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

1875.45 10.00 (0.54%)

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Historical option data for INFY

24 Jan 2025 04:10 PM IST
INFY 30JAN2025 1900 CE
Delta: 0.30
Vega: 0.84
Theta: -1.35
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
24 Jan 1875.45 7.8 -0.25 17.09 21,627 -611 5,693
23 Jan 1865.45 7.85 0.55 19.01 16,998 -613 6,273
22 Jan 1856.45 7.3 3.00 19.80 22,352 -2,127 6,806
21 Jan 1800.70 4.3 -2.35 26.26 18,365 -957 8,938
20 Jan 1813.30 6.65 -1.95 26.44 16,606 -385 9,905
17 Jan 1815.45 8.6 -63.85 24.20 43,318 8,299 10,337
16 Jan 1928.45 72.45 -16.35 38.79 2,849 333 1,996
15 Jan 1949.65 88.8 8.00 34.72 1,092 39 1,651
14 Jan 1940.05 80.8 -11.20 34.11 1,842 52 1,613
13 Jan 1962.20 92 -2.45 28.78 1,151 -87 1,562
10 Jan 1966.95 94.45 28.90 26.02 3,268 -179 1,686
9 Jan 1917.30 65.55 -11.45 26.61 2,771 -246 1,876
8 Jan 1933.15 77 3.70 27.77 4,924 481 2,121
7 Jan 1930.85 73.3 -8.35 26.27 1,059 -19 1,637
6 Jan 1937.85 81.65 4.35 26.53 1,462 8 1,655
3 Jan 1938.75 77.3 -9.90 22.15 1,019 -58 1,660
2 Jan 1957.85 87.2 36.80 20.84 6,943 -128 1,718
1 Jan 1882.50 50.4 0.10 23.77 3,371 348 1,856
31 Dec 1880.00 50.3 -4.65 23.05 5,591 269 1,517
30 Dec 1906.00 54.95 -8.85 21.53 3,549 376 1,260
27 Dec 1916.75 63.8 -0.95 19.18 1,663 245 886
26 Dec 1907.40 64.75 -2.25 21.36 1,464 144 633
24 Dec 1909.05 67 -13.90 22.90 518 92 474
23 Dec 1924.30 80.9 -4.10 23.84 483 174 380
20 Dec 1922.15 85 -17.95 22.94 304 -7 206
19 Dec 1946.20 102.95 -18.55 23.78 235 7 216
18 Dec 1979.15 121.5 -1.85 21.66 39 10 209
17 Dec 1976.60 123.35 -2.65 23.86 169 37 199
16 Dec 1980.05 126 -12.75 22.85 21 7 163
13 Dec 1999.70 138.75 4.55 20.18 74 15 156
12 Dec 1987.00 134.2 19.20 22.87 41 10 141
11 Dec 1974.15 115 15.50 19.99 40 5 129
10 Dec 1948.55 99.5 6.00 19.37 57 13 124
9 Dec 1923.65 93.5 5.50 22.01 85 24 110
6 Dec 1922.40 88 -10.00 20.93 25 10 87
5 Dec 1934.85 98 24.35 20.44 93 -11 77
4 Dec 1889.25 73.65 0.80 21.03 38 7 87
3 Dec 1892.10 72.85 2.45 20.87 24 23 81
2 Dec 1879.80 70.4 6.10 22.09 72 51 58
29 Nov 1857.85 64.3 22.76 13 7 7


For Infosys Limited - strike price 1900 expiring on 30JAN2025

Delta for 1900 CE is 0.30

Historical price for 1900 CE is as follows

On 24 Jan INFY was trading at 1875.45. The strike last trading price was 7.8, which was -0.25 lower than the previous day. The implied volatity was 17.09, the open interest changed by -611 which decreased total open position to 5693


On 23 Jan INFY was trading at 1865.45. The strike last trading price was 7.85, which was 0.55 higher than the previous day. The implied volatity was 19.01, the open interest changed by -613 which decreased total open position to 6273


On 22 Jan INFY was trading at 1856.45. The strike last trading price was 7.3, which was 3.00 higher than the previous day. The implied volatity was 19.80, the open interest changed by -2127 which decreased total open position to 6806


On 21 Jan INFY was trading at 1800.70. The strike last trading price was 4.3, which was -2.35 lower than the previous day. The implied volatity was 26.26, the open interest changed by -957 which decreased total open position to 8938


On 20 Jan INFY was trading at 1813.30. The strike last trading price was 6.65, which was -1.95 lower than the previous day. The implied volatity was 26.44, the open interest changed by -385 which decreased total open position to 9905


