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

1864.55 -3.85 (-0.21%)

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Historical option data for INFY

14 Nov 2024 04:10 PM IST
INFY 28NOV2024 1860 CE
Delta: 0.60
Vega: 1.41
Theta: -0.98
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1864.55 26.3 -5.45 13.53 7,046 113 5,892
13 Nov 1868.40 31.75 2.55 14.93 7,621 140 5,773
12 Nov 1868.80 29.2 3.15 15.71 8,788 -99 5,783
11 Nov 1860.10 26.05 9.45 14.26 18,075 1,996 5,889
8 Nov 1829.95 16.6 5.10 15.66 10,439 1,451 3,894
7 Nov 1803.05 11.5 -6.50 16.60 4,755 137 2,432
6 Nov 1823.70 18 7.80 15.61 10,455 475 2,225
5 Nov 1754.20 10.2 -2.70 23.07 1,802 28 1,755
4 Nov 1763.65 12.9 -4.10 23.02 3,393 328 1,726
1 Nov 1760.85 17 -1.70 25.54 226 62 1,396
31 Oct 1757.25 18.7 -12.90 - 3,353 212 1,335
30 Oct 1802.10 31.6 -13.80 - 1,897 567 1,123
29 Oct 1839.30 45.4 -1.65 - 1,087 156 563
28 Oct 1865.35 47.05 -1.30 - 790 86 402
25 Oct 1862.05 48.35 1.05 - 524 48 316
24 Oct 1863.35 47.3 -3.10 - 257 61 268
23 Oct 1873.40 50.4 6.60 - 466 -51 206
22 Oct 1851.60 43.8 2.00 - 582 15 262
21 Oct 1852.75 41.8 -18.45 - 586 198 247
18 Oct 1879.60 60.25 -60.20 - 110 50 50
17 Oct 1968.10 120.45 0.00 - 0 0 0
16 Oct 1920.10 120.45 0.00 - 0 0 0
15 Oct 1959.30 120.45 0.00 - 0 0 0
14 Oct 1958.90 120.45 0.00 - 0 0 0
11 Oct 1935.10 120.45 0.00 - 0 0 0
10 Oct 1919.00 120.45 0.00 - 0 0 0
9 Oct 1952.75 120.45 0.00 - 0 0 0
8 Oct 1948.55 120.45 0.00 - 0 0 0
7 Oct 1934.30 120.45 0.00 - 0 0 0
4 Oct 1918.15 120.45 0.00 - 0 0 0
3 Oct 1893.40 120.45 0.00 - 0 0 0
1 Oct 1904.35 120.45 0.00 - 0 0 0
30 Sept 1875.60 120.45 0.00 - 0 0 0
27 Sept 1906.75 120.45 - 0 0 0


For Infosys Limited - strike price 1860 expiring on 28NOV2024

Delta for 1860 CE is 0.60

Historical price for 1860 CE is as follows

On 14 Nov INFY was trading at 1864.55. The strike last trading price was 26.3, which was -5.45 lower than the previous day. The implied volatity was 13.53, the open interest changed by 113 which increased total open position to 5892


On 13 Nov INFY was trading at 1868.40. The strike last trading price was 31.75, which was 2.55 higher than the previous day. The implied volatity was 14.93, the open interest changed by 140 which increased total open position to 5773


On 12 Nov INFY was trading at 1868.80. The strike last trading price was 29.2, which was 3.15 higher than the previous day. The implied volatity was 15.71, the open interest changed by -99 which decreased total open position to 5783


On 11 Nov INFY was trading at 1860.10. The strike last trading price was 26.05, which was 9.45 higher than the previous day. The implied volatity was 14.26, the open interest changed by 1996 which increased total open position to 5889


On 8 Nov INFY was trading at 1829.95. The strike last trading price was 16.6, which was 5.10 higher than the previous day. The implied volatity was 15.66, the open interest changed by 1451 which increased total open position to 3894


On 7 Nov INFY was trading at 1803.05. The strike last trading price was 11.5, which was -6.50 lower than the previous day. The implied volatity was 16.60, the open interest changed by 137 which increased total open position to 2432


On 6 Nov INFY was trading at 1823.70. The strike last trading price was 18, which was 7.80 higher than the previous day. The implied volatity was 15.61, the open interest changed by 475 which increased total open position to 2225


On 5 Nov INFY was trading at 1754.20. The strike last trading price was 10.2, which was -2.70 lower than the previous day. The implied volatity was 23.07, the open interest changed by 28 which increased total open position to 1755


On 4 Nov INFY was trading at 1763.65. The strike last trading price was 12.9, which was -4.10 lower than the previous day. The implied volatity was 23.02, the open interest changed by 328 which increased total open position to 1726


On 1 Nov INFY was trading at 1760.85. The strike last trading price was 17, which was -1.70 lower than the previous day. The implied volatity was 25.54, the open interest changed by 62 which increased total open position to 1396


On 31 Oct INFY was trading at 1757.25. The strike last trading price was 18.7, which was -12.90 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 31.6, which was -13.80 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 45.4, which was -1.65 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 47.05, which was -1.30 lower 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 48.35, which was 1.05 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 47.3, which was -3.10 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 50.4, which was 6.60 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 43.8, 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 21 Oct INFY was trading at 1852.75. The strike last trading price was 41.8, which was -18.45 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 60.25, which was -60.20 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 120.45, 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 120.45, 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 120.45, 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 120.45, 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 120.45, 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 120.45, 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 120.45, 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 120.45, 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 120.45, 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 120.45, 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 120.45, 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 120.45, 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 120.45, 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 120.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


