INFY
Infosys Limited
Historical option data for INFY
21 Nov 2024 04:10 PM IST
| INFY 28NOV2024 1940 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.24
Theta: -0.41
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1834.05 | 1.05 | -0.25 | 22.85 | 1,902 | 15 | 1,221 | |||
| 20 Nov | 1824.75 | 1.3 | 0.00 | 22.72 | 2,617 | 3 | 1,225 | |||
| 19 Nov | 1824.75 | 1.3 | 0.25 | 22.72 | 2,617 | 22 | 1,225 | |||
| 18 Nov | 1811.45 | 1.05 | -3.25 | 21.83 | 2,102 | -114 | 1,202 | |||
| 14 Nov | 1864.55 | 4.3 | -1.85 | 16.63 | 1,927 | 159 | 1,323 | |||
| 13 Nov | 1868.40 | 6.15 | 0.35 | 17.30 | 1,869 | 31 | 1,169 | |||
| 12 Nov | 1868.80 | 5.8 | 0.60 | 17.69 | 2,375 | -95 | 1,142 | |||
| 11 Nov | 1860.10 | 5.2 | 1.35 | 16.77 | 1,837 | 101 | 1,250 | |||
| 8 Nov | 1829.95 | 3.85 | 0.75 | 18.41 | 1,948 | -28 | 1,151 | |||
| 7 Nov | 1803.05 | 3.1 | -1.90 | 19.82 | 1,210 | -39 | 1,180 | |||
| 6 Nov | 1823.70 | 5 | 1.40 | 19.42 | 2,358 | 176 | 1,218 | |||
| 5 Nov | 1754.20 | 3.6 | -0.75 | 25.55 | 824 | 68 | 1,035 | |||
| 4 Nov | 1763.65 | 4.35 | -1.75 | 24.88 | 1,427 | 181 | 1,092 | |||
| 1 Nov | 1760.85 | 6.1 | -0.90 | 26.41 | 206 | 123 | 900 | |||
| 31 Oct | 1757.25 | 7 | -4.70 | - | 1,102 | 14 | 777 | |||
| 30 Oct | 1802.10 | 11.7 | -5.35 | - | 611 | 209 | 763 | |||
| 29 Oct | 1839.30 | 17.05 | -1.10 | - | 312 | -24 | 551 | |||
| 28 Oct | 1865.35 | 18.15 | -2.00 | - | 259 | 67 | 576 | |||
| 25 Oct | 1862.05 | 20.15 | 0.65 | - | 218 | 6 | 509 | |||
| 24 Oct | 1863.35 | 19.5 | -2.30 | - | 250 | 0 | 492 | |||
| 23 Oct | 1873.40 | 21.8 | 3.20 | - | 734 | 0 | 493 | |||
| 22 Oct | 1851.60 | 18.6 | 0.65 | - | 397 | -50 | 492 | |||
| 21 Oct | 1852.75 | 17.95 | -9.45 | - | 670 | 64 | 541 | |||
| 18 Oct | 1879.60 | 27.4 | -60.60 | - | 946 | 300 | 480 | |||
| 17 Oct | 1968.10 | 88 | 35.75 | - | 250 | 114 | 180 | |||
|
|
||||||||||
| 16 Oct | 1920.10 | 52.25 | -19.25 | - | 124 | 36 | 66 | |||
| 15 Oct | 1959.30 | 71.5 | -3.50 | - | 17 | 6 | 30 | |||
| 14 Oct | 1958.90 | 75 | 10.10 | - | 18 | 0 | 22 | |||
| 11 Oct | 1935.10 | 64.9 | 1.75 | - | 9 | 2 | 21 | |||
| 10 Oct | 1919.00 | 63.15 | -17.85 | - | 29 | 16 | 20 | |||
| 9 Oct | 1952.75 | 81 | 9.00 | - | 10 | 2 | 4 | |||
| 8 Oct | 1948.55 | 72 | 7.30 | - | 3 | 1 | 2 | |||
| 7 Oct | 1934.30 | 64.7 | 0.00 | - | 0 | 1 | 0 | |||
| 4 Oct | 1918.15 | 64.7 | -14.50 | - | 2 | 1 | 1 | |||
| 3 Oct | 1893.40 | 79.2 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1904.35 | 79.2 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1875.60 | 79.2 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1906.75 | 79.2 | - | 0 | 0 | 0 | ||||
For Infosys Limited - strike price 1940 expiring on 28NOV2024
Delta for 1940 CE is 0.04
Historical price for 1940 CE is as follows
On 21 Nov INFY was trading at 1834.05. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was 22.85, the open interest changed by 15 which increased total open position to 1221
On 20 Nov INFY was trading at 1824.75. The strike last trading price was 1.3, which was 0.00 lower than the previous day. The implied volatity was 22.72, the open interest changed by 3 which increased total open position to 1225
On 19 Nov INFY was trading at 1824.75. The strike last trading price was 1.3, which was 0.25 higher than the previous day. The implied volatity was 22.72, the open interest changed by 22 which increased total open position to 1225
On 18 Nov INFY was trading at 1811.45. The strike last trading price was 1.05, which was -3.25 lower than the previous day. The implied volatity was 21.83, the open interest changed by -114 which decreased total open position to 1202
On 14 Nov INFY was trading at 1864.55. The strike last trading price was 4.3, which was -1.85 lower than the previous day. The implied volatity was 16.63, the open interest changed by 159 which increased total open position to 1323
