INFY
Infosys Limited
Historical option data for INFY
20 Dec 2024 04:10 PM IST
| INFY 26DEC2024 1940 CE | ||||||||||
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Delta: 0.40
Vega: 0.96
Theta: -1.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1922.15 | 10.25 | -19.70 | 14.48 | 22,388 | -701 | 4,912 | |||
| 19 Dec | 1946.20 | 29.95 | -18.85 | 21.75 | 18,310 | 1,395 | 5,585 | |||
| 18 Dec | 1979.15 | 48.8 | -2.40 | 17.51 | 677 | 18 | 4,191 | |||
| 17 Dec | 1976.60 | 51.2 | -3.30 | 22.53 | 1,784 | -14 | 4,191 | |||
| 16 Dec | 1980.05 | 54.5 | -14.70 | 20.52 | 657 | -43 | 4,286 | |||
| 13 Dec | 1999.70 | 69.2 | 9.15 | 15.11 | 3,160 | 6 | 4,330 | |||
| 12 Dec | 1987.00 | 60.05 | 9.85 | 16.78 | 2,018 | -215 | 4,318 | |||
| 11 Dec | 1974.15 | 50.2 | 12.40 | 18.56 | 5,925 | -241 | 4,542 | |||
| 10 Dec | 1948.55 | 37.8 | 7.30 | 18.12 | 15,940 | 57 | 4,792 | |||
| 9 Dec | 1923.65 | 30.5 | 4.90 | 19.56 | 9,814 | -550 | 4,758 | |||
| 6 Dec | 1922.40 | 25.6 | -8.75 | 16.98 | 8,348 | 982 | 5,321 | |||
| 5 Dec | 1934.85 | 34.35 | 16.25 | 16.87 | 20,347 | 1,867 | 4,313 | |||
| 4 Dec | 1889.25 | 18.1 | 0.00 | 17.72 | 8,753 | 395 | 2,472 | |||
| 3 Dec | 1892.10 | 18.1 | -0.60 | 17.62 | 4,273 | 69 | 2,091 | |||
| 2 Dec | 1879.80 | 18.7 | 2.15 | 19.84 | 3,447 | 46 | 2,020 | |||
| 29 Nov | 1857.85 | 16.55 | -2.90 | 20.63 | 4,507 | 35 | 1,972 | |||
| 28 Nov | 1856.65 | 19.45 | -26.05 | 21.32 | 5,810 | 685 | 1,934 | |||
| 27 Nov | 1924.50 | 45.5 | 0.65 | 20.47 | 3,707 | 122 | 1,256 | |||
| 26 Nov | 1924.15 | 44.85 | 11.25 | 21.28 | 6,163 | 542 | 1,120 | |||
| 25 Nov | 1889.70 | 33.6 | 2.45 | 21.72 | 1,279 | 474 | 593 | |||
| 22 Nov | 1902.25 | 31.15 | 18.15 | 19.70 | 973 | 222 | 341 | |||
| 21 Nov | 1834.05 | 13 | -0.55 | 18.73 | 191 | 28 | 120 | |||
| 20 Nov | 1824.75 | 13.55 | 0.00 | 19.87 | 177 | 42 | 91 | |||
| 19 Nov | 1824.75 | 13.55 | 2.90 | 19.87 | 177 | 41 | 91 | |||
| 18 Nov | 1811.45 | 10.65 | -11.10 | 18.68 | 66 | 28 | 49 | |||
| 14 Nov | 1864.55 | 21.75 | -2.50 | 16.84 | 16 | 13 | 20 | |||
| 13 Nov | 1868.40 | 24.25 | -0.75 | 17.08 | 21 | -10 | 7 | |||
| 12 Nov | 1868.80 | 25 | 12.00 | 18.27 | 13 | 12 | 16 | |||
| 11 Nov | 1860.10 | 13 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1829.95 | 13 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 7 Nov | 1803.05 | 13 | -10.30 | 18.49 | 4 | 0 | 0 | |||
| 6 Nov | 1823.70 | 23.3 | 0.00 | 3.50 | 0 | 0 | 0 | |||
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| 5 Nov | 1754.20 | 23.3 | 0.00 | 5.95 | 0 | 0 | 0 | |||
| 4 Nov | 1763.65 | 23.3 | 23.30 | 5.50 | 0 | 0 | 0 | |||
| 1 Nov | 1760.85 | 0 | 5.27 | 0 | 0 | 0 | ||||
For Infosys Limited - strike price 1940 expiring on 26DEC2024
Delta for 1940 CE is 0.40
Historical price for 1940 CE is as follows
On 20 Dec INFY was trading at 1922.15. The strike last trading price was 10.25, which was -19.70 lower than the previous day. The implied volatity was 14.48, the open interest changed by -701 which decreased total open position to 4912
On 19 Dec INFY was trading at 1946.20. The strike last trading price was 29.95, which was -18.85 lower than the previous day. The implied volatity was 21.75, the open interest changed by 1395 which increased total open position to 5585
On 18 Dec INFY was trading at 1979.15. The strike last trading price was 48.8, which was -2.40 lower than the previous day. The implied volatity was 17.51, the open interest changed by 18 which increased total open position to 4191
On 17 Dec INFY was trading at 1976.60. The strike last trading price was 51.2, which was -3.30 lower than the previous day. The implied volatity was 22.53, the open interest changed by -14 which decreased total open position to 4191
On 16 Dec INFY was trading at 1980.05. The strike last trading price was 54.5, which was -14.70 lower than the previous day. The implied volatity was 20.52, the open interest changed by -43 which decreased total open position to 4286
