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

1975.2 1.05 (0.05%)

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Historical option data for INFY

12 Dec 2024 09:00 AM IST
INFY 26DEC2024 1840 CE
Delta: 0.88
Vega: 0.80
Theta: -1.26
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1974.15 142.4 0.00 30.80 44 6 341
11 Dec 1974.15 142.4 31.75 30.80 44 6 341
10 Dec 1948.55 110.65 8.45 - 70 -15 335
9 Dec 1923.65 102.2 7.80 22.24 107 -32 350
6 Dec 1922.40 94.4 -13.40 18.23 35 -6 383
5 Dec 1934.85 107.8 33.60 15.90 697 -19 388
4 Dec 1889.25 74.2 1.60 18.49 669 -49 403
3 Dec 1892.10 72.6 3.45 17.79 721 -169 458
2 Dec 1879.80 69.15 7.60 20.88 1,675 -64 628
29 Nov 1857.85 61.55 -3.40 22.35 1,202 53 696
28 Nov 1856.65 64.95 -48.05 22.46 1,072 486 641
27 Nov 1924.50 113 3.20 21.42 56 1 155
26 Nov 1924.15 109.8 19.80 22.33 162 -8 160
25 Nov 1889.70 90 2.90 23.07 230 -116 168
22 Nov 1902.25 87.1 38.90 20.66 662 -141 143
21 Nov 1834.05 48.2 2.20 18.67 550 140 283
20 Nov 1824.75 46 0.00 19.65 355 51 145
19 Nov 1824.75 46 4.70 19.65 355 53 145
18 Nov 1811.45 41.3 -24.55 18.88 177 75 91
14 Nov 1864.55 65.85 -9.05 15.46 17 7 17
13 Nov 1868.40 74.9 8.10 17.91 10 3 9
12 Nov 1868.80 66.8 0.45 16.41 3 0 6
11 Nov 1860.10 66.35 27.35 16.45 9 5 6
8 Nov 1829.95 39 0.00 0.00 0 1 0
7 Nov 1803.05 39 -115.70 17.03 1 0 0
6 Nov 1823.70 154.7 0.00 - 0 0 0
5 Nov 1754.20 154.7 0.00 2.60 0 0 0
4 Nov 1763.65 154.7 0.00 2.08 0 0 0
1 Nov 1760.85 154.7 0.00 2.06 0 0 0
31 Oct 1757.25 154.7 0.00 - 0 0 0
30 Oct 1802.10 154.7 154.70 - 0 0 0
29 Oct 1839.30 0 0.00 - 0 0 0
28 Oct 1865.35 0 0.00 - 0 0 0
24 Oct 1863.35 0 0.00 - 0 0 0
18 Oct 1879.60 0 0.00 - 0 0 0
17 Oct 1968.10 0 0.00 - 0 0 0
15 Oct 1959.30 0 0.00 - 0 0 0
14 Oct 1958.90 0 0.00 - 0 0 0
11 Oct 1935.10 0 0.00 - 0 0 0
10 Oct 1919.00 0 0.00 - 0 0 0
9 Oct 1952.75 0 0.00 - 0 0 0
8 Oct 1948.55 0 0.00 - 0 0 0
7 Oct 1934.30 0 0.00 - 0 0 0
4 Oct 1918.15 0 0.00 - 0 0 0
3 Oct 1893.40 0 0.00 - 0 0 0
1 Oct 1904.35 0 0.00 - 0 0 0
30 Sept 1875.60 0 - 0 0 0


For Infosys Limited - strike price 1840 expiring on 26DEC2024

Delta for 1840 CE is 0.88

Historical price for 1840 CE is as follows

On 12 Dec INFY was trading at 1974.15. The strike last trading price was 142.4, which was 0.00 lower than the previous day. The implied volatity was 30.80, the open interest changed by 6 which increased total open position to 341


On 11 Dec INFY was trading at 1974.15. The strike last trading price was 142.4, which was 31.75 higher than the previous day. The implied volatity was 30.80, the open interest changed by 6 which increased total open position to 341


On 10 Dec INFY was trading at 1948.55. The strike last trading price was 110.65, which was 8.45 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 335


On 9 Dec INFY was trading at 1923.65. The strike last trading price was 102.2, which was 7.80 higher than the previous day. The implied volatity was 22.24, the open interest changed by -32 which decreased total open position to 350


On 6 Dec INFY was trading at 1922.40. The strike last trading price was 94.4, which was -13.40 lower than the previous day. The implied volatity was 18.23, the open interest changed by -6 which decreased total open position to 383


On 5 Dec INFY was trading at 1934.85. The strike last trading price was 107.8, which was 33.60 higher than the previous day. The implied volatity was 15.90, the open interest changed by -19 which decreased total open position to 388


