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

1834.05 9.30 (0.51%)

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Historical option data for INFY

21 Nov 2024 04:10 PM IST
INFY 28NOV2024 1920 CE
Delta: 0.07
Vega: 0.34
Theta: -0.54
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1834.05 1.6 -0.35 21.11 3,375 120 2,166
20 Nov 1824.75 1.95 0.00 21.44 4,589 78 2,027
19 Nov 1824.75 1.95 0.45 21.44 4,589 59 2,027
18 Nov 1811.45 1.5 -5.40 20.34 3,446 394 1,970
14 Nov 1864.55 6.9 -2.70 15.86 2,484 33 1,583
13 Nov 1868.40 9.6 0.80 16.74 2,466 -10 1,562
12 Nov 1868.80 8.8 0.90 17.04 4,386 195 1,562
11 Nov 1860.10 7.9 2.45 16.06 2,892 191 1,364
8 Nov 1829.95 5.45 1.20 17.63 2,331 -77 1,172
7 Nov 1803.05 4.25 -2.60 19.02 1,492 38 1,255
6 Nov 1823.70 6.85 2.15 18.71 2,368 116 1,218
5 Nov 1754.20 4.7 -1.05 25.00 764 131 1,114
4 Nov 1763.65 5.75 -2.25 24.45 1,317 181 981
1 Nov 1760.85 8 -1.05 26.23 180 75 800
31 Oct 1757.25 9.05 -6.35 - 1,093 124 725
30 Oct 1802.10 15.4 -7.00 - 636 183 601
29 Oct 1839.30 22.4 -1.40 - 343 65 440
28 Oct 1865.35 23.8 -0.55 - 364 23 379
25 Oct 1862.05 24.35 -0.30 - 182 20 356
24 Oct 1863.35 24.65 -3.45 - 129 27 336
23 Oct 1873.40 28.1 5.00 - 212 -11 308
22 Oct 1851.60 23.1 1.10 - 207 -15 318
21 Oct 1852.75 22 -11.80 - 610 135 333
18 Oct 1879.60 33.8 -68.15 - 362 156 198
17 Oct 1968.10 101.95 41.70 - 289 -10 43
16 Oct 1920.10 60.25 -23.95 - 66 41 53
15 Oct 1959.30 84.2 -3.50 - 6 2 10
14 Oct 1958.90 87.7 7.85 - 5 2 8
11 Oct 1935.10 79.85 7.85 - 9 1 6
10 Oct 1919.00 72 -14.20 - 4 1 5
9 Oct 1952.75 86.2 0.00 - 0 0 0
8 Oct 1948.55 86.2 6.50 - 6 0 4
7 Oct 1934.30 79.7 -1.25 - 2 0 3
4 Oct 1918.15 80.95 15.95 - 5 3 4
3 Oct 1893.40 65 -5.20 - 1 0 1
1 Oct 1904.35 70.2 -62.15 - 1 0 0
30 Sept 1875.60 132.35 0.00 - 0 0 0
27 Sept 1906.75 132.35 0.00 - 0 0 0
25 Sept 1895.30 132.35 132.35 - 0 0 0
17 Sept 1952.55 0 0.00 - 0 0 0
12 Sept 1950.45 0 0.00 - 0 0 0
11 Sept 1910.15 0 0.00 - 0 0 0
9 Sept 1894.65 0 0.00 - 0 0 0
6 Sept 1901.85 0 0.00 - 0 0 0
5 Sept 1933.15 0 0.00 - 0 0 0
4 Sept 1922.45 0 0.00 - 0 0 0
3 Sept 1941.25 0 0.00 - 0 0 0
2 Sept 1964.50 0 - 0 0 0


For Infosys Limited - strike price 1920 expiring on 28NOV2024

Delta for 1920 CE is 0.07

Historical price for 1920 CE is as follows

On 21 Nov INFY was trading at 1834.05. The strike last trading price was 1.6, which was -0.35 lower than the previous day. The implied volatity was 21.11, the open interest changed by 120 which increased total open position to 2166


On 20 Nov INFY was trading at 1824.75. The strike last trading price was 1.95, which was 0.00 lower than the previous day. The implied volatity was 21.44, the open interest changed by 78 which increased total open position to 2027


