INFY
Infosys Limited
Historical option data for INFY
13 Mar 2025 04:10 PM IST
| INFY 27MAR2025 1940 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.07
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1579.85 | 0.35 | 0 | 42.23 | 13 | -2 | 394 | |||
| 12 Mar | 1590.85 | 0.35 | 0 | 39.68 | 343 | -155 | 405 | |||
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| 11 Mar | 1661.60 | 0.35 | -0.4 | 29.98 | 44 | -8 | 561 | |||
| 10 Mar | 1701.45 | 0.75 | 0 | 28.33 | 94 | -34 | 570 | |||
| 7 Mar | 1686.00 | 0.65 | -0.25 | 26.98 | 228 | -9 | 604 | |||
| 6 Mar | 1715.85 | 0.9 | -0.15 | 24.78 | 82 | -2 | 613 | |||
| 5 Mar | 1711.50 | 1.05 | 0.15 | 25.28 | 228 | 23 | 615 | |||
| 4 Mar | 1688.30 | 0.85 | -0.45 | 26.13 | 179 | -11 | 601 | |||
| 3 Mar | 1708.60 | 1.35 | 0 | 24.73 | 683 | 201 | 616 | |||
| 28 Feb | 1687.70 | 1.4 | -1.7 | 25.07 | 625 | -104 | 415 | |||
| 27 Feb | 1764.30 | 3.25 | -0.7 | 21.31 | 415 | 137 | 519 | |||
| 26 Feb | 1767.70 | 3.9 | -0.35 | 20.98 | 214 | 63 | 385 | |||
| 25 Feb | 1767.70 | 3.9 | -0.35 | 20.98 | 214 | 66 | 385 | |||
| 24 Feb | 1764.10 | 4.25 | -7.15 | 21.43 | 797 | -55 | 320 | |||
| 21 Feb | 1815.00 | 11.35 | -1.55 | 20.47 | 352 | 139 | 375 | |||
| 20 Feb | 1825.15 | 12.65 | 0.1 | 19.55 | 134 | 25 | 237 | |||
| 19 Feb | 1810.80 | 12.6 | -7.4 | 21.09 | 208 | 30 | 210 | |||
| 18 Feb | 1851.95 | 20 | 1.85 | 19.95 | 38 | 7 | 182 | |||
| 17 Feb | 1842.30 | 18.3 | -2.85 | 19.45 | 201 | 90 | 175 | |||
| 14 Feb | 1856.40 | 22.05 | 0.3 | 18.95 | 18 | 7 | 85 | |||
| 13 Feb | 1843.25 | 21.75 | -1.25 | 20.21 | 13 | 6 | 78 | |||
| 12 Feb | 1863.15 | 23 | -6.6 | 17.26 | 9 | -1 | 68 | |||
| 11 Feb | 1875.65 | 29.6 | -4.4 | 17.52 | 65 | 59 | 69 | |||
| 10 Feb | 1880.30 | 34 | -25.35 | 18.82 | 10 | 9 | 9 | |||
| 7 Feb | 1903.65 | 59.35 | 0 | 0.61 | 0 | 0 | 0 | |||
| 6 Feb | 1915.65 | 59.35 | 0 | 0.02 | 0 | 0 | 0 | |||
| 5 Feb | 1897.05 | 59.35 | 0 | 0.64 | 0 | 0 | 0 | |||
| 4 Feb | 1898.80 | 59.35 | 0 | 0.74 | 0 | 0 | 0 | |||
| 3 Feb | 1863.30 | 59.35 | 0 | 1.94 | 0 | 0 | 0 | |||
| 1 Feb | 1851.35 | 59.35 | 0 | 2.13 | 0 | 0 | 0 | |||
For Infosys Limited - strike price 1940 expiring on 27MAR2025
Delta for 1940 CE is 0.01
Historical price for 1940 CE is as follows
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 42.23, the open interest changed by -2 which decreased total open position to 394
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 39.68, the open interest changed by -155 which decreased total open position to 405
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 0.35, which was -0.4 lower than the previous day. The implied volatity was 29.98, the open interest changed by -8 which decreased total open position to 561
On 10 Mar INFY was trading at 1701.45. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was 28.33, the open interest changed by -34 which decreased total open position to 570
On 7 Mar INFY was trading at 1686.00. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 26.98, the open interest changed by -9 which decreased total open position to 604
On 6 Mar INFY was trading at 1715.85. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 24.78, the open interest changed by -2 which decreased total open position to 613
On 5 Mar INFY was trading at 1711.50. The strike last trading price was 1.05, which was 0.15 higher than the previous day. The implied volatity was 25.28, the open interest changed by 23 which increased total open position to 615
On 4 Mar INFY was trading at 1688.30. The strike last trading price was 0.85, which was -0.45 lower than the previous day. The implied volatity was 26.13, the open interest changed by -11 which decreased total open position to 601
On 3 Mar INFY was trading at 1708.60. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 24.73, the open interest changed by 201 which increased total open position to 616
On 28 Feb INFY was trading at 1687.70. The strike last trading price was 1.4, which was -1.7 lower than the previous day. The implied volatity was 25.07, the open interest changed by -104 which decreased total open position to 415
On 27 Feb INFY was trading at 1764.30. The strike last trading price was 3.25, which was -0.7 lower than the previous day. The implied volatity was 21.31, the open interest changed by 137 which increased total open position to 519
On 26 Feb INFY was trading at 1767.70. The strike last trading price was 3.9, which was -0.35 lower than the previous day. The implied volatity was 20.98, the open interest changed by 63 which increased total open position to 385
On 25 Feb INFY was trading at 1767.70. The strike last trading price was 3.9, which was -0.35 lower than the previous day. The implied volatity was 20.98, the open interest changed by 66 which increased total open position to 385
On 24 Feb INFY was trading at 1764.10. The strike last trading price was 4.25, which was -7.15 lower than the previous day. The implied volatity was 21.43, the open interest changed by -55 which decreased total open position to 320
