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

1579.85 -11.00 (-0.69%)

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Historical option data for INFY

13 Mar 2025 04:10 PM IST
INFY 27MAR2025 1840 CE
Delta: 0.02
Vega: 0.12
Theta: -0.16
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 1579.85 0.6 -0.15 34.92 394 -169 1,219
12 Mar 1590.85 0.75 -0.55 33.36 1,087 -62 1,389
11 Mar 1661.60 1.35 -1.3 25.18 1,132 144 1,454
10 Mar 1701.45 2.6 -0.05 23.07 967 23 1,314
7 Mar 1686.00 2.7 -1.8 23.25 1,460 203 1,291
6 Mar 1715.85 4.5 -0.4 21.80 760 37 1,093
5 Mar 1711.50 4.9 1.5 22.44 1,787 -122 1,057
4 Mar 1688.30 3.3 -2.55 22.66 1,554 -53 1,176
3 Mar 1708.60 5.9 1 21.97 2,023 65 1,239
28 Feb 1687.70 5.25 -11.35 22.15 3,578 73 1,175
27 Feb 1764.30 16.9 -2.2 20.63 1,874 167 1,102
26 Feb 1767.70 19 -0.6 20.36 1,219 102 932
25 Feb 1767.70 19 -0.6 20.36 1,219 99 932
24 Feb 1764.10 19.45 -21.4 20.83 1,556 419 830
21 Feb 1815.00 40.5 -4.5 20.03 404 78 409
20 Feb 1825.15 44.6 2.75 18.99 430 100 331
19 Feb 1810.80 41.7 -18.8 20.67 277 74 224
18 Feb 1851.95 59.5 2.5 19.30 74 18 149
17 Feb 1842.30 57.4 2.4 19.30 94 63 125
14 Feb 1856.40 55 -6.55 14.56 1 0 61
13 Feb 1843.25 63.05 -7.7 20.79 14 4 62
12 Feb 1863.15 70.75 -20.25 17.57 47 29 57
11 Feb 1875.65 91 -1 21.56 11 7 27
10 Feb 1880.30 92 -14.5 21.55 15 13 18
7 Feb 1903.65 108 -52.7 20.58 5 4 4
6 Feb 1915.65 160.7 0 - 0 0 0
5 Feb 1897.05 160.7 0 - 0 0 0
4 Feb 1898.80 160.7 0 - 0 0 0
3 Feb 1863.30 160.7 0 - 0 0 0
1 Feb 1851.35 160.7 0 - 0 0 0
31 Jan 1879.80 160.7 0 - 0 0 0
30 Jan 1859.95 160.7 0 - 0 0 0
29 Jan 1881.25 160.7 0 - 0 0 0
28 Jan 1829.75 160.7 0 - 0 0 0
27 Jan 1822.00 160.7 0 - 0 0 0
20 Jan 1813.30 160.7 0.00 - 0 0 0
17 Jan 1815.45 160.7 160.70 - 0 0 0
9 Jan 1917.30 0 0.00 - 0 0 0
6 Jan 1937.85 0 0.00 - 0 0 0
2 Jan 1957.85 0 0.00 - 0 0 0
1 Jan 1882.50 0 0.00 - 0 0 0
31 Dec 1880.00 0 0.00 - 0 0 0
30 Dec 1906.00 0 - 0 0 0


For Infosys Limited - strike price 1840 expiring on 27MAR2025

Delta for 1840 CE is 0.02

Historical price for 1840 CE is as follows

On 13 Mar INFY was trading at 1579.85. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 34.92, the open interest changed by -169 which decreased total open position to 1219


On 12 Mar INFY was trading at 1590.85. The strike last trading price was 0.75, which was -0.55 lower than the previous day. The implied volatity was 33.36, the open interest changed by -62 which decreased total open position to 1389


On 11 Mar INFY was trading at 1661.60. The strike last trading price was 1.35, which was -1.3 lower than the previous day. The implied volatity was 25.18, the open interest changed by 144 which increased total open position to 1454