On 4 Dec INFY was trading at 1889.25. The strike last trading price was 74.2, which was 1.60 higher than the previous day. The implied volatity was 18.49, the open interest changed by -49 which decreased total open position to 403


On 3 Dec INFY was trading at 1892.10. The strike last trading price was 72.6, which was 3.45 higher than the previous day. The implied volatity was 17.79, the open interest changed by -169 which decreased total open position to 458


On 2 Dec INFY was trading at 1879.80. The strike last trading price was 69.15, which was 7.60 higher than the previous day. The implied volatity was 20.88, the open interest changed by -64 which decreased total open position to 628


On 29 Nov INFY was trading at 1857.85. The strike last trading price was 61.55, which was -3.40 lower than the previous day. The implied volatity was 22.35, the open interest changed by 53 which increased total open position to 696


On 28 Nov INFY was trading at 1856.65. The strike last trading price was 64.95, which was -48.05 lower than the previous day. The implied volatity was 22.46, the open interest changed by 486 which increased total open position to 641


On 27 Nov INFY was trading at 1924.50. The strike last trading price was 113, which was 3.20 higher than the previous day. The implied volatity was 21.42, the open interest changed by 1 which increased total open position to 155


On 26 Nov INFY was trading at 1924.15. The strike last trading price was 109.8, which was 19.80 higher than the previous day. The implied volatity was 22.33, the open interest changed by -8 which decreased total open position to 160


On 25 Nov INFY was trading at 1889.70. The strike last trading price was 90, which was 2.90 higher than the previous day. The implied volatity was 23.07, the open interest changed by -116 which decreased total open position to 168


On 22 Nov INFY was trading at 1902.25. The strike last trading price was 87.1, which was 38.90 higher than the previous day. The implied volatity was 20.66, the open interest changed by -141 which decreased total open position to 143


On 21 Nov INFY was trading at 1834.05. The strike last trading price was 48.2, which was 2.20 higher than the previous day. The implied volatity was 18.67, the open interest changed by 140 which increased total open position to 283


On 20 Nov INFY was trading at 1824.75. The strike last trading price was 46, which was 0.00 lower than the previous day. The implied volatity was 19.65, the open interest changed by 51 which increased total open position to 145


On 19 Nov INFY was trading at 1824.75. The strike last trading price was 46, which was 4.70 higher than the previous day. The implied volatity was 19.65, the open interest changed by 53 which increased total open position to 145


On 18 Nov INFY was trading at 1811.45. The strike last trading price was 41.3, which was -24.55 lower than the previous day. The implied volatity was 18.88, the open interest changed by 75 which increased total open position to 91


On 14 Nov INFY was trading at 1864.55. The strike last trading price was 65.85, which was -9.05 lower than the previous day. The implied volatity was 15.46, the open interest changed by 7 which increased total open position to 17


On 13 Nov INFY was trading at 1868.40. The strike last trading price was 74.9, which was 8.10 higher than the previous day. The implied volatity was 17.91, the open interest changed by 3 which increased total open position to 9


On 12 Nov INFY was trading at 1868.80. The strike last trading price was 66.8, which was 0.45 higher than the previous day. The implied volatity was 16.41, the open interest changed by 0 which decreased total open position to 6


On 11 Nov INFY was trading at 1860.10. The strike last trading price was 66.35, which was 27.35 higher than the previous day. The implied volatity was 16.45, the open interest changed by 5 which increased total open position to 6


On 8 Nov INFY was trading at 1829.95. The strike last trading price was 39, which was 0.00 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 7 Nov INFY was trading at 1803.05. The strike last trading price was 39, which was -115.70 lower than the previous day. The implied volatity was 17.03, the open interest changed by 0 which decreased total open position to 0


On 6 Nov INFY was trading at 1823.70. The strike last trading price was 154.7, 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 5 Nov INFY was trading at 1754.20. The strike last trading price was 154.7, which was 0.00 lower than the previous day. The implied volatity was 2.60, 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 154.7, which was 0.00 lower than the previous day. The implied volatity was 2.08, 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 154.7, which was 0.00 lower than the previous day. The implied volatity was 2.06, the open interest changed by 0 which decreased total open position to 0


On 31 Oct INFY was trading at 1757.25. The strike last trading price was 154.7, 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 Oct INFY was trading at 1802.10. The strike last trading price was 154.7, which was 154.70 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 0, 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 28 Oct INFY was trading at 1865.35. The strike last trading price was 0, 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 24 Oct INFY was trading at 1863.35. The strike last trading price was 0, 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 18 Oct INFY was trading at 1879.60. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 11 Oct INFY was trading at 1935.10. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


