INFY
Infosys Limited
Historical option data for INFY
21 Nov 2024 04:10 PM IST
| INFY 28NOV2024 1820 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.68
Vega: 0.91
Theta: -1.32
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1834.05 | 25.65 | 2.00 | 15.22 | 7,294 | 81 | 4,689 | |||
| 20 Nov | 1824.75 | 23.65 | 0.00 | 17.52 | 6,025 | -259 | 4,611 | |||
| 19 Nov | 1824.75 | 23.65 | 4.35 | 17.52 | 6,025 | -256 | 4,611 | |||
| 18 Nov | 1811.45 | 19.3 | -33.20 | 16.09 | 15,523 | 431 | 4,891 | |||
| 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 0.68
Historical price for 1820 CE is as follows
On 21 Nov INFY was trading at 1834.05. The strike last trading price was 25.65, which was 2.00 higher than the previous day. The implied volatity was 15.22, the open interest changed by 81 which increased total open position to 4689
On 20 Nov INFY was trading at 1824.75. The strike last trading price was 23.65, which was 0.00 lower than the previous day. The implied volatity was 17.52, the open interest changed by -259 which decreased total open position to 4611
On 19 Nov INFY was trading at 1824.75. The strike last trading price was 23.65, which was 4.35 higher than the previous day. The implied volatity was 17.52, the open interest changed by -256 which decreased total open position to 4611
On 18 Nov INFY was trading at 1811.45. The strike last trading price was 19.3, which was -33.20 lower than the previous day. The implied volatity was 16.09, the open interest changed by 431 which increased total open position to 4891
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: -0.37
Vega: 0.96
Theta: -1.29
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1834.05 | 14.15 | -4.20 | 21.61 | 10,022 | 232 | 2,919 |
| 20 Nov | 1824.75 | 18.35 | 0.00 | 19.01 | 9,130 | 297 | 2,685 |
| 19 Nov | 1824.75 | 18.35 | -5.70 | 19.01 | 9,130 | 295 | 2,685 |
| 18 Nov | 1811.45 | 24.05 | 15.75 | 20.08 | 13,839 | -544 | 2,362 |
| 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 -0.37
Historical price for 1820 PE is as follows
On 21 Nov INFY was trading at 1834.05. The strike last trading price was 14.15, which was -4.20 lower than the previous day. The implied volatity was 21.61, the open interest changed by 232 which increased total open position to 2919
On 20 Nov INFY was trading at 1824.75. The strike last trading price was 18.35, which was 0.00 lower than the previous day. The implied volatity was 19.01, the open interest changed by 297 which increased total open position to 2685
On 19 Nov INFY was trading at 1824.75. The strike last trading price was 18.35, which was -5.70 lower than the previous day. The implied volatity was 19.01, the open interest changed by 295 which increased total open position to 2685
On 18 Nov INFY was trading at 1811.45. The strike last trading price was 24.05, which was 15.75 higher than the previous day. The implied volatity was 20.08, the open interest changed by -544 which decreased total open position to 2362
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