On 19 Nov INFY was trading at 1824.75. The strike last trading price was 1.95, which was 0.45 higher than the previous day. The implied volatity was 21.44, the open interest changed by 59 which increased total open position to 2027


On 18 Nov INFY was trading at 1811.45. The strike last trading price was 1.5, which was -5.40 lower than the previous day. The implied volatity was 20.34, the open interest changed by 394 which increased total open position to 1970


On 14 Nov INFY was trading at 1864.55. The strike last trading price was 6.9, which was -2.70 lower than the previous day. The implied volatity was 15.86, the open interest changed by 33 which increased total open position to 1583


On 13 Nov INFY was trading at 1868.40. The strike last trading price was 9.6, which was 0.80 higher than the previous day. The implied volatity was 16.74, the open interest changed by -10 which decreased total open position to 1562


On 12 Nov INFY was trading at 1868.80. The strike last trading price was 8.8, which was 0.90 higher than the previous day. The implied volatity was 17.04, the open interest changed by 195 which increased total open position to 1562


On 11 Nov INFY was trading at 1860.10. The strike last trading price was 7.9, which was 2.45 higher than the previous day. The implied volatity was 16.06, the open interest changed by 191 which increased total open position to 1364


On 8 Nov INFY was trading at 1829.95. The strike last trading price was 5.45, which was 1.20 higher than the previous day. The implied volatity was 17.63, the open interest changed by -77 which decreased total open position to 1172


On 7 Nov INFY was trading at 1803.05. The strike last trading price was 4.25, which was -2.60 lower than the previous day. The implied volatity was 19.02, the open interest changed by 38 which increased total open position to 1255


On 6 Nov INFY was trading at 1823.70. The strike last trading price was 6.85, which was 2.15 higher than the previous day. The implied volatity was 18.71, the open interest changed by 116 which increased total open position to 1218


On 5 Nov INFY was trading at 1754.20. The strike last trading price was 4.7, which was -1.05 lower than the previous day. The implied volatity was 25.00, the open interest changed by 131 which increased total open position to 1114


On 4 Nov INFY was trading at 1763.65. The strike last trading price was 5.75, which was -2.25 lower than the previous day. The implied volatity was 24.45, the open interest changed by 181 which increased total open position to 981


On 1 Nov INFY was trading at 1760.85. The strike last trading price was 8, which was -1.05 lower than the previous day. The implied volatity was 26.23, the open interest changed by 75 which increased total open position to 800


On 31 Oct INFY was trading at 1757.25. The strike last trading price was 9.05, 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 30 Oct INFY was trading at 1802.10. The strike last trading price was 15.4, which was -7.00 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 22.4, which was -1.40 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 23.8, which was -0.55 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 24.35, which was -0.30 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 24.65, which was -3.45 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 28.1, which was 5.00 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 23.1, which was 1.10 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 22, which was -11.80 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 33.8, which was -68.15 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 101.95, which was 41.70 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 60.25, which was -23.95 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 84.2, which was -3.50 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 87.7, which was 7.85 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 79.85, which was 7.85 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 72, which was -14.20 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 86.2, 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 8 Oct INFY was trading at 1948.55. The strike last trading price was 86.2, which was 6.50 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 79.7, which was -1.25 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 80.95, which was 15.95 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, which was -5.20 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 70.2, which was -62.15 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 132.35, 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 27 Sept INFY was trading at 1906.75. The strike last trading price was 132.35, 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 25 Sept INFY was trading at 1895.30. The strike last trading price was 132.35, which was 132.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Sept INFY was trading at 1952.55. The strike last trading price was 0, 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 12 Sept INFY was trading at 1950.45. The strike last trading price was 0, 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 11 Sept INFY was trading at 1910.15. The strike last trading price was 0, 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 9 Sept INFY was trading at 1894.65. The strike last trading price was 0, 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 6 Sept INFY was trading at 1901.85. The strike last trading price was 0, 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 5 Sept INFY was trading at 1933.15. The strike last trading price was 0, 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 4 Sept INFY was trading at 1922.45. The strike last trading price was 0, 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 3 Sept INFY was trading at 1941.25. The strike last trading price was 0, 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 2 Sept INFY was trading at 1964.50. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


