INFY
Infosys Limited
Historical option data for INFY
14 Nov 2024 04:10 PM IST
| INFY 28NOV2024 1900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 1.30
Theta: -0.88
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1864.55 | 11.4 | -3.60 | 15.40 | 5,377 | 44 | 4,151 | |||
| 13 Nov | 1868.40 | 15 | 1.50 | 16.37 | 5,560 | 274 | 4,115 | |||
| 12 Nov | 1868.80 | 13.5 | 1.60 | 16.60 | 9,956 | -145 | 3,818 | |||
| 11 Nov | 1860.10 | 11.9 | 3.90 | 15.31 | 7,593 | -145 | 3,994 | |||
| 8 Nov | 1829.95 | 8 | 2.05 | 17.03 | 6,733 | -327 | 4,132 | |||
| 7 Nov | 1803.05 | 5.95 | -3.55 | 18.29 | 4,220 | 290 | 4,580 | |||
| 6 Nov | 1823.70 | 9.5 | 3.45 | 17.29 | 9,453 | 115 | 4,255 | |||
| 5 Nov | 1754.20 | 6.05 | -1.55 | 24.34 | 2,837 | 263 | 4,127 | |||
| 4 Nov | 1763.65 | 7.6 | -2.85 | 24.03 | 3,736 | 436 | 3,886 | |||
| 1 Nov | 1760.85 | 10.45 | -1.25 | 26.08 | 586 | 181 | 3,453 | |||
| 31 Oct | 1757.25 | 11.7 | -8.00 | - | 4,458 | 778 | 3,271 | |||
| 30 Oct | 1802.10 | 19.7 | -8.95 | - | 3,082 | 627 | 2,487 | |||
| 29 Oct | 1839.30 | 28.65 | -1.50 | - | 1,322 | 68 | 1,844 | |||
| 28 Oct | 1865.35 | 30.15 | -1.20 | - | 1,742 | 173 | 1,780 | |||
| 25 Oct | 1862.05 | 31.35 | 0.00 | - | 1,213 | 8 | 1,607 | |||
| 24 Oct | 1863.35 | 31.35 | -1.65 | - | 826 | 203 | 1,599 | |||
| 23 Oct | 1873.40 | 33 | 4.45 | - | 1,875 | -263 | 1,394 | |||
| 22 Oct | 1851.60 | 28.55 | 1.35 | - | 1,625 | -87 | 1,656 | |||
| 21 Oct | 1852.75 | 27.2 | -13.95 | - | 2,753 | 624 | 1,742 | |||
| 18 Oct | 1879.60 | 41.15 | -72.85 | - | 2,578 | 923 | 1,117 | |||
| 17 Oct | 1968.10 | 114 | 41.75 | - | 150 | 34 | 193 | |||
| 16 Oct | 1920.10 | 72.25 | -20.75 | - | 107 | 21 | 159 | |||
| 15 Oct | 1959.30 | 93 | -5.00 | - | 85 | 8 | 138 | |||
| 14 Oct | 1958.90 | 98 | 12.00 | - | 87 | -24 | 130 | |||
| 11 Oct | 1935.10 | 86 | 2.65 | - | 35 | 3 | 154 | |||
| 10 Oct | 1919.00 | 83.35 | -25.20 | - | 78 | 38 | 149 | |||
| 9 Oct | 1952.75 | 108.55 | 11.55 | - | 21 | -5 | 111 | |||
| 8 Oct | 1948.55 | 97 | 9.00 | - | 69 | 13 | 115 | |||
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| 7 Oct | 1934.30 | 88 | 8.80 | - | 63 | 29 | 103 | |||
| 4 Oct | 1918.15 | 79.2 | 13.95 | - | 66 | 5 | 75 | |||
| 3 Oct | 1893.40 | 65.25 | -12.40 | - | 75 | 11 | 68 | |||
| 1 Oct | 1904.35 | 77.65 | 7.15 | - | 34 | 8 | 57 | |||
| 30 Sept | 1875.60 | 70.5 | -24.75 | - | 61 | 45 | 47 | |||
| 27 Sept | 1906.75 | 95.25 | - | 2 | 1 | 1 | ||||
For Infosys Limited - strike price 1900 expiring on 28NOV2024
Delta for 1900 CE is 0.32
Historical price for 1900 CE is as follows
On 14 Nov INFY was trading at 1864.55. The strike last trading price was 11.4, which was -3.60 lower than the previous day. The implied volatity was 15.40, the open interest changed by 44 which increased total open position to 4151
On 13 Nov INFY was trading at 1868.40. The strike last trading price was 15, which was 1.50 higher than the previous day. The implied volatity was 16.37, the open interest changed by 274 which increased total open position to 4115
On 12 Nov INFY was trading at 1868.80. The strike last trading price was 13.5, which was 1.60 higher than the previous day. The implied volatity was 16.60, the open interest changed by -145 which decreased total open position to 3818
On 11 Nov INFY was trading at 1860.10. The strike last trading price was 11.9, which was 3.90 higher than the previous day. The implied volatity was 15.31, the open interest changed by -145 which decreased total open position to 3994
On 8 Nov INFY was trading at 1829.95. The strike last trading price was 8, which was 2.05 higher than the previous day. The implied volatity was 17.03, the open interest changed by -327 which decreased total open position to 4132
On 7 Nov INFY was trading at 1803.05. The strike last trading price was 5.95, which was -3.55 lower than the previous day. The implied volatity was 18.29, the open interest changed by 290 which increased total open position to 4580
On 6 Nov INFY was trading at 1823.70. The strike last trading price was 9.5, which was 3.45 higher than the previous day. The implied volatity was 17.29, the open interest changed by 115 which increased total open position to 4255
On 5 Nov INFY was trading at 1754.20. The strike last trading price was 6.05, which was -1.55 lower than the previous day. The implied volatity was 24.34, the open interest changed by 263 which increased total open position to 4127
