INFY
Infosys Limited
Historical option data for INFY
13 Mar 2025 04:10 PM IST
| INFY 27MAR2025 1860 CE | ||||||||||
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Delta: 0.01
Vega: 0.10
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1579.85 | 0.5 | -0.15 | 36.16 | 56 | -32 | 1,038 | |||
| 12 Mar | 1590.85 | 0.65 | -0.3 | 34.77 | 771 | -235 | 1,098 | |||
| 11 Mar | 1661.60 | 1.05 | -0.8 | 26.33 | 618 | -119 | 1,335 | |||
| 10 Mar | 1701.45 | 1.8 | -0.05 | 23.71 | 659 | 30 | 1,456 | |||
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| 7 Mar | 1686.00 | 1.85 | -1.2 | 23.65 | 921 | 18 | 1,426 | |||
| 6 Mar | 1715.85 | 3 | -0.5 | 22.01 | 1,005 | 20 | 1,408 | |||
| 5 Mar | 1711.50 | 3.45 | 1.05 | 22.81 | 957 | -156 | 1,383 | |||
| 4 Mar | 1688.30 | 2.4 | -1.85 | 23.21 | 1,995 | 296 | 1,522 | |||
| 3 Mar | 1708.60 | 4.35 | 0.7 | 22.50 | 1,675 | 182 | 1,216 | |||
| 28 Feb | 1687.70 | 3.95 | -8.25 | 22.68 | 2,857 | 75 | 1,034 | |||
| 27 Feb | 1764.30 | 12.45 | -1.7 | 20.72 | 1,132 | 165 | 959 | |||
| 26 Feb | 1767.70 | 14.1 | -0.6 | 20.39 | 927 | 107 | 795 | |||
| 25 Feb | 1767.70 | 14.1 | -0.6 | 20.39 | 927 | 108 | 795 | |||
| 24 Feb | 1764.10 | 14.65 | -17.15 | 20.90 | 1,843 | 283 | 682 | |||
| 21 Feb | 1815.00 | 32.4 | -3.25 | 20.18 | 495 | -11 | 399 | |||
| 20 Feb | 1825.15 | 35.5 | 2.1 | 19.04 | 362 | 140 | 410 | |||
| 19 Feb | 1810.80 | 33.05 | -16.65 | 20.50 | 403 | 51 | 270 | |||
| 18 Feb | 1851.95 | 48.75 | 3.7 | 19.33 | 240 | 74 | 217 | |||
| 17 Feb | 1842.30 | 45.2 | -7.8 | 18.57 | 196 | 91 | 149 | |||
| 14 Feb | 1856.40 | 53 | 3 | 18.55 | 57 | 30 | 58 | |||
| 13 Feb | 1843.25 | 50 | -10 | 19.70 | 41 | 20 | 27 | |||
| 12 Feb | 1863.15 | 59.9 | -9.9 | 18.10 | 8 | 3 | 4 | |||
| 11 Feb | 1875.65 | 69.8 | -24.6 | 17.97 | 2 | 1 | 1 | |||
| 10 Feb | 1880.30 | 94.4 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 1903.65 | 94.4 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 1915.65 | 94.4 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 1897.05 | 94.4 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 1898.80 | 94.4 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 1863.30 | 94.4 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 1851.35 | 94.4 | 0 | - | 0 | 0 | 0 | |||
For Infosys Limited - strike price 1860 expiring on 27MAR2025
Delta for 1860 CE is 0.01
Historical price for 1860 CE is as follows
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 36.16, the open interest changed by -32 which decreased total open position to 1038
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 0.65, which was -0.3 lower than the previous day. The implied volatity was 34.77, the open interest changed by -235 which decreased total open position to 1098
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 1.05, which was -0.8 lower than the previous day. The implied volatity was 26.33, the open interest changed by -119 which decreased total open position to 1335
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 1.8, which was -0.05 lower than the previous day. The implied volatity was 23.71, the open interest changed by 30 which increased total open position to 1456
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 1.85, which was -1.2 lower than the previous day. The implied volatity was 23.65, the open interest changed by 18 which increased total open position to 1426
On 6 Mar INFY was trading at 1715.85. The strike last trading price was 3, which was -0.5 lower than the previous day. The implied volatity was 22.01, the open interest changed by 20 which increased total open position to 1408
On 5 Mar INFY was trading at 1711.50. The strike last trading price was 3.45, which was 1.05 higher than the previous day. The implied volatity was 22.81, the open interest changed by -156 which decreased total open position to 1383
On 4 Mar INFY was trading at 1688.30. The strike last trading price was 2.4, which was -1.85 lower than the previous day. The implied volatity was 23.21, the open interest changed by 296 which increased total open position to 1522
