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

1981 6.85 (0.35%)

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Historical option data for INFY

12 Dec 2024 09:20 AM IST
INFY 26DEC2024 2000 CE
Delta: 0.45
Vega: 1.55
Theta: -1.16
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1982.60 22 4.00 16.97 1,803 -19 6,473
11 Dec 1974.15 18 5.15 17.86 20,053 897 6,494
10 Dec 1948.55 12.85 2.15 18.17 20,944 522 5,597
9 Dec 1923.65 10.7 2.60 19.76 6,775 747 5,080
6 Dec 1922.40 8.1 -4.40 17.25 5,529 -156 4,322
5 Dec 1934.85 12.5 6.30 17.31 14,336 348 4,450
4 Dec 1889.25 6.2 -0.20 18.53 6,128 37 4,596
3 Dec 1892.10 6.4 -0.70 18.51 3,598 498 4,563
2 Dec 1879.80 7.1 0.40 20.34 4,604 405 4,501
29 Nov 1857.85 6.7 -1.60 21.15 4,771 717 4,084
28 Nov 1856.65 8.3 -13.45 21.71 8,298 1,369 3,365
27 Nov 1924.50 21.75 -0.40 20.31 3,733 318 2,002
26 Nov 1924.15 22.15 5.80 21.17 4,966 81 1,687
25 Nov 1889.70 16.35 0.90 21.90 3,008 1,069 1,605
22 Nov 1902.25 15.45 9.65 20.45 1,786 307 843
21 Nov 1834.05 5.8 0.00 19.78 474 78 535
20 Nov 1824.75 5.8 0.00 20.25 466 95 457
19 Nov 1824.75 5.8 0.85 20.25 466 95 457
18 Nov 1811.45 4.95 -5.35 19.86 430 18 360
14 Nov 1864.55 10.3 -1.30 17.81 102 55 342
13 Nov 1868.40 11.6 -0.30 17.89 188 43 287
12 Nov 1868.80 11.9 3.05 18.66 306 124 245
11 Nov 1860.10 8.85 1.05 16.77 62 30 120
8 Nov 1829.95 7.8 -0.15 18.55 44 17 89
7 Nov 1803.05 7.95 -0.45 20.54 19 5 71
6 Nov 1823.70 8.4 0.75 18.95 88 11 65
5 Nov 1754.20 7.65 -1.35 24.24 20 0 54
4 Nov 1763.65 9 1.30 24.14 62 47 53
1 Nov 1760.85 7.7 -4.30 22.85 2 -1 5
31 Oct 1757.25 12 -3.00 - 3 1 5
30 Oct 1802.10 15 -10.20 - 2 1 4
29 Oct 1839.30 25.2 0.00 - 0 0 0
25 Oct 1862.05 25.2 0.20 - 4 -1 1
24 Oct 1863.35 25 0.00 - 0 0 0
18 Oct 1879.60 25 -29.90 - 2 0 1
17 Oct 1968.10 54.9 -21.80 - 1 0 0
14 Oct 1958.90 76.7 0.00 - 0 0 0
11 Oct 1935.10 76.7 0.00 - 0 0 0
10 Oct 1919.00 76.7 0.00 - 0 0 0
9 Oct 1952.75 76.7 0.00 - 0 0 0
8 Oct 1948.55 76.7 0.00 - 0 0 0
7 Oct 1934.30 76.7 0.00 - 0 0 0
4 Oct 1918.15 76.7 0.00 - 0 0 0
3 Oct 1893.40 76.7 0.00 - 0 0 0
1 Oct 1904.35 76.7 0.00 - 0 0 0
30 Sept 1875.60 76.7 - 0 0 0


For Infosys Limited - strike price 2000 expiring on 26DEC2024

Delta for 2000 CE is 0.45

Historical price for 2000 CE is as follows

On 12 Dec INFY was trading at 1982.60. The strike last trading price was 22, which was 4.00 higher than the previous day. The implied volatity was 16.97, the open interest changed by -19 which decreased total open position to 6473


