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

1974.15 25.60 (1.31%)

Back to Option Chain


Historical option data for INFY

11 Dec 2024 04:10 PM IST
INFY 26DEC2024 1880 CE
Delta: 0.88
Vega: 0.78
Theta: -0.99
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Dec 1974.15 99.85 17.90 20.87 285 -38 962
10 Dec 1948.55 81.95 13.40 19.21 544 -90 1,000
9 Dec 1923.65 68.55 6.00 20.57 1,570 -273 1,090
6 Dec 1922.40 62.55 -11.00 18.13 360 35 1,367
5 Dec 1934.85 73.55 27.10 17.44 2,703 -240 1,333
4 Dec 1889.25 46.45 1.50 18.20 4,904 180 1,573
3 Dec 1892.10 44.95 0.95 17.49 4,903 -56 1,395
2 Dec 1879.80 44 5.25 20.32 6,000 -95 1,445
29 Nov 1857.85 38.75 -3.80 21.39 6,432 221 1,546
28 Nov 1856.65 42.55 -41.10 21.95 5,548 1,034 1,326
27 Nov 1924.50 83.65 3.15 21.71 252 12 290
26 Nov 1924.15 80.5 16.60 22.01 505 -115 278
25 Nov 1889.70 63.9 3.60 22.58 1,422 266 398
22 Nov 1902.25 60.3 30.45 20.04 660 74 206
21 Nov 1834.05 29.85 1.40 18.58 168 52 131
20 Nov 1824.75 28.45 0.00 19.22 130 -1 78
19 Nov 1824.75 28.45 3.35 19.22 130 -2 78
18 Nov 1811.45 25.1 -19.90 18.67 121 64 82
14 Nov 1864.55 45 0.00 16.54 9 6 18
13 Nov 1868.40 45 -3.15 15.38 6 0 12
12 Nov 1868.80 48.15 4.35 18.01 33 3 11
11 Nov 1860.10 43.8 17.05 16.30 5 1 9
8 Nov 1829.95 26.75 0.00 0.00 0 8 0
7 Nov 1803.05 26.75 -104.90 18.11 9 8 8
6 Nov 1823.70 131.65 0.00 1.40 0 0 0
5 Nov 1754.20 131.65 0.00 3.94 0 0 0
4 Nov 1763.65 131.65 0.00 3.46 0 0 0
1 Nov 1760.85 131.65 0.00 3.29 0 0 0
31 Oct 1757.25 131.65 0.00 - 0 0 0
30 Oct 1802.10 131.65 0.00 - 0 0 0
29 Oct 1839.30 131.65 0.00 - 0 0 0
28 Oct 1865.35 131.65 0.00 - 0 0 0
24 Oct 1863.35 131.65 0.00 - 0 0 0
18 Oct 1879.60 131.65 131.65 - 0 0 0
17 Oct 1968.10 0 0.00 - 0 0 0
15 Oct 1959.30 0 0.00 - 0 0 0
14 Oct 1958.90 0 0.00 - 0 0 0
11 Oct 1935.10 0 0.00 - 0 0 0
10 Oct 1919.00 0 0.00 - 0 0 0
9 Oct 1952.75 0 0.00 - 0 0 0
8 Oct 1948.55 0 0.00 - 0 0 0
7 Oct 1934.30 0 0.00 - 0 0 0
4 Oct 1918.15 0 0.00 - 0 0 0
3 Oct 1893.40 0 0.00 - 0 0 0
1 Oct 1904.35 0 0.00 - 0 0 0
30 Sept 1875.60 0 - 0 0 0


For Infosys Limited - strike price 1880 expiring on 26DEC2024

Delta for 1880 CE is 0.88

Historical price for 1880 CE is as follows

On 11 Dec INFY was trading at 1974.15. The strike last trading price was 99.85, which was 17.90 higher than the previous day. The implied volatity was 20.87, the open interest changed by -38 which decreased total open position to 962


On 10 Dec INFY was trading at 1948.55. The strike last trading price was 81.95, which was 13.40 higher than the previous day. The implied volatity was 19.21, the open interest changed by -90 which decreased total open position to 1000


On 9 Dec INFY was trading at 1923.65. The strike last trading price was 68.55, which was 6.00 higher than the previous day. The implied volatity was 20.57, the open interest changed by -273 which decreased total open position to 1090


On 6 Dec INFY was trading at 1922.40. The strike last trading price was 62.55, which was -11.00 lower than the previous day. The implied volatity was 18.13, the open interest changed by 35 which increased total open position to 1367