On 10 Mar INFY was trading at 1701.45. The strike last trading price was 2.6, which was -0.05 lower than the previous day. The implied volatity was 23.07, the open interest changed by 23 which increased total open position to 1314


On 7 Mar INFY was trading at 1686.00. The strike last trading price was 2.7, which was -1.8 lower than the previous day. The implied volatity was 23.25, the open interest changed by 203 which increased total open position to 1291


On 6 Mar INFY was trading at 1715.85. The strike last trading price was 4.5, which was -0.4 lower than the previous day. The implied volatity was 21.80, the open interest changed by 37 which increased total open position to 1093


On 5 Mar INFY was trading at 1711.50. The strike last trading price was 4.9, which was 1.5 higher than the previous day. The implied volatity was 22.44, the open interest changed by -122 which decreased total open position to 1057


On 4 Mar INFY was trading at 1688.30. The strike last trading price was 3.3, which was -2.55 lower than the previous day. The implied volatity was 22.66, the open interest changed by -53 which decreased total open position to 1176


On 3 Mar INFY was trading at 1708.60. The strike last trading price was 5.9, which was 1 higher than the previous day. The implied volatity was 21.97, the open interest changed by 65 which increased total open position to 1239


On 28 Feb INFY was trading at 1687.70. The strike last trading price was 5.25, which was -11.35 lower than the previous day. The implied volatity was 22.15, the open interest changed by 73 which increased total open position to 1175


On 27 Feb INFY was trading at 1764.30. The strike last trading price was 16.9, which was -2.2 lower than the previous day. The implied volatity was 20.63, the open interest changed by 167 which increased total open position to 1102


On 26 Feb INFY was trading at 1767.70. The strike last trading price was 19, which was -0.6 lower than the previous day. The implied volatity was 20.36, the open interest changed by 102 which increased total open position to 932


On 25 Feb INFY was trading at 1767.70. The strike last trading price was 19, which was -0.6 lower than the previous day. The implied volatity was 20.36, the open interest changed by 99 which increased total open position to 932


On 24 Feb INFY was trading at 1764.10. The strike last trading price was 19.45, which was -21.4 lower than the previous day. The implied volatity was 20.83, the open interest changed by 419 which increased total open position to 830


On 21 Feb INFY was trading at 1815.00. The strike last trading price was 40.5, which was -4.5 lower than the previous day. The implied volatity was 20.03, the open interest changed by 78 which increased total open position to 409


On 20 Feb INFY was trading at 1825.15. The strike last trading price was 44.6, which was 2.75 higher than the previous day. The implied volatity was 18.99, the open interest changed by 100 which increased total open position to 331


On 19 Feb INFY was trading at 1810.80. The strike last trading price was 41.7, which was -18.8 lower than the previous day. The implied volatity was 20.67, the open interest changed by 74 which increased total open position to 224


On 18 Feb INFY was trading at 1851.95. The strike last trading price was 59.5, which was 2.5 higher than the previous day. The implied volatity was 19.30, the open interest changed by 18 which increased total open position to 149


On 17 Feb INFY was trading at 1842.30. The strike last trading price was 57.4, which was 2.4 higher than the previous day. The implied volatity was 19.30, the open interest changed by 63 which increased total open position to 125


On 14 Feb INFY was trading at 1856.40. The strike last trading price was 55, which was -6.55 lower than the previous day. The implied volatity was 14.56, the open interest changed by 0 which decreased total open position to 61


On 13 Feb INFY was trading at 1843.25. The strike last trading price was 63.05, which was -7.7 lower than the previous day. The implied volatity was 20.79, the open interest changed by 4 which increased total open position to 62


On 12 Feb INFY was trading at 1863.15. The strike last trading price was 70.75, which was -20.25 lower than the previous day. The implied volatity was 17.57, the open interest changed by 29 which increased total open position to 57


On 11 Feb INFY was trading at 1875.65. The strike last trading price was 91, which was -1 lower than the previous day. The implied volatity was 21.56, the open interest changed by 7 which increased total open position to 27