On 13 Dec INFY was trading at 1999.70. The strike last trading price was 69.2, which was 9.15 higher than the previous day. The implied volatity was 15.11, the open interest changed by 6 which increased total open position to 4330
On 12 Dec INFY was trading at 1987.00. The strike last trading price was 60.05, which was 9.85 higher than the previous day. The implied volatity was 16.78, the open interest changed by -215 which decreased total open position to 4318
On 11 Dec INFY was trading at 1974.15. The strike last trading price was 50.2, which was 12.40 higher than the previous day. The implied volatity was 18.56, the open interest changed by -241 which decreased total open position to 4542
On 10 Dec INFY was trading at 1948.55. The strike last trading price was 37.8, which was 7.30 higher than the previous day. The implied volatity was 18.12, the open interest changed by 57 which increased total open position to 4792
On 9 Dec INFY was trading at 1923.65. The strike last trading price was 30.5, which was 4.90 higher than the previous day. The implied volatity was 19.56, the open interest changed by -550 which decreased total open position to 4758
On 6 Dec INFY was trading at 1922.40. The strike last trading price was 25.6, which was -8.75 lower than the previous day. The implied volatity was 16.98, the open interest changed by 982 which increased total open position to 5321
On 5 Dec INFY was trading at 1934.85. The strike last trading price was 34.35, which was 16.25 higher than the previous day. The implied volatity was 16.87, the open interest changed by 1867 which increased total open position to 4313
On 4 Dec INFY was trading at 1889.25. The strike last trading price was 18.1, which was 0.00 lower than the previous day. The implied volatity was 17.72, the open interest changed by 395 which increased total open position to 2472
On 3 Dec INFY was trading at 1892.10. The strike last trading price was 18.1, which was -0.60 lower than the previous day. The implied volatity was 17.62, the open interest changed by 69 which increased total open position to 2091
On 2 Dec INFY was trading at 1879.80. The strike last trading price was 18.7, which was 2.15 higher than the previous day. The implied volatity was 19.84, the open interest changed by 46 which increased total open position to 2020
On 29 Nov INFY was trading at 1857.85. The strike last trading price was 16.55, which was -2.90 lower than the previous day. The implied volatity was 20.63, the open interest changed by 35 which increased total open position to 1972
On 28 Nov INFY was trading at 1856.65. The strike last trading price was 19.45, which was -26.05 lower than the previous day. The implied volatity was 21.32, the open interest changed by 685 which increased total open position to 1934
On 27 Nov INFY was trading at 1924.50. The strike last trading price was 45.5, which was 0.65 higher than the previous day. The implied volatity was 20.47, the open interest changed by 122 which increased total open position to 1256
On 26 Nov INFY was trading at 1924.15. The strike last trading price was 44.85, which was 11.25 higher than the previous day. The implied volatity was 21.28, the open interest changed by 542 which increased total open position to 1120
On 25 Nov INFY was trading at 1889.70. The strike last trading price was 33.6, which was 2.45 higher than the previous day. The implied volatity was 21.72, the open interest changed by 474 which increased total open position to 593
On 22 Nov INFY was trading at 1902.25. The strike last trading price was 31.15, which was 18.15 higher than the previous day. The implied volatity was 19.70, the open interest changed by 222 which increased total open position to 341
On 21 Nov INFY was trading at 1834.05. The strike last trading price was 13, which was -0.55 lower than the previous day. The implied volatity was 18.73, the open interest changed by 28 which increased total open position to 120
