INFY
Infosys Limited
Historical option data for INFY
12 Dec 2024 09:20 AM IST
| INFY 26DEC2024 1900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.97
Vega: 0.30
Theta: -0.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1982.60 | 91 | 8.55 | 13.03 | 31 | 3 | 6,152 | |||
| 11 Dec | 1974.15 | 82.45 | 16.90 | 20.33 | 1,341 | -165 | 6,188 | |||
| 10 Dec | 1948.55 | 65.55 | 11.45 | 18.76 | 3,807 | -261 | 6,355 | |||
| 9 Dec | 1923.65 | 54.1 | 6.25 | 20.19 | 7,418 | 318 | 6,615 | |||
| 6 Dec | 1922.40 | 47.85 | -11.05 | 17.41 | 3,185 | -44 | 6,289 | |||
| 5 Dec | 1934.85 | 58.9 | 24.30 | 16.75 | 17,962 | -370 | 6,355 | |||
| 4 Dec | 1889.25 | 34.6 | 1.10 | 17.75 | 14,458 | -315 | 6,723 | |||
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| 3 Dec | 1892.10 | 33.5 | -0.35 | 17.19 | 14,750 | 3,000 | 7,063 | |||
| 2 Dec | 1879.80 | 33.85 | 4.25 | 20.09 | 9,513 | 142 | 4,070 | |||
| 29 Nov | 1857.85 | 29.6 | -3.80 | 20.95 | 10,135 | 911 | 3,966 | |||
| 28 Nov | 1856.65 | 33.4 | -36.30 | 21.69 | 11,529 | 2,175 | 3,078 | |||
| 27 Nov | 1924.50 | 69.7 | 2.90 | 21.30 | 1,254 | -41 | 904 | |||
| 26 Nov | 1924.15 | 66.8 | 14.25 | 21.50 | 2,904 | -213 | 947 | |||
| 25 Nov | 1889.70 | 52.55 | 2.80 | 22.30 | 4,225 | 554 | 1,174 | |||
| 22 Nov | 1902.25 | 49.75 | 26.80 | 20.15 | 2,603 | 189 | 809 | |||
| 21 Nov | 1834.05 | 22.95 | 1.15 | 18.60 | 785 | 131 | 620 | |||
| 20 Nov | 1824.75 | 21.8 | 0.00 | 19.18 | 707 | 81 | 488 | |||
| 19 Nov | 1824.75 | 21.8 | 2.85 | 19.18 | 707 | 80 | 488 | |||
| 18 Nov | 1811.45 | 18.95 | -16.45 | 18.55 | 633 | 33 | 409 | |||
| 14 Nov | 1864.55 | 35.4 | -3.85 | 16.46 | 172 | 16 | 376 | |||
| 13 Nov | 1868.40 | 39.25 | 0.75 | 16.95 | 524 | -76 | 360 | |||
| 12 Nov | 1868.80 | 38.5 | 4.10 | 17.83 | 562 | 241 | 436 | |||
| 11 Nov | 1860.10 | 34.4 | 7.10 | 16.30 | 148 | 34 | 195 | |||
| 8 Nov | 1829.95 | 27.3 | 4.85 | 17.91 | 121 | 18 | 161 | |||
| 7 Nov | 1803.05 | 22.45 | -5.95 | 18.77 | 109 | 21 | 143 | |||
| 6 Nov | 1823.70 | 28.4 | 7.40 | 18.55 | 170 | 110 | 112 | |||
| 5 Nov | 1754.20 | 21 | -11.10 | 23.70 | 2 | 1 | 1 | |||
| 4 Nov | 1763.65 | 32.1 | 32.10 | 4.15 | 0 | 0 | 0 | |||
| 1 Nov | 1760.85 | 0 | 3.96 | 0 | 0 | 0 | ||||
For Infosys Limited - strike price 1900 expiring on 26DEC2024
Delta for 1900 CE is 0.97
Historical price for 1900 CE is as follows
On 12 Dec INFY was trading at 1982.60. The strike last trading price was 91, which was 8.55 higher than the previous day. The implied volatity was 13.03, the open interest changed by 3 which increased total open position to 6152
On 11 Dec INFY was trading at 1974.15. The strike last trading price was 82.45, which was 16.90 higher than the previous day. The implied volatity was 20.33, the open interest changed by -165 which decreased total open position to 6188
On 10 Dec INFY was trading at 1948.55. The strike last trading price was 65.55, which was 11.45 higher than the previous day. The implied volatity was 18.76, the open interest changed by -261 which decreased total open position to 6355
On 9 Dec INFY was trading at 1923.65. The strike last trading price was 54.1, which was 6.25 higher than the previous day. The implied volatity was 20.19, the open interest changed by 318 which increased total open position to 6615
On 6 Dec INFY was trading at 1922.40. The strike last trading price was 47.85, which was -11.05 lower than the previous day. The implied volatity was 17.41, the open interest changed by -44 which decreased total open position to 6289
On 5 Dec INFY was trading at 1934.85. The strike last trading price was 58.9, which was 24.30 higher than the previous day. The implied volatity was 16.75, the open interest changed by -370 which decreased total open position to 6355
On 4 Dec INFY was trading at 1889.25. The strike last trading price was 34.6, which was 1.10 higher than the previous day. The implied volatity was 17.75, the open interest changed by -315 which decreased total open position to 6723
On 3 Dec INFY was trading at 1892.10. The strike last trading price was 33.5, which was -0.35 lower than the previous day. The implied volatity was 17.19, the open interest changed by 3000 which increased total open position to 7063