On 17 Jan INFY was trading at 1815.45. The strike last trading price was 8.6, which was -63.85 lower than the previous day. The implied volatity was 24.20, the open interest changed by 8299 which increased total open position to 10337


On 16 Jan INFY was trading at 1928.45. The strike last trading price was 72.45, which was -16.35 lower than the previous day. The implied volatity was 38.79, the open interest changed by 333 which increased total open position to 1996


On 15 Jan INFY was trading at 1949.65. The strike last trading price was 88.8, which was 8.00 higher than the previous day. The implied volatity was 34.72, the open interest changed by 39 which increased total open position to 1651


On 14 Jan INFY was trading at 1940.05. The strike last trading price was 80.8, which was -11.20 lower than the previous day. The implied volatity was 34.11, the open interest changed by 52 which increased total open position to 1613


On 13 Jan INFY was trading at 1962.20. The strike last trading price was 92, which was -2.45 lower than the previous day. The implied volatity was 28.78, the open interest changed by -87 which decreased total open position to 1562


On 10 Jan INFY was trading at 1966.95. The strike last trading price was 94.45, which was 28.90 higher than the previous day. The implied volatity was 26.02, the open interest changed by -179 which decreased total open position to 1686


On 9 Jan INFY was trading at 1917.30. The strike last trading price was 65.55, which was -11.45 lower than the previous day. The implied volatity was 26.61, the open interest changed by -246 which decreased total open position to 1876


On 8 Jan INFY was trading at 1933.15. The strike last trading price was 77, which was 3.70 higher than the previous day. The implied volatity was 27.77, the open interest changed by 481 which increased total open position to 2121


On 7 Jan INFY was trading at 1930.85. The strike last trading price was 73.3, which was -8.35 lower than the previous day. The implied volatity was 26.27, the open interest changed by -19 which decreased total open position to 1637


On 6 Jan INFY was trading at 1937.85. The strike last trading price was 81.65, which was 4.35 higher than the previous day. The implied volatity was 26.53, the open interest changed by 8 which increased total open position to 1655


On 3 Jan INFY was trading at 1938.75. The strike last trading price was 77.3, which was -9.90 lower than the previous day. The implied volatity was 22.15, the open interest changed by -58 which decreased total open position to 1660


On 2 Jan INFY was trading at 1957.85. The strike last trading price was 87.2, which was 36.80 higher than the previous day. The implied volatity was 20.84, the open interest changed by -128 which decreased total open position to 1718


On 1 Jan INFY was trading at 1882.50. The strike last trading price was 50.4, which was 0.10 higher than the previous day. The implied volatity was 23.77, the open interest changed by 348 which increased total open position to 1856


On 31 Dec INFY was trading at 1880.00. The strike last trading price was 50.3, which was -4.65 lower than the previous day. The implied volatity was 23.05, the open interest changed by 269 which increased total open position to 1517


On 30 Dec INFY was trading at 1906.00. The strike last trading price was 54.95, which was -8.85 lower than the previous day. The implied volatity was 21.53, the open interest changed by 376 which increased total open position to 1260


On 27 Dec INFY was trading at 1916.75. The strike last trading price was 63.8, which was -0.95 lower than the previous day. The implied volatity was 19.18, the open interest changed by 245 which increased total open position to 886


On 26 Dec INFY was trading at 1907.40. The strike last trading price was 64.75, which was -2.25 lower than the previous day. The implied volatity was 21.36, the open interest changed by 144 which increased total open position to 633


On 24 Dec INFY was trading at 1909.05. The strike last trading price was 67, which was -13.90 lower than the previous day. The implied volatity was 22.90, the open interest changed by 92 which increased total open position to 474


On 23 Dec INFY was trading at 1924.30. The strike last trading price was 80.9, which was -4.10 lower than the previous day. The implied volatity was 23.84, the open interest changed by 174 which increased total open position to 380


On 20 Dec INFY was trading at 1922.15. The strike last trading price was 85, which was -17.95 lower than the previous day. The implied volatity was 22.94, the open interest changed by -7 which decreased total open position to 206


On 19 Dec INFY was trading at 1946.20. The strike last trading price was 102.95, which was -18.55 lower than the previous day. The implied volatity was 23.78, the open interest changed by 7 which increased total open position to 216


On 18 Dec INFY was trading at 1979.15. The strike last trading price was 121.5, which was -1.85 lower than the previous day. The implied volatity was 21.66, the open interest changed by 10 which increased total open position to 209


On 17 Dec INFY was trading at 1976.60. The strike last trading price was 123.35, which was -2.65 lower than the previous day. The implied volatity was 23.86, the open interest changed by 37 which increased total open position to 199