On 5 Dec INFY was trading at 1934.85. The strike last trading price was 73.55, which was 27.10 higher than the previous day. The implied volatity was 17.44, the open interest changed by -240 which decreased total open position to 1333


On 4 Dec INFY was trading at 1889.25. The strike last trading price was 46.45, which was 1.50 higher than the previous day. The implied volatity was 18.20, the open interest changed by 180 which increased total open position to 1573


On 3 Dec INFY was trading at 1892.10. The strike last trading price was 44.95, which was 0.95 higher than the previous day. The implied volatity was 17.49, the open interest changed by -56 which decreased total open position to 1395


On 2 Dec INFY was trading at 1879.80. The strike last trading price was 44, which was 5.25 higher than the previous day. The implied volatity was 20.32, the open interest changed by -95 which decreased total open position to 1445


On 29 Nov INFY was trading at 1857.85. The strike last trading price was 38.75, which was -3.80 lower than the previous day. The implied volatity was 21.39, the open interest changed by 221 which increased total open position to 1546


On 28 Nov INFY was trading at 1856.65. The strike last trading price was 42.55, which was -41.10 lower than the previous day. The implied volatity was 21.95, the open interest changed by 1034 which increased total open position to 1326


On 27 Nov INFY was trading at 1924.50. The strike last trading price was 83.65, which was 3.15 higher than the previous day. The implied volatity was 21.71, the open interest changed by 12 which increased total open position to 290


On 26 Nov INFY was trading at 1924.15. The strike last trading price was 80.5, which was 16.60 higher than the previous day. The implied volatity was 22.01, the open interest changed by -115 which decreased total open position to 278


On 25 Nov INFY was trading at 1889.70. The strike last trading price was 63.9, which was 3.60 higher than the previous day. The implied volatity was 22.58, the open interest changed by 266 which increased total open position to 398


On 22 Nov INFY was trading at 1902.25. The strike last trading price was 60.3, which was 30.45 higher than the previous day. The implied volatity was 20.04, the open interest changed by 74 which increased total open position to 206


On 21 Nov INFY was trading at 1834.05. The strike last trading price was 29.85, which was 1.40 higher than the previous day. The implied volatity was 18.58, the open interest changed by 52 which increased total open position to 131


On 20 Nov INFY was trading at 1824.75. The strike last trading price was 28.45, which was 0.00 lower than the previous day. The implied volatity was 19.22, the open interest changed by -1 which decreased total open position to 78


On 19 Nov INFY was trading at 1824.75. The strike last trading price was 28.45, which was 3.35 higher than the previous day. The implied volatity was 19.22, the open interest changed by -2 which decreased total open position to 78


On 18 Nov INFY was trading at 1811.45. The strike last trading price was 25.1, which was -19.90 lower than the previous day. The implied volatity was 18.67, the open interest changed by 64 which increased total open position to 82


On 14 Nov INFY was trading at 1864.55. The strike last trading price was 45, which was 0.00 lower than the previous day. The implied volatity was 16.54, the open interest changed by 6 which increased total open position to 18


On 13 Nov INFY was trading at 1868.40. The strike last trading price was 45, which was -3.15 lower than the previous day. The implied volatity was 15.38, the open interest changed by 0 which decreased total open position to 12


On 12 Nov INFY was trading at 1868.80. The strike last trading price was 48.15, which was 4.35 higher than the previous day. The implied volatity was 18.01, the open interest changed by 3 which increased total open position to 11


On 11 Nov INFY was trading at 1860.10. The strike last trading price was 43.8, which was 17.05 higher than the previous day. The implied volatity was 16.30, the open interest changed by 1 which increased total open position to 9


On 8 Nov INFY was trading at 1829.95. The strike last trading price was 26.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0


On 7 Nov INFY was trading at 1803.05. The strike last trading price was 26.75, which was -104.90 lower than the previous day. The implied volatity was 18.11, the open interest changed by 8 which increased total open position to 8


On 6 Nov INFY was trading at 1823.70. The strike last trading price was 131.65, which was 0.00 lower than the previous day. The implied volatity was 1.40, 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 131.65, which was 0.00 lower than the previous day. The implied volatity was 3.94, 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 131.65, which was 0.00 lower than the previous day. The implied volatity was 3.46, 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 131.65, which was 0.00 lower than the previous day. The implied volatity was 3.29, the open interest changed by 0 which decreased total open position to 0


