INFY
Infosys Limited
Historical option data for INFY
12 Dec 2024 09:20 AM IST
| INFY 26DEC2024 2020 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.34
Vega: 1.43
Theta: -1.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1982.60 | 15.1 | 2.80 | 17.41 | 681 | -95 | 2,261 | |||
| 11 Dec | 1974.15 | 12.3 | 3.65 | 18.22 | 6,755 | 276 | 2,334 | |||
| 10 Dec | 1948.55 | 8.65 | 1.30 | 18.50 | 8,805 | 608 | 2,080 | |||
| 9 Dec | 1923.65 | 7.35 | 1.85 | 20.06 | 2,620 | 244 | 1,484 | |||
| 6 Dec | 1922.40 | 5.5 | -3.05 | 17.68 | 1,078 | 72 | 1,256 | |||
| 5 Dec | 1934.85 | 8.55 | 4.35 | 17.53 | 3,170 | 400 | 1,177 | |||
| 4 Dec | 1889.25 | 4.2 | -0.10 | 18.80 | 2,176 | 127 | 774 | |||
| 3 Dec | 1892.10 | 4.3 | -0.65 | 18.68 | 738 | 20 | 648 | |||
| 2 Dec | 1879.80 | 4.95 | 0.05 | 20.47 | 989 | 68 | 620 | |||
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| 29 Nov | 1857.85 | 4.9 | -1.20 | 21.38 | 1,002 | 157 | 536 | |||
| 28 Nov | 1856.65 | 6.1 | -10.20 | 21.84 | 1,112 | 169 | 379 | |||
| 27 Nov | 1924.50 | 16.3 | -0.45 | 20.20 | 379 | 33 | 209 | |||
| 26 Nov | 1924.15 | 16.75 | 5.00 | 21.02 | 650 | 52 | 175 | |||
| 25 Nov | 1889.70 | 11.75 | -0.25 | 21.43 | 222 | 125 | 125 | |||
| 22 Nov | 1902.25 | 12 | 0.30 | 20.66 | 149 | 63 | 63 | |||
| 21 Nov | 1834.05 | 11.7 | 0.00 | 7.48 | 0 | 0 | 0 | |||
| 20 Nov | 1824.75 | 11.7 | 0.00 | 7.73 | 0 | 0 | 0 | |||
| 19 Nov | 1824.75 | 11.7 | 0.00 | 7.73 | 0 | 0 | 0 | |||
| 18 Nov | 1811.45 | 11.7 | 0.00 | 7.89 | 0 | 0 | 0 | |||
| 14 Nov | 1864.55 | 11.7 | 0.00 | 5.13 | 0 | 0 | 0 | |||
| 13 Nov | 1868.40 | 11.7 | 0.00 | 4.91 | 0 | 0 | 0 | |||
| 12 Nov | 1868.80 | 11.7 | 0.00 | 5.04 | 0 | 0 | 0 | |||
| 11 Nov | 1860.10 | 11.7 | 0.00 | 5.16 | 0 | 0 | 0 | |||
| 8 Nov | 1829.95 | 11.7 | 0.00 | 6.15 | 0 | 0 | 0 | |||
| 7 Nov | 1803.05 | 11.7 | 11.70 | 6.89 | 0 | 0 | 0 | |||
| 6 Nov | 1823.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1754.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 1763.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 1760.85 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Infosys Limited - strike price 2020 expiring on 26DEC2024
Delta for 2020 CE is 0.34
Historical price for 2020 CE is as follows
On 12 Dec INFY was trading at 1982.60. The strike last trading price was 15.1, which was 2.80 higher than the previous day. The implied volatity was 17.41, the open interest changed by -95 which decreased total open position to 2261
On 11 Dec INFY was trading at 1974.15. The strike last trading price was 12.3, which was 3.65 higher than the previous day. The implied volatity was 18.22, the open interest changed by 276 which increased total open position to 2334
On 10 Dec INFY was trading at 1948.55. The strike last trading price was 8.65, which was 1.30 higher than the previous day. The implied volatity was 18.50, the open interest changed by 608 which increased total open position to 2080
On 9 Dec INFY was trading at 1923.65. The strike last trading price was 7.35, which was 1.85 higher than the previous day. The implied volatity was 20.06, the open interest changed by 244 which increased total open position to 1484
On 6 Dec INFY was trading at 1922.40. The strike last trading price was 5.5, which was -3.05 lower than the previous day. The implied volatity was 17.68, the open interest changed by 72 which increased total open position to 1256
On 5 Dec INFY was trading at 1934.85. The strike last trading price was 8.55, which was 4.35 higher than the previous day. The implied volatity was 17.53, the open interest changed by 400 which increased total open position to 1177
On 4 Dec INFY was trading at 1889.25. The strike last trading price was 4.2, which was -0.10 lower than the previous day. The implied volatity was 18.80, the open interest changed by 127 which increased total open position to 774
On 3 Dec INFY was trading at 1892.10. The strike last trading price was 4.3, which was -0.65 lower than the previous day. The implied volatity was 18.68, the open interest changed by 20 which increased total open position to 648
On 2 Dec INFY was trading at 1879.80. The strike last trading price was 4.95, which was 0.05 higher than the previous day. The implied volatity was 20.47, the open interest changed by 68 which increased total open position to 620
On 29 Nov INFY was trading at 1857.85. The strike last trading price was 4.9, which was -1.20 lower than the previous day. The implied volatity was 21.38, the open interest changed by 157 which increased total open position to 536