On 20 Nov INFY was trading at 1824.75. The strike last trading price was 13.55, which was 0.00 lower than the previous day. The implied volatity was 19.87, the open interest changed by 42 which increased total open position to 91
On 19 Nov INFY was trading at 1824.75. The strike last trading price was 13.55, which was 2.90 higher than the previous day. The implied volatity was 19.87, the open interest changed by 41 which increased total open position to 91
On 18 Nov INFY was trading at 1811.45. The strike last trading price was 10.65, which was -11.10 lower than the previous day. The implied volatity was 18.68, the open interest changed by 28 which increased total open position to 49
On 14 Nov INFY was trading at 1864.55. The strike last trading price was 21.75, which was -2.50 lower than the previous day. The implied volatity was 16.84, the open interest changed by 13 which increased total open position to 20
On 13 Nov INFY was trading at 1868.40. The strike last trading price was 24.25, which was -0.75 lower than the previous day. The implied volatity was 17.08, the open interest changed by -10 which decreased total open position to 7
On 12 Nov INFY was trading at 1868.80. The strike last trading price was 25, which was 12.00 higher than the previous day. The implied volatity was 18.27, the open interest changed by 12 which increased total open position to 16
On 11 Nov INFY was trading at 1860.10. The strike last trading price was 13, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 Nov INFY was trading at 1829.95. The strike last trading price was 13, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 7 Nov INFY was trading at 1803.05. The strike last trading price was 13, which was -10.30 lower than the previous day. The implied volatity was 18.49, the open interest changed by 0 which decreased total open position to 0
On 6 Nov INFY was trading at 1823.70. The strike last trading price was 23.3, which was 0.00 lower than the previous day. The implied volatity was 3.50, the open interest changed by 0 which decreased total open position to 0
On 5 Nov INFY was trading at 1754.20. The strike last trading price was 23.3, which was 0.00 lower than the previous day. The implied volatity was 5.95, the open interest changed by 0 which decreased total open position to 0
On 4 Nov INFY was trading at 1763.65. The strike last trading price was 23.3, which was 23.30 higher than the previous day. The implied volatity was 5.50, the open interest changed by 0 which decreased total open position to 0
On 1 Nov INFY was trading at 1760.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 5.27, the open interest changed by 0 which decreased total open position to 0
| INFY 26DEC2024 1940 PE | |||||||
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Delta: -0.57
Vega: 0.97
Theta: -1.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1922.15 | 25.1 | 6.05 | 20.51 | 14,588 | -1,641 | 2,490 |
| 19 Dec | 1946.20 | 19.05 | 8.90 | 23.00 | 19,346 | -706 | 4,138 |
| 18 Dec | 1979.15 | 10.15 | -0.45 | 22.76 | 4,293 | 415 | 4,829 |
| 17 Dec | 1976.60 | 10.6 | 0.70 | 20.76 | 7,397 | -172 | 4,429 |
| 16 Dec | 1980.05 | 9.9 | 1.70 | 20.43 | 9,026 | -552 | 4,610 |
| 13 Dec | 1999.70 | 8.2 | -1.35 | 20.58 | 25,487 | 1,489 | 5,182 |
| 12 Dec | 1987.00 | 9.55 | -6.70 | 18.57 | 6,077 | 340 | 3,693 |
| 11 Dec | 1974.15 | 16.25 | -9.10 | 19.48 | 6,261 | 737 | 3,354 |
| 10 Dec | 1948.55 | 25.35 | -11.35 | 20.10 | 11,807 | 1,004 | 2,617 |
| 9 Dec | 1923.65 | 36.7 | -4.65 | 20.86 | 2,671 | -153 | 1,613 |
| 6 Dec | 1922.40 | 41.35 | 5.75 | 19.99 | 2,578 | -185 | 1,764 |
| 5 Dec | 1934.85 | 35.6 | -25.50 | 20.87 | 7,020 | 1,350 | 1,957 |
| 4 Dec | 1889.25 | 61.1 | -2.60 | 21.57 | 1,147 | -67 | 607 |
| 3 Dec | 1892.10 | 63.7 | -8.80 | 22.04 | 548 | 14 | 673 |
| 2 Dec | 1879.80 | 72.5 | -12.80 | 22.14 | 69 | -16 | 657 |
| 29 Nov | 1857.85 | 85.3 | -1.00 | 20.64 | 161 | -26 | 671 |
| 28 Nov | 1856.65 | 86.3 | 40.95 | 22.43 | 1,502 | -58 | 699 |
| 27 Nov | 1924.50 | 45.35 | -6.65 | 21.48 | 1,672 | 211 | 756 |
