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

1922.15 -24.05 (-1.24%)

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Historical option data for INFY

20 Dec 2024 04:10 PM IST
INFY 26DEC2024 1860 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1922.15 68.75 -27.40 - 220 -95 517
19 Dec 1946.20 96.15 -26.10 28.70 280 -118 619
18 Dec 1979.15 122.25 -1.85 - 36 -20 738
17 Dec 1976.60 124.1 -3.90 32.84 42 -27 759
16 Dec 1980.05 128 -16.20 28.92 18 -4 793
13 Dec 1999.70 144.2 13.25 - 30 -7 797
12 Dec 1987.00 130.95 12.45 - 108 -2 804
11 Dec 1974.15 118.5 18.55 22.14 66 -2 807
10 Dec 1948.55 99.95 15.30 20.30 162 15 809
9 Dec 1923.65 84.65 6.30 21.17 689 -36 795
6 Dec 1922.40 78.35 -11.40 18.64 71 -5 830
5 Dec 1934.85 89.75 30.25 17.37 1,010 14 831
4 Dec 1889.25 59.5 1.70 18.34 1,917 -88 821
3 Dec 1892.10 57.8 1.80 17.54 2,092 -401 919
2 Dec 1879.80 56 6.70 20.69 5,176 -168 1,323
29 Nov 1857.85 49.3 -3.35 21.77 5,326 429 1,493
28 Nov 1856.65 52.65 -45.95 21.99 3,750 840 1,062
27 Nov 1924.50 98.6 4.05 22.09 238 63 223
26 Nov 1924.15 94.55 17.95 22.13 124 -23 161
25 Nov 1889.70 76.6 3.10 22.93 475 48 184
22 Nov 1902.25 73.5 35.30 20.53 1,066 24 160
21 Nov 1834.05 38.2 1.70 18.59 235 8 135
20 Nov 1824.75 36.5 0.00 19.45 247 77 129
19 Nov 1824.75 36.5 4.95 19.45 247 79 129
18 Nov 1811.45 31.55 -22.45 18.36 110 30 50
14 Nov 1864.55 54 -3.45 15.75 21 11 20
13 Nov 1868.40 57.45 -1.05 15.84 5 4 10
12 Nov 1868.80 58.5 1.35 17.93 14 2 5
11 Nov 1860.10 57.15 13.95 17.54 5 4 4
8 Nov 1829.95 43.2 0.00 0.46 0 0 0
7 Nov 1803.05 43.2 0.00 1.39 0 0 0
6 Nov 1823.70 43.2 0.00 0.63 0 0 0
5 Nov 1754.20 43.2 0.00 3.19 0 0 0
4 Nov 1763.65 43.2 43.20 2.92 0 0 0
1 Nov 1760.85 0 2.75 0 0 0


For Infosys Limited - strike price 1860 expiring on 26DEC2024

Delta for 1860 CE is -

Historical price for 1860 CE is as follows

On 20 Dec INFY was trading at 1922.15. The strike last trading price was 68.75, which was -27.40 lower than the previous day. The implied volatity was -, the open interest changed by -95 which decreased total open position to 517


On 19 Dec INFY was trading at 1946.20. The strike last trading price was 96.15, which was -26.10 lower than the previous day. The implied volatity was 28.70, the open interest changed by -118 which decreased total open position to 619


On 18 Dec INFY was trading at 1979.15. The strike last trading price was 122.25, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 738


On 17 Dec INFY was trading at 1976.60. The strike last trading price was 124.1, which was -3.90 lower than the previous day. The implied volatity was 32.84, the open interest changed by -27 which decreased total open position to 759


On 16 Dec INFY was trading at 1980.05. The strike last trading price was 128, which was -16.20 lower than the previous day. The implied volatity was 28.92, the open interest changed by -4 which decreased total open position to 793


On 13 Dec INFY was trading at 1999.70. The strike last trading price was 144.2, which was 13.25 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 797


On 12 Dec INFY was trading at 1987.00. The strike last trading price was 130.95, which was 12.45 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 804


On 11 Dec INFY was trading at 1974.15. The strike last trading price was 118.5, which was 18.55 higher than the previous day. The implied volatity was 22.14, the open interest changed by -2 which decreased total open position to 807


On 10 Dec INFY was trading at 1948.55. The strike last trading price was 99.95, which was 15.30 higher than the previous day. The implied volatity was 20.30, the open interest changed by 15 which increased total open position to 809


On 9 Dec INFY was trading at 1923.65. The strike last trading price was 84.65, which was 6.30 higher than the previous day. The implied volatity was 21.17, the open interest changed by -36 which decreased total open position to 795


