`
[--[65.84.65.76]--]
INFY
Infosys Limited

1864.55 -3.85 (-0.21%)

Back to Option Chain


Historical option data for INFY

14 Nov 2024 04:10 PM IST
INFY 28NOV2024 1820 CE
Delta: 0.96
Vega: 0.33
Theta: -0.57
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1864.55 52.5 -7.20 8.41 349 -19 4,463
13 Nov 1868.40 59.7 4.05 13.40 441 4 4,484
12 Nov 1868.80 55.65 4.50 15.31 876 -156 4,542
11 Nov 1860.10 51.15 16.35 11.66 3,416 -108 4,704
8 Nov 1829.95 34.8 11.30 15.37 11,270 -91 4,813
7 Nov 1803.05 23.5 -11.65 15.46 10,175 631 4,912
6 Nov 1823.70 35.15 17.35 16.20 19,021 2,091 4,284
5 Nov 1754.20 17.8 -5.00 22.17 3,808 560 2,195
4 Nov 1763.65 22.8 -5.75 22.71 6,046 402 1,632
1 Nov 1760.85 28.55 -2.60 25.94 299 0 1,230
31 Oct 1757.25 31.15 -17.85 - 3,267 304 1,235
30 Oct 1802.10 49 -18.00 - 2,266 789 931
29 Oct 1839.30 67 -4.15 - 182 57 142
28 Oct 1865.35 71.15 0.30 - 22 12 86
25 Oct 1862.05 70.85 0.45 - 40 26 74
24 Oct 1863.35 70.4 -4.85 - 31 8 47
23 Oct 1873.40 75.25 11.90 - 37 0 40
22 Oct 1851.60 63.35 1.10 - 53 3 40
21 Oct 1852.75 62.25 -79.75 - 70 36 37
18 Oct 1879.60 142 0.00 - 0 0 0
17 Oct 1968.10 142 0.00 - 0 0 0
16 Oct 1920.10 142 0.00 - 0 0 0
15 Oct 1959.30 142 0.00 - 0 1 0
14 Oct 1958.90 142 -3.40 - 1 0 0
11 Oct 1935.10 145.4 0.00 - 0 0 0
10 Oct 1919.00 145.4 0.00 - 0 0 0
9 Oct 1952.75 145.4 0.00 - 0 0 0
8 Oct 1948.55 145.4 0.00 - 0 0 0
7 Oct 1934.30 145.4 0.00 - 0 0 0
4 Oct 1918.15 145.4 0.00 - 0 0 0
3 Oct 1893.40 145.4 0.00 - 0 0 0
1 Oct 1904.35 145.4 0.00 - 0 0 0
30 Sept 1875.60 145.4 0.00 - 0 0 0
27 Sept 1906.75 145.4 - 0 0 0


For Infosys Limited - strike price 1820 expiring on 28NOV2024

Delta for 1820 CE is 0.96

Historical price for 1820 CE is as follows

On 14 Nov INFY was trading at 1864.55. The strike last trading price was 52.5, which was -7.20 lower than the previous day. The implied volatity was 8.41, the open interest changed by -19 which decreased total open position to 4463


On 13 Nov INFY was trading at 1868.40. The strike last trading price was 59.7, which was 4.05 higher than the previous day. The implied volatity was 13.40, the open interest changed by 4 which increased total open position to 4484


On 12 Nov INFY was trading at 1868.80. The strike last trading price was 55.65, which was 4.50 higher than the previous day. The implied volatity was 15.31, the open interest changed by -156 which decreased total open position to 4542


On 11 Nov INFY was trading at 1860.10. The strike last trading price was 51.15, which was 16.35 higher than the previous day. The implied volatity was 11.66, the open interest changed by -108 which decreased total open position to 4704


On 8 Nov INFY was trading at 1829.95. The strike last trading price was 34.8, which was 11.30 higher than the previous day. The implied volatity was 15.37, the open interest changed by -91 which decreased total open position to 4813


On 7 Nov INFY was trading at 1803.05. The strike last trading price was 23.5, which was -11.65 lower than the previous day. The implied volatity was 15.46, the open interest changed by 631 which increased total open position to 4912


On 6 Nov INFY was trading at 1823.70. The strike last trading price was 35.15, which was 17.35 higher than the previous day. The implied volatity was 16.20, the open interest changed by 2091 which increased total open position to 4284