On 31 Oct INFY was trading at 1757.25. The strike last trading price was 131.65, 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 Oct INFY was trading at 1802.10. The strike last trading price was 131.65, 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 29 Oct INFY was trading at 1839.30. The strike last trading price was 131.65, 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 28 Oct INFY was trading at 1865.35. The strike last trading price was 131.65, 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 24 Oct INFY was trading at 1863.35. The strike last trading price was 131.65, 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 18 Oct INFY was trading at 1879.60. The strike last trading price was 131.65, which was 131.65 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


INFY 26DEC2024 1880 PE
Delta: -0.13
Vega: 0.85
Theta: -0.56
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Dec 1974.15 6.05 -3.55 22.34 2,370 65 2,170
10 Dec 1948.55 9.6 -5.65 22.04 3,246 402 2,107
9 Dec 1923.65 15.25 -2.65 22.35 2,646 81 1,704
6 Dec 1922.40 17.9 2.05 21.20 1,703 -89 1,622
5 Dec 1934.85 15.85 -13.35 22.27 6,647 279 1,711
4 Dec 1889.25 29.2 -0.35 21.60 5,763 -50 1,432
3 Dec 1892.10 29.55 -8.55 20.99 4,258 312 1,485
2 Dec 1879.80 38.1 -9.75 22.35 2,708 212 1,178
29 Nov 1857.85 47.85 -2.00 21.34 2,318 102 972
28 Nov 1856.65 49.85 26.55 22.90 4,870 410 888
27 Nov 1924.50 23.3 -4.20 22.53 685 100 475
26 Nov 1924.15 27.5 -8.20 23.34 766 165 375
25 Nov 1889.70 35.7 -3.40 21.97 1,117 177 208
22 Nov 1902.25 39.1 -28.00 22.47 385 135 166
21 Nov 1834.05 67.1 -3.85 22.72 51 7 32
20 Nov 1824.75 70.95 0.00 21.08 65 24 23
19 Nov 1824.75 70.95 25.95 21.08 65 22 23
18 Nov 1811.45 45 0.00 0.00 0 1 0
14 Nov 1864.55 45 -32.50 19.13 1 0 0
13 Nov 1868.40 77.5 0.00 0.54 0 0 0
12 Nov 1868.80 77.5 0.00 0.19 0 0 0
11 Nov 1860.10 77.5 0.00 0.14 0 0 0
8 Nov 1829.95 77.5 0.00 - 0 0 0
7 Nov 1803.05 77.5 0.00 - 0 0 0
6 Nov 1823.70 77.5 0.00 - 0 0 0
5 Nov 1754.20 77.5 0.00 - 0 0 0
4 Nov 1763.65 77.5 0.00 - 0 0 0
1 Nov 1760.85 77.5 0.00 - 0 0 0
31 Oct 1757.25 77.5 0.00 - 0 0 0
30 Oct 1802.10 77.5 0.00 - 0 0 0
29 Oct 1839.30 77.5 0.00 - 0 0 0
28 Oct 1865.35 77.5 0.00 - 0 0 0
24 Oct 1863.35 77.5 0.00 - 0 0 0
18 Oct 1879.60 77.5 0.00 - 0 0 0
17 Oct 1968.10 77.5 0.00 - 0 0 0
15 Oct 1959.30 77.5 77.50 - 0 0 0
14 Oct 1958.90 0 0.00 - 0 0 0
11 Oct 1935.10 0 0.00 - 0 0 0
10 Oct 1919.00 0 0.00 - 0 0 0
9 Oct 1952.75 0 0.00 - 0 0 0
8 Oct 1948.55 0 0.00 - 0 0 0
7 Oct 1934.30 0 0.00 - 0 0 0
4 Oct 1918.15 0 0.00 - 0 0 0
3 Oct 1893.40 0 0.00 - 0 0 0
1 Oct 1904.35 0 0.00 - 0 0 0
30 Sept 1875.60 0 - 0 0 0


For Infosys Limited - strike price 1880 expiring on 26DEC2024

Delta for 1880 PE is -0.13

Historical price for 1880 PE is as follows

On 11 Dec INFY was trading at 1974.15. The strike last trading price was 6.05, which was -3.55 lower than the previous day. The implied volatity was 22.34, the open interest changed by 65 which increased total open position to 2170


On 10 Dec INFY was trading at 1948.55. The strike last trading price was 9.6, which was -5.65 lower than the previous day. The implied volatity was 22.04, the open interest changed by 402 which increased total open position to 2107


