decreased total open position to 228


On 5 Dec INFY was trading at 1934.85. The strike last trading price was 125, which was 36.50 higher than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 225


On 4 Dec INFY was trading at 1889.25. The strike last trading price was 88.5, which was 0.05 higher than the previous day. The implied volatity was 16.99, the open interest changed by -5 which decreased total open position to 194


On 3 Dec INFY was trading at 1892.10. The strike last trading price was 88.45, which was 4.80 higher than the previous day. The implied volatity was 17.75, the open interest changed by -14 which decreased total open position to 198


On 2 Dec INFY was trading at 1879.80. The strike last trading price was 83.65, which was 8.75 higher than the previous day. The implied volatity was 21.06, the open interest changed by -15 which decreased total open position to 212


On 29 Nov INFY was trading at 1857.85. The strike last trading price was 74.9, which was -4.15 lower than the previous day. The implied volatity was 22.82, the open interest changed by 56 which increased total open position to 225


On 28 Nov INFY was trading at 1856.65. The strike last trading price was 79.05, which was -52.15 lower than the previous day. The implied volatity was 23.24, the open interest changed by 35 which increased total open position to 167


On 27 Nov INFY was trading at 1924.50. The strike last trading price was 131.2, which was -0.60 lower than the previous day. The implied volatity was 22.84, the open interest changed by 4 which increased total open position to 133


On 26 Nov INFY was trading at 1924.15. The strike last trading price was 131.8, which was 27.00 higher than the previous day. The implied volatity was 26.57, the open interest changed by -2 which decreased total open position to 129


On 25 Nov INFY was trading at 1889.70. The strike last trading price was 104.8, which was 3.00 higher than the previous day. The implied volatity was 23.39, the open interest changed by 21 which increased total open position to 132


On 22 Nov INFY was trading at 1902.25. The strike last trading price was 101.8, which was 43.10 higher than the previous day. The implied volatity was 20.77, the open interest changed by 17 which increased total open position to 128


On 21 Nov INFY was trading at 1834.05. The strike last trading price was 58.7, which was 0.60 higher than the previous day. The implied volatity was 18.31, the open interest changed by 12 which increased total open position to 110


On 20 Nov INFY was trading at 1824.75. The strike last trading price was 58.1, which was 0.00 lower than the previous day. The implied volatity was 20.40, the open interest changed by -7 which decreased total open position to 98


On 19 Nov INFY was trading at 1824.75. The strike last trading price was 58.1, which was 7.15 higher than the previous day. The implied volatity was 20.40, the open interest changed by -7 which decreased total open position to 98


On 18 Nov INFY was trading at 1811.45. The strike last trading price was 50.95, which was -26.90 lower than the previous day. The implied volatity was 18.76, the open interest changed by 95 which increased total open position to 103


On 14 Nov INFY was trading at 1864.55. The strike last trading price was 77.85, 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 13 Nov INFY was trading at 1868.40. The strike last trading price was 77.85, 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 Nov INFY was trading at 1868.80. The strike last trading price was 77.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0


On 11 Nov INFY was trading at 1860.10. The strike last trading price was 77.85, which was 12.40 higher than the previous day. The implied volatity was 15.58, the open interest changed by -3 which decreased total open position to 8


On 8 Nov INFY was trading at 1829.95. The strike last trading price was 65.45, which was 4.45 higher than the previous day. The implied volatity was 18.77, the open interest changed by 9 which increased total open position to 15


On 7 Nov INFY was trading at 1803.05. The strike last trading price was 61, which was -1.05 lower than the previous day. The implied volatity was 21.82, the open interest changed by -1 which decreased total open position to 5


On 6 Nov INFY was trading at 1823.70. The strike last trading price was 62.05, which was 4.85 higher than the previous day. The implied volatity was 18.01, the open interest changed by 7 which increased total open position to 7


On 5 Nov INFY was trading at 1754.20. The strike last trading price was 57.2, which was 0.00 lower than the previous day. The implied volatity was 1.71, 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 57.2, which was 57.20 higher than the previous day. The implied volatity was 1.28, 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 0, which was lower than the previous day. The implied volatity was 1.18, the open interest changed by 0 which decreased total open position to 0