On 5 Nov INFY was trading at 1754.20. The strike last trading price was 17.8, which was -5.00 lower than the previous day. The implied volatity was 22.17, the open interest changed by 560 which increased total open position to 2195


On 4 Nov INFY was trading at 1763.65. The strike last trading price was 22.8, which was -5.75 lower than the previous day. The implied volatity was 22.71, the open interest changed by 402 which increased total open position to 1632


On 1 Nov INFY was trading at 1760.85. The strike last trading price was 28.55, which was -2.60 lower than the previous day. The implied volatity was 25.94, the open interest changed by 0 which decreased total open position to 1230


On 31 Oct INFY was trading at 1757.25. The strike last trading price was 31.15, which was -17.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct INFY was trading at 1802.10. The strike last trading price was 49, which was -18.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct INFY was trading at 1839.30. The strike last trading price was 67, which was -4.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct INFY was trading at 1865.35. The strike last trading price was 71.15, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct INFY was trading at 1862.05. The strike last trading price was 70.85, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct INFY was trading at 1863.35. The strike last trading price was 70.4, which was -4.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct INFY was trading at 1873.40. The strike last trading price was 75.25, which was 11.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct INFY was trading at 1851.60. The strike last trading price was 63.35, which was 1.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct INFY was trading at 1852.75. The strike last trading price was 62.25, which was -79.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct INFY was trading at 1879.60. The strike last trading price was 142, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct INFY was trading at 1968.10. The strike last trading price was 142, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct INFY was trading at 1920.10. The strike last trading price was 142, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct INFY was trading at 1959.30. The strike last trading price was 142, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct INFY was trading at 1958.90. The strike last trading price was 142, which was -3.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct INFY was trading at 1935.10. The strike last trading price was 145.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct INFY was trading at 1919.00. The strike last trading price was 145.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct INFY was trading at 1952.75. The strike last trading price was 145.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct INFY was trading at 1948.55. The strike last trading price was 145.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct INFY was trading at 1934.30. The strike last trading price was 145.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct INFY was trading at 1918.15. The strike last trading price was 145.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct INFY was trading at 1893.40. The strike last trading price was 145.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct INFY was trading at 1904.35. The strike last trading price was 145.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept INFY was trading at 1875.60. The strike last trading price was 145.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept INFY was trading at 1906.75. The strike last trading price was 145.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


INFY 28NOV2024 1820 PE
Delta: -0.21
Vega: 1.06
Theta: -0.59
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1864.55 8.3 -0.70 18.51 2,011 -60 2,909
13 Nov 1868.40 9 -0.30 19.39 3,522 9 2,982
12 Nov 1868.80 9.3 -1.20 17.61 3,729 540 3,065
11 Nov 1860.10 10.5 -11.35 17.78 4,386 261 2,533
8 Nov 1829.95 21.85 -16.25 17.15 5,884 1,020 2,259
7 Nov 1803.05 38.1 11.10 20.05 3,626 -462 1,240
6 Nov 1823.70 27 -50.65 18.35 5,295 1,273 1,699
5 Nov 1754.20 77.65 5.50 24.93 254 -25 427
4 Nov 1763.65 72.15 -10.05 25.29 620 -151 454
1 Nov 1760.85 82.2 3.95 27.40 9 -6 606
31 Oct 1757.25 78.25 24.85 - 794 38 607
30 Oct 1802.10 53.4 19.60 - 1,915 406 562
29 Oct 1839.30 33.8 0.80 - 290 31 155
28 Oct 1865.35 33 0.60 - 193 41 122
25 Oct 1862.05 32.4 2.75 - 60 -3 81
24 Oct 1863.35 29.65 1.85 - 19 0 82
23 Oct 1873.40 27.8 -8.95 - 93 18 80
22 Oct 1851.60 36.75 -2.30 - 42 15 61
21 Oct 1852.75 39.05 10.55 - 52 3 45
18 Oct 1879.60 28.5 7.15 - 69 34 41
17 Oct 1968.10 21.35 1.35 - 5 1 6
16 Oct 1920.10 20 2.00 - 2 1 5
15 Oct 1959.30 18 -3.00 - 3 2 3
14 Oct 1958.90 21 -13.85 - 1 0 1
11 Oct 1935.10 34.85 0.00 - 0 0 0
10 Oct 1919.00 34.85 0.00 - 0 0 0
9 Oct 1952.75 34.85 0.00 - 0 0 0
8 Oct 1948.55 34.85 0.00 - 0 1 0
7 Oct 1934.30 34.85 -7.50 - 1 0 0
4 Oct 1918.15 42.35 0.00 - 0 0 0
3 Oct 1893.40 42.35 0.00 - 0 0 0
1 Oct 1904.35 42.35 0.00 - 0 0 0
30 Sept 1875.60 42.35 0.00 - 0 0 0
27 Sept 1906.75 42.35 - 0 0 0