INFY 26DEC2024 1840 PE
Delta: -0.07
Vega: 0.56
Theta: -0.42
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1974.15 3.35 0.00 24.70 1,816 39 1,604
11 Dec 1974.15 3.35 -1.80 24.70 1,816 42 1,604
10 Dec 1948.55 5.15 -3.20 23.96 2,154 -22 1,564
9 Dec 1923.65 8.35 -1.75 23.95 1,701 47 1,586
6 Dec 1922.40 10.1 0.70 22.70 1,309 -121 1,552
5 Dec 1934.85 9.4 -8.00 23.94 3,897 383 1,685
4 Dec 1889.25 17.4 0.10 22.80 2,943 -54 1,300
3 Dec 1892.10 17.3 -6.45 21.98 1,980 -21 1,351
2 Dec 1879.80 23.75 -7.25 23.30 3,001 278 1,367
29 Nov 1857.85 31 -1.90 22.33 2,799 329 1,105
28 Nov 1856.65 32.9 18.50 23.64 3,436 382 776
27 Nov 1924.50 14.4 -3.00 23.45 546 55 395
26 Nov 1924.15 17.4 -5.60 24.12 467 29 340
25 Nov 1889.70 23 -2.75 22.83 470 73 311
22 Nov 1902.25 25.75 -19.60 23.17 743 27 265
21 Nov 1834.05 45.35 -3.05 22.55 421 66 237
20 Nov 1824.75 48.4 0.00 21.15 360 59 165
19 Nov 1824.75 48.4 -4.30 21.15 360 53 165
18 Nov 1811.45 52.7 21.80 21.24 239 0 107
14 Nov 1864.55 30.9 -1.10 20.32 70 24 107
13 Nov 1868.40 32 1.50 21.21 112 30 62
12 Nov 1868.80 30.5 -2.00 19.25 51 23 37
11 Nov 1860.10 32.5 -15.50 19.66 13 6 13
8 Nov 1829.95 48 -13.25 20.11 13 7 7
7 Nov 1803.05 61.25 0.00 - 0 0 0
6 Nov 1823.70 61.25 0.00 0.28 0 0 0
5 Nov 1754.20 61.25 0.00 - 0 0 0
4 Nov 1763.65 61.25 0.00 - 0 0 0
1 Nov 1760.85 61.25 0.00 - 0 0 0
31 Oct 1757.25 61.25 0.00 - 0 0 0
30 Oct 1802.10 61.25 0.00 - 0 0 0
29 Oct 1839.30 61.25 0.00 - 0 0 0
28 Oct 1865.35 61.25 0.00 - 0 0 0
24 Oct 1863.35 61.25 0.00 - 0 0 0
18 Oct 1879.60 61.25 0.00 - 0 0 0
17 Oct 1968.10 61.25 0.00 - 0 0 0
15 Oct 1959.30 61.25 61.25 - 0 0 0
14 Oct 1958.90 0 0.00 - 0 0 0
11 Oct 1935.10 0 0.00 - 0 0 0
10 Oct 1919.00 0 0.00 - 0 0 0
9 Oct 1952.75 0 0.00 - 0 0 0
8 Oct 1948.55 0 0.00 - 0 0 0
7 Oct 1934.30 0 0.00 - 0 0 0
4 Oct 1918.15 0 0.00 - 0 0 0
3 Oct 1893.40 0 0.00 - 0 0 0
1 Oct 1904.35 0 0.00 - 0 0 0
30 Sept 1875.60 0 - 0 0 0


For Infosys Limited - strike price 1840 expiring on 26DEC2024

Delta for 1840 PE is -0.07

Historical price for 1840 PE is as follows

On 12 Dec INFY was trading at 1974.15. The strike last trading price was 3.35, which was 0.00 lower than the previous day. The implied volatity was 24.70, the open interest changed by 39 which increased total open position to 1604


On 11 Dec INFY was trading at 1974.15. The strike last trading price was 3.35, which was -1.80 lower than the previous day. The implied volatity was 24.70, the open interest changed by 42 which increased total open position to 1604


On 10 Dec INFY was trading at 1948.55. The strike last trading price was 5.15, which was -3.20 lower than the previous day. The implied volatity was 23.96, the open interest changed by -22 which decreased total open position to 1564


On 9 Dec INFY was trading at 1923.65. The strike last trading price was 8.35, which was -1.75 lower than the previous day. The implied volatity was 23.95, the open interest changed by 47 which increased total open position to 1586


On 6 Dec INFY was trading at 1922.40. The strike last trading price was 10.1, which was 0.70 higher than the previous day. The implied volatity was 22.70, the open interest changed by -121 which decreased total open position to 1552


On 5 Dec INFY was trading at 1934.85. The strike last trading price was 9.4, which was -8.00 lower than the previous day. The implied volatity was 23.94, the open interest changed by 383 which increased total open position to 1685


