INFY
Infosys Limited
Historical option data for INFY
13 Mar 2025 04:10 PM IST
| INFY 27MAR2025 1820 CE | ||||||||||
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Delta: 0.02
Vega: 0.14
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1579.85 | 0.65 | -0.2 | 33.11 | 288 | -61 | 1,280 | |||
| 12 Mar | 1590.85 | 0.85 | -0.9 | 31.79 | 1,424 | 35 | 1,344 | |||
| 11 Mar | 1661.60 | 1.8 | -1.95 | 24.11 | 1,654 | 45 | 1,310 | |||
| 10 Mar | 1701.45 | 3.7 | -0.05 | 22.32 | 1,482 | 55 | 1,266 | |||
| 7 Mar | 1686.00 | 3.75 | -2.7 | 22.60 | 1,541 | 179 | 1,211 | |||
| 6 Mar | 1715.85 | 6.5 | -0.5 | 21.45 | 952 | 41 | 1,034 | |||
| 5 Mar | 1711.50 | 6.9 | 2.1 | 22.06 | 1,421 | 59 | 993 | |||
| 4 Mar | 1688.30 | 4.65 | -3.4 | 22.25 | 1,438 | -180 | 932 | |||
| 3 Mar | 1708.60 | 8.15 | 1.4 | 21.58 | 2,421 | 65 | 1,119 | |||
| 28 Feb | 1687.70 | 7.25 | -15.5 | 21.87 | 2,953 | 376 | 1,057 | |||
| 27 Feb | 1764.30 | 23.15 | -2.5 | 20.88 | 1,168 | 68 | 681 | |||
| 26 Feb | 1767.70 | 25.7 | -0.35 | 20.19 | 761 | 113 | 604 | |||
| 25 Feb | 1767.70 | 25.7 | -0.35 | 20.19 | 761 | 104 | 604 | |||
| 24 Feb | 1764.10 | 25.95 | -24.85 | 21.04 | 1,192 | 300 | 503 | |||
| 21 Feb | 1815.00 | 50.75 | -4.95 | 20.23 | 547 | 124 | 198 | |||
| 20 Feb | 1825.15 | 55.9 | 4.1 | 19.28 | 146 | 0 | 74 | |||
| 19 Feb | 1810.80 | 51.6 | -21.4 | 20.82 | 121 | 52 | 74 | |||
| 18 Feb | 1851.95 | 73 | 4.2 | 19.61 | 2 | 1 | 23 | |||
| 17 Feb | 1842.30 | 68.7 | -11.5 | 19.04 | 24 | 13 | 14 | |||
| 14 Feb | 1856.40 | 80.2 | -36.1 | 20.07 | 1 | 0 | 0 | |||
| 13 Feb | 1843.25 | 116.3 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 1863.15 | 116.3 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 1875.65 | 116.3 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 1880.30 | 116.3 | 0 | - | 0 | 0 | 0 | |||
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| 7 Feb | 1903.65 | 116.3 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 1915.65 | 116.3 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 1897.05 | 116.3 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 1898.80 | 116.3 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 1863.30 | 116.3 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 1851.35 | 116.3 | 0 | - | 0 | 0 | 0 | |||
For Infosys Limited - strike price 1820 expiring on 27MAR2025
Delta for 1820 CE is 0.02
Historical price for 1820 CE is as follows
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 0.65, which was -0.2 lower than the previous day. The implied volatity was 33.11, the open interest changed by -61 which decreased total open position to 1280
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 0.85, which was -0.9 lower than the previous day. The implied volatity was 31.79, the open interest changed by 35 which increased total open position to 1344
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 1.8, which was -1.95 lower than the previous day. The implied volatity was 24.11, the open interest changed by 45 which increased total open position to 1310
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 3.7, which was -0.05 lower than the previous day. The implied volatity was 22.32, the open interest changed by 55 which increased total open position to 1266
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 3.75, which was -2.7 lower than the previous day. The implied volatity was 22.60, the open interest changed by 179 which increased total open position to 1211
On 6 Mar INFY was trading at 1715.85. The strike last trading price was 6.5, which was -0.5 lower than the previous day. The implied volatity was 21.45, the open interest changed by 41 which increased total open position to 1034
On 5 Mar INFY was trading at 1711.50. The strike last trading price was 6.9, which was 2.1 higher than the previous day. The implied volatity was 22.06, the open interest changed by 59 which increased total open position to 993
On 4 Mar INFY was trading at 1688.30. The strike last trading price was 4.65, which was -3.4 lower than the previous day. The implied volatity was 22.25, the open interest changed by -180 which decreased total open position to 932
On 3 Mar INFY was trading at 1708.60. The strike last trading price was 8.15, which was 1.4 higher than the previous day. The implied volatity was 21.58, the open interest changed by 65 which increased total open position to 1119
On 28 Feb INFY was trading at 1687.70. The strike last trading price was 7.25, which was -15.5 lower than the previous day. The implied volatity was 21.87, the open interest changed by 376 which increased total open position to 1057
On 27 Feb INFY was trading at 1764.30. The strike last trading price was 23.15, which was -2.5 lower than the previous day. The implied volatity was 20.88, the open interest changed by 68 which increased total open position to 681
On 26 Feb INFY was trading at 1767.70. The strike last trading price was 25.7, which was -0.35 lower than the previous day. The implied volatity was 20.19, the open interest changed by 113 which increased total open position to 604