On 2 Dec INFY was trading at 1879.80. The strike last trading price was 33.85, which was 4.25 higher than the previous day. The implied volatity was 20.09, the open interest changed by 142 which increased total open position to 4070
On 29 Nov INFY was trading at 1857.85. The strike last trading price was 29.6, which was -3.80 lower than the previous day. The implied volatity was 20.95, the open interest changed by 911 which increased total open position to 3966
On 28 Nov INFY was trading at 1856.65. The strike last trading price was 33.4, which was -36.30 lower than the previous day. The implied volatity was 21.69, the open interest changed by 2175 which increased total open position to 3078
On 27 Nov INFY was trading at 1924.50. The strike last trading price was 69.7, which was 2.90 higher than the previous day. The implied volatity was 21.30, the open interest changed by -41 which decreased total open position to 904
On 26 Nov INFY was trading at 1924.15. The strike last trading price was 66.8, which was 14.25 higher than the previous day. The implied volatity was 21.50, the open interest changed by -213 which decreased total open position to 947
On 25 Nov INFY was trading at 1889.70. The strike last trading price was 52.55, which was 2.80 higher than the previous day. The implied volatity was 22.30, the open interest changed by 554 which increased total open position to 1174
On 22 Nov INFY was trading at 1902.25. The strike last trading price was 49.75, which was 26.80 higher than the previous day. The implied volatity was 20.15, the open interest changed by 189 which increased total open position to 809
On 21 Nov INFY was trading at 1834.05. The strike last trading price was 22.95, which was 1.15 higher than the previous day. The implied volatity was 18.60, the open interest changed by 131 which increased total open position to 620
On 20 Nov INFY was trading at 1824.75. The strike last trading price was 21.8, which was 0.00 lower than the previous day. The implied volatity was 19.18, the open interest changed by 81 which increased total open position to 488
On 19 Nov INFY was trading at 1824.75. The strike last trading price was 21.8, which was 2.85 higher than the previous day. The implied volatity was 19.18, the open interest changed by 80 which increased total open position to 488
On 18 Nov INFY was trading at 1811.45. The strike last trading price was 18.95, which was -16.45 lower than the previous day. The implied volatity was 18.55, the open interest changed by 33 which increased total open position to 409
On 14 Nov INFY was trading at 1864.55. The strike last trading price was 35.4, which was -3.85 lower than the previous day. The implied volatity was 16.46, the open interest changed by 16 which increased total open position to 376
On 13 Nov INFY was trading at 1868.40. The strike last trading price was 39.25, which was 0.75 higher than the previous day. The implied volatity was 16.95, the open interest changed by -76 which decreased total open position to 360
On 12 Nov INFY was trading at 1868.80. The strike last trading price was 38.5, which was 4.10 higher than the previous day. The implied volatity was 17.83, the open interest changed by 241 which increased total open position to 436
On 11 Nov INFY was trading at 1860.10. The strike last trading price was 34.4, which was 7.10 higher than the previous day. The implied volatity was 16.30, the open interest changed by 34 which increased total open position to 195
On 8 Nov INFY was trading at 1829.95. The strike last trading price was 27.3, which was 4.85 higher than the previous day. The implied volatity was 17.91, the open interest changed by 18 which increased total open position to 161
On 7 Nov INFY was trading at 1803.05. The strike last trading price was 22.45, which was -5.95 lower than the previous day. The implied volatity was 18.77, the open interest changed by 21 which increased total open position to 143
On 6 Nov INFY was trading at 1823.70. The strike last trading price was 28.4, which was 7.40 higher than the previous day. The implied volatity was 18.55, the open interest changed by 110 which increased total open position to 112
On 5 Nov INFY was trading at 1754.20. The strike last trading price was 21, which was -11.10 lower than the previous day. The implied volatity was 23.70, the open interest changed by 1 which increased total open position to 1