On 10 Feb INFY was trading at 1880.30. The strike last trading price was 92, which was -14.5 lower than the previous day. The implied volatity was 21.55, the open interest changed by 13 which increased total open position to 18


On 7 Feb INFY was trading at 1903.65. The strike last trading price was 108, which was -52.7 lower than the previous day. The implied volatity was 20.58, the open interest changed by 4 which increased total open position to 4


On 6 Feb INFY was trading at 1915.65. The strike last trading price was 160.7, 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 160.7, 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 160.7, 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 160.7, 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 160.7, 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 31 Jan INFY was trading at 1879.80. The strike last trading price was 160.7, 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 30 Jan INFY was trading at 1859.95. The strike last trading price was 160.7, 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 29 Jan INFY was trading at 1881.25. The strike last trading price was 160.7, 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 28 Jan INFY was trading at 1829.75. The strike last trading price was 160.7, 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 27 Jan INFY was trading at 1822.00. The strike last trading price was 160.7, 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 20 Jan INFY was trading at 1813.30. The strike last trading price was 160.7, 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 17 Jan INFY was trading at 1815.45. The strike last trading price was 160.7, which was 160.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Jan INFY was trading at 1917.30. 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 0 which decreased total open position to 0


On 6 Jan INFY was trading at 1937.85. 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 0 which decreased total open position to 0


On 2 Jan INFY was trading at 1957.85. 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 0 which decreased total open position to 0


On 1 Jan INFY was trading at 1882.50. 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 0 which decreased total open position to 0


On 31 Dec INFY was trading at 1880.00. 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 0 which decreased total open position to 0


On 30 Dec INFY was trading at 1906.00. 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


INFY 27MAR2025 1840 PE
Delta: -0.94
Vega: 0.39
Theta: -0.20
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 1579.85 258.05 -9.8 48.68 14 -2 175
12 Mar 1590.85 267.85 83.75 76.09 10 -7 178
11 Mar 1661.60 184.1 42.8 50.85 1 0 186
10 Mar 1701.45 141.3 -11.7 33.35 53 -5 186
7 Mar 1686.00 153 28.8 30.93 73 -43 191
6 Mar 1715.85 121.3 -3.4 20.92 14 -4 234
5 Mar 1711.50 124.7 -29.4 19.38 22 1 233
4 Mar 1688.30 154.1 24.95 31.32 12 -4 233
3 Mar 1708.60 127.8 -20.95 26.79 38 -7 238
28 Feb 1687.70 148.75 67.4 31.33 79 -21 246
27 Feb 1764.30 81.15 1.4 21.42 311 39 267
26 Feb 1767.70 79.45 -2.2 21.63 244 -33 225
25 Feb 1767.70 79.45 -2.2 21.63 244 -36 225
24 Feb 1764.10 82.5 28.5 21.73 679 -110 259
21 Feb 1815.00 52.8 3.85 22.01 551 81 371
20 Feb 1825.15 48.9 -8.35 22.48 328 95 291
19 Feb 1810.80 57.1 15.9 22.57 260 41 198
18 Feb 1851.95 41.8 -1.85 23.20 274 61 149
17 Feb 1842.30 43.4 4.45 22.79 171 63 88
14 Feb 1856.40 39.45 -3.6 22.24 34 17 25
13 Feb 1843.25 42 -18.05 21.06 8 7 7
12 Feb 1863.15 60.05 0 2.05 0 0 0
11 Feb 1875.65 60.05 0 2.69 0 0 0
10 Feb 1880.30 60.05 0 2.72 0 0 0
7 Feb 1903.65 60.05 0 3.31 0 0 0
6 Feb 1915.65 60.05 0 3.75 0 0 0
5 Feb 1897.05 60.05 0 3.21 0 0 0
4 Feb 1898.80 60.05 0 3.05 0 0 0
3 Feb 1863.30 60.05 0 2.05 0 0 0
1 Feb 1851.35 60.05 0 2.01 0 0 0
31 Jan 1879.80 60.05 0 2.77 0 0 0
30 Jan 1859.95 60.05 0 1.77 0 0 0
29 Jan 1881.25 60.05 0 2.76 0 0 0
28 Jan 1829.75 60.05 0 0.92 0 0 0
27 Jan 1822.00 60.05 0 0.42 0 0 0
20 Jan 1813.30 60.05 0.00 - 0 0 0
17 Jan 1815.45 60.05 0.00 0.35 0 0 0
9 Jan 1917.30 60.05 60.05 3.55 0 0 0
6 Jan 1937.85 0 0.00 4.05 0 0 0
2 Jan 1957.85 0 0.00 4.63 0 0 0
1 Jan 1882.50 0 0.00 2.48 0 0 0
31 Dec 1880.00 0 0.00 2.34 0 0 0
30 Dec 1906.00 0 3.07 0 0 0