On 6 Dec INFY was trading at 1922.40. The strike last trading price was 78.35, which was -11.40 lower than the previous day. The implied volatity was 18.64, the open interest changed by -5 which decreased total open position to 830


On 5 Dec INFY was trading at 1934.85. The strike last trading price was 89.75, which was 30.25 higher than the previous day. The implied volatity was 17.37, the open interest changed by 14 which increased total open position to 831


On 4 Dec INFY was trading at 1889.25. The strike last trading price was 59.5, which was 1.70 higher than the previous day. The implied volatity was 18.34, the open interest changed by -88 which decreased total open position to 821


On 3 Dec INFY was trading at 1892.10. The strike last trading price was 57.8, which was 1.80 higher than the previous day. The implied volatity was 17.54, the open interest changed by -401 which decreased total open position to 919


On 2 Dec INFY was trading at 1879.80. The strike last trading price was 56, which was 6.70 higher than the previous day. The implied volatity was 20.69, the open interest changed by -168 which decreased total open position to 1323


On 29 Nov INFY was trading at 1857.85. The strike last trading price was 49.3, which was -3.35 lower than the previous day. The implied volatity was 21.77, the open interest changed by 429 which increased total open position to 1493


On 28 Nov INFY was trading at 1856.65. The strike last trading price was 52.65, which was -45.95 lower than the previous day. The implied volatity was 21.99, the open interest changed by 840 which increased total open position to 1062


On 27 Nov INFY was trading at 1924.50. The strike last trading price was 98.6, which was 4.05 higher than the previous day. The implied volatity was 22.09, the open interest changed by 63 which increased total open position to 223


On 26 Nov INFY was trading at 1924.15. The strike last trading price was 94.55, which was 17.95 higher than the previous day. The implied volatity was 22.13, the open interest changed by -23 which decreased total open position to 161


On 25 Nov INFY was trading at 1889.70. The strike last trading price was 76.6, which was 3.10 higher than the previous day. The implied volatity was 22.93, the open interest changed by 48 which increased total open position to 184


On 22 Nov INFY was trading at 1902.25. The strike last trading price was 73.5, which was 35.30 higher than the previous day. The implied volatity was 20.53, the open interest changed by 24 which increased total open position to 160


On 21 Nov INFY was trading at 1834.05. The strike last trading price was 38.2, which was 1.70 higher than the previous day. The implied volatity was 18.59, the open interest changed by 8 which increased total open position to 135


On 20 Nov INFY was trading at 1824.75. The strike last trading price was 36.5, which was 0.00 lower than the previous day. The implied volatity was 19.45, the open interest changed by 77 which increased total open position to 129


On 19 Nov INFY was trading at 1824.75. The strike last trading price was 36.5, which was 4.95 higher than the previous day. The implied volatity was 19.45, the open interest changed by 79 which increased total open position to 129


On 18 Nov INFY was trading at 1811.45. The strike last trading price was 31.55, which was -22.45 lower than the previous day. The implied volatity was 18.36, the open interest changed by 30 which increased total open position to 50


On 14 Nov INFY was trading at 1864.55. The strike last trading price was 54, which was -3.45 lower than the previous day. The implied volatity was 15.75, the open interest changed by 11 which increased total open position to 20


On 13 Nov INFY was trading at 1868.40. The strike last trading price was 57.45, which was -1.05 lower than the previous day. The implied volatity was 15.84, the open interest changed by 4 which increased total open position to 10


On 12 Nov INFY was trading at 1868.80. The strike last trading price was 58.5, which was 1.35 higher than the previous day. The implied volatity was 17.93, the open interest changed by 2 which increased total open position to 5


On 11 Nov INFY was trading at 1860.10. The strike last trading price was 57.15, which was 13.95 higher than the previous day. The implied volatity was 17.54, the open interest changed by 4 which increased total open position to 4


On 8 Nov INFY was trading at 1829.95. The strike last trading price was 43.2, which was 0.00 lower than the previous day. The implied volatity was 0.46, the open interest changed by 0 which decreased total open position to 0


On 7 Nov INFY was trading at 1803.05. The strike last trading price was 43.2, which was 0.00 lower than the previous day. The implied volatity was 1.39, 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 43.2, which was 0.00 lower than the previous day. The implied volatity was 0.63, 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 43.2, which was 0.00 lower than the previous day. The implied volatity was 3.19, 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 43.2, which was 43.20 higher than the previous day. The implied volatity was 2.92, 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 0, which was lower than the previous day. The implied volatity was 2.75, the open interest changed by 0 which decreased total open position to 0