INFY 26DEC2024 1820 PE
Delta: -0.05
Vega: 0.27
Theta: -0.61
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1922.15 1.6 0.00 28.82 1,493 -73 902
19 Dec 1946.20 1.6 -0.35 30.10 3,142 -381 986
18 Dec 1979.15 1.95 0.05 34.88 619 -181 1,366
17 Dec 1976.60 1.9 0.10 32.03 650 -132 1,547
16 Dec 1980.05 1.8 0.00 30.89 663 -188 1,681
13 Dec 1999.70 1.8 -0.05 29.76 1,901 105 1,873
12 Dec 1987.00 1.85 -0.70 27.23 784 22 1,767
11 Dec 1974.15 2.55 -1.20 25.95 1,507 74 1,758
10 Dec 1948.55 3.75 -2.35 25.08 2,066 -25 1,681
9 Dec 1923.65 6.1 -1.40 24.73 1,326 92 1,707
6 Dec 1922.40 7.5 0.45 23.43 877 -59 1,622
5 Dec 1934.85 7.05 -6.30 24.60 2,638 5 1,688
4 Dec 1889.25 13.35 0.30 23.49 2,567 211 1,679
3 Dec 1892.10 13.05 -5.40 22.53 2,160 -29 1,476
2 Dec 1879.80 18.45 -5.95 23.80 4,073 935 1,511
29 Nov 1857.85 24.4 -2.00 22.75 1,738 188 578
28 Nov 1856.65 26.4 15.05 24.09 2,520 139 392
27 Nov 1924.50 11.35 -2.35 24.04 294 34 263
26 Nov 1924.15 13.7 -4.30 24.56 326 37 231
25 Nov 1889.70 18 -2.40 23.14 249 64 189
22 Nov 1902.25 20.4 -15.95 23.42 440 55 180
21 Nov 1834.05 36.35 -3.35 22.48 208 37 125
20 Nov 1824.75 39.7 0.00 21.48 178 12 85
19 Nov 1824.75 39.7 -2.55 21.48 178 9 85
18 Nov 1811.45 42.25 16.75 21.01 95 50 74
14 Nov 1864.55 25.5 1.25 20.94 3 0 25
13 Nov 1868.40 24.25 -21.25 20.72 11 3 25
12 Nov 1868.80 45.5 0.00 0.00 0 0 0
11 Nov 1860.10 45.5 0.00 0.00 0 20 0
8 Nov 1829.95 45.5 1.40 22.59 20 0 2
7 Nov 1803.05 44.1 0.00 0.00 0 2 0
6 Nov 1823.70 44.1 -55.60 21.00 5 2 2
5 Nov 1754.20 99.7 0.00 - 0 0 0
4 Nov 1763.65 99.7 99.70 - 0 0 0
1 Nov 1760.85 0 - 0 0 0


For Infosys Limited - strike price 1820 expiring on 26DEC2024

Delta for 1820 PE is -0.05

Historical price for 1820 PE is as follows

On 20 Dec INFY was trading at 1922.15. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was 28.82, the open interest changed by -73 which decreased total open position to 902


On 19 Dec INFY was trading at 1946.20. The strike last trading price was 1.6, which was -0.35 lower than the previous day. The implied volatity was 30.10, the open interest changed by -381 which decreased total open position to 986


On 18 Dec INFY was trading at 1979.15. The strike last trading price was 1.95, which was 0.05 higher than the previous day. The implied volatity was 34.88, the open interest changed by -181 which decreased total open position to 1366


On 17 Dec INFY was trading at 1976.60. The strike last trading price was 1.9, which was 0.10 higher than the previous day. The implied volatity was 32.03, the open interest changed by -132 which decreased total open position to 1547


On 16 Dec INFY was trading at 1980.05. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was 30.89, the open interest changed by -188 which decreased total open position to 1681


On 13 Dec INFY was trading at 1999.70. The strike last trading price was 1.8, which was -0.05 lower than the previous day. The implied volatity was 29.76, the open interest changed by 105 which increased total open position to 1873


On 12 Dec INFY was trading at 1987.00. The strike last trading price was 1.85, which was -0.70 lower than the previous day. The implied volatity was 27.23, the open interest changed by 22 which increased total open position to 1767


On 11 Dec INFY was trading at 1974.15. The strike last trading price was 2.55, which was -1.20 lower than the previous day. The implied volatity was 25.95, the open interest changed by 74 which increased total open position to 1758


On 10 Dec INFY was trading at 1948.55. The strike last trading price was 3.75, which was -2.35 lower than the previous day. The implied volatity was 25.08, the open interest changed by -25 which decreased total open position to 1681


