INFY
Infosys Limited
Historical option data for INFY
21 Nov 2024 04:10 PM IST
| INFY 28NOV2024 1860 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.30
Vega: 0.89
Theta: -1.20
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1834.05 | 8 | 0.10 | 16.58 | 16,710 | 671 | 6,910 | |||
| 20 Nov | 1824.75 | 7.9 | 0.00 | 17.57 | 17,983 | -129 | 6,402 | |||
| 19 Nov | 1824.75 | 7.9 | 1.80 | 17.57 | 17,983 | 34 | 6,402 | |||
| 18 Nov | 1811.45 | 6.1 | -20.20 | 16.53 | 15,537 | 746 | 6,381 | |||
| 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 | |||
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| 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 0.30
Historical price for 1860 CE is as follows
On 21 Nov INFY was trading at 1834.05. The strike last trading price was 8, which was 0.10 higher than the previous day. The implied volatity was 16.58, the open interest changed by 671 which increased total open position to 6910
On 20 Nov INFY was trading at 1824.75. The strike last trading price was 7.9, which was 0.00 lower than the previous day. The implied volatity was 17.57, the open interest changed by -129 which decreased total open position to 6402
On 19 Nov INFY was trading at 1824.75. The strike last trading price was 7.9, which was 1.80 higher than the previous day. The implied volatity was 17.57, the open interest changed by 34 which increased total open position to 6402
On 18 Nov INFY was trading at 1811.45. The strike last trading price was 6.1, which was -20.20 lower than the previous day. The implied volatity was 16.53, the open interest changed by 746 which increased total open position to 6381
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.64
Vega: 0.95
Theta: -1.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1834.05 | 36.65 | -4.80 | 23.31 | 4,648 | -245 | 2,817 |
| 20 Nov | 1824.75 | 41.45 | 0.00 | 18.24 | 5,709 | 263 | 3,209 |
| 19 Nov | 1824.75 | 41.45 | -8.35 | 18.24 | 5,709 | 410 | 3,209 |
| 18 Nov | 1811.45 | 49.8 | 28.40 | 20.61 | 4,695 | -1,906 | 2,805 |
| 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 -0.64
Historical price for 1860 PE is as follows
On 21 Nov INFY was trading at 1834.05. The strike last trading price was 36.65, which was -4.80 lower than the previous day. The implied volatity was 23.31, the open interest changed by -245 which decreased total open position to 2817
On 20 Nov INFY was trading at 1824.75. The strike last trading price was 41.45, which was 0.00 lower than the previous day. The implied volatity was 18.24, the open interest changed by 263 which increased total open position to 3209
On 19 Nov INFY was trading at 1824.75. The strike last trading price was 41.45, which was -8.35 lower than the previous day. The implied volatity was 18.24, the open interest changed by 410 which increased total open position to 3209
On 18 Nov INFY was trading at 1811.45. The strike last trading price was 49.8, which was 28.40 higher than the previous day. The implied volatity was 20.61, the open interest changed by -1906 which decreased total open position to 2805
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