INFY 26DEC2024 1860 PE
Delta: -0.11
Vega: 0.47
Theta: -0.89
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1922.15 3.3 -0.15 24.31 5,419 -151 1,655
19 Dec 1946.20 3.45 0.50 27.38 4,659 -421 1,791
18 Dec 1979.15 2.95 0.05 30.32 1,056 24 2,225
17 Dec 1976.60 2.9 0.10 27.72 1,844 -64 2,206
16 Dec 1980.05 2.8 0.15 27.00 1,264 -35 2,278
13 Dec 1999.70 2.65 -0.10 26.30 3,467 -306 2,317
12 Dec 1987.00 2.75 -1.75 23.80 2,871 163 2,631
11 Dec 1974.15 4.5 -2.50 23.54 2,722 85 2,475
10 Dec 1948.55 7 -4.25 22.96 2,963 20 2,402
9 Dec 1923.65 11.25 -2.40 23.09 2,323 220 2,421
6 Dec 1922.40 13.65 1.45 22.06 1,854 -13 2,204
5 Dec 1934.85 12.2 -10.30 23.09 5,546 660 2,213
4 Dec 1889.25 22.5 -0.20 22.10 4,018 29 1,553
3 Dec 1892.10 22.7 -7.50 21.45 3,326 19 1,534
2 Dec 1879.80 30.2 -8.50 22.79 4,486 289 1,521
29 Nov 1857.85 38.7 -2.15 21.82 3,483 260 1,262
28 Nov 1856.65 40.85 22.85 23.33 5,026 425 1,007
27 Nov 1924.50 18 -3.80 22.75 937 217 578
26 Nov 1924.15 21.8 -7.20 23.63 575 123 360
25 Nov 1889.70 29 -2.95 22.50 543 134 239
22 Nov 1902.25 31.95 -23.55 22.85 851 129 234
21 Nov 1834.05 55.5 -4.30 22.58 291 -30 104
20 Nov 1824.75 59.8 0.00 21.44 1,074 47 136
19 Nov 1824.75 59.8 -3.70 21.44 1,074 49 136
18 Nov 1811.45 63.5 25.40 21.09 131 16 97
14 Nov 1864.55 38.1 -1.45 20.01 56 34 82
13 Nov 1868.40 39.55 0.55 21.10 50 24 39
12 Nov 1868.80 39 -86.30 19.44 19 6 6
11 Nov 1860.10 125.3 0.00 0.97 0 0 0
8 Nov 1829.95 125.3 0.00 - 0 0 0
7 Nov 1803.05 125.3 0.00 - 0 0 0
6 Nov 1823.70 125.3 0.00 - 0 0 0
5 Nov 1754.20 125.3 0.00 - 0 0 0
4 Nov 1763.65 125.3 125.30 - 0 0 0
1 Nov 1760.85 0 - 0 0 0


For Infosys Limited - strike price 1860 expiring on 26DEC2024

Delta for 1860 PE is -0.11

Historical price for 1860 PE is as follows

On 20 Dec INFY was trading at 1922.15. The strike last trading price was 3.3, which was -0.15 lower than the previous day. The implied volatity was 24.31, the open interest changed by -151 which decreased total open position to 1655


On 19 Dec INFY was trading at 1946.20. The strike last trading price was 3.45, which was 0.50 higher than the previous day. The implied volatity was 27.38, the open interest changed by -421 which decreased total open position to 1791


On 18 Dec INFY was trading at 1979.15. The strike last trading price was 2.95, which was 0.05 higher than the previous day. The implied volatity was 30.32, the open interest changed by 24 which increased total open position to 2225


On 17 Dec INFY was trading at 1976.60. The strike last trading price was 2.9, which was 0.10 higher than the previous day. The implied volatity was 27.72, the open interest changed by -64 which decreased total open position to 2206


On 16 Dec INFY was trading at 1980.05. The strike last trading price was 2.8, which was 0.15 higher than the previous day. The implied volatity was 27.00, the open interest changed by -35 which decreased total open position to 2278


On 13 Dec INFY was trading at 1999.70. The strike last trading price was 2.65, which was -0.10 lower than the previous day. The implied volatity was 26.30, the open interest changed by -306 which decreased total open position to 2317


On 12 Dec INFY was trading at 1987.00. The strike last trading price was 2.75, which was -1.75 lower than the previous day. The implied volatity was 23.80, the open interest changed by 163 which increased total open position to 2631


On 11 Dec INFY was trading at 1974.15. The strike last trading price was 4.5, which was -2.50 lower than the previous day. The implied volatity was 23.54, the open interest changed by 85 which increased total open position to 2475