On 4 Nov INFY was trading at 1763.65. The strike last trading price was 7.6, which was -2.85 lower than the previous day. The implied volatity was 24.03, the open interest changed by 436 which increased total open position to 3886
On 1 Nov INFY was trading at 1760.85. The strike last trading price was 10.45, which was -1.25 lower than the previous day. The implied volatity was 26.08, the open interest changed by 181 which increased total open position to 3453
On 31 Oct INFY was trading at 1757.25. The strike last trading price was 11.7, which was -8.00 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 19.7, which was -8.95 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 28.65, which was -1.50 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 30.15, which was -1.20 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 31.35, 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 31.35, 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 23 Oct INFY was trading at 1873.40. The strike last trading price was 33, which was 4.45 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 28.55, which was 1.35 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 27.2, which was -13.95 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 41.15, which was -72.85 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 114, which was 41.75 higher 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 72.25, which was -20.75 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 93, which was -5.00 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 98, which was 12.00 higher 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 86, which was 2.65 higher 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 83.35, which was -25.20 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 108.55, which was 11.55 higher 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 97, which was 9.00 higher 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 88, which was 8.80 higher 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 79.2, which was 13.95 higher 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 65.25, which was -12.40 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 77.65, which was 7.15 higher 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 70.5, which was -24.75 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 95.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INFY 28NOV2024 1900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.63
Vega: 1.37
Theta: -0.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1864.55 | 46.2 | 2.30 | 20.67 | 1,510 | 49 | 1,716 |
| 13 Nov | 1868.40 | 43.9 | -3.50 | 20.33 | 2,746 | 156 | 1,667 |
| 12 Nov | 1868.80 | 47.4 | -2.40 | 18.86 | 2,500 | 416 | 1,514 |
| 11 Nov | 1860.10 | 49.8 | -24.45 | 19.29 | 1,354 | 100 | 1,155 |
| 8 Nov | 1829.95 | 74.25 | -24.10 | 19.10 | 620 | 215 | 1,053 |
| 7 Nov | 1803.05 | 98.35 | 16.85 | 23.68 | 159 | -35 | 839 |
| 6 Nov | 1823.70 | 81.5 | -62.85 | 23.58 | 610 | 3 | 873 |
| 5 Nov | 1754.20 | 144.35 | 10.35 | 27.73 | 84 | -4 | 871 |
| 4 Nov | 1763.65 | 134 | -9.85 | 25.83 | 140 | -38 | 878 |
| 1 Nov | 1760.85 | 143.85 | 3.35 | 28.46 | 21 | -12 | 916 |
| 31 Oct | 1757.25 | 140.5 | 37.00 | - | 219 | 38 | 928 |
| 30 Oct | 1802.10 | 103.5 | 28.95 | - | 352 | 133 | 890 |
| 29 Oct | 1839.30 | 74.55 | 1.75 | - | 410 | 48 | 754 |
| 28 Oct | 1865.35 | 72.8 | 0.25 | - | 464 | 120 | 708 |
| 25 Oct | 1862.05 | 72.55 | 2.30 | - | 249 | 55 | 588 |
| 24 Oct | 1863.35 | 70.25 | 4.50 | - | 101 | -3 | 531 |
| 23 Oct | 1873.40 | 65.75 | -14.10 | - | 229 | -16 | 533 |
| 22 Oct | 1851.60 | 79.85 | -4.15 | - | 156 | -20 | 549 |
| 21 Oct | 1852.75 | 84 | 23.25 | - | 552 | -73 | 572 |
| 18 Oct | 1879.60 | 60.75 | 21.25 | - | 1,220 | 17 | 635 |
| 17 Oct | 1968.10 | 39.5 | -14.00 | - | 726 | 188 | 614 |
| 16 Oct | 1920.10 | 53.5 | 17.00 | - | 276 | 5 | 427 |
| 15 Oct | 1959.30 | 36.5 | 1.20 | - | 519 | -103 | 408 |
| 14 Oct | 1958.90 | 35.3 | -15.20 | - | 264 | 57 | 511 |
| 11 Oct | 1935.10 | 50.5 | -8.55 | - | 251 | 3 | 454 |
| 10 Oct | 1919.00 | 59.05 | 15.05 | - | 146 | -2 | 450 |
| 9 Oct | 1952.75 | 44 | -5.15 | - | 224 | 132 | 452 |
| 8 Oct | 1948.55 | 49.15 | -6.35 | - | 86 | 9 | 319 |
| 7 Oct | 1934.30 | 55.5 | -2.00 | - | 68 | 17 | 310 |
| 4 Oct | 1918.15 | 57.5 | -21.50 | - | 309 | 231 | 294 |
| 3 Oct | 1893.40 | 79 | 14.50 | - | 63 | 23 | 63 |
| 1 Oct | 1904.35 | 64.5 | -18.85 | - | 44 | 12 | 40 |
| 30 Sept | 1875.60 | 83.35 | 12.40 | - | 16 | 10 | 28 |