On 21 Feb INFY was trading at 1815.00. The strike last trading price was 11.35, which was -1.55 lower than the previous day. The implied volatity was 20.47, the open interest changed by 139 which increased total open position to 375
On 20 Feb INFY was trading at 1825.15. The strike last trading price was 12.65, which was 0.1 higher than the previous day. The implied volatity was 19.55, the open interest changed by 25 which increased total open position to 237
On 19 Feb INFY was trading at 1810.80. The strike last trading price was 12.6, which was -7.4 lower than the previous day. The implied volatity was 21.09, the open interest changed by 30 which increased total open position to 210
On 18 Feb INFY was trading at 1851.95. The strike last trading price was 20, which was 1.85 higher than the previous day. The implied volatity was 19.95, the open interest changed by 7 which increased total open position to 182
On 17 Feb INFY was trading at 1842.30. The strike last trading price was 18.3, which was -2.85 lower than the previous day. The implied volatity was 19.45, the open interest changed by 90 which increased total open position to 175
On 14 Feb INFY was trading at 1856.40. The strike last trading price was 22.05, which was 0.3 higher than the previous day. The implied volatity was 18.95, the open interest changed by 7 which increased total open position to 85
On 13 Feb INFY was trading at 1843.25. The strike last trading price was 21.75, which was -1.25 lower than the previous day. The implied volatity was 20.21, the open interest changed by 6 which increased total open position to 78
On 12 Feb INFY was trading at 1863.15. The strike last trading price was 23, which was -6.6 lower than the previous day. The implied volatity was 17.26, the open interest changed by -1 which decreased total open position to 68
On 11 Feb INFY was trading at 1875.65. The strike last trading price was 29.6, which was -4.4 lower than the previous day. The implied volatity was 17.52, the open interest changed by 59 which increased total open position to 69
On 10 Feb INFY was trading at 1880.30. The strike last trading price was 34, which was -25.35 lower than the previous day. The implied volatity was 18.82, the open interest changed by 9 which increased total open position to 9
On 7 Feb INFY was trading at 1903.65. The strike last trading price was 59.35, which was 0 lower than the previous day. The implied volatity was 0.61, the open interest changed by 0 which decreased total open position to 0
On 6 Feb INFY was trading at 1915.65. The strike last trading price was 59.35, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
On 5 Feb INFY was trading at 1897.05. The strike last trading price was 59.35, which was 0 lower than the previous day. The implied volatity was 0.64, the open interest changed by 0 which decreased total open position to 0
On 4 Feb INFY was trading at 1898.80. The strike last trading price was 59.35, which was 0 lower than the previous day. The implied volatity was 0.74, the open interest changed by 0 which decreased total open position to 0
On 3 Feb INFY was trading at 1863.30. The strike last trading price was 59.35, which was 0 lower than the previous day. The implied volatity was 1.94, the open interest changed by 0 which decreased total open position to 0
On 1 Feb INFY was trading at 1851.35. The strike last trading price was 59.35, which was 0 lower than the previous day. The implied volatity was 2.13, the open interest changed by 0 which decreased total open position to 0
| INFY 27MAR2025 1940 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1579.85 | 359.55 | 0 | 0.00 | 0 | -1 | 0 |
| 12 Mar | 1590.85 | 359.55 | 129.55 | - | 1 | 0 | 20 |
| 11 Mar | 1661.60 | 230 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 1701.45 | 230 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 1686.00 | 230 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 1715.85 | 230 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 1711.50 | 230 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 1688.30 | 230 | 0 | 0.00 | 0 | -14 | 0 |
| 3 Mar | 1708.60 | 230 | 60 | 42.52 | 14 | 0 | 34 |
| 28 Feb | 1687.70 | 170 | 0 | 0.00 | 0 | 4 | 0 |
| 27 Feb | 1764.30 | 170 | 5 | 26.73 | 5 | 4 | 33 |
| 26 Feb | 1767.70 | 165 | -10 | 25.07 | 1 | 1 | 28 |
| 25 Feb | 1767.70 | 165 | -10 | 25.07 | 1 | 0 | 28 |
| 24 Feb | 1764.10 | 175 | 49.4 | 30.70 | 3 | 0 | 28 |
| 21 Feb | 1815.00 | 125.6 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Feb | 1825.15 | 125.6 | 0 | 0.00 | 0 | 20 | 0 |
| 19 Feb | 1810.80 | 125.6 | 18.75 | 22.87 | 22 | 19 | 27 |
| 18 Feb | 1851.95 | 106.55 | -0.3 | 0.00 | 0 | 8 | 0 |
| 17 Feb | 1842.30 | 106.55 | -11.3 | 25.00 | 11 | 7 | 7 |
| 14 Feb | 1856.40 | 117.85 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 1843.25 | 117.85 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 1863.15 | 117.85 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1875.65 | 117.85 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1880.30 | 117.85 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 1903.65 | 117.85 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1915.65 | 117.85 | 0 | 0.11 | 0 | 0 | 0 |