On 3 Mar INFY was trading at 1708.60. The strike last trading price was 4.35, which was 0.7 higher than the previous day. The implied volatity was 22.50, the open interest changed by 182 which increased total open position to 1216
On 28 Feb INFY was trading at 1687.70. The strike last trading price was 3.95, which was -8.25 lower than the previous day. The implied volatity was 22.68, the open interest changed by 75 which increased total open position to 1034
On 27 Feb INFY was trading at 1764.30. The strike last trading price was 12.45, which was -1.7 lower than the previous day. The implied volatity was 20.72, the open interest changed by 165 which increased total open position to 959
On 26 Feb INFY was trading at 1767.70. The strike last trading price was 14.1, which was -0.6 lower than the previous day. The implied volatity was 20.39, the open interest changed by 107 which increased total open position to 795
On 25 Feb INFY was trading at 1767.70. The strike last trading price was 14.1, which was -0.6 lower than the previous day. The implied volatity was 20.39, the open interest changed by 108 which increased total open position to 795
On 24 Feb INFY was trading at 1764.10. The strike last trading price was 14.65, which was -17.15 lower than the previous day. The implied volatity was 20.90, the open interest changed by 283 which increased total open position to 682
On 21 Feb INFY was trading at 1815.00. The strike last trading price was 32.4, which was -3.25 lower than the previous day. The implied volatity was 20.18, the open interest changed by -11 which decreased total open position to 399
On 20 Feb INFY was trading at 1825.15. The strike last trading price was 35.5, which was 2.1 higher than the previous day. The implied volatity was 19.04, the open interest changed by 140 which increased total open position to 410
On 19 Feb INFY was trading at 1810.80. The strike last trading price was 33.05, which was -16.65 lower than the previous day. The implied volatity was 20.50, the open interest changed by 51 which increased total open position to 270
On 18 Feb INFY was trading at 1851.95. The strike last trading price was 48.75, which was 3.7 higher than the previous day. The implied volatity was 19.33, the open interest changed by 74 which increased total open position to 217
On 17 Feb INFY was trading at 1842.30. The strike last trading price was 45.2, which was -7.8 lower than the previous day. The implied volatity was 18.57, the open interest changed by 91 which increased total open position to 149
On 14 Feb INFY was trading at 1856.40. The strike last trading price was 53, which was 3 higher than the previous day. The implied volatity was 18.55, the open interest changed by 30 which increased total open position to 58
On 13 Feb INFY was trading at 1843.25. The strike last trading price was 50, which was -10 lower than the previous day. The implied volatity was 19.70, the open interest changed by 20 which increased total open position to 27
On 12 Feb INFY was trading at 1863.15. The strike last trading price was 59.9, which was -9.9 lower than the previous day. The implied volatity was 18.10, the open interest changed by 3 which increased total open position to 4
On 11 Feb INFY was trading at 1875.65. The strike last trading price was 69.8, which was -24.6 lower than the previous day. The implied volatity was 17.97, the open interest changed by 1 which increased total open position to 1
On 10 Feb INFY was trading at 1880.30. The strike last trading price was 94.4, 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 7 Feb INFY was trading at 1903.65. The strike last trading price was 94.4, 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 6 Feb INFY was trading at 1915.65. The strike last trading price was 94.4, 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 94.4, 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 94.4, 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 94.4, 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 94.4, 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