For Infosys Limited - strike price 1820 expiring on 28NOV2024

Delta for 1820 PE is -0.21

Historical price for 1820 PE is as follows

On 14 Nov INFY was trading at 1864.55. The strike last trading price was 8.3, which was -0.70 lower than the previous day. The implied volatity was 18.51, the open interest changed by -60 which decreased total open position to 2909


On 13 Nov INFY was trading at 1868.40. The strike last trading price was 9, which was -0.30 lower than the previous day. The implied volatity was 19.39, the open interest changed by 9 which increased total open position to 2982


On 12 Nov INFY was trading at 1868.80. The strike last trading price was 9.3, which was -1.20 lower than the previous day. The implied volatity was 17.61, the open interest changed by 540 which increased total open position to 3065


On 11 Nov INFY was trading at 1860.10. The strike last trading price was 10.5, which was -11.35 lower than the previous day. The implied volatity was 17.78, the open interest changed by 261 which increased total open position to 2533


On 8 Nov INFY was trading at 1829.95. The strike last trading price was 21.85, which was -16.25 lower than the previous day. The implied volatity was 17.15, the open interest changed by 1020 which increased total open position to 2259


On 7 Nov INFY was trading at 1803.05. The strike last trading price was 38.1, which was 11.10 higher than the previous day. The implied volatity was 20.05, the open interest changed by -462 which decreased total open position to 1240


On 6 Nov INFY was trading at 1823.70. The strike last trading price was 27, which was -50.65 lower than the previous day. The implied volatity was 18.35, the open interest changed by 1273 which increased total open position to 1699


On 5 Nov INFY was trading at 1754.20. The strike last trading price was 77.65, which was 5.50 higher than the previous day. The implied volatity was 24.93, the open interest changed by -25 which decreased total open position to 427


On 4 Nov INFY was trading at 1763.65. The strike last trading price was 72.15, which was -10.05 lower than the previous day. The implied volatity was 25.29, the open interest changed by -151 which decreased total open position to 454


On 1 Nov INFY was trading at 1760.85. The strike last trading price was 82.2, which was 3.95 higher than the previous day. The implied volatity was 27.40, the open interest changed by -6 which decreased total open position to 606


On 31 Oct INFY was trading at 1757.25. The strike last trading price was 78.25, which was 24.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct INFY was trading at 1802.10. The strike last trading price was 53.4, which was 19.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct INFY was trading at 1839.30. The strike last trading price was 33.8, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct INFY was trading at 1865.35. The strike last trading price was 33, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct INFY was trading at 1862.05. The strike last trading price was 32.4, which was 2.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct INFY was trading at 1863.35. The strike last trading price was 29.65, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct INFY was trading at 1873.40. The strike last trading price was 27.8, which was -8.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct INFY was trading at 1851.60. The strike last trading price was 36.75, which was -2.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct INFY was trading at 1852.75. The strike last trading price was 39.05, which was 10.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct INFY was trading at 1879.60. The strike last trading price was 28.5, which was 7.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct INFY was trading at 1968.10. The strike last trading price was 21.35, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct INFY was trading at 1920.10. The strike last trading price was 20, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct INFY was trading at 1959.30. The strike last trading price was 18, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct INFY was trading at 1958.90. The strike last trading price was 21, which was -13.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct INFY was trading at 1935.10. The strike last trading price was 34.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct INFY was trading at 1919.00. The strike last trading price was 34.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct INFY was trading at 1952.75. The strike last trading price was 34.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct INFY was trading at 1948.55. The strike last trading price was 34.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct INFY was trading at 1934.30. The strike last trading price was 34.85, which was -7.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct INFY was trading at 1918.15. The strike last trading price was 42.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct INFY was trading at 1893.40. The strike last trading price was 42.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct INFY was trading at 1904.35. The strike last trading price was 42.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept INFY was trading at 1875.60. The strike last trading price was 42.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept INFY was trading at 1906.75. The strike last trading price was 42.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to