INFY
Infosys Limited
Historical option data for INFY
13 Mar 2025 04:10 PM IST
| INFY 27MAR2025 1900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.09
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1579.85 | 0.45 | -0.1 | 39.71 | 502 | 6 | 3,639 | |||
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| 12 Mar | 1590.85 | 0.55 | -0.15 | 37.98 | 1,898 | -441 | 3,641 | |||
| 11 Mar | 1661.60 | 0.75 | -0.5 | 29.11 | 1,507 | -556 | 4,084 | |||
| 10 Mar | 1701.45 | 1.3 | 0.15 | 26.69 | 1,678 | 509 | 4,643 | |||
| 7 Mar | 1686.00 | 1.1 | -0.6 | 25.43 | 1,526 | 550 | 4,134 | |||
| 6 Mar | 1715.85 | 1.8 | -0.15 | 23.88 | 1,068 | 84 | 3,597 | |||
| 5 Mar | 1711.50 | 1.9 | 0.35 | 24.10 | 2,188 | -249 | 3,514 | |||
| 4 Mar | 1688.30 | 1.55 | -0.95 | 25.12 | 1,866 | 222 | 3,767 | |||
| 3 Mar | 1708.60 | 2.4 | 0.15 | 23.61 | 2,355 | 469 | 3,550 | |||
| 28 Feb | 1687.70 | 2.4 | -3.9 | 24.03 | 4,316 | 973 | 3,080 | |||
| 27 Feb | 1764.30 | 6.4 | -1.2 | 20.88 | 2,016 | 35 | 2,107 | |||
| 26 Feb | 1767.70 | 7.45 | -0.6 | 20.55 | 1,473 | 237 | 2,066 | |||
| 25 Feb | 1767.70 | 7.45 | -0.6 | 20.55 | 1,473 | 231 | 2,066 | |||
| 24 Feb | 1764.10 | 8.05 | -11.25 | 21.13 | 3,144 | 760 | 1,836 | |||
| 21 Feb | 1815.00 | 19 | -2.8 | 19.94 | 976 | 120 | 1,076 | |||
| 20 Feb | 1825.15 | 21.55 | 0.8 | 19.19 | 716 | 15 | 955 | |||
| 19 Feb | 1810.80 | 20.8 | -11.05 | 20.78 | 914 | 154 | 939 | |||
| 18 Feb | 1851.95 | 31.75 | 2.5 | 19.57 | 535 | 62 | 781 | |||
| 17 Feb | 1842.30 | 30 | -5.9 | 19.31 | 705 | 145 | 711 | |||
| 14 Feb | 1856.40 | 35.35 | 1.3 | 18.89 | 535 | 228 | 565 | |||
| 13 Feb | 1843.25 | 33.15 | -6.35 | 19.76 | 170 | 39 | 337 | |||
| 12 Feb | 1863.15 | 39.6 | -6.75 | 18.02 | 234 | 102 | 299 | |||
| 11 Feb | 1875.65 | 46 | -4.5 | 17.34 | 111 | 37 | 197 | |||
| 10 Feb | 1880.30 | 50 | -14 | 18.38 | 82 | 33 | 159 | |||
| 7 Feb | 1903.65 | 67 | -6.45 | 19.42 | 35 | 6 | 125 | |||
| 6 Feb | 1915.65 | 74.45 | 8.15 | 19.01 | 53 | 17 | 119 | |||
| 5 Feb | 1897.05 | 66.25 | 4.3 | 18.96 | 64 | 16 | 91 | |||
| 4 Feb | 1898.80 | 61.75 | 9.45 | 17.71 | 48 | 14 | 75 | |||
| 3 Feb | 1863.30 | 52.3 | 4.5 | 20.15 | 68 | 23 | 59 | |||
| 1 Feb | 1851.35 | 47.8 | -15 | 18.23 | 59 | 22 | 35 | |||
For Infosys Limited - strike price 1900 expiring on 27MAR2025
Delta for 1900 CE is 0.01
Historical price for 1900 CE is as follows
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 39.71, the open interest changed by 6 which increased total open position to 3639
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 37.98, the open interest changed by -441 which decreased total open position to 3641
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 0.75, which was -0.5 lower than the previous day. The implied volatity was 29.11, the open interest changed by -556 which decreased total open position to 4084
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 1.3, which was 0.15 higher than the previous day. The implied volatity was 26.69, the open interest changed by 509 which increased total open position to 4643
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 1.1, which was -0.6 lower than the previous day. The implied volatity was 25.43, the open interest changed by 550 which increased total open position to 4134
On 6 Mar INFY was trading at 1715.85. The strike last trading price was 1.8, which was -0.15 lower than the previous day. The implied volatity was 23.88, the open interest changed by 84 which increased total open position to 3597
On 5 Mar INFY was trading at 1711.50. The strike last trading price was 1.9, which was 0.35 higher than the previous day. The implied volatity was 24.10, the open interest changed by -249 which decreased total open position to 3514
On 4 Mar INFY was trading at 1688.30. The strike last trading price was 1.55, which was -0.95 lower than the previous day. The implied volatity was 25.12, the open interest changed by 222 which increased total open position to 3767
On 3 Mar INFY was trading at 1708.60. The strike last trading price was 2.4, which was 0.15 higher than the previous day. The implied volatity was 23.61, the open interest changed by 469 which increased total open position to 3550
On 28 Feb INFY was trading at 1687.70. The strike last trading price was 2.4, which was -3.9 lower than the previous day. The implied volatity was 24.03, the open interest changed by 973 which increased total open position to 3080