| 5 Feb | 1897.05 | 117.85 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1898.80 | 117.85 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1863.30 | 117.85 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1851.35 | 117.85 | 0 | - | 0 | 0 | 0 |
For Infosys Limited - strike price 1940 expiring on 27MAR2025
Delta for 1940 PE is 0.00
Historical price for 1940 PE is as follows
On 13 Mar INFY was trading at 1579.85. The strike last trading price was 359.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 12 Mar INFY was trading at 1590.85. The strike last trading price was 359.55, which was 129.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 11 Mar INFY was trading at 1661.60. The strike last trading price was 230, which was 0 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 10 Mar INFY was trading at 1701.45. The strike last trading price was 230, which was 0 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 7 Mar INFY was trading at 1686.00. The strike last trading price was 230, which was 0 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 6 Mar INFY was trading at 1715.85. The strike last trading price was 230, which was 0 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 5 Mar INFY was trading at 1711.50. The strike last trading price was 230, which was 0 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 4 Mar INFY was trading at 1688.30. The strike last trading price was 230, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -14 which decreased total open position to 0
On 3 Mar INFY was trading at 1708.60. The strike last trading price was 230, which was 60 higher than the previous day. The implied volatity was 42.52, the open interest changed by 0 which decreased total open position to 34
On 28 Feb INFY was trading at 1687.70. The strike last trading price was 170, which was 0 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 27 Feb INFY was trading at 1764.30. The strike last trading price was 170, which was 5 higher than the previous day. The implied volatity was 26.73, the open interest changed by 4 which increased total open position to 33
On 26 Feb INFY was trading at 1767.70. The strike last trading price was 165, which was -10 lower than the previous day. The implied volatity was 25.07, the open interest changed by 1 which increased total open position to 28
On 25 Feb INFY was trading at 1767.70. The strike last trading price was 165, which was -10 lower than the previous day. The implied volatity was 25.07, the open interest changed by 0 which decreased total open position to 28
On 24 Feb INFY was trading at 1764.10. The strike last trading price was 175, which was 49.4 higher than the previous day. The implied volatity was 30.70, the open interest changed by 0 which decreased total open position to 28
On 21 Feb INFY was trading at 1815.00. The strike last trading price was 125.6, which was 0 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 20 Feb INFY was trading at 1825.15. The strike last trading price was 125.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0
On 19 Feb INFY was trading at 1810.80. The strike last trading price was 125.6, which was 18.75 higher than the previous day. The implied volatity was 22.87, the open interest changed by 19 which increased total open position to 27
On 18 Feb INFY was trading at 1851.95. The strike last trading price was 106.55, which was -0.3 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 17 Feb INFY was trading at 1842.30. The strike last trading price was 106.55, which was -11.3 lower than the previous day. The implied volatity was 25.00, the open interest changed by 7 which increased total open position to 7
On 14 Feb INFY was trading at 1856.40. The strike last trading price was 117.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb INFY was trading at 1843.25. The strike last trading price was 117.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb INFY was trading at 1863.15. The strike last trading price was 117.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb INFY was trading at 1875.65. The strike last trading price was 117.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb INFY was trading at 1880.30. The strike last trading price was 117.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Feb INFY was trading at 1903.65. The strike last trading price was 117.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb INFY was trading at 1915.65. The strike last trading price was 117.85, which was 0 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0
On 5 Feb INFY was trading at 1897.05. The strike last trading price was 117.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb INFY was trading at 1898.80. The strike last trading price was 117.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb INFY was trading at 1863.30. The strike last trading price was 117.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb INFY was trading at 1851.35. The strike last trading price was 117.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