INFY 28NOV2024 1860 PE
Delta: -0.42
Vega: 1.43
Theta: -0.73
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1864.55 21.4 0.40 18.61 7,385 126 4,723
13 Nov 1868.40 21 -1.50 18.97 9,690 346 4,600
12 Nov 1868.80 22.5 -2.10 17.30 11,088 721 4,259
11 Nov 1860.10 24.6 -19.05 17.31 8,905 2,646 3,529
8 Nov 1829.95 43.65 -21.85 17.61 1,196 363 882
7 Nov 1803.05 65.5 15.10 21.64 577 8 520
6 Nov 1823.70 50.4 -60.60 19.33 610 75 512
5 Nov 1754.20 111 9.65 27.40 57 -18 436
4 Nov 1763.65 101.35 -9.70 25.67 237 -35 454
1 Nov 1760.85 111.05 6.75 27.70 12 -1 489
31 Oct 1757.25 104.3 27.85 - 255 11 489
30 Oct 1802.10 76.45 25.35 - 671 109 478
29 Oct 1839.30 51.1 0.90 - 538 30 374
28 Oct 1865.35 50.2 -0.80 - 713 77 345
25 Oct 1862.05 51 3.30 - 545 83 268
24 Oct 1863.35 47.7 2.80 - 190 -31 185
23 Oct 1873.40 44.9 -10.05 - 257 63 219
22 Oct 1851.60 54.95 -3.00 - 166 21 157
21 Oct 1852.75 57.95 14.60 - 163 36 136
18 Oct 1879.60 43.35 13.10 - 181 73 98
17 Oct 1968.10 30.25 -26.65 - 37 25 25
16 Oct 1920.10 56.9 0.00 - 0 0 0
15 Oct 1959.30 56.9 0.00 - 0 0 0
14 Oct 1958.90 56.9 0.00 - 0 0 0
11 Oct 1935.10 56.9 0.00 - 0 0 0
10 Oct 1919.00 56.9 0.00 - 0 0 0
9 Oct 1952.75 56.9 0.00 - 0 0 0
8 Oct 1948.55 56.9 0.00 - 0 0 0
7 Oct 1934.30 56.9 0.00 - 0 0 0
4 Oct 1918.15 56.9 0.00 - 0 0 0
3 Oct 1893.40 56.9 0.00 - 0 0 0
1 Oct 1904.35 56.9 0.00 - 0 0 0
30 Sept 1875.60 56.9 0.00 - 0 0 0
27 Sept 1906.75 56.9 - 0 0 0


For Infosys Limited - strike price 1860 expiring on 28NOV2024

Delta for 1860 PE is -0.42

Historical price for 1860 PE is as follows

On 14 Nov INFY was trading at 1864.55. The strike last trading price was 21.4, which was 0.40 higher than the previous day. The implied volatity was 18.61, the open interest changed by 126 which increased total open position to 4723


On 13 Nov INFY was trading at 1868.40. The strike last trading price was 21, which was -1.50 lower than the previous day. The implied volatity was 18.97, the open interest changed by 346 which increased total open position to 4600


On 12 Nov INFY was trading at 1868.80. The strike last trading price was 22.5, which was -2.10 lower than the previous day. The implied volatity was 17.30, the open interest changed by 721 which increased total open position to 4259


On 11 Nov INFY was trading at 1860.10. The strike last trading price was 24.6, which was -19.05 lower than the previous day. The implied volatity was 17.31, the open interest changed by 2646 which increased total open position to 3529


On 8 Nov INFY was trading at 1829.95. The strike last trading price was 43.65, which was -21.85 lower than the previous day. The implied volatity was 17.61, the open interest changed by 363 which increased total open position to 882


On 7 Nov INFY was trading at 1803.05. The strike last trading price was 65.5, which was 15.10 higher than the previous day. The implied volatity was 21.64, the open interest changed by 8 which increased total open position to 520


On 6 Nov INFY was trading at 1823.70. The strike last trading price was 50.4, which was -60.60 lower than the previous day. The implied volatity was 19.33, the open interest changed by 75 which increased total open position to 512


On 5 Nov INFY was trading at 1754.20. The strike last trading price was 111, which was 9.65 higher than the previous day. The implied volatity was 27.40, the open interest changed by -18 which decreased total open position to 436


On 4 Nov INFY was trading at 1763.65. The strike last trading price was 101.35, which was -9.70 lower than the previous day. The implied volatity was 25.67, the open interest changed by -35 which decreased total open position to 454


On 1 Nov INFY was trading at 1760.85. The strike last trading price was 111.05, which was 6.75 higher than the previous day. The implied volatity was 27.70, the open interest changed by -1 which decreased total open position to 489


On 31 Oct INFY was trading at 1757.25. The strike last trading price was 104.3, which was 27.85 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 76.45, which was 25.35 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 51.1, which was 0.90 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 50.2, which was -0.80 lower 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 51, which was 3.30 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 47.7, which was 2.80 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 44.9, which was -10.05 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 54.95, 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 21 Oct INFY was trading at 1852.75. The strike last trading price was 57.95, which was 14.60 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 43.35, which was 13.10 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 30.25, which was -26.65 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 56.9, 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 56.9, 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 56.9, 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 56.9, 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 56.9, 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 56.9, 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 56.9, 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 56.9, 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 56.9, 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 56.9, 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 56.9, 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 56.9, 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 56.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to