On 10 Dec INFY was trading at 1948.55. The strike last trading price was 7, which was -4.25 lower than the previous day. The implied volatity was 22.96, the open interest changed by 20 which increased total open position to 2402


On 9 Dec INFY was trading at 1923.65. The strike last trading price was 11.25, which was -2.40 lower than the previous day. The implied volatity was 23.09, the open interest changed by 220 which increased total open position to 2421


On 6 Dec INFY was trading at 1922.40. The strike last trading price was 13.65, which was 1.45 higher than the previous day. The implied volatity was 22.06, the open interest changed by -13 which decreased total open position to 2204


On 5 Dec INFY was trading at 1934.85. The strike last trading price was 12.2, which was -10.30 lower than the previous day. The implied volatity was 23.09, the open interest changed by 660 which increased total open position to 2213


On 4 Dec INFY was trading at 1889.25. The strike last trading price was 22.5, which was -0.20 lower than the previous day. The implied volatity was 22.10, the open interest changed by 29 which increased total open position to 1553


On 3 Dec INFY was trading at 1892.10. The strike last trading price was 22.7, which was -7.50 lower than the previous day. The implied volatity was 21.45, the open interest changed by 19 which increased total open position to 1534


On 2 Dec INFY was trading at 1879.80. The strike last trading price was 30.2, which was -8.50 lower than the previous day. The implied volatity was 22.79, the open interest changed by 289 which increased total open position to 1521


On 29 Nov INFY was trading at 1857.85. The strike last trading price was 38.7, which was -2.15 lower than the previous day. The implied volatity was 21.82, the open interest changed by 260 which increased total open position to 1262


On 28 Nov INFY was trading at 1856.65. The strike last trading price was 40.85, which was 22.85 higher than the previous day. The implied volatity was 23.33, the open interest changed by 425 which increased total open position to 1007


On 27 Nov INFY was trading at 1924.50. The strike last trading price was 18, which was -3.80 lower than the previous day. The implied volatity was 22.75, the open interest changed by 217 which increased total open position to 578


On 26 Nov INFY was trading at 1924.15. The strike last trading price was 21.8, which was -7.20 lower than the previous day. The implied volatity was 23.63, the open interest changed by 123 which increased total open position to 360


On 25 Nov INFY was trading at 1889.70. The strike last trading price was 29, which was -2.95 lower than the previous day. The implied volatity was 22.50, the open interest changed by 134 which increased total open position to 239


On 22 Nov INFY was trading at 1902.25. The strike last trading price was 31.95, which was -23.55 lower than the previous day. The implied volatity was 22.85, the open interest changed by 129 which increased total open position to 234


On 21 Nov INFY was trading at 1834.05. The strike last trading price was 55.5, which was -4.30 lower than the previous day. The implied volatity was 22.58, the open interest changed by -30 which decreased total open position to 104


On 20 Nov INFY was trading at 1824.75. The strike last trading price was 59.8, which was 0.00 lower than the previous day. The implied volatity was 21.44, the open interest changed by 47 which increased total open position to 136


On 19 Nov INFY was trading at 1824.75. The strike last trading price was 59.8, which was -3.70 lower than the previous day. The implied volatity was 21.44, the open interest changed by 49 which increased total open position to 136


On 18 Nov INFY was trading at 1811.45. The strike last trading price was 63.5, which was 25.40 higher than the previous day. The implied volatity was 21.09, the open interest changed by 16 which increased total open position to 97


On 14 Nov INFY was trading at 1864.55. The strike last trading price was 38.1, which was -1.45 lower than the previous day. The implied volatity was 20.01, the open interest changed by 34 which increased total open position to 82


On 13 Nov INFY was trading at 1868.40. The strike last trading price was 39.55, which was 0.55 higher than the previous day. The implied volatity was 21.10, the open interest changed by 24 which increased total open position to 39


On 12 Nov INFY was trading at 1868.80. The strike last trading price was 39, which was -86.30 lower than the previous day. The implied volatity was 19.44, the open interest changed by 6 which increased total open position to 6


On 11 Nov INFY was trading at 1860.10. The strike last trading price was 125.3, which was 0.00 lower than the previous day. The implied volatity was 0.97, the open interest changed by 0 which decreased total open position to 0


On 8 Nov INFY was trading at 1829.95. The strike last trading price was 125.3, 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 7 Nov INFY was trading at 1803.05. The strike last trading price was 125.3, 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 125.3, 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 125.3, 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 125.3, which was 125.30 higher 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 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