INFY
Infosys Limited
Historical option data for INFY
12 Dec 2024 09:00 AM IST
| INFY 26DEC2024 1820 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.91
Vega: 0.63
Theta: -1.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1974.15 | 159.65 | 0.00 | 30.26 | 3 | 0 | 231 | |||
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| 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 0.91
Historical price for 1820 CE is as follows
On 12 Dec INFY was trading at 1974.15. The strike last trading price was 159.65, which was 0.00 lower than the previous day. The implied volatity was 30.26, the open interest changed by 0 which decreased total open position to 231
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.45
Theta: -0.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1974.15 | 2.55 | 0.00 | 25.95 | 1,507 | 61 | 1,758 |
| 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 -0.06
Historical price for 1820 PE is as follows
On 12 Dec INFY was trading at 1974.15. The strike last trading price was 2.55, which was 0.00 lower than the previous day. The implied volatity was 25.95, the open interest changed by 61 which increased total open position to 1758
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