| 26 Nov | 1924.15 | 52 | -14.15 | 22.75 | 1,743 | 395 | 544 |
| 25 Nov | 1889.70 | 66.15 | -4.05 | 21.70 | 258 | 152 | 153 |
| 22 Nov | 1902.25 | 70.2 | -39.80 | 22.49 | 267 | 98 | 99 |
| 21 Nov | 1834.05 | 110 | 13.75 | 24.00 | 1 | 0 | 1 |
| 20 Nov | 1824.75 | 96.25 | 0.00 | - | 1 | 1 | 0 |
| 19 Nov | 1824.75 | 96.25 | -88.30 | - | 1 | 0 | 0 |
| 18 Nov | 1811.45 | 184.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1864.55 | 184.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1868.40 | 184.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1868.80 | 184.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1860.10 | 184.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1829.95 | 184.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1803.05 | 184.55 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1823.70 | 184.55 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1754.20 | 184.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1763.65 | 184.55 | 184.55 | - | 0 | 0 | 0 |
| 1 Nov | 1760.85 | 0 | - | 0 | 0 | 0 | |
For Infosys Limited - strike price 1940 expiring on 26DEC2024
Delta for 1940 PE is -0.57
Historical price for 1940 PE is as follows
On 20 Dec INFY was trading at 1922.15. The strike last trading price was 25.1, which was 6.05 higher than the previous day. The implied volatity was 20.51, the open interest changed by -1641 which decreased total open position to 2490
On 19 Dec INFY was trading at 1946.20. The strike last trading price was 19.05, which was 8.90 higher than the previous day. The implied volatity was 23.00, the open interest changed by -706 which decreased total open position to 4138
On 18 Dec INFY was trading at 1979.15. The strike last trading price was 10.15, which was -0.45 lower than the previous day. The implied volatity was 22.76, the open interest changed by 415 which increased total open position to 4829
On 17 Dec INFY was trading at 1976.60. The strike last trading price was 10.6, which was 0.70 higher than the previous day. The implied volatity was 20.76, the open interest changed by -172 which decreased total open position to 4429
On 16 Dec INFY was trading at 1980.05. The strike last trading price was 9.9, which was 1.70 higher than the previous day. The implied volatity was 20.43, the open interest changed by -552 which decreased total open position to 4610
On 13 Dec INFY was trading at 1999.70. The strike last trading price was 8.2, which was -1.35 lower than the previous day. The implied volatity was 20.58, the open interest changed by 1489 which increased total open position to 5182
On 12 Dec INFY was trading at 1987.00. The strike last trading price was 9.55, which was -6.70 lower than the previous day. The implied volatity was 18.57, the open interest changed by 340 which increased total open position to 3693
On 11 Dec INFY was trading at 1974.15. The strike last trading price was 16.25, which was -9.10 lower than the previous day. The implied volatity was 19.48, the open interest changed by 737 which increased total open position to 3354
On 10 Dec INFY was trading at 1948.55. The strike last trading price was 25.35, which was -11.35 lower than the previous day. The implied volatity was 20.10, the open interest changed by 1004 which increased total open position to 2617
On 9 Dec INFY was trading at 1923.65. The strike last trading price was 36.7, which was -4.65 lower than the previous day. The implied volatity was 20.86, the open interest changed by -153 which decreased total open position to 1613
On 6 Dec INFY was trading at 1922.40. The strike last trading price was 41.35, which was 5.75 higher than the previous day. The implied volatity was 19.99, the open interest changed by -185 which decreased total open position to 1764
On 5 Dec INFY was trading at 1934.85. The strike last trading price was 35.6, which was -25.50 lower than the previous day. The implied volatity was 20.87, the open interest changed by 1350 which increased total open position to 1957