INFY 28NOV2024 1920 PE
Delta: -0.80
Vega: 0.70
Theta: -1.37
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1834.05 91.95 -4.00 35.87 81 -23 202
20 Nov 1824.75 95.95 0.00 24.18 76 4 221
19 Nov 1824.75 95.95 -13.50 24.18 76 0 221
18 Nov 1811.45 109.45 47.35 34.20 73 -11 221
14 Nov 1864.55 62.1 3.45 22.32 154 9 231
13 Nov 1868.40 58.65 -2.40 21.36 150 17 217
12 Nov 1868.80 61.05 -5.15 18.40 174 16 200
11 Nov 1860.10 66.2 -26.30 20.98 189 -64 187
8 Nov 1829.95 92.5 -25.35 20.91 54 -7 256
7 Nov 1803.05 117.85 20.40 26.39 30 1 262
6 Nov 1823.70 97.45 -64.80 21.42 100 -19 263
5 Nov 1754.20 162.25 7.60 28.20 6 1 282
4 Nov 1763.65 154.65 -2.85 29.13 13 3 283
1 Nov 1760.85 157.5 0.60 25.40 1 0 281
31 Oct 1757.25 156.9 42.55 - 157 81 279
30 Oct 1802.10 114.35 26.10 - 92 56 197
29 Oct 1839.30 88.25 2.30 - 75 50 141
28 Oct 1865.35 85.95 0.55 - 23 9 91
25 Oct 1862.05 85.4 2.40 - 1 0 82
24 Oct 1863.35 83 4.40 - 39 25 81
23 Oct 1873.40 78.6 -11.40 - 12 3 56
22 Oct 1851.60 90 -6.10 - 6 3 53
21 Oct 1852.75 96.1 21.20 - 24 10 50
18 Oct 1879.60 74.9 29.40 - 65 15 39
17 Oct 1968.10 45.5 -17.50 - 32 0 23
16 Oct 1920.10 63 15.30 - 22 17 22
15 Oct 1959.30 47.7 -36.75 - 8 3 3
14 Oct 1958.90 84.45 0.00 - 0 0 0
11 Oct 1935.10 84.45 0.00 - 0 0 0
10 Oct 1919.00 84.45 0.00 - 0 0 0
9 Oct 1952.75 84.45 0.00 - 0 0 0
8 Oct 1948.55 84.45 0.00 - 0 0 0
7 Oct 1934.30 84.45 0.00 - 0 0 0
4 Oct 1918.15 84.45 0.00 - 0 0 0
3 Oct 1893.40 84.45 0.00 - 0 0 0
1 Oct 1904.35 84.45 0.00 - 0 0 0
30 Sept 1875.60 84.45 0.00 - 0 0 0
27 Sept 1906.75 84.45 0.00 - 0 0 0
25 Sept 1895.30 84.45 0.00 - 0 0 0
17 Sept 1952.55 84.45 0.00 - 0 0 0
12 Sept 1950.45 84.45 0.00 - 0 0 0
11 Sept 1910.15 84.45 0.00 - 0 0 0
9 Sept 1894.65 84.45 0.00 - 0 0 0
6 Sept 1901.85 84.45 0.00 - 0 0 0
5 Sept 1933.15 84.45 0.00 - 0 0 0
4 Sept 1922.45 84.45 0.00 - 0 0 0
3 Sept 1941.25 84.45 0.00 - 0 0 0
2 Sept 1964.50 84.45 - 0 0 0


For Infosys Limited - strike price 1920 expiring on 28NOV2024

Delta for 1920 PE is -0.80

Historical price for 1920 PE is as follows

On 21 Nov INFY was trading at 1834.05. The strike last trading price was 91.95, which was -4.00 lower than the previous day. The implied volatity was 35.87, the open interest changed by -23 which decreased total open position to 202


On 20 Nov INFY was trading at 1824.75. The strike last trading price was 95.95, which was 0.00 lower than the previous day. The implied volatity was 24.18, the open interest changed by 4 which increased total open position to 221


On 19 Nov INFY was trading at 1824.75. The strike last trading price was 95.95, which was -13.50 lower than the previous day. The implied volatity was 24.18, the open interest changed by 0 which decreased total open position to 221


On 18 Nov INFY was trading at 1811.45. The strike last trading price was 109.45, which was 47.35 higher than the previous day. The implied volatity was 34.20, the open interest changed by -11 which decreased total open position to 221