On 13 Nov INFY was trading at 1868.40. The strike last trading price was 6.15, which was 0.35 higher than the previous day. The implied volatity was 17.30, the open interest changed by 31 which increased total open position to 1169
On 12 Nov INFY was trading at 1868.80. The strike last trading price was 5.8, which was 0.60 higher than the previous day. The implied volatity was 17.69, the open interest changed by -95 which decreased total open position to 1142
On 11 Nov INFY was trading at 1860.10. The strike last trading price was 5.2, which was 1.35 higher than the previous day. The implied volatity was 16.77, the open interest changed by 101 which increased total open position to 1250
On 8 Nov INFY was trading at 1829.95. The strike last trading price was 3.85, which was 0.75 higher than the previous day. The implied volatity was 18.41, the open interest changed by -28 which decreased total open position to 1151
On 7 Nov INFY was trading at 1803.05. The strike last trading price was 3.1, which was -1.90 lower than the previous day. The implied volatity was 19.82, the open interest changed by -39 which decreased total open position to 1180
On 6 Nov INFY was trading at 1823.70. The strike last trading price was 5, which was 1.40 higher than the previous day. The implied volatity was 19.42, the open interest changed by 176 which increased total open position to 1218
On 5 Nov INFY was trading at 1754.20. The strike last trading price was 3.6, which was -0.75 lower than the previous day. The implied volatity was 25.55, the open interest changed by 68 which increased total open position to 1035
On 4 Nov INFY was trading at 1763.65. The strike last trading price was 4.35, which was -1.75 lower than the previous day. The implied volatity was 24.88, the open interest changed by 181 which increased total open position to 1092
On 1 Nov INFY was trading at 1760.85. The strike last trading price was 6.1, which was -0.90 lower than the previous day. The implied volatity was 26.41, the open interest changed by 123 which increased total open position to 900
On 31 Oct INFY was trading at 1757.25. The strike last trading price was 7, which was -4.70 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 11.7, which was -5.35 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 17.05, which was -1.10 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 18.15, 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 25 Oct INFY was trading at 1862.05. The strike last trading price was 20.15, which was 0.65 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 19.5, which was -2.30 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 21.8, which was 3.20 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 18.6, which was 0.65 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 17.95, which was -9.45 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 27.4, which was -60.60 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 88, which was 35.75 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 52.25, which was -19.25 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 71.5, 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 75, which was 10.10 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 64.9, 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 10 Oct INFY was trading at 1919.00. The strike last trading price was 63.15, which was -17.85 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 81, 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 8 Oct INFY was trading at 1948.55. The strike last trading price was 72, which was 7.30 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 64.7, 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 64.7, which was -14.50 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 79.2, 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 1 Oct INFY was trading at 1904.35. The strike last trading price was 79.2, 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 30 Sept INFY was trading at 1875.60. The strike last trading price was 79.2, 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 27 Sept INFY was trading at 1906.75. The strike last trading price was 79.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INFY 28NOV2024 1940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 0.58