On 9 Dec INFY was trading at 1923.65. The strike last trading price was 6.1, which was -1.40 lower than the previous day. The implied volatity was 24.73, the open interest changed by 92 which increased total open position to 1707


On 6 Dec INFY was trading at 1922.40. The strike last trading price was 7.5, which was 0.45 higher than the previous day. The implied volatity was 23.43, the open interest changed by -59 which decreased total open position to 1622


On 5 Dec INFY was trading at 1934.85. The strike last trading price was 7.05, which was -6.30 lower than the previous day. The implied volatity was 24.60, the open interest changed by 5 which increased total open position to 1688


On 4 Dec INFY was trading at 1889.25. The strike last trading price was 13.35, which was 0.30 higher than the previous day. The implied volatity was 23.49, the open interest changed by 211 which increased total open position to 1679


On 3 Dec INFY was trading at 1892.10. The strike last trading price was 13.05, which was -5.40 lower than the previous day. The implied volatity was 22.53, the open interest changed by -29 which decreased total open position to 1476


On 2 Dec INFY was trading at 1879.80. The strike last trading price was 18.45, which was -5.95 lower than the previous day. The implied volatity was 23.80, the open interest changed by 935 which increased total open position to 1511


On 29 Nov INFY was trading at 1857.85. The strike last trading price was 24.4, which was -2.00 lower than the previous day. The implied volatity was 22.75, the open interest changed by 188 which increased total open position to 578


On 28 Nov INFY was trading at 1856.65. The strike last trading price was 26.4, which was 15.05 higher than the previous day. The implied volatity was 24.09, the open interest changed by 139 which increased total open position to 392


On 27 Nov INFY was trading at 1924.50. The strike last trading price was 11.35, which was -2.35 lower than the previous day. The implied volatity was 24.04, the open interest changed by 34 which increased total open position to 263


On 26 Nov INFY was trading at 1924.15. The strike last trading price was 13.7, which was -4.30 lower than the previous day. The implied volatity was 24.56, the open interest changed by 37 which increased total open position to 231


On 25 Nov INFY was trading at 1889.70. The strike last trading price was 18, which was -2.40 lower than the previous day. The implied volatity was 23.14, the open interest changed by 64 which increased total open position to 189


On 22 Nov INFY was trading at 1902.25. The strike last trading price was 20.4, which was -15.95 lower than the previous day. The implied volatity was 23.42, the open interest changed by 55 which increased total open position to 180


On 21 Nov INFY was trading at 1834.05. The strike last trading price was 36.35, which was -3.35 lower than the previous day. The implied volatity was 22.48, the open interest changed by 37 which increased total open position to 125


On 20 Nov INFY was trading at 1824.75. The strike last trading price was 39.7, which was 0.00 lower than the previous day. The implied volatity was 21.48, the open interest changed by 12 which increased total open position to 85


On 19 Nov INFY was trading at 1824.75. The strike last trading price was 39.7, which was -2.55 lower than the previous day. The implied volatity was 21.48, the open interest changed by 9 which increased total open position to 85


On 18 Nov INFY was trading at 1811.45. The strike last trading price was 42.25, which was 16.75 higher than the previous day. The implied volatity was 21.01, the open interest changed by 50 which increased total open position to 74


On 14 Nov INFY was trading at 1864.55. The strike last trading price was 25.5, which was 1.25 higher than the previous day. The implied volatity was 20.94, the open interest changed by 0 which decreased total open position to 25


On 13 Nov INFY was trading at 1868.40. The strike last trading price was 24.25, which was -21.25 lower than the previous day. The implied volatity was 20.72, the open interest changed by 3 which increased total open position to 25


On 12 Nov INFY was trading at 1868.80. The strike last trading price was 45.5, 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 Nov INFY was trading at 1860.10. The strike last trading price was 45.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0


On 8 Nov INFY was trading at 1829.95. The strike last trading price was 45.5, which was 1.40 higher than the previous day. The implied volatity was 22.59, the open interest changed by 0 which decreased total open position to 2


On 7 Nov INFY was trading at 1803.05. The strike last trading price was 44.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 6 Nov INFY was trading at 1823.70. The strike last trading price was 44.1, which was -55.60 lower than the previous day. The implied volatity was 21.00, the open interest changed by 2 which increased total open position to 2


On 5 Nov INFY was trading at 1754.20. The strike last trading price was 99.7, 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 99.7, which was 99.70 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0