On 14 Nov INFY was trading at 1864.55. The strike last trading price was 62.1, which was 3.45 higher than the previous day. The implied volatity was 22.32, the open interest changed by 9 which increased total open position to 231


On 13 Nov INFY was trading at 1868.40. The strike last trading price was 58.65, which was -2.40 lower than the previous day. The implied volatity was 21.36, the open interest changed by 17 which increased total open position to 217


On 12 Nov INFY was trading at 1868.80. The strike last trading price was 61.05, which was -5.15 lower than the previous day. The implied volatity was 18.40, the open interest changed by 16 which increased total open position to 200


On 11 Nov INFY was trading at 1860.10. The strike last trading price was 66.2, which was -26.30 lower than the previous day. The implied volatity was 20.98, the open interest changed by -64 which decreased total open position to 187


On 8 Nov INFY was trading at 1829.95. The strike last trading price was 92.5, which was -25.35 lower than the previous day. The implied volatity was 20.91, the open interest changed by -7 which decreased total open position to 256


On 7 Nov INFY was trading at 1803.05. The strike last trading price was 117.85, which was 20.40 higher than the previous day. The implied volatity was 26.39, the open interest changed by 1 which increased total open position to 262


On 6 Nov INFY was trading at 1823.70. The strike last trading price was 97.45, which was -64.80 lower than the previous day. The implied volatity was 21.42, the open interest changed by -19 which decreased total open position to 263


On 5 Nov INFY was trading at 1754.20. The strike last trading price was 162.25, which was 7.60 higher than the previous day. The implied volatity was 28.20, the open interest changed by 1 which increased total open position to 282


On 4 Nov INFY was trading at 1763.65. The strike last trading price was 154.65, which was -2.85 lower than the previous day. The implied volatity was 29.13, the open interest changed by 3 which increased total open position to 283


On 1 Nov INFY was trading at 1760.85. The strike last trading price was 157.5, which was 0.60 higher than the previous day. The implied volatity was 25.40, the open interest changed by 0 which decreased total open position to 281


On 31 Oct INFY was trading at 1757.25. The strike last trading price was 156.9, which was 42.55 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 114.35, which was 26.10 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 88.25, 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 28 Oct INFY was trading at 1865.35. The strike last trading price was 85.95, which was 0.55 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 85.4, which was 2.40 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 83, which was 4.40 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 78.6, which was -11.40 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 90, which was -6.10 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 96.1, which was 21.20 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 74.9, which was 29.40 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 45.5, which was -17.50 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 63, which was 15.30 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 47.7, which was -36.75 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 84.45, 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 11 Oct INFY was trading at 1935.10. The strike last trading price was 84.45, 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 10 Oct INFY was trading at 1919.00. The strike last trading price was 84.45, 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 9 Oct INFY was trading at 1952.75. The strike last trading price was 84.45, 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 8 Oct INFY was trading at 1948.55. The strike last trading price was 84.45, 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 7 Oct INFY was trading at 1934.30. The strike last trading price was 84.45, 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 4 Oct INFY was trading at 1918.15. The strike last trading price was 84.45, 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 3 Oct INFY was trading at 1893.40. The strike last trading price was 84.45, 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 1 Oct INFY was trading at 1904.35. The strike last trading price was 84.45, 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 30 Sept INFY was trading at 1875.60. The strike last trading price was 84.45, 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 27 Sept INFY was trading at 1906.75. The strike last trading price was 84.45, 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 25 Sept INFY was trading at 1895.30. The strike last trading price was 84.45, 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 17 Sept INFY was trading at 1952.55. The strike last trading price was 84.45, 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 12 Sept INFY was trading at 1950.45. The strike last trading price was 84.45, 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 11 Sept INFY was trading at 1910.15. The strike last trading price was 84.45, 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 9 Sept INFY was trading at 1894.65. The strike last trading price was 84.45, 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 6 Sept INFY was trading at 1901.85. The strike last trading price was 84.45, 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 5 Sept INFY was trading at 1933.15. The strike last trading price was 84.45, 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 4 Sept INFY was trading at 1922.45. The strike last trading price was 84.45, 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 3 Sept INFY was trading at 1941.25. The strike last trading price was 84.45, 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 2 Sept INFY was trading at 1964.50. The strike last trading price was 84.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to