On 16 Dec INFY was trading at 1980.05. The strike last trading price was 126, which was -12.75 lower than the previous day. The implied volatity was 22.85, the open interest changed by 7 which increased total open position to 163


On 13 Dec INFY was trading at 1999.70. The strike last trading price was 138.75, which was 4.55 higher than the previous day. The implied volatity was 20.18, the open interest changed by 15 which increased total open position to 156


On 12 Dec INFY was trading at 1987.00. The strike last trading price was 134.2, which was 19.20 higher than the previous day. The implied volatity was 22.87, the open interest changed by 10 which increased total open position to 141


On 11 Dec INFY was trading at 1974.15. The strike last trading price was 115, which was 15.50 higher than the previous day. The implied volatity was 19.99, the open interest changed by 5 which increased total open position to 129


On 10 Dec INFY was trading at 1948.55. The strike last trading price was 99.5, which was 6.00 higher than the previous day. The implied volatity was 19.37, the open interest changed by 13 which increased total open position to 124


On 9 Dec INFY was trading at 1923.65. The strike last trading price was 93.5, which was 5.50 higher than the previous day. The implied volatity was 22.01, the open interest changed by 24 which increased total open position to 110


On 6 Dec INFY was trading at 1922.40. The strike last trading price was 88, which was -10.00 lower than the previous day. The implied volatity was 20.93, the open interest changed by 10 which increased total open position to 87


On 5 Dec INFY was trading at 1934.85. The strike last trading price was 98, which was 24.35 higher than the previous day. The implied volatity was 20.44, the open interest changed by -11 which decreased total open position to 77


On 4 Dec INFY was trading at 1889.25. The strike last trading price was 73.65, which was 0.80 higher than the previous day. The implied volatity was 21.03, the open interest changed by 7 which increased total open position to 87


On 3 Dec INFY was trading at 1892.10. The strike last trading price was 72.85, which was 2.45 higher than the previous day. The implied volatity was 20.87, the open interest changed by 23 which increased total open position to 81


On 2 Dec INFY was trading at 1879.80. The strike last trading price was 70.4, which was 6.10 higher than the previous day. The implied volatity was 22.09, the open interest changed by 51 which increased total open position to 58


On 29 Nov INFY was trading at 1857.85. The strike last trading price was 64.3, which was lower than the previous day. The implied volatity was 22.76, the open interest changed by 7 which increased total open position to 7


INFY 30JAN2025 1900 PE
Delta: -0.68
Vega: 0.86
Theta: -1.01
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
24 Jan 1875.45 31.35 -9.9 19.05 3,983 80 1,164
23 Jan 1865.45 41.4 -11.45 21.30 2,743 -133 1,082
22 Jan 1856.45 52.85 -40.50 25.09 1,571 -253 1,213
21 Jan 1800.70 93.35 5.20 21.60 540 -203 1,466
20 Jan 1813.30 88.15 -1.65 26.03 721 -325 1,670
17 Jan 1815.45 89.8 38.85 29.61 10,176 -2,189 2,585
16 Jan 1928.45 50.95 20.65 42.77 15,110 1,346 4,695
15 Jan 1949.65 30.3 -3.55 35.39 3,904 33 3,334
14 Jan 1940.05 33.85 5.70 33.69 9,176 225 3,324
13 Jan 1962.20 28.15 4.30 34.37 5,049 -75 3,044
10 Jan 1966.95 23.85 -16.25 29.75 8,836 -14 3,876
9 Jan 1917.30 40.1 4.60 29.74 6,688 293 3,891
8 Jan 1933.15 35.5 -2.70 29.28 8,401 178 3,615
7 Jan 1930.85 38.2 3.70 29.47 3,002 64 3,439
6 Jan 1937.85 34.5 2.40 28.90 6,285 779 3,393
3 Jan 1938.75 32.1 5.90 26.31 5,114 99 2,722
2 Jan 1957.85 26.2 -26.25 25.41 7,094 1,027 2,664
1 Jan 1882.50 52.45 -3.90 24.76 2,055 178 1,637
31 Dec 1880.00 56.35 9.70 26.42 3,437 -387 1,457
30 Dec 1906.00 46.65 11.75 24.09 4,357 312 1,898
27 Dec 1916.75 34.9 -6.30 21.76 2,863 257 1,581
26 Dec 1907.40 41.2 -1.25 22.93 2,441 240 1,320
24 Dec 1909.05 42.45 -1.05 22.04 1,452 106 1,096
23 Dec 1924.30 43.5 -1.90 25.23 1,467 154 997
20 Dec 1922.15 45.4 8.35 26.37 1,134 125 843
19 Dec 1946.20 37.05 9.85 25.63 1,147 136 708
18 Dec 1979.15 27.2 0.10 24.93 162 36 573
17 Dec 1976.60 27.1 1.00 24.09 303 16 536
16 Dec 1980.05 26.1 2.35 24.03 266 94 517
13 Dec 1999.70 23.75 -1.50 24.50 416 50 423
12 Dec 1987.00 25.25 -4.15 23.54 430 111 373
11 Dec 1974.15 29.4 -7.85 23.19 170 -13 260
10 Dec 1948.55 37.25 -7.75 23.79 187 54 273
9 Dec 1923.65 45 -4.25 23.98 178 80 216
6 Dec 1922.40 49.25 5.25 24.01 97 56 135
5 Dec 1934.85 44 -19.35 24.04 89 28 73
4 Dec 1889.25 63.35 -0.75 24.82 38 21 44
3 Dec 1892.10 64.1 -8.90 24.64 18 12 21
2 Dec 1879.80 73 -25.05 25.60 9 6 6
29 Nov 1857.85 98.05 - 0 0 0