On 11 Dec INFY was trading at 1974.15. The strike last trading price was 18, which was 5.15 higher than the previous day. The implied volatity was 17.86, the open interest changed by 897 which increased total open position to 6494


On 10 Dec INFY was trading at 1948.55. The strike last trading price was 12.85, which was 2.15 higher than the previous day. The implied volatity was 18.17, the open interest changed by 522 which increased total open position to 5597


On 9 Dec INFY was trading at 1923.65. The strike last trading price was 10.7, which was 2.60 higher than the previous day. The implied volatity was 19.76, the open interest changed by 747 which increased total open position to 5080


On 6 Dec INFY was trading at 1922.40. The strike last trading price was 8.1, which was -4.40 lower than the previous day. The implied volatity was 17.25, the open interest changed by -156 which decreased total open position to 4322


On 5 Dec INFY was trading at 1934.85. The strike last trading price was 12.5, which was 6.30 higher than the previous day. The implied volatity was 17.31, the open interest changed by 348 which increased total open position to 4450


On 4 Dec INFY was trading at 1889.25. The strike last trading price was 6.2, which was -0.20 lower than the previous day. The implied volatity was 18.53, the open interest changed by 37 which increased total open position to 4596


On 3 Dec INFY was trading at 1892.10. The strike last trading price was 6.4, which was -0.70 lower than the previous day. The implied volatity was 18.51, the open interest changed by 498 which increased total open position to 4563


On 2 Dec INFY was trading at 1879.80. The strike last trading price was 7.1, which was 0.40 higher than the previous day. The implied volatity was 20.34, the open interest changed by 405 which increased total open position to 4501


On 29 Nov INFY was trading at 1857.85. The strike last trading price was 6.7, which was -1.60 lower than the previous day. The implied volatity was 21.15, the open interest changed by 717 which increased total open position to 4084


On 28 Nov INFY was trading at 1856.65. The strike last trading price was 8.3, which was -13.45 lower than the previous day. The implied volatity was 21.71, the open interest changed by 1369 which increased total open position to 3365


On 27 Nov INFY was trading at 1924.50. The strike last trading price was 21.75, which was -0.40 lower than the previous day. The implied volatity was 20.31, the open interest changed by 318 which increased total open position to 2002


On 26 Nov INFY was trading at 1924.15. The strike last trading price was 22.15, which was 5.80 higher than the previous day. The implied volatity was 21.17, the open interest changed by 81 which increased total open position to 1687


On 25 Nov INFY was trading at 1889.70. The strike last trading price was 16.35, which was 0.90 higher than the previous day. The implied volatity was 21.90, the open interest changed by 1069 which increased total open position to 1605


On 22 Nov INFY was trading at 1902.25. The strike last trading price was 15.45, which was 9.65 higher than the previous day. The implied volatity was 20.45, the open interest changed by 307 which increased total open position to 843


On 21 Nov INFY was trading at 1834.05. The strike last trading price was 5.8, which was 0.00 lower than the previous day. The implied volatity was 19.78, the open interest changed by 78 which increased total open position to 535


On 20 Nov INFY was trading at 1824.75. The strike last trading price was 5.8, which was 0.00 lower than the previous day. The implied volatity was 20.25, the open interest changed by 95 which increased total open position to 457


On 19 Nov INFY was trading at 1824.75. The strike last trading price was 5.8, which was 0.85 higher than the previous day. The implied volatity was 20.25, the open interest changed by 95 which increased total open position to 457


On 18 Nov INFY was trading at 1811.45. The strike last trading price was 4.95, which was -5.35 lower than the previous day. The implied volatity was 19.86, the open interest changed by 18 which increased total open position to 360


On 14 Nov INFY was trading at 1864.55. The strike last trading price was 10.3, which was -1.30 lower than the previous day. The implied volatity was 17.81, the open interest changed by 55 which increased total open position to 342