On 28 Nov INFY was trading at 1856.65. The strike last trading price was 6.1, which was -10.20 lower than the previous day. The implied volatity was 21.84, the open interest changed by 169 which increased total open position to 379
On 27 Nov INFY was trading at 1924.50. The strike last trading price was 16.3, which was -0.45 lower than the previous day. The implied volatity was 20.20, the open interest changed by 33 which increased total open position to 209
On 26 Nov INFY was trading at 1924.15. The strike last trading price was 16.75, which was 5.00 higher than the previous day. The implied volatity was 21.02, the open interest changed by 52 which increased total open position to 175
On 25 Nov INFY was trading at 1889.70. The strike last trading price was 11.75, which was -0.25 lower than the previous day. The implied volatity was 21.43, the open interest changed by 125 which increased total open position to 125
On 22 Nov INFY was trading at 1902.25. The strike last trading price was 12, which was 0.30 higher than the previous day. The implied volatity was 20.66, the open interest changed by 63 which increased total open position to 63
On 21 Nov INFY was trading at 1834.05. The strike last trading price was 11.7, which was 0.00 lower than the previous day. The implied volatity was 7.48, the open interest changed by 0 which decreased total open position to 0
On 20 Nov INFY was trading at 1824.75. The strike last trading price was 11.7, which was 0.00 lower than the previous day. The implied volatity was 7.73, the open interest changed by 0 which decreased total open position to 0
On 19 Nov INFY was trading at 1824.75. The strike last trading price was 11.7, which was 0.00 lower than the previous day. The implied volatity was 7.73, 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 11.7, which was 0.00 lower than the previous day. The implied volatity was 7.89, 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 11.7, which was 0.00 lower than the previous day. The implied volatity was 5.13, 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 11.7, which was 0.00 lower than the previous day. The implied volatity was 4.91, 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 11.7, which was 0.00 lower than the previous day. The implied volatity was 5.04, 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 11.7, which was 0.00 lower than the previous day. The implied volatity was 5.16, 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 11.7, which was 0.00 lower than the previous day. The implied volatity was 6.15, 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 11.7, which was 11.70 higher than the previous day. The implied volatity was 6.89, 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 0, 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 5 Nov INFY was trading at 1754.20. The strike last trading price was 0, 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 4 Nov INFY was trading at 1763.65. The strike last trading price was 0, 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 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 0.00, the open interest changed by 0 which decreased total open position to 0
| INFY 26DEC2024 2020 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.63
Vega: 1.48
Theta: -0.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1982.60 | 51.5 | -5.60 | 21.99 | 1 | 0 | 105 |
| 11 Dec | 1974.15 | 57.1 | -27.05 | 18.50 | 151 | 51 | 107 |
| 10 Dec | 1948.55 | 84.15 | -4.85 | 27.26 | 84 | 36 | 53 |
| 9 Dec | 1923.65 | 89 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 1922.40 | 89 | 0.00 | 0.00 | 0 | 13 | 0 |
| 5 Dec | 1934.85 | 89 | -39.95 | 22.59 | 21 | 12 | 16 |
| 4 Dec | 1889.25 | 128.95 | -25.30 | 27.03 | 2 | 1 | 3 |
| 3 Dec | 1892.10 | 154.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 1879.80 | 154.25 | 0.00 | 0.00 | 0 | 2 | 0 |
| 29 Nov | 1857.85 | 154.25 | -97.75 | 22.68 | 5 | 3 | 3 |
| 28 Nov | 1856.65 | 252 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1924.50 | 252 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1924.15 | 252 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1889.70 | 252 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1902.25 | 252 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1834.05 | 252 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1824.75 | 252 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1824.75 | 252 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1811.45 | 252 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1864.55 | 252 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1868.40 | 252 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1868.80 | 252 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1860.10 | 252 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1829.95 | 252 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1803.05 | 252 | 252.00 | - | 0 | 0 | 0 |