| 27 Sept | 1906.75 | 70.95 | - | 32 | 17 | 17 | |
For Infosys Limited - strike price 1900 expiring on 28NOV2024
Delta for 1900 PE is -0.63
Historical price for 1900 PE is as follows
On 14 Nov INFY was trading at 1864.55. The strike last trading price was 46.2, which was 2.30 higher than the previous day. The implied volatity was 20.67, the open interest changed by 49 which increased total open position to 1716
On 13 Nov INFY was trading at 1868.40. The strike last trading price was 43.9, which was -3.50 lower than the previous day. The implied volatity was 20.33, the open interest changed by 156 which increased total open position to 1667
On 12 Nov INFY was trading at 1868.80. The strike last trading price was 47.4, which was -2.40 lower than the previous day. The implied volatity was 18.86, the open interest changed by 416 which increased total open position to 1514
On 11 Nov INFY was trading at 1860.10. The strike last trading price was 49.8, which was -24.45 lower than the previous day. The implied volatity was 19.29, the open interest changed by 100 which increased total open position to 1155
On 8 Nov INFY was trading at 1829.95. The strike last trading price was 74.25, which was -24.10 lower than the previous day. The implied volatity was 19.10, the open interest changed by 215 which increased total open position to 1053
On 7 Nov INFY was trading at 1803.05. The strike last trading price was 98.35, which was 16.85 higher than the previous day. The implied volatity was 23.68, the open interest changed by -35 which decreased total open position to 839
On 6 Nov INFY was trading at 1823.70. The strike last trading price was 81.5, which was -62.85 lower than the previous day. The implied volatity was 23.58, the open interest changed by 3 which increased total open position to 873
On 5 Nov INFY was trading at 1754.20. The strike last trading price was 144.35, which was 10.35 higher than the previous day. The implied volatity was 27.73, the open interest changed by -4 which decreased total open position to 871
On 4 Nov INFY was trading at 1763.65. The strike last trading price was 134, which was -9.85 lower than the previous day. The implied volatity was 25.83, the open interest changed by -38 which decreased total open position to 878
On 1 Nov INFY was trading at 1760.85. The strike last trading price was 143.85, which was 3.35 higher than the previous day. The implied volatity was 28.46, the open interest changed by -12 which decreased total open position to 916
On 31 Oct INFY was trading at 1757.25. The strike last trading price was 140.5, which was 37.00 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 103.5, which was 28.95 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 74.55, which was 1.75 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 72.8, which was 0.25 higher 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 72.55, which was 2.30 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 70.25, which was 4.50 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 65.75, which was -14.10 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 79.85, which was -4.15 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 84, which was 23.25 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 60.75, which was 21.25 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 39.5, which was -14.00 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 53.5, which was 17.00 higher 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 36.5, which was 1.20 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 35.3, which was -15.20 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 50.5, which was -8.55 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 59.05, which was 15.05 higher 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 44, which was -5.15 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 49.15, which was -6.35 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 55.5, which was -2.00 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 57.5, which was -21.50 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 79, which was 14.50 higher 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 64.5, which was -18.85 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 83.35, which was 12.40 higher 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 70.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