Theta: -1.04
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1834.05 | 109 | 11.20 | 36.22 | 60 | -1 | 264 |
| 20 Nov | 1824.75 | 97.8 | 0.00 | - | 95 | -17 | 265 |
| 19 Nov | 1824.75 | 97.8 | -22.45 | - | 95 | -17 | 265 |
| 18 Nov | 1811.45 | 120.25 | 41.05 | 19.85 | 293 | -248 | 282 |
| 14 Nov | 1864.55 | 79.2 | 4.20 | 24.06 | 134 | -6 | 531 |
| 13 Nov | 1868.40 | 75 | -3.50 | 22.62 | 215 | 70 | 537 |
| 12 Nov | 1868.80 | 78.5 | -4.60 | 19.85 | 197 | -1 | 474 |
| 11 Nov | 1860.10 | 83.1 | -26.25 | 22.29 | 83 | -9 | 474 |
| 8 Nov | 1829.95 | 109.35 | -25.40 | 20.82 | 114 | -35 | 484 |
| 7 Nov | 1803.05 | 134.75 | 18.15 | 26.49 | 87 | 26 | 519 |
| 6 Nov | 1823.70 | 116.6 | -63.10 | 23.61 | 116 | -42 | 496 |
| 5 Nov | 1754.20 | 179.7 | -12.30 | 27.49 | 3 | -2 | 538 |
| 4 Nov | 1763.65 | 192 | 14.70 | 45.66 | 57 | 39 | 541 |
| 1 Nov | 1760.85 | 177.3 | 1.40 | 27.55 | 1 | 0 | 502 |
| 31 Oct | 1757.25 | 175.9 | 41.20 | - | 359 | -148 | 502 |
| 30 Oct | 1802.10 | 134.7 | 31.85 | - | 249 | 98 | 649 |
| 29 Oct | 1839.30 | 102.85 | 2.35 | - | 134 | 39 | 554 |
| 28 Oct | 1865.35 | 100.5 | -2.50 | - | 49 | -11 | 516 |
| 25 Oct | 1862.05 | 103 | 6.65 | - | 27 | 8 | 527 |
| 24 Oct | 1863.35 | 96.35 | 2.45 | - | 28 | 9 | 519 |
| 23 Oct | 1873.40 | 93.9 | -17.10 | - | 68 | -9 | 510 |
| 22 Oct | 1851.60 | 111 | -2.00 | - | 30 | -8 | 515 |
| 21 Oct | 1852.75 | 113 | 23.50 | - | 146 | 5 | 523 |
| 18 Oct | 1879.60 | 89.5 | 36.50 | - | 355 | 12 | 522 |
| 17 Oct | 1968.10 | 53 | -20.45 | - | 696 | 52 | 509 |
| 16 Oct | 1920.10 | 73.45 | 19.95 | - | 78 | 32 | 456 |
| 15 Oct | 1959.30 | 53.5 | 6.25 | - | 52 | 9 | 425 |
| 14 Oct | 1958.90 | 47.25 | -19.75 | - | 634 | 332 | 417 |
| 11 Oct | 1935.10 | 67 | -13.20 | - | 54 | 47 | 85 |
| 10 Oct | 1919.00 | 80.2 | 18.20 | - | 41 | 19 | 35 |
| 9 Oct | 1952.75 | 62 | -6.00 | - | 10 | 8 | 15 |
| 8 Oct | 1948.55 | 68 | -26.65 | - | 7 | 6 | 6 |
| 7 Oct | 1934.30 | 94.65 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1918.15 | 94.65 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1893.40 | 94.65 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1904.35 | 94.65 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1875.60 | 94.65 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1906.75 | 94.65 | - | 0 | 0 | 0 | |
For Infosys Limited - strike price 1940 expiring on 28NOV2024
Delta for 1940 PE is -0.85
Historical price for 1940 PE is as follows
On 21 Nov INFY was trading at 1834.05. The strike last trading price was 109, which was 11.20 higher than the previous day. The implied volatity was 36.22, the open interest changed by -1 which decreased total open position to 264
On 20 Nov INFY was trading at 1824.75. The strike last trading price was 97.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 265
On 19 Nov INFY was trading at 1824.75. The strike last trading price was 97.8, which was -22.45 lower than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 265
On 18 Nov INFY was trading at 1811.45. The strike last trading price was 120.25, which was 41.05 higher than the previous day. The implied volatity was 19.85, the open interest changed by -248 which decreased total open position to 282
On 14 Nov INFY was trading at 1864.55. The strike last trading price was 79.2, which was 4.20 higher than the previous day. The implied volatity was 24.06, the open interest changed by -6 which decreased total open position to 531