| 6 Nov | 1823.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 1754.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 1763.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 1760.85 | 0 | 0.00 | 0 | 0 | 0 | |
For Infosys Limited - strike price 2020 expiring on 26DEC2024
Delta for 2020 PE is -0.63
Historical price for 2020 PE is as follows
On 12 Dec INFY was trading at 1982.60. The strike last trading price was 51.5, which was -5.60 lower than the previous day. The implied volatity was 21.99, the open interest changed by 0 which decreased total open position to 105
On 11 Dec INFY was trading at 1974.15. The strike last trading price was 57.1, which was -27.05 lower than the previous day. The implied volatity was 18.50, the open interest changed by 51 which increased total open position to 107
On 10 Dec INFY was trading at 1948.55. The strike last trading price was 84.15, which was -4.85 lower than the previous day. The implied volatity was 27.26, the open interest changed by 36 which increased total open position to 53
On 9 Dec INFY was trading at 1923.65. The strike last trading price was 89, 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 6 Dec INFY was trading at 1922.40. The strike last trading price was 89, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 5 Dec INFY was trading at 1934.85. The strike last trading price was 89, which was -39.95 lower than the previous day. The implied volatity was 22.59, the open interest changed by 12 which increased total open position to 16
On 4 Dec INFY was trading at 1889.25. The strike last trading price was 128.95, which was -25.30 lower than the previous day. The implied volatity was 27.03, the open interest changed by 1 which increased total open position to 3
On 3 Dec INFY was trading at 1892.10. The strike last trading price was 154.25, 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 2 Dec INFY was trading at 1879.80. The strike last trading price was 154.25, 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 29 Nov INFY was trading at 1857.85. The strike last trading price was 154.25, which was -97.75 lower than the previous day. The implied volatity was 22.68, the open interest changed by 3 which increased total open position to 3
On 28 Nov INFY was trading at 1856.65. The strike last trading price was 252, 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 27 Nov INFY was trading at 1924.50. The strike last trading price was 252, 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 26 Nov INFY was trading at 1924.15. The strike last trading price was 252, 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 25 Nov INFY was trading at 1889.70. The strike last trading price was 252, 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 22 Nov INFY was trading at 1902.25. The strike last trading price was 252, 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 21 Nov INFY was trading at 1834.05. The strike last trading price was 252, 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 20 Nov INFY was trading at 1824.75. The strike last trading price was 252, 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 19 Nov INFY was trading at 1824.75. The strike last trading price was 252, 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 18 Nov INFY was trading at 1811.45. The strike last trading price was 252, 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 252, 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 252, 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 252, 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 252, 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 252, 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 252, which was 252.00 higher 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 0, 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 5 Nov INFY was trading at 1754.20. The strike last trading price was 0, 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 4 Nov INFY was trading at 1763.65. The strike last trading price was 0, 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 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 0.00, the open interest changed by 0 which decreased total open position to 0