On 25 Feb INFY was trading at 1767.70. The strike last trading price was 25.7, which was -0.35 lower than the previous day. The implied volatity was 20.19, the open interest changed by 104 which increased total open position to 604
On 24 Feb INFY was trading at 1764.10. The strike last trading price was 25.95, which was -24.85 lower than the previous day. The implied volatity was 21.04, the open interest changed by 300 which increased total open position to 503
On 21 Feb INFY was trading at 1815.00. The strike last trading price was 50.75, which was -4.95 lower than the previous day. The implied volatity was 20.23, the open interest changed by 124 which increased total open position to 198
On 20 Feb INFY was trading at 1825.15. The strike last trading price was 55.9, which was 4.1 higher than the previous day. The implied volatity was 19.28, the open interest changed by 0 which decreased total open position to 74
On 19 Feb INFY was trading at 1810.80. The strike last trading price was 51.6, which was -21.4 lower than the previous day. The implied volatity was 20.82, the open interest changed by 52 which increased total open position to 74
On 18 Feb INFY was trading at 1851.95. The strike last trading price was 73, which was 4.2 higher than the previous day. The implied volatity was 19.61, the open interest changed by 1 which increased total open position to 23
On 17 Feb INFY was trading at 1842.30. The strike last trading price was 68.7, which was -11.5 lower than the previous day. The implied volatity was 19.04, the open interest changed by 13 which increased total open position to 14
On 14 Feb INFY was trading at 1856.40. The strike last trading price was 80.2, which was -36.1 lower than the previous day. The implied volatity was 20.07, 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 116.3, 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 12 Feb INFY was trading at 1863.15. The strike last trading price was 116.3, 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 11 Feb INFY was trading at 1875.65. The strike last trading price was 116.3, 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 10 Feb INFY was trading at 1880.30. The strike last trading price was 116.3, 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 116.3, 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 116.3, 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 116.3, 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 116.3, 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 116.3, 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 116.3, 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 1820 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.93
Vega: 0.41
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1579.85 | 238.2 | 4.7 | 46.10 | 5 | 0 | 471 |
| 12 Mar | 1590.85 | 233.5 | 69.5 | 54.77 | 5 | -3 | 472 |
| 11 Mar | 1661.60 | 164 | 49 | 47.09 | 14 | -8 | 476 |
| 10 Mar | 1701.45 | 115 | -15.25 | 22.02 | 11 | 4 | 485 |
| 7 Mar | 1686.00 | 130.25 | 26.25 | 24.65 | 7 | 0 | 481 |
| 6 Mar | 1715.85 | 104 | -5.5 | 21.39 | 11 | 2 | 482 |
| 5 Mar | 1711.50 | 111.5 | -14.45 | 24.54 | 30 | -1 | 481 |
| 4 Mar | 1688.30 | 125.95 | 16.35 | 16.83 | 25 | -20 | 482 |
| 3 Mar | 1708.60 | 106.5 | -18.85 | 22.72 | 52 | 2 | 503 |
| 28 Feb | 1687.70 | 122.2 | 54.95 | 23.13 | 363 | 13 | 503 |
| 27 Feb | 1764.30 | 68.1 | 1.85 | 21.90 | 429 | -5 | 490 |
| 26 Feb | 1767.70 | 65.9 | -2.85 | 21.59 | 551 | 91 | 495 |
| 25 Feb | 1767.70 | 65.9 | -2.85 | 21.59 | 551 | 91 | 495 |
| 24 Feb | 1764.10 | 69.2 | 26.1 | 21.89 | 732 | 127 | 405 |
| 21 Feb | 1815.00 | 43.2 | 3.15 | 22.21 | 651 | 133 | 277 |
| 20 Feb | 1825.15 | 39.9 | -7.5 | 22.64 | 323 | 85 | 145 |
| 19 Feb | 1810.80 | 47.2 | 13.25 | 22.73 | 84 | 33 | 59 |
| 18 Feb | 1851.95 | 34.35 | -3.8 | 23.48 | 29 | 6 | 26 |
| 17 Feb | 1842.30 | 38.15 | 6.15 | 24.17 | 66 | 19 | 20 |
| 14 Feb | 1856.40 | 32 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Feb | 1843.25 | 32 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Feb | 1863.15 | 32 | 6 | 23.53 | 2 | -1 | 0 |
| 11 Feb | 1875.65 | 26 | 0 | 0.00 | 0 | 1 | 0 |
| 10 Feb | 1880.30 | 26 | -30.1 | 22.57 | 1 | 0 | 0 |
| 7 Feb | 1903.65 | 56.1 | 0 | 4.22 | 0 | 0 | 0 |
| 6 Feb | 1915.65 | 56.1 | 0 | 4.49 | 0 | 0 | 0 |
| 5 Feb | 1897.05 | 56.1 | 0 | 3.96 | 0 | 0 | 0 |
| 4 Feb | 1898.80 | 56.1 | 0 | 3.78 | 0 | 0 | 0 |
| 3 Feb | 1863.30 | 56.1 | 0 | 2.85 | 0 | 0 | 0 |
| 1 Feb | 1851.35 | 56.1 | 0 | 2.80 | 0 | 0 | 0 |
For Infosys Limited - strike price 1820 expiring on 27MAR2025
Delta for 1820 PE is -0.93
Historical price for 1820 PE is as follows
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 238.2, which was 4.7 higher than the previous day. The implied volatity was 46.10, the open interest changed by 0 which decreased total open position to 471
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 233.5, which was 69.5 higher than the previous day. The implied volatity was 54.77, the open interest changed by -3 which decreased total open position to 472
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 164, which was 49 higher than the previous day. The implied volatity was 47.09, the open interest changed by -8 which decreased total open position to 476