On 27 Feb INFY was trading at 1764.30. The strike last trading price was 6.4, which was -1.2 lower than the previous day. The implied volatity was 20.88, the open interest changed by 35 which increased total open position to 2107
On 26 Feb INFY was trading at 1767.70. The strike last trading price was 7.45, which was -0.6 lower than the previous day. The implied volatity was 20.55, the open interest changed by 237 which increased total open position to 2066
On 25 Feb INFY was trading at 1767.70. The strike last trading price was 7.45, which was -0.6 lower than the previous day. The implied volatity was 20.55, the open interest changed by 231 which increased total open position to 2066
On 24 Feb INFY was trading at 1764.10. The strike last trading price was 8.05, which was -11.25 lower than the previous day. The implied volatity was 21.13, the open interest changed by 760 which increased total open position to 1836
On 21 Feb INFY was trading at 1815.00. The strike last trading price was 19, which was -2.8 lower than the previous day. The implied volatity was 19.94, the open interest changed by 120 which increased total open position to 1076
On 20 Feb INFY was trading at 1825.15. The strike last trading price was 21.55, which was 0.8 higher than the previous day. The implied volatity was 19.19, the open interest changed by 15 which increased total open position to 955
On 19 Feb INFY was trading at 1810.80. The strike last trading price was 20.8, which was -11.05 lower than the previous day. The implied volatity was 20.78, the open interest changed by 154 which increased total open position to 939
On 18 Feb INFY was trading at 1851.95. The strike last trading price was 31.75, which was 2.5 higher than the previous day. The implied volatity was 19.57, the open interest changed by 62 which increased total open position to 781
On 17 Feb INFY was trading at 1842.30. The strike last trading price was 30, which was -5.9 lower than the previous day. The implied volatity was 19.31, the open interest changed by 145 which increased total open position to 711
On 14 Feb INFY was trading at 1856.40. The strike last trading price was 35.35, which was 1.3 higher than the previous day. The implied volatity was 18.89, the open interest changed by 228 which increased total open position to 565
On 13 Feb INFY was trading at 1843.25. The strike last trading price was 33.15, which was -6.35 lower than the previous day. The implied volatity was 19.76, the open interest changed by 39 which increased total open position to 337
On 12 Feb INFY was trading at 1863.15. The strike last trading price was 39.6, which was -6.75 lower than the previous day. The implied volatity was 18.02, the open interest changed by 102 which increased total open position to 299
On 11 Feb INFY was trading at 1875.65. The strike last trading price was 46, which was -4.5 lower than the previous day. The implied volatity was 17.34, the open interest changed by 37 which increased total open position to 197
On 10 Feb INFY was trading at 1880.30. The strike last trading price was 50, which was -14 lower than the previous day. The implied volatity was 18.38, the open interest changed by 33 which increased total open position to 159
On 7 Feb INFY was trading at 1903.65. The strike last trading price was 67, which was -6.45 lower than the previous day. The implied volatity was 19.42, the open interest changed by 6 which increased total open position to 125
On 6 Feb INFY was trading at 1915.65. The strike last trading price was 74.45, which was 8.15 higher than the previous day. The implied volatity was 19.01, the open interest changed by 17 which increased total open position to 119
On 5 Feb INFY was trading at 1897.05. The strike last trading price was 66.25, which was 4.3 higher than the previous day. The implied volatity was 18.96, the open interest changed by 16 which increased total open position to 91
On 4 Feb INFY was trading at 1898.80. The strike last trading price was 61.75, which was 9.45 higher than the previous day. The implied volatity was 17.71, the open interest changed by 14 which increased total open position to 75
On 3 Feb INFY was trading at 1863.30. The strike last trading price was 52.3, which was 4.5 higher than the previous day. The implied volatity was 20.15, the open interest changed by 23 which increased total open position to 59