For Infosys Limited - strike price 1840 expiring on 27MAR2025

Delta for 1840 PE is -0.94

Historical price for 1840 PE is as follows

On 13 Mar INFY was trading at 1579.85. The strike last trading price was 258.05, which was -9.8 lower than the previous day. The implied volatity was 48.68, the open interest changed by -2 which decreased total open position to 175


On 12 Mar INFY was trading at 1590.85. The strike last trading price was 267.85, which was 83.75 higher than the previous day. The implied volatity was 76.09, the open interest changed by -7 which decreased total open position to 178


On 11 Mar INFY was trading at 1661.60. The strike last trading price was 184.1, which was 42.8 higher than the previous day. The implied volatity was 50.85, the open interest changed by 0 which decreased total open position to 186


On 10 Mar INFY was trading at 1701.45. The strike last trading price was 141.3, which was -11.7 lower than the previous day. The implied volatity was 33.35, the open interest changed by -5 which decreased total open position to 186


On 7 Mar INFY was trading at 1686.00. The strike last trading price was 153, which was 28.8 higher than the previous day. The implied volatity was 30.93, the open interest changed by -43 which decreased total open position to 191


On 6 Mar INFY was trading at 1715.85. The strike last trading price was 121.3, which was -3.4 lower than the previous day. The implied volatity was 20.92, the open interest changed by -4 which decreased total open position to 234


On 5 Mar INFY was trading at 1711.50. The strike last trading price was 124.7, which was -29.4 lower than the previous day. The implied volatity was 19.38, the open interest changed by 1 which increased total open position to 233


On 4 Mar INFY was trading at 1688.30. The strike last trading price was 154.1, which was 24.95 higher than the previous day. The implied volatity was 31.32, the open interest changed by -4 which decreased total open position to 233


On 3 Mar INFY was trading at 1708.60. The strike last trading price was 127.8, which was -20.95 lower than the previous day. The implied volatity was 26.79, the open interest changed by -7 which decreased total open position to 238


On 28 Feb INFY was trading at 1687.70. The strike last trading price was 148.75, which was 67.4 higher than the previous day. The implied volatity was 31.33, the open interest changed by -21 which decreased total open position to 246


On 27 Feb INFY was trading at 1764.30. The strike last trading price was 81.15, which was 1.4 higher than the previous day. The implied volatity was 21.42, the open interest changed by 39 which increased total open position to 267


On 26 Feb INFY was trading at 1767.70. The strike last trading price was 79.45, which was -2.2 lower than the previous day. The implied volatity was 21.63, the open interest changed by -33 which decreased total open position to 225


On 25 Feb INFY was trading at 1767.70. The strike last trading price was 79.45, which was -2.2 lower than the previous day. The implied volatity was 21.63, the open interest changed by -36 which decreased total open position to 225


On 24 Feb INFY was trading at 1764.10. The strike last trading price was 82.5, which was 28.5 higher than the previous day. The implied volatity was 21.73, the open interest changed by -110 which decreased total open position to 259


On 21 Feb INFY was trading at 1815.00. The strike last trading price was 52.8, which was 3.85 higher than the previous day. The implied volatity was 22.01, the open interest changed by 81 which increased total open position to 371