For Infosys Limited - strike price 1900 expiring on 30JAN2025

Delta for 1900 PE is -0.68

Historical price for 1900 PE is as follows

On 24 Jan INFY was trading at 1875.45. The strike last trading price was 31.35, which was -9.9 lower than the previous day. The implied volatity was 19.05, the open interest changed by 80 which increased total open position to 1164


On 23 Jan INFY was trading at 1865.45. The strike last trading price was 41.4, which was -11.45 lower than the previous day. The implied volatity was 21.30, the open interest changed by -133 which decreased total open position to 1082


On 22 Jan INFY was trading at 1856.45. The strike last trading price was 52.85, which was -40.50 lower than the previous day. The implied volatity was 25.09, the open interest changed by -253 which decreased total open position to 1213


On 21 Jan INFY was trading at 1800.70. The strike last trading price was 93.35, which was 5.20 higher than the previous day. The implied volatity was 21.60, the open interest changed by -203 which decreased total open position to 1466


On 20 Jan INFY was trading at 1813.30. The strike last trading price was 88.15, which was -1.65 lower than the previous day. The implied volatity was 26.03, the open interest changed by -325 which decreased total open position to 1670


On 17 Jan INFY was trading at 1815.45. The strike last trading price was 89.8, which was 38.85 higher than the previous day. The implied volatity was 29.61, the open interest changed by -2189 which decreased total open position to 2585


On 16 Jan INFY was trading at 1928.45. The strike last trading price was 50.95, which was 20.65 higher than the previous day. The implied volatity was 42.77, the open interest changed by 1346 which increased total open position to 4695


On 15 Jan INFY was trading at 1949.65. The strike last trading price was 30.3, which was -3.55 lower than the previous day. The implied volatity was 35.39, the open interest changed by 33 which increased total open position to 3334


On 14 Jan INFY was trading at 1940.05. The strike last trading price was 33.85, which was 5.70 higher than the previous day. The implied volatity was 33.69, the open interest changed by 225 which increased total open position to 3324


On 13 Jan INFY was trading at 1962.20. The strike last trading price was 28.15, which was 4.30 higher than the previous day. The implied volatity was 34.37, the open interest changed by -75 which decreased total open position to 3044


On 10 Jan INFY was trading at 1966.95. The strike last trading price was 23.85, which was -16.25 lower than the previous day. The implied volatity was 29.75, the open interest changed by -14 which decreased total open position to 3876


On 9 Jan INFY was trading at 1917.30. The strike last trading price was 40.1, which was 4.60 higher than the previous day. The implied volatity was 29.74, the open interest changed by 293 which increased total open position to 3891


On 8 Jan INFY was trading at 1933.15. The strike last trading price was 35.5, which was -2.70 lower than the previous day. The implied volatity was 29.28, the open interest changed by 178 which increased total open position to 3615


On 7 Jan INFY was trading at 1930.85. The strike last trading price was 38.2, which was 3.70 higher than the previous day. The implied volatity was 29.47, the open interest changed by 64 which increased total open position to 3439


On 6 Jan INFY was trading at 1937.85. The strike last trading price was 34.5, which was 2.40 higher than the previous day. The implied volatity was 28.90, the open interest changed by 779 which increased total open position to 3393


On 3 Jan INFY was trading at 1938.75. The strike last trading price was 32.1, which was 5.90 higher than the previous day. The implied volatity was 26.31, the open interest changed by 99 which increased total open position to 2722