| INFY 27MAR2025 1860 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.95
Vega: 0.33
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1579.85 | 277 | 11.15 | 48.60 | 2 | -1 | 206 |
| 12 Mar | 1590.85 | 267 | 108.45 | 49.22 | 6 | -3 | 208 |
| 11 Mar | 1661.60 | 155.55 | -3 | 0.00 | 0 | -6 | 0 |
| 10 Mar | 1701.45 | 155.55 | -13.1 | 28.70 | 13 | -6 | 212 |
| 7 Mar | 1686.00 | 168.65 | 22.65 | 27.65 | 11 | -4 | 218 |
| 6 Mar | 1715.85 | 146 | 2.1 | 29.36 | 22 | -6 | 222 |
| 5 Mar | 1711.50 | 143.9 | -24.65 | 20.36 | 12 | -1 | 229 |
| 4 Mar | 1688.30 | 168.55 | 21.9 | 26.39 | 18 | -7 | 230 |
| 3 Mar | 1708.60 | 143.05 | -20.8 | 24.83 | 25 | -6 | 238 |
| 28 Feb | 1687.70 | 164 | 67.7 | 30.05 | 47 | -15 | 252 |
| 27 Feb | 1764.30 | 96.45 | 2.2 | 21.55 | 192 | 26 | 267 |
| 26 Feb | 1767.70 | 94.05 | -3 | 21.60 | 301 | 82 | 242 |
| 25 Feb | 1767.70 | 94.05 | -3 | 21.60 | 301 | 83 | 242 |
| 24 Feb | 1764.10 | 97.5 | 34.05 | 21.88 | 476 | -104 | 157 |
| 21 Feb | 1815.00 | 64.1 | 4.3 | 22.00 | 190 | -12 | 259 |
| 20 Feb | 1825.15 | 59.8 | -8.6 | 22.63 | 137 | 33 | 266 |
| 19 Feb | 1810.80 | 68.55 | 18.2 | 22.57 | 218 | 41 | 233 |
| 18 Feb | 1851.95 | 51.5 | -1.55 | 23.40 | 255 | 57 | 189 |
| 17 Feb | 1842.30 | 53.05 | 7.35 | 22.87 | 126 | 46 | 133 |
| 14 Feb | 1856.40 | 46.45 | -4.3 | 21.50 | 65 | 11 | 88 |
| 13 Feb | 1843.25 | 49.95 | 2.95 | 20.45 | 64 | 7 | 77 |
| 12 Feb | 1863.15 | 47 | 9.05 | 23.28 | 138 | 55 | 69 |
| 11 Feb | 1875.65 | 37.9 | 0.15 | 21.82 | 26 | 10 | 13 |
| 10 Feb | 1880.30 | 37.75 | -36 | 21.74 | 3 | 2 | 2 |
| 7 Feb | 1903.65 | 73.75 | 0 | 2.73 | 0 | 0 | 0 |
| 6 Feb | 1915.65 | 73.75 | 0 | 3.01 | 0 | 0 | 0 |
| 5 Feb | 1897.05 | 73.75 | 0 | 2.64 | 0 | 0 | 0 |
| 4 Feb | 1898.80 | 73.75 | 0 | 2.47 | 0 | 0 | 0 |
| 3 Feb | 1863.30 | 73.75 | 0 | 1.25 | 0 | 0 | 0 |
| 1 Feb | 1851.35 | 73.75 | 0 | 1.22 | 0 | 0 | 0 |
For Infosys Limited - strike price 1860 expiring on 27MAR2025
Delta for 1860 PE is -0.95
Historical price for 1860 PE is as follows
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 277, which was 11.15 higher than the previous day. The implied volatity was 48.60, the open interest changed by -1 which decreased total open position to 206
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 267, which was 108.45 higher than the previous day. The implied volatity was 49.22, the open interest changed by -3 which decreased total open position to 208
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 155.55, which was -3 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 155.55, which was -13.1 lower than the previous day. The implied volatity was 28.70, the open interest changed by -6 which decreased total open position to 212
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 168.65, which was 22.65 higher than the previous day. The implied volatity was 27.65, the open interest changed by -4 which decreased total open position to 218
On 6 Mar INFY was trading at 1715.85. The strike last trading price was 146, which was 2.1 higher than the previous day. The implied volatity was 29.36, the open interest changed by -6 which decreased total open position to 222
On 5 Mar INFY was trading at 1711.50. The strike last trading price was 143.9, which was -24.65 lower than the previous day. The implied volatity was 20.36, the open interest changed by -1 which decreased total open position to 229
On 4 Mar INFY was trading at 1688.30. The strike last trading price was 168.55, which was 21.9 higher than the previous day. The implied volatity was 26.39, the open interest changed by -7 which decreased total open position to 230
On 3 Mar INFY was trading at 1708.60. The strike last trading price was 143.05, which was -20.8 lower than the previous day. The implied volatity was 24.83, the open interest changed by -6 which decreased total open position to 238
On 28 Feb INFY was trading at 1687.70. The strike last trading price was 164, which was 67.7 higher than the previous day. The implied volatity was 30.05, the open interest changed by -15 which decreased total open position to 252