On 4 Dec INFY was trading at 1889.25. The strike last trading price was 17.4, which was 0.10 higher than the previous day. The implied volatity was 22.80, the open interest changed by -54 which decreased total open position to 1300


On 3 Dec INFY was trading at 1892.10. The strike last trading price was 17.3, which was -6.45 lower than the previous day. The implied volatity was 21.98, the open interest changed by -21 which decreased total open position to 1351


On 2 Dec INFY was trading at 1879.80. The strike last trading price was 23.75, which was -7.25 lower than the previous day. The implied volatity was 23.30, the open interest changed by 278 which increased total open position to 1367


On 29 Nov INFY was trading at 1857.85. The strike last trading price was 31, which was -1.90 lower than the previous day. The implied volatity was 22.33, the open interest changed by 329 which increased total open position to 1105


On 28 Nov INFY was trading at 1856.65. The strike last trading price was 32.9, which was 18.50 higher than the previous day. The implied volatity was 23.64, the open interest changed by 382 which increased total open position to 776


On 27 Nov INFY was trading at 1924.50. The strike last trading price was 14.4, which was -3.00 lower than the previous day. The implied volatity was 23.45, the open interest changed by 55 which increased total open position to 395


On 26 Nov INFY was trading at 1924.15. The strike last trading price was 17.4, which was -5.60 lower than the previous day. The implied volatity was 24.12, the open interest changed by 29 which increased total open position to 340


On 25 Nov INFY was trading at 1889.70. The strike last trading price was 23, which was -2.75 lower than the previous day. The implied volatity was 22.83, the open interest changed by 73 which increased total open position to 311


On 22 Nov INFY was trading at 1902.25. The strike last trading price was 25.75, which was -19.60 lower than the previous day. The implied volatity was 23.17, the open interest changed by 27 which increased total open position to 265


On 21 Nov INFY was trading at 1834.05. The strike last trading price was 45.35, which was -3.05 lower than the previous day. The implied volatity was 22.55, the open interest changed by 66 which increased total open position to 237


On 20 Nov INFY was trading at 1824.75. The strike last trading price was 48.4, which was 0.00 lower than the previous day. The implied volatity was 21.15, the open interest changed by 59 which increased total open position to 165


On 19 Nov INFY was trading at 1824.75. The strike last trading price was 48.4, which was -4.30 lower than the previous day. The implied volatity was 21.15, the open interest changed by 53 which increased total open position to 165


On 18 Nov INFY was trading at 1811.45. The strike last trading price was 52.7, which was 21.80 higher than the previous day. The implied volatity was 21.24, the open interest changed by 0 which decreased total open position to 107


On 14 Nov INFY was trading at 1864.55. The strike last trading price was 30.9, which was -1.10 lower than the previous day. The implied volatity was 20.32, the open interest changed by 24 which increased total open position to 107


On 13 Nov INFY was trading at 1868.40. The strike last trading price was 32, which was 1.50 higher than the previous day. The implied volatity was 21.21, the open interest changed by 30 which increased total open position to 62


On 12 Nov INFY was trading at 1868.80. The strike last trading price was 30.5, which was -2.00 lower than the previous day. The implied volatity was 19.25, the open interest changed by 23 which increased total open position to 37


On 11 Nov INFY was trading at 1860.10. The strike last trading price was 32.5, which was -15.50 lower than the previous day. The implied volatity was 19.66, the open interest changed by 6 which increased total open position to 13


On 8 Nov INFY was trading at 1829.95. The strike last trading price was 48, which was -13.25 lower than the previous day. The implied volatity was 20.11, the open interest changed by 7 which increased total open position to 7


On 7 Nov INFY was trading at 1803.05. The strike last trading price was 61.25, 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 6 Nov INFY was trading at 1823.70. The strike last trading price was 61.25, which was 0.00 lower than the previous day. The implied volatity was 0.28, the open interest changed by 0 which decreased total open position to 0


On 5 Nov INFY was trading at 1754.20. The strike last trading price was 61.25, 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 61.25, 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 1 Nov INFY was trading at 1760.85. The strike last trading price was 61.25, 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 31 Oct INFY was trading at 1757.25. The strike last trading price was 61.25, 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 Oct INFY was trading at 1802.10. The strike last trading price was 61.25, 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 29 Oct INFY was trading at 1839.30. The strike last trading price was 61.25, 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 28 Oct INFY was trading at 1865.35. The strike last trading price was 61.25, 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 24 Oct INFY was trading at 1863.35. The strike last trading price was 61.25, 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 18 Oct INFY was trading at 1879.60. The strike last trading price was 61.25, 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 61.25, 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 61.25, which was 61.25 higher 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 0, 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 11 Oct INFY was trading at 1935.10. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to