On 2 Jan INFY was trading at 1957.85. The strike last trading price was 26.2, which was -26.25 lower than the previous day. The implied volatity was 25.41, the open interest changed by 1027 which increased total open position to 2664


On 1 Jan INFY was trading at 1882.50. The strike last trading price was 52.45, which was -3.90 lower than the previous day. The implied volatity was 24.76, the open interest changed by 178 which increased total open position to 1637


On 31 Dec INFY was trading at 1880.00. The strike last trading price was 56.35, which was 9.70 higher than the previous day. The implied volatity was 26.42, the open interest changed by -387 which decreased total open position to 1457


On 30 Dec INFY was trading at 1906.00. The strike last trading price was 46.65, which was 11.75 higher than the previous day. The implied volatity was 24.09, the open interest changed by 312 which increased total open position to 1898


On 27 Dec INFY was trading at 1916.75. The strike last trading price was 34.9, which was -6.30 lower than the previous day. The implied volatity was 21.76, the open interest changed by 257 which increased total open position to 1581


On 26 Dec INFY was trading at 1907.40. The strike last trading price was 41.2, which was -1.25 lower than the previous day. The implied volatity was 22.93, the open interest changed by 240 which increased total open position to 1320


On 24 Dec INFY was trading at 1909.05. The strike last trading price was 42.45, which was -1.05 lower than the previous day. The implied volatity was 22.04, the open interest changed by 106 which increased total open position to 1096


On 23 Dec INFY was trading at 1924.30. The strike last trading price was 43.5, which was -1.90 lower than the previous day. The implied volatity was 25.23, the open interest changed by 154 which increased total open position to 997


On 20 Dec INFY was trading at 1922.15. The strike last trading price was 45.4, which was 8.35 higher than the previous day. The implied volatity was 26.37, the open interest changed by 125 which increased total open position to 843


On 19 Dec INFY was trading at 1946.20. The strike last trading price was 37.05, which was 9.85 higher than the previous day. The implied volatity was 25.63, the open interest changed by 136 which increased total open position to 708


On 18 Dec INFY was trading at 1979.15. The strike last trading price was 27.2, which was 0.10 higher than the previous day. The implied volatity was 24.93, the open interest changed by 36 which increased total open position to 573


On 17 Dec INFY was trading at 1976.60. The strike last trading price was 27.1, which was 1.00 higher than the previous day. The implied volatity was 24.09, the open interest changed by 16 which increased total open position to 536


On 16 Dec INFY was trading at 1980.05. The strike last trading price was 26.1, which was 2.35 higher than the previous day. The implied volatity was 24.03, the open interest changed by 94 which increased total open position to 517


On 13 Dec INFY was trading at 1999.70. The strike last trading price was 23.75, which was -1.50 lower than the previous day. The implied volatity was 24.50, the open interest changed by 50 which increased total open position to 423


On 12 Dec INFY was trading at 1987.00. The strike last trading price was 25.25, which was -4.15 lower than the previous day. The implied volatity was 23.54, the open interest changed by 111 which increased total open position to 373


On 11 Dec INFY was trading at 1974.15. The strike last trading price was 29.4, which was -7.85 lower than the previous day. The implied volatity was 23.19, the open interest changed by -13 which decreased total open position to 260


On 10 Dec INFY was trading at 1948.55. The strike last trading price was 37.25, which was -7.75 lower than the previous day. The implied volatity was 23.79, the open interest changed by 54 which increased total open position to 273


On 9 Dec INFY was trading at 1923.65. The strike last trading price was 45, which was -4.25 lower than the previous day. The implied volatity was 23.98, the open interest changed by 80 which increased total open position to 216


On 6 Dec INFY was trading at 1922.40. The strike last trading price was 49.25, which was 5.25 higher than the previous day. The implied volatity was 24.01, the open interest changed by 56 which increased total open position to 135


On 5 Dec INFY was trading at 1934.85. The strike last trading price was 44, which was -19.35 lower than the previous day. The implied volatity was 24.04, the open interest changed by 28 which increased total open position to 73


On 4 Dec INFY was trading at 1889.25. The strike last trading price was 63.35, which was -0.75 lower than the previous day. The implied volatity was 24.82, the open interest changed by 21 which increased total open position to 44


On 3 Dec INFY was trading at 1892.10. The strike last trading price was 64.1, which was -8.90 lower than the previous day. The implied volatity was 24.64, the open interest changed by 12 which increased total open position to 21


On 2 Dec INFY was trading at 1879.80. The strike last trading price was 73, which was -25.05 lower than the previous day. The implied volatity was 25.60, the open interest changed by 6 which increased total open position to 6


On 29 Nov INFY was trading at 1857.85. The strike last trading price was 98.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0