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

1864.55 -3.85 (-0.21%)

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Historical option data for INFY

14 Nov 2024 04:10 PM IST
INFY 28NOV2024 1900 CE
Delta: 0.32
Vega: 1.30
Theta: -0.88
Gamma: 0.01
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
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
Delta: -0.63
Vega: 1.37
Theta: -0.68
Gamma: 0.00
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