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 115, which was -15.25 lower than the previous day. The implied volatity was 22.02, the open interest changed by 4 which increased total open position to 485
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 130.25, which was 26.25 higher than the previous day. The implied volatity was 24.65, the open interest changed by 0 which decreased total open position to 481
On 6 Mar INFY was trading at 1715.85. The strike last trading price was 104, which was -5.5 lower than the previous day. The implied volatity was 21.39, the open interest changed by 2 which increased total open position to 482
On 5 Mar INFY was trading at 1711.50. The strike last trading price was 111.5, which was -14.45 lower than the previous day. The implied volatity was 24.54, the open interest changed by -1 which decreased total open position to 481
On 4 Mar INFY was trading at 1688.30. The strike last trading price was 125.95, which was 16.35 higher than the previous day. The implied volatity was 16.83, the open interest changed by -20 which decreased total open position to 482
On 3 Mar INFY was trading at 1708.60. The strike last trading price was 106.5, which was -18.85 lower than the previous day. The implied volatity was 22.72, the open interest changed by 2 which increased total open position to 503
On 28 Feb INFY was trading at 1687.70. The strike last trading price was 122.2, which was 54.95 higher than the previous day. The implied volatity was 23.13, the open interest changed by 13 which increased total open position to 503
On 27 Feb INFY was trading at 1764.30. The strike last trading price was 68.1, which was 1.85 higher than the previous day. The implied volatity was 21.90, the open interest changed by -5 which decreased total open position to 490
On 26 Feb INFY was trading at 1767.70. The strike last trading price was 65.9, which was -2.85 lower than the previous day. The implied volatity was 21.59, the open interest changed by 91 which increased total open position to 495
On 25 Feb INFY was trading at 1767.70. The strike last trading price was 65.9, which was -2.85 lower than the previous day. The implied volatity was 21.59, the open interest changed by 91 which increased total open position to 495
On 24 Feb INFY was trading at 1764.10. The strike last trading price was 69.2, which was 26.1 higher than the previous day. The implied volatity was 21.89, the open interest changed by 127 which increased total open position to 405
On 21 Feb INFY was trading at 1815.00. The strike last trading price was 43.2, which was 3.15 higher than the previous day. The implied volatity was 22.21, the open interest changed by 133 which increased total open position to 277
On 20 Feb INFY was trading at 1825.15. The strike last trading price was 39.9, which was -7.5 lower than the previous day. The implied volatity was 22.64, the open interest changed by 85 which increased total open position to 145
On 19 Feb INFY was trading at 1810.80. The strike last trading price was 47.2, which was 13.25 higher than the previous day. The implied volatity was 22.73, the open interest changed by 33 which increased total open position to 59
On 18 Feb INFY was trading at 1851.95. The strike last trading price was 34.35, which was -3.8 lower than the previous day. The implied volatity was 23.48, the open interest changed by 6 which increased total open position to 26
On 17 Feb INFY was trading at 1842.30. The strike last trading price was 38.15, which was 6.15 higher than the previous day. The implied volatity was 24.17, the open interest changed by 19 which increased total open position to 20
On 14 Feb INFY was trading at 1856.40. The strike last trading price was 32, 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 32, 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 32, which was 6 higher than the previous day. The implied volatity was 23.53, the open interest changed by -1 which decreased total open position to 0
On 11 Feb INFY was trading at 1875.65. The strike last trading price was 26, 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 10 Feb INFY was trading at 1880.30. The strike last trading price was 26, which was -30.1 lower than the previous day. The implied volatity was 22.57, 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 56.1, which was 0 lower than the previous day. The implied volatity was 4.22, 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 56.1, which was 0 lower than the previous day. The implied volatity was 4.49, 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 56.1, which was 0 lower than the previous day. The implied volatity was 3.96, 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 56.1, which was 0 lower than the previous day. The implied volatity was 3.78, 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 56.1, which was 0 lower than the previous day. The implied volatity was 2.85, 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 56.1, which was 0 lower than the previous day. The implied volatity was 2.80, the open interest changed by 0 which decreased total open position to 0