On 27 Feb INFY was trading at 1764.30. The strike last trading price was 96.45, which was 2.2 higher than the previous day. The implied volatity was 21.55, the open interest changed by 26 which increased total open position to 267
On 26 Feb INFY was trading at 1767.70. The strike last trading price was 94.05, which was -3 lower than the previous day. The implied volatity was 21.60, the open interest changed by 82 which increased total open position to 242
On 25 Feb INFY was trading at 1767.70. The strike last trading price was 94.05, which was -3 lower than the previous day. The implied volatity was 21.60, the open interest changed by 83 which increased total open position to 242
On 24 Feb INFY was trading at 1764.10. The strike last trading price was 97.5, which was 34.05 higher than the previous day. The implied volatity was 21.88, the open interest changed by -104 which decreased total open position to 157
On 21 Feb INFY was trading at 1815.00. The strike last trading price was 64.1, which was 4.3 higher than the previous day. The implied volatity was 22.00, the open interest changed by -12 which decreased total open position to 259
On 20 Feb INFY was trading at 1825.15. The strike last trading price was 59.8, which was -8.6 lower than the previous day. The implied volatity was 22.63, the open interest changed by 33 which increased total open position to 266
On 19 Feb INFY was trading at 1810.80. The strike last trading price was 68.55, which was 18.2 higher than the previous day. The implied volatity was 22.57, the open interest changed by 41 which increased total open position to 233
On 18 Feb INFY was trading at 1851.95. The strike last trading price was 51.5, which was -1.55 lower than the previous day. The implied volatity was 23.40, the open interest changed by 57 which increased total open position to 189
On 17 Feb INFY was trading at 1842.30. The strike last trading price was 53.05, which was 7.35 higher than the previous day. The implied volatity was 22.87, the open interest changed by 46 which increased total open position to 133
On 14 Feb INFY was trading at 1856.40. The strike last trading price was 46.45, which was -4.3 lower than the previous day. The implied volatity was 21.50, the open interest changed by 11 which increased total open position to 88
On 13 Feb INFY was trading at 1843.25. The strike last trading price was 49.95, which was 2.95 higher than the previous day. The implied volatity was 20.45, the open interest changed by 7 which increased total open position to 77
On 12 Feb INFY was trading at 1863.15. The strike last trading price was 47, which was 9.05 higher than the previous day. The implied volatity was 23.28, the open interest changed by 55 which increased total open position to 69
On 11 Feb INFY was trading at 1875.65. The strike last trading price was 37.9, which was 0.15 higher than the previous day. The implied volatity was 21.82, the open interest changed by 10 which increased total open position to 13
On 10 Feb INFY was trading at 1880.30. The strike last trading price was 37.75, which was -36 lower than the previous day. The implied volatity was 21.74, the open interest changed by 2 which increased total open position to 2
On 7 Feb INFY was trading at 1903.65. The strike last trading price was 73.75, which was 0 lower than the previous day. The implied volatity was 2.73, 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 73.75, which was 0 lower than the previous day. The implied volatity was 3.01, 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 73.75, which was 0 lower than the previous day. The implied volatity was 2.64, 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 73.75, which was 0 lower than the previous day. The implied volatity was 2.47, 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 73.75, which was 0 lower than the previous day. The implied volatity was 1.25, 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 73.75, which was 0 lower than the previous day. The implied volatity was 1.22, the open interest changed by 0 which decreased total open position to 0