On 4 Nov INFY was trading at 1763.65. The strike last trading price was 32.1, which was 32.10 higher than the previous day. The implied volatity was 4.15, 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 3.96, the open interest changed by 0 which decreased total open position to 0
| INFY 26DEC2024 1900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0.89
Theta: -0.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1982.60 | 6.6 | -1.70 | 22.49 | 223 | -8 | 4,783 |
| 11 Dec | 1974.15 | 8.3 | -4.90 | 21.26 | 6,949 | 940 | 4,802 |
| 10 Dec | 1948.55 | 13.2 | -7.30 | 21.18 | 8,462 | 288 | 3,880 |
| 9 Dec | 1923.65 | 20.5 | -3.20 | 21.64 | 6,136 | 5 | 3,589 |
| 6 Dec | 1922.40 | 23.7 | 2.85 | 20.54 | 5,897 | -22 | 3,581 |
| 5 Dec | 1934.85 | 20.85 | -17.05 | 21.67 | 13,179 | 1,834 | 3,611 |
| 4 Dec | 1889.25 | 37.9 | -0.50 | 21.38 | 8,139 | 12 | 1,776 |
| 3 Dec | 1892.10 | 38.4 | -9.15 | 20.81 | 4,499 | 368 | 1,761 |
| 2 Dec | 1879.80 | 47.55 | -11.15 | 21.97 | 2,368 | -162 | 1,389 |
| 29 Nov | 1857.85 | 58.7 | -2.15 | 20.99 | 1,540 | -125 | 1,555 |
| 28 Nov | 1856.65 | 60.85 | 32.05 | 22.81 | 9,369 | 256 | 1,682 |
| 27 Nov | 1924.50 | 28.8 | -5.70 | 21.86 | 2,625 | 205 | 1,427 |
| 26 Nov | 1924.15 | 34.5 | -8.80 | 23.16 | 4,180 | 480 | 1,227 |
| 25 Nov | 1889.70 | 43.3 | -4.90 | 21.31 | 1,656 | 325 | 744 |
| 22 Nov | 1902.25 | 48.2 | -30.55 | 22.45 | 1,952 | 144 | 563 |
| 21 Nov | 1834.05 | 78.75 | -5.20 | 22.36 | 279 | 85 | 412 |
| 20 Nov | 1824.75 | 83.95 | 0.00 | 21.01 | 140 | -5 | 326 |
| 19 Nov | 1824.75 | 83.95 | -5.55 | 21.01 | 140 | -6 | 326 |
| 18 Nov | 1811.45 | 89.5 | 30.75 | 21.14 | 236 | -1 | 332 |
| 14 Nov | 1864.55 | 58.75 | 0.75 | 20.48 | 74 | 9 | 332 |
| 13 Nov | 1868.40 | 58 | 0.50 | 20.87 | 158 | 38 | 323 |
| 12 Nov | 1868.80 | 57.5 | -3.50 | 18.91 | 329 | 154 | 285 |
| 11 Nov | 1860.10 | 61 | -18.00 | 19.76 | 176 | 112 | 130 |
| 8 Nov | 1829.95 | 79 | -32.00 | 18.91 | 17 | 14 | 16 |
| 7 Nov | 1803.05 | 111 | 22.00 | 25.78 | 2 | 1 | 2 |
| 6 Nov | 1823.70 | 89 | -64.75 | 21.50 | 1 | 0 | 0 |
| 5 Nov | 1754.20 | 153.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1763.65 | 153.75 | 153.75 | - | 0 | 0 | 0 |
| 1 Nov | 1760.85 | 0 | - | 0 | 0 | 0 | |
For Infosys Limited - strike price 1900 expiring on 26DEC2024
Delta for 1900 PE is -0.14
Historical price for 1900 PE is as follows
On 12 Dec INFY was trading at 1982.60. The strike last trading price was 6.6, which was -1.70 lower than the previous day. The implied volatity was 22.49, the open interest changed by -8 which decreased total open position to 4783
On 11 Dec INFY was trading at 1974.15. The strike last trading price was 8.3, which was -4.90 lower than the previous day. The implied volatity was 21.26, the open interest changed by 940 which increased total open position to 4802
On 10 Dec INFY was trading at 1948.55. The strike last trading price was 13.2, which was -7.30 lower than the previous day. The implied volatity was 21.18, the open interest changed by 288 which increased total open position to 3880
On 9 Dec INFY was trading at 1923.65. The strike last trading price was 20.5, which was -3.20 lower than the previous day. The implied volatity was 21.64, the open interest changed by 5 which increased total open position to 3589
On 6 Dec INFY was trading at 1922.40. The strike last trading price was 23.7, which was 2.85 higher than the previous day. The implied volatity was 20.54, the open interest changed by -22 which decreased total open position to 3581
On 5 Dec INFY was trading at 1934.85. The strike last trading price was 20.85, which was -17.05 lower than the previous day. The implied volatity was 21.67, the open interest changed by 1834 which increased total open position to 3611
On 4 Dec INFY was trading at 1889.25. The strike last trading price was 37.9, which was -0.50 lower than the previous day. The implied volatity was 21.38, the open interest changed by 12 which increased total open position to 1776
On 3 Dec INFY was trading at 1892.10. The strike last trading price was 38.4, which was -9.15 lower than the previous day. The implied volatity was 20.81, the open interest changed by 368 which increased total open position to 1761