On 9 Dec INFY was trading at 1923.65. The strike last trading price was 15.25, which was -2.65 lower than the previous day. The implied volatity was 22.35, the open interest changed by 81 which increased total open position to 1704


On 6 Dec INFY was trading at 1922.40. The strike last trading price was 17.9, which was 2.05 higher than the previous day. The implied volatity was 21.20, the open interest changed by -89 which decreased total open position to 1622


On 5 Dec INFY was trading at 1934.85. The strike last trading price was 15.85, which was -13.35 lower than the previous day. The implied volatity was 22.27, the open interest changed by 279 which increased total open position to 1711


On 4 Dec INFY was trading at 1889.25. The strike last trading price was 29.2, which was -0.35 lower than the previous day. The implied volatity was 21.60, the open interest changed by -50 which decreased total open position to 1432


On 3 Dec INFY was trading at 1892.10. The strike last trading price was 29.55, which was -8.55 lower than the previous day. The implied volatity was 20.99, the open interest changed by 312 which increased total open position to 1485


On 2 Dec INFY was trading at 1879.80. The strike last trading price was 38.1, which was -9.75 lower than the previous day. The implied volatity was 22.35, the open interest changed by 212 which increased total open position to 1178


On 29 Nov INFY was trading at 1857.85. The strike last trading price was 47.85, which was -2.00 lower than the previous day. The implied volatity was 21.34, the open interest changed by 102 which increased total open position to 972


On 28 Nov INFY was trading at 1856.65. The strike last trading price was 49.85, which was 26.55 higher than the previous day. The implied volatity was 22.90, the open interest changed by 410 which increased total open position to 888


On 27 Nov INFY was trading at 1924.50. The strike last trading price was 23.3, which was -4.20 lower than the previous day. The implied volatity was 22.53, the open interest changed by 100 which increased total open position to 475


On 26 Nov INFY was trading at 1924.15. The strike last trading price was 27.5, which was -8.20 lower than the previous day. The implied volatity was 23.34, the open interest changed by 165 which increased total open position to 375


On 25 Nov INFY was trading at 1889.70. The strike last trading price was 35.7, which was -3.40 lower than the previous day. The implied volatity was 21.97, the open interest changed by 177 which increased total open position to 208


On 22 Nov INFY was trading at 1902.25. The strike last trading price was 39.1, which was -28.00 lower than the previous day. The implied volatity was 22.47, the open interest changed by 135 which increased total open position to 166


On 21 Nov INFY was trading at 1834.05. The strike last trading price was 67.1, which was -3.85 lower than the previous day. The implied volatity was 22.72, the open interest changed by 7 which increased total open position to 32


On 20 Nov INFY was trading at 1824.75. The strike last trading price was 70.95, which was 0.00 lower than the previous day. The implied volatity was 21.08, the open interest changed by 24 which increased total open position to 23


On 19 Nov INFY was trading at 1824.75. The strike last trading price was 70.95, which was 25.95 higher than the previous day. The implied volatity was 21.08, the open interest changed by 22 which increased total open position to 23


On 18 Nov INFY was trading at 1811.45. The strike last trading price was 45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 14 Nov INFY was trading at 1864.55. The strike last trading price was 45, which was -32.50 lower than the previous day. The implied volatity was 19.13, the open interest changed by 0 which decreased total open position to 0


On 13 Nov INFY was trading at 1868.40. The strike last trading price was 77.5, which was 0.00 lower than the previous day. The implied volatity was 0.54, the open interest changed by 0 which decreased total open position to 0


On 12 Nov INFY was trading at 1868.80. The strike last trading price was 77.5, which was 0.00 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0


On 11 Nov INFY was trading at 1860.10. The strike last trading price was 77.5, which was 0.00 lower than the previous day. The implied volatity was 0.14, 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 77.5, 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 77.5, 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 77.5, 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 77.5, 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 77.5, 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 Nov INFY was trading at 1760.85. The strike last trading price was 77.5, 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 Oct INFY was trading at 1757.25. The strike last trading price was 77.5, 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 Oct INFY was trading at 1802.10. The strike last trading price was 77.5, 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 29 Oct INFY was trading at 1839.30. The strike last trading price was 77.5, 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 28 Oct INFY was trading at 1865.35. The strike last trading price was 77.5, 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 24 Oct INFY was trading at 1863.35. The strike last trading price was 77.5, 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 18 Oct INFY was trading at 1879.60. The strike last trading price was 77.5, 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 17 Oct INFY was trading at 1968.10. The strike last trading price was 77.5, 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 77.5, which was 77.50 higher 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to