On 4 Dec INFY was trading at 1889.25. The strike last trading price was 61.1, which was -2.60 lower than the previous day. The implied volatity was 21.57, the open interest changed by -67 which decreased total open position to 607
On 3 Dec INFY was trading at 1892.10. The strike last trading price was 63.7, which was -8.80 lower than the previous day. The implied volatity was 22.04, the open interest changed by 14 which increased total open position to 673
On 2 Dec INFY was trading at 1879.80. The strike last trading price was 72.5, which was -12.80 lower than the previous day. The implied volatity was 22.14, the open interest changed by -16 which decreased total open position to 657
On 29 Nov INFY was trading at 1857.85. The strike last trading price was 85.3, which was -1.00 lower than the previous day. The implied volatity was 20.64, the open interest changed by -26 which decreased total open position to 671
On 28 Nov INFY was trading at 1856.65. The strike last trading price was 86.3, which was 40.95 higher than the previous day. The implied volatity was 22.43, the open interest changed by -58 which decreased total open position to 699
On 27 Nov INFY was trading at 1924.50. The strike last trading price was 45.35, which was -6.65 lower than the previous day. The implied volatity was 21.48, the open interest changed by 211 which increased total open position to 756
On 26 Nov INFY was trading at 1924.15. The strike last trading price was 52, which was -14.15 lower than the previous day. The implied volatity was 22.75, the open interest changed by 395 which increased total open position to 544
On 25 Nov INFY was trading at 1889.70. The strike last trading price was 66.15, which was -4.05 lower than the previous day. The implied volatity was 21.70, the open interest changed by 152 which increased total open position to 153
On 22 Nov INFY was trading at 1902.25. The strike last trading price was 70.2, which was -39.80 lower than the previous day. The implied volatity was 22.49, the open interest changed by 98 which increased total open position to 99
On 21 Nov INFY was trading at 1834.05. The strike last trading price was 110, which was 13.75 higher than the previous day. The implied volatity was 24.00, the open interest changed by 0 which decreased total open position to 1
On 20 Nov INFY was trading at 1824.75. The strike last trading price was 96.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 19 Nov INFY was trading at 1824.75. The strike last trading price was 96.25, which was -88.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov INFY was trading at 1811.45. The strike last trading price was 184.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov INFY was trading at 1864.55. The strike last trading price was 184.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov INFY was trading at 1868.40. The strike last trading price was 184.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov INFY was trading at 1868.80. The strike last trading price was 184.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov INFY was trading at 1860.10. The strike last trading price was 184.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov INFY was trading at 1829.95. The strike last trading price was 184.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov INFY was trading at 1803.05. The strike last trading price was 184.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov INFY was trading at 1823.70. The strike last trading price was 184.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov INFY was trading at 1754.20. The strike last trading price was 184.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov INFY was trading at 1763.65. The strike last trading price was 184.55, which was 184.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov INFY was trading at 1760.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