On 2 Dec INFY was trading at 1879.80. The strike last trading price was 47.55, which was -11.15 lower than the previous day. The implied volatity was 21.97, the open interest changed by -162 which decreased total open position to 1389
On 29 Nov INFY was trading at 1857.85. The strike last trading price was 58.7, which was -2.15 lower than the previous day. The implied volatity was 20.99, the open interest changed by -125 which decreased total open position to 1555
On 28 Nov INFY was trading at 1856.65. The strike last trading price was 60.85, which was 32.05 higher than the previous day. The implied volatity was 22.81, the open interest changed by 256 which increased total open position to 1682
On 27 Nov INFY was trading at 1924.50. The strike last trading price was 28.8, which was -5.70 lower than the previous day. The implied volatity was 21.86, the open interest changed by 205 which increased total open position to 1427
On 26 Nov INFY was trading at 1924.15. The strike last trading price was 34.5, which was -8.80 lower than the previous day. The implied volatity was 23.16, the open interest changed by 480 which increased total open position to 1227
On 25 Nov INFY was trading at 1889.70. The strike last trading price was 43.3, which was -4.90 lower than the previous day. The implied volatity was 21.31, the open interest changed by 325 which increased total open position to 744
On 22 Nov INFY was trading at 1902.25. The strike last trading price was 48.2, which was -30.55 lower than the previous day. The implied volatity was 22.45, the open interest changed by 144 which increased total open position to 563
On 21 Nov INFY was trading at 1834.05. The strike last trading price was 78.75, which was -5.20 lower than the previous day. The implied volatity was 22.36, the open interest changed by 85 which increased total open position to 412
On 20 Nov INFY was trading at 1824.75. The strike last trading price was 83.95, which was 0.00 lower than the previous day. The implied volatity was 21.01, the open interest changed by -5 which decreased total open position to 326
On 19 Nov INFY was trading at 1824.75. The strike last trading price was 83.95, which was -5.55 lower than the previous day. The implied volatity was 21.01, the open interest changed by -6 which decreased total open position to 326
On 18 Nov INFY was trading at 1811.45. The strike last trading price was 89.5, which was 30.75 higher than the previous day. The implied volatity was 21.14, the open interest changed by -1 which decreased total open position to 332
On 14 Nov INFY was trading at 1864.55. The strike last trading price was 58.75, which was 0.75 higher than the previous day. The implied volatity was 20.48, the open interest changed by 9 which increased total open position to 332
On 13 Nov INFY was trading at 1868.40. The strike last trading price was 58, which was 0.50 higher than the previous day. The implied volatity was 20.87, the open interest changed by 38 which increased total open position to 323
On 12 Nov INFY was trading at 1868.80. The strike last trading price was 57.5, which was -3.50 lower than the previous day. The implied volatity was 18.91, the open interest changed by 154 which increased total open position to 285
On 11 Nov INFY was trading at 1860.10. The strike last trading price was 61, which was -18.00 lower than the previous day. The implied volatity was 19.76, the open interest changed by 112 which increased total open position to 130
On 8 Nov INFY was trading at 1829.95. The strike last trading price was 79, which was -32.00 lower than the previous day. The implied volatity was 18.91, the open interest changed by 14 which increased total open position to 16
On 7 Nov INFY was trading at 1803.05. The strike last trading price was 111, which was 22.00 higher than the previous day. The implied volatity was 25.78, the open interest changed by 1 which increased total open position to 2
On 6 Nov INFY was trading at 1823.70. The strike last trading price was 89, which was -64.75 lower than the previous day. The implied volatity was 21.50, 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 153.75, 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 153.75, which was 153.75 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