On 1 Feb INFY was trading at 1851.35. The strike last trading price was 47.8, which was -15 lower than the previous day. The implied volatity was 18.23, the open interest changed by 22 which increased total open position to 35
| INFY 27MAR2025 1900 PE | |||||||
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Delta: -0.96
Vega: 0.25
Theta: 0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1579.85 | 316 | 12.65 | 50.61 | 4 | -1 | 520 |
| 12 Mar | 1590.85 | 303.35 | 70.05 | 42.44 | 42 | -29 | 521 |
| 11 Mar | 1661.60 | 227.8 | 46.8 | 37.38 | 76 | -58 | 553 |
| 10 Mar | 1701.45 | 181 | -31 | - | 7 | -2 | 612 |
| 7 Mar | 1686.00 | 212 | 33 | 37.98 | 4 | 3 | 614 |
| 6 Mar | 1715.85 | 179 | -0.95 | 24.13 | 139 | -121 | 612 |
| 5 Mar | 1711.50 | 179.95 | -23.95 | - | 24 | -4 | 731 |
| 4 Mar | 1688.30 | 204.3 | 18.25 | 19.02 | 44 | 18 | 736 |
| 3 Mar | 1708.60 | 186.05 | -15.1 | 33.28 | 257 | -45 | 719 |
| 28 Feb | 1687.70 | 198 | 66 | 28.29 | 107 | -28 | 767 |
| 27 Feb | 1764.30 | 132 | 4.9 | 23.69 | 61 | 21 | 795 |
| 26 Feb | 1767.70 | 128.3 | -1.05 | 23.12 | 263 | 162 | 762 |
| 25 Feb | 1767.70 | 128.3 | -1.05 | 23.12 | 263 | 150 | 762 |
| 24 Feb | 1764.10 | 127.55 | 36.6 | 19.88 | 995 | 26 | 714 |
| 21 Feb | 1815.00 | 91.35 | 5.85 | 22.53 | 579 | 133 | 688 |
| 20 Feb | 1825.15 | 85.5 | -9.75 | 23.12 | 214 | 14 | 552 |
| 19 Feb | 1810.80 | 95.9 | 24.2 | 23.10 | 277 | -75 | 543 |
| 18 Feb | 1851.95 | 73.5 | -2.25 | 23.46 | 270 | 88 | 615 |
| 17 Feb | 1842.30 | 74.5 | 7.25 | 22.47 | 418 | 17 | 524 |
| 14 Feb | 1856.40 | 67.3 | -5.6 | 21.42 | 195 | 25 | 507 |
| 13 Feb | 1843.25 | 74.5 | 12.05 | 21.31 | 147 | 61 | 482 |
| 12 Feb | 1863.15 | 62 | 7.7 | 21.42 | 308 | 48 | 421 |
| 11 Feb | 1875.65 | 54.6 | 4.25 | 21.33 | 428 | 214 | 373 |
| 10 Feb | 1880.30 | 51.3 | 9.1 | 20.12 | 83 | 16 | 159 |
| 7 Feb | 1903.65 | 41.5 | 0.5 | 19.58 | 91 | 24 | 145 |
| 6 Feb | 1915.65 | 40.5 | -7.35 | 20.94 | 87 | 42 | 115 |
| 5 Feb | 1897.05 | 46.5 | -2.95 | 20.88 | 72 | 24 | 72 |
| 4 Feb | 1898.80 | 49 | -30.65 | 21.00 | 68 | 16 | 48 |
| 3 Feb | 1863.30 | 79.65 | 12.65 | 26.68 | 5 | -3 | 31 |
| 1 Feb | 1851.35 | 67 | -2.35 | 21.76 | 69 | 31 | 34 |
For Infosys Limited - strike price 1900 expiring on 27MAR2025
Delta for 1900 PE is -0.96
Historical price for 1900 PE is as follows
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 316, which was 12.65 higher than the previous day. The implied volatity was 50.61, the open interest changed by -1 which decreased total open position to 520
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 303.35, which was 70.05 higher than the previous day. The implied volatity was 42.44, the open interest changed by -29 which decreased total open position to 521
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 227.8, which was 46.8 higher than the previous day. The implied volatity was 37.38, the open interest changed by -58 which decreased total open position to 553
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 181, which was -31 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 612
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 212, which was 33 higher than the previous day. The implied volatity was 37.98, the open interest changed by 3 which increased total open position to 614
On 6 Mar INFY was trading at 1715.85. The strike last trading price was 179, which was -0.95 lower than the previous day. The implied volatity was 24.13, the open interest changed by -121 which decreased total open position to 612
On 5 Mar INFY was trading at 1711.50. The strike last trading price was 179.95, which was -23.95 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 731
On 4 Mar INFY was trading at 1688.30. The strike last trading price was 204.3, which was 18.25 higher than the previous day. The implied volatity was 19.02, the open interest changed by 18 which increased total open position to 736
On 3 Mar INFY was trading at 1708.60. The strike last trading price was 186.05, which was -15.1 lower than the previous day. The implied volatity was 33.28, the open interest changed by -45 which decreased total open position to 719
On 28 Feb INFY was trading at 1687.70. The strike last trading price was 198, which was 66 higher than the previous day. The implied volatity was 28.29, the open interest changed by -28 which decreased total open position to 767
On 27 Feb INFY was trading at 1764.30. The strike last trading price was 132, which was 4.9 higher than the previous day. The implied volatity was 23.69, the open interest changed by 21 which increased total open position to 795