On 13 Nov INFY was trading at 1868.40. The strike last trading price was 11.6, which was -0.30 lower than the previous day. The implied volatity was 17.89, the open interest changed by 43 which increased total open position to 287


On 12 Nov INFY was trading at 1868.80. The strike last trading price was 11.9, which was 3.05 higher than the previous day. The implied volatity was 18.66, the open interest changed by 124 which increased total open position to 245


On 11 Nov INFY was trading at 1860.10. The strike last trading price was 8.85, which was 1.05 higher than the previous day. The implied volatity was 16.77, the open interest changed by 30 which increased total open position to 120


On 8 Nov INFY was trading at 1829.95. The strike last trading price was 7.8, which was -0.15 lower than the previous day. The implied volatity was 18.55, the open interest changed by 17 which increased total open position to 89


On 7 Nov INFY was trading at 1803.05. The strike last trading price was 7.95, which was -0.45 lower than the previous day. The implied volatity was 20.54, the open interest changed by 5 which increased total open position to 71


On 6 Nov INFY was trading at 1823.70. The strike last trading price was 8.4, which was 0.75 higher than the previous day. The implied volatity was 18.95, the open interest changed by 11 which increased total open position to 65


On 5 Nov INFY was trading at 1754.20. The strike last trading price was 7.65, which was -1.35 lower than the previous day. The implied volatity was 24.24, the open interest changed by 0 which decreased total open position to 54


On 4 Nov INFY was trading at 1763.65. The strike last trading price was 9, which was 1.30 higher than the previous day. The implied volatity was 24.14, the open interest changed by 47 which increased total open position to 53


On 1 Nov INFY was trading at 1760.85. The strike last trading price was 7.7, which was -4.30 lower than the previous day. The implied volatity was 22.85, the open interest changed by -1 which decreased total open position to 5


On 31 Oct INFY was trading at 1757.25. The strike last trading price was 12, which was -3.00 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, which was -10.20 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 25.2, 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 25 Oct INFY was trading at 1862.05. The strike last trading price was 25.2, which was 0.20 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 25, 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 18 Oct INFY was trading at 1879.60. The strike last trading price was 25, which was -29.90 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 54.9, which was -21.80 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 76.7, 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 11 Oct INFY was trading at 1935.10. The strike last trading price was 76.7, 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 10 Oct INFY was trading at 1919.00. The strike last trading price was 76.7, 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 9 Oct INFY was trading at 1952.75. The strike last trading price was 76.7, 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 8 Oct INFY was trading at 1948.55. The strike last trading price was 76.7, 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 7 Oct INFY was trading at 1934.30. The strike last trading price was 76.7, 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 76.7, 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 3 Oct INFY was trading at 1893.40. The strike last trading price was 76.7, 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 1 Oct INFY was trading at 1904.35. The strike last trading price was 76.7, 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 30 Sept INFY was trading at 1875.60. The strike last trading price was 76.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


