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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 1940 CE
Delta: 0.14
Vega: 0.82
Theta: -0.56
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 0.14

Historical price for 1940 CE is as follows

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: -0.77
Vega: 1.11
Theta: -0.54
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.77

Historical price for 1940 PE is as follows

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