On 26 Feb INFY was trading at 1767.70. The strike last trading price was 128.3, which was -1.05 lower than the previous day. The implied volatity was 23.12, the open interest changed by 162 which increased total open position to 762
On 25 Feb INFY was trading at 1767.70. The strike last trading price was 128.3, which was -1.05 lower than the previous day. The implied volatity was 23.12, the open interest changed by 150 which increased total open position to 762
On 24 Feb INFY was trading at 1764.10. The strike last trading price was 127.55, which was 36.6 higher than the previous day. The implied volatity was 19.88, the open interest changed by 26 which increased total open position to 714
On 21 Feb INFY was trading at 1815.00. The strike last trading price was 91.35, which was 5.85 higher than the previous day. The implied volatity was 22.53, the open interest changed by 133 which increased total open position to 688
On 20 Feb INFY was trading at 1825.15. The strike last trading price was 85.5, which was -9.75 lower than the previous day. The implied volatity was 23.12, the open interest changed by 14 which increased total open position to 552
On 19 Feb INFY was trading at 1810.80. The strike last trading price was 95.9, which was 24.2 higher than the previous day. The implied volatity was 23.10, the open interest changed by -75 which decreased total open position to 543
On 18 Feb INFY was trading at 1851.95. The strike last trading price was 73.5, which was -2.25 lower than the previous day. The implied volatity was 23.46, the open interest changed by 88 which increased total open position to 615
On 17 Feb INFY was trading at 1842.30. The strike last trading price was 74.5, which was 7.25 higher than the previous day. The implied volatity was 22.47, the open interest changed by 17 which increased total open position to 524
On 14 Feb INFY was trading at 1856.40. The strike last trading price was 67.3, which was -5.6 lower than the previous day. The implied volatity was 21.42, the open interest changed by 25 which increased total open position to 507
On 13 Feb INFY was trading at 1843.25. The strike last trading price was 74.5, which was 12.05 higher than the previous day. The implied volatity was 21.31, the open interest changed by 61 which increased total open position to 482
On 12 Feb INFY was trading at 1863.15. The strike last trading price was 62, which was 7.7 higher than the previous day. The implied volatity was 21.42, the open interest changed by 48 which increased total open position to 421
On 11 Feb INFY was trading at 1875.65. The strike last trading price was 54.6, which was 4.25 higher than the previous day. The implied volatity was 21.33, the open interest changed by 214 which increased total open position to 373
On 10 Feb INFY was trading at 1880.30. The strike last trading price was 51.3, which was 9.1 higher than the previous day. The implied volatity was 20.12, the open interest changed by 16 which increased total open position to 159
On 7 Feb INFY was trading at 1903.65. The strike last trading price was 41.5, which was 0.5 higher than the previous day. The implied volatity was 19.58, the open interest changed by 24 which increased total open position to 145
On 6 Feb INFY was trading at 1915.65. The strike last trading price was 40.5, which was -7.35 lower than the previous day. The implied volatity was 20.94, the open interest changed by 42 which increased total open position to 115
On 5 Feb INFY was trading at 1897.05. The strike last trading price was 46.5, which was -2.95 lower than the previous day. The implied volatity was 20.88, the open interest changed by 24 which increased total open position to 72
On 4 Feb INFY was trading at 1898.80. The strike last trading price was 49, which was -30.65 lower than the previous day. The implied volatity was 21.00, the open interest changed by 16 which increased total open position to 48
On 3 Feb INFY was trading at 1863.30. The strike last trading price was 79.65, which was 12.65 higher than the previous day. The implied volatity was 26.68, the open interest changed by -3 which decreased total open position to 31
On 1 Feb INFY was trading at 1851.35. The strike last trading price was 67, which was -2.35 lower than the previous day. The implied volatity was 21.76, the open interest changed by 31 which increased total open position to 34