On 20 Feb INFY was trading at 1825.15. The strike last trading price was 48.9, which was -8.35 lower than the previous day. The implied volatity was 22.48, the open interest changed by 95 which increased total open position to 291


On 19 Feb INFY was trading at 1810.80. The strike last trading price was 57.1, which was 15.9 higher than the previous day. The implied volatity was 22.57, the open interest changed by 41 which increased total open position to 198


On 18 Feb INFY was trading at 1851.95. The strike last trading price was 41.8, which was -1.85 lower than the previous day. The implied volatity was 23.20, the open interest changed by 61 which increased total open position to 149


On 17 Feb INFY was trading at 1842.30. The strike last trading price was 43.4, which was 4.45 higher than the previous day. The implied volatity was 22.79, the open interest changed by 63 which increased total open position to 88


On 14 Feb INFY was trading at 1856.40. The strike last trading price was 39.45, which was -3.6 lower than the previous day. The implied volatity was 22.24, the open interest changed by 17 which increased total open position to 25


On 13 Feb INFY was trading at 1843.25. The strike last trading price was 42, which was -18.05 lower than the previous day. The implied volatity was 21.06, the open interest changed by 7 which increased total open position to 7


On 12 Feb INFY was trading at 1863.15. The strike last trading price was 60.05, which was 0 lower than the previous day. The implied volatity was 2.05, 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 60.05, which was 0 lower than the previous day. The implied volatity was 2.69, 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 60.05, which was 0 lower than the previous day. The implied volatity was 2.72, 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 60.05, which was 0 lower than the previous day. The implied volatity was 3.31, 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 60.05, which was 0 lower than the previous day. The implied volatity was 3.75, 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 60.05, which was 0 lower than the previous day. The implied volatity was 3.21, 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 60.05, which was 0 lower than the previous day. The implied volatity was 3.05, 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 60.05, which was 0 lower than the previous day. The implied volatity was 2.05, 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 60.05, which was 0 lower than the previous day. The implied volatity was 2.01, the open interest changed by 0 which decreased total open position to 0


On 31 Jan INFY was trading at 1879.80. The strike last trading price was 60.05, which was 0 lower than the previous day. The implied volatity was 2.77, the open interest changed by 0 which decreased total open position to 0


On 30 Jan INFY was trading at 1859.95. The strike last trading price was 60.05, which was 0 lower than the previous day. The implied volatity was 1.77, the open interest changed by 0 which decreased total open position to 0


On 29 Jan INFY was trading at 1881.25. The strike last trading price was 60.05, which was 0 lower than the previous day. The implied volatity was 2.76, the open interest changed by 0 which decreased total open position to 0


On 28 Jan INFY was trading at 1829.75. The strike last trading price was 60.05, which was 0 lower than the previous day. The implied volatity was 0.92, the open interest changed by 0 which decreased total open position to 0


On 27 Jan INFY was trading at 1822.00. The strike last trading price was 60.05, which was 0 lower than the previous day. The implied volatity was 0.42, the open interest changed by 0 which decreased total open position to 0


On 20 Jan INFY was trading at 1813.30. The strike last trading price was 60.05, 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 17 Jan INFY was trading at 1815.45. The strike last trading price was 60.05, which was 0.00 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0


On 9 Jan INFY was trading at 1917.30. The strike last trading price was 60.05, which was 60.05 higher than the previous day. The implied volatity was 3.55, the open interest changed by 0 which decreased total open position to 0


On 6 Jan INFY was trading at 1937.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.05, the open interest changed by 0 which decreased total open position to 0


On 2 Jan INFY was trading at 1957.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.63, the open interest changed by 0 which decreased total open position to 0


On 1 Jan INFY was trading at 1882.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.48, the open interest changed by 0 which decreased total open position to 0


On 31 Dec INFY was trading at 1880.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.34, the open interest changed by 0 which decreased total open position to 0


On 30 Dec INFY was trading at 1906.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 3.07, the open interest changed by 0 which decreased total open position to 0