INFY 26DEC2024 2000 PE
Delta: -0.54
Vega: 1.56
Theta: -0.82
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1982.60 37.35 -5.75 20.58 153 22 1,397
11 Dec 1974.15 43.1 -17.40 18.26 3,634 706 1,379
10 Dec 1948.55 60.5 -15.85 20.65 1,812 205 671
9 Dec 1923.65 76.35 -6.85 21.23 160 17 466
6 Dec 1922.40 83.2 9.75 21.06 177 10 450
5 Dec 1934.85 73.45 -35.60 22.00 328 32 441
4 Dec 1889.25 109.05 -0.60 24.20 110 24 408
3 Dec 1892.10 109.65 -10.40 23.27 39 5 385
2 Dec 1879.80 120.05 -14.95 23.31 29 -5 380
29 Nov 1857.85 135 0.35 21.14 106 40 386
28 Nov 1856.65 134.65 54.60 23.28 187 17 345
27 Nov 1924.50 80.05 -7.95 20.88 388 144 327
26 Nov 1924.15 88 -22.20 22.41 310 72 183
25 Nov 1889.70 110.2 -0.40 22.92 144 93 112
22 Nov 1902.25 110.6 -54.40 22.06 31 27 46
21 Nov 1834.05 165 25.30 28.72 10 4 19
20 Nov 1824.75 139.7 0.00 - 12 10 13
19 Nov 1824.75 139.7 -37.30 - 12 8 13
18 Nov 1811.45 177 46.95 26.23 12 7 10
14 Nov 1864.55 130.05 9.60 22.09 2 1 4
13 Nov 1868.40 120.45 0.00 0.00 0 2 0
12 Nov 1868.80 120.45 -14.55 14.43 4 2 3
11 Nov 1860.10 135 -5.40 22.42 1 0 0
8 Nov 1829.95 140.4 0.00 - 0 0 0
7 Nov 1803.05 140.4 0.00 - 0 0 0
6 Nov 1823.70 140.4 0.00 - 0 0 0
5 Nov 1754.20 140.4 0.00 - 0 0 0
4 Nov 1763.65 140.4 140.40 - 0 0 0
1 Nov 1760.85 0 0.00 - 0 0 0
31 Oct 1757.25 0 0.00 - 0 0 0
30 Oct 1802.10 0 0.00 - 0 0 0
29 Oct 1839.30 0 0.00 - 0 0 0
25 Oct 1862.05 0 0.00 - 0 0 0
24 Oct 1863.35 0 0.00 - 0 0 0
18 Oct 1879.60 0 0.00 - 0 0 0
17 Oct 1968.10 0 0.00 - 0 0 0
14 Oct 1958.90 0 0.00 - 0 0 0
11 Oct 1935.10 0 0.00 - 0 0 0
10 Oct 1919.00 0 0.00 - 0 0 0
9 Oct 1952.75 0 0.00 - 0 0 0
8 Oct 1948.55 0 0.00 - 0 0 0
7 Oct 1934.30 0 0.00 - 0 0 0
4 Oct 1918.15 0 0.00 - 0 0 0
3 Oct 1893.40 0 0.00 - 0 0 0
1 Oct 1904.35 0 0.00 - 0 0 0
30 Sept 1875.60 0 - 0 0 0


For Infosys Limited - strike price 2000 expiring on 26DEC2024

Delta for 2000 PE is -0.54

Historical price for 2000 PE is as follows

On 12 Dec INFY was trading at 1982.60. The strike last trading price was 37.35, which was -5.75 lower than the previous day. The implied volatity was 20.58, the open interest changed by 22 which increased total open position to 1397


On 11 Dec INFY was trading at 1974.15. The strike last trading price was 43.1, which was -17.40 lower than the previous day. The implied volatity was 18.26, the open interest changed by 706 which increased total open position to 1379


On 10 Dec INFY was trading at 1948.55. The strike last trading price was 60.5, which was -15.85 lower than the previous day. The implied volatity was 20.65, the open interest changed by 205 which increased total open position to 671


On 9 Dec INFY was trading at 1923.65. The strike last trading price was 76.35, which was -6.85 lower than the previous day. The implied volatity was 21.23, the open interest changed by 17 which increased total open position to 466


On 6 Dec INFY was trading at 1922.40. The strike last trading price was 83.2, which was 9.75 higher than the previous day. The implied volatity was 21.06, the open interest changed by 10 which increased total open position to 450


On 5 Dec INFY was trading at 1934.85. The strike last trading price was 73.45, which was -35.60 lower than the previous day. The implied volatity was 22.00, the open interest changed by 32 which increased total open position to 441


On 4 Dec INFY was trading at 1889.25. The strike last trading price was 109.05, which was -0.60 lower than the previous day. The implied volatity was 24.20, the open interest changed by 24 which increased total open position to 408