On 13 Nov INFY was trading at 1868.40. The strike last trading price was 75, which was -3.50 lower than the previous day. The implied volatity was 22.62, the open interest changed by 70 which increased total open position to 537
On 12 Nov INFY was trading at 1868.80. The strike last trading price was 78.5, which was -4.60 lower than the previous day. The implied volatity was 19.85, the open interest changed by -1 which decreased total open position to 474
On 11 Nov INFY was trading at 1860.10. The strike last trading price was 83.1, which was -26.25 lower than the previous day. The implied volatity was 22.29, the open interest changed by -9 which decreased total open position to 474
On 8 Nov INFY was trading at 1829.95. The strike last trading price was 109.35, which was -25.40 lower than the previous day. The implied volatity was 20.82, the open interest changed by -35 which decreased total open position to 484
On 7 Nov INFY was trading at 1803.05. The strike last trading price was 134.75, which was 18.15 higher than the previous day. The implied volatity was 26.49, the open interest changed by 26 which increased total open position to 519
On 6 Nov INFY was trading at 1823.70. The strike last trading price was 116.6, which was -63.10 lower than the previous day. The implied volatity was 23.61, the open interest changed by -42 which decreased total open position to 496
On 5 Nov INFY was trading at 1754.20. The strike last trading price was 179.7, which was -12.30 lower than the previous day. The implied volatity was 27.49, the open interest changed by -2 which decreased total open position to 538
On 4 Nov INFY was trading at 1763.65. The strike last trading price was 192, which was 14.70 higher than the previous day. The implied volatity was 45.66, the open interest changed by 39 which increased total open position to 541
On 1 Nov INFY was trading at 1760.85. The strike last trading price was 177.3, which was 1.40 higher than the previous day. The implied volatity was 27.55, the open interest changed by 0 which decreased total open position to 502
On 31 Oct INFY was trading at 1757.25. The strike last trading price was 175.9, which was 41.20 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 134.7, which was 31.85 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 102.85, which was 2.35 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 100.5, which was -2.50 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 103, which was 6.65 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 96.35, which was 2.45 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 93.9, which was -17.10 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 111, 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 21 Oct INFY was trading at 1852.75. The strike last trading price was 113, which was 23.50 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 89.5, which was 36.50 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 53, which was -20.45 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 73.45, which was 19.95 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 53.5, which was 6.25 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 47.25, which was -19.75 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 67, which was -13.20 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 80.2, which was 18.20 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 62, which was -6.00 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 68, which was -26.65 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 94.65, 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 94.65, 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 94.65, 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 94.65, 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 94.65, 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 94.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