On 3 Dec INFY was trading at 1892.10. The strike last trading price was 109.65, which was -10.40 lower than the previous day. The implied volatity was 23.27, the open interest changed by 5 which increased total open position to 385


On 2 Dec INFY was trading at 1879.80. The strike last trading price was 120.05, which was -14.95 lower than the previous day. The implied volatity was 23.31, the open interest changed by -5 which decreased total open position to 380


On 29 Nov INFY was trading at 1857.85. The strike last trading price was 135, which was 0.35 higher than the previous day. The implied volatity was 21.14, the open interest changed by 40 which increased total open position to 386


On 28 Nov INFY was trading at 1856.65. The strike last trading price was 134.65, which was 54.60 higher than the previous day. The implied volatity was 23.28, the open interest changed by 17 which increased total open position to 345


On 27 Nov INFY was trading at 1924.50. The strike last trading price was 80.05, which was -7.95 lower than the previous day. The implied volatity was 20.88, the open interest changed by 144 which increased total open position to 327


On 26 Nov INFY was trading at 1924.15. The strike last trading price was 88, which was -22.20 lower than the previous day. The implied volatity was 22.41, the open interest changed by 72 which increased total open position to 183


On 25 Nov INFY was trading at 1889.70. The strike last trading price was 110.2, which was -0.40 lower than the previous day. The implied volatity was 22.92, the open interest changed by 93 which increased total open position to 112


On 22 Nov INFY was trading at 1902.25. The strike last trading price was 110.6, which was -54.40 lower than the previous day. The implied volatity was 22.06, the open interest changed by 27 which increased total open position to 46


On 21 Nov INFY was trading at 1834.05. The strike last trading price was 165, which was 25.30 higher than the previous day. The implied volatity was 28.72, the open interest changed by 4 which increased total open position to 19


On 20 Nov INFY was trading at 1824.75. The strike last trading price was 139.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 13


On 19 Nov INFY was trading at 1824.75. The strike last trading price was 139.7, which was -37.30 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 13


On 18 Nov INFY was trading at 1811.45. The strike last trading price was 177, which was 46.95 higher than the previous day. The implied volatity was 26.23, the open interest changed by 7 which increased total open position to 10


On 14 Nov INFY was trading at 1864.55. The strike last trading price was 130.05, which was 9.60 higher than the previous day. The implied volatity was 22.09, the open interest changed by 1 which increased total open position to 4


On 13 Nov INFY was trading at 1868.40. The strike last trading price was 120.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 12 Nov INFY was trading at 1868.80. The strike last trading price was 120.45, which was -14.55 lower than the previous day. The implied volatity was 14.43, the open interest changed by 2 which increased total open position to 3


On 11 Nov INFY was trading at 1860.10. The strike last trading price was 135, which was -5.40 lower than the previous day. The implied volatity was 22.42, 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 140.4, 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 140.4, 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 140.4, 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 140.4, 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 140.4, which was 140.40 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 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 31 Oct INFY was trading at 1757.25. 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 30 Oct INFY was trading at 1802.10. 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 29 Oct INFY was trading at 1839.30. 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 25 Oct INFY was trading at 1862.05. 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 24 Oct INFY was trading at 1863.35. 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 18 Oct INFY was trading at 1879.60. 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 17 Oct INFY was trading at 1968.10. 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 14 Oct INFY was trading at 1958.90. 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 Oct INFY was trading at 1935.10. 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 10 Oct INFY was trading at 1919.00. 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 Oct INFY was trading at 1952.75. 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 8 Oct INFY was trading at 1948.55. 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 7 Oct INFY was trading at 1934.30. 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 Oct INFY was trading at 1918.15. 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 3 Oct INFY was trading at 1893.40. 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 1 Oct INFY was trading at 1904.35. 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 30 Sept INFY was trading at 1875.60. 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