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

1967.3 -6.85 (-0.35%)

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Historical option data for INFY

12 Dec 2024 09:00 AM IST
INFY 26DEC2024 2040 CE
Delta: 0.20
Vega: 1.12
Theta: -0.80
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1974.15 8.15 0.00 18.52 4,409 218 1,465
11 Dec 1974.15 8.15 2.35 18.52 4,409 220 1,465
10 Dec 1948.55 5.8 0.80 18.94 5,468 273 1,248
9 Dec 1923.65 5 1.35 20.41 1,180 135 976
6 Dec 1922.40 3.65 -2.40 18.04 1,623 -11 840
5 Dec 1934.85 6.05 3.25 18.07 3,908 -33 826
4 Dec 1889.25 2.8 -0.15 19.05 1,767 -13 862
3 Dec 1892.10 2.95 -0.55 19.02 902 15 875
2 Dec 1879.80 3.5 -0.10 20.74 802 141 866
29 Nov 1857.85 3.6 -1.15 21.69 1,066 189 725
28 Nov 1856.65 4.75 -7.65 22.35 1,512 133 536
27 Nov 1924.50 12.4 -0.50 20.39 447 63 404
26 Nov 1924.15 12.9 3.20 21.18 567 124 341
25 Nov 1889.70 9.7 0.35 22.17 301 136 216
22 Nov 1902.25 9.35 5.90 20.95 358 122 202
21 Nov 1834.05 3.45 -0.25 20.60 51 4 80
20 Nov 1824.75 3.7 0.00 21.27 161 57 76
19 Nov 1824.75 3.7 -0.55 21.27 161 57 76
18 Nov 1811.45 4.25 -2.75 22.53 5 0 19
14 Nov 1864.55 7 0.00 19.14 1 0 18
13 Nov 1868.40 7 3.00 18.49 18 15 17
12 Nov 1868.80 4 0.00 0.00 0 0 0
11 Nov 1860.10 4 0.00 0.00 0 0 0
8 Nov 1829.95 4 -0.80 18.33 2 0 2
7 Nov 1803.05 4.8 -1.30 20.92 2 0 2
6 Nov 1823.70 6.1 -29.90 20.11 2 0 2
5 Nov 1754.20 36 0.00 0.00 0 0 0
4 Nov 1763.65 36 0.00 0.00 0 0 0
1 Nov 1760.85 36 0.00 0.00 0 0 0
31 Oct 1757.25 36 0.00 - 0 0 0
30 Oct 1802.10 36 0.00 - 0 0 0
29 Oct 1839.30 36 0.00 - 0 0 0
24 Oct 1863.35 36 0.00 - 0 0 0
18 Oct 1879.60 36 -26.90 - 2 0 0
17 Oct 1968.10 62.9 0.00 - 0 0 0
14 Oct 1958.90 62.9 0.00 - 0 0 0
11 Oct 1935.10 62.9 0.00 - 0 0 0
10 Oct 1919.00 62.9 0.00 - 0 0 0
9 Oct 1952.75 62.9 0.00 - 0 0 0
8 Oct 1948.55 62.9 0.00 - 0 0 0
7 Oct 1934.30 62.9 0.00 - 0 0 0
4 Oct 1918.15 62.9 0.00 - 0 0 0
3 Oct 1893.40 62.9 0.00 - 0 0 0
1 Oct 1904.35 62.9 0.00 - 0 0 0
30 Sept 1875.60 62.9 - 0 0 0


For Infosys Limited - strike price 2040 expiring on 26DEC2024

Delta for 2040 CE is 0.20

Historical price for 2040 CE is as follows

On 12 Dec INFY was trading at 1974.15. The strike last trading price was 8.15, which was 0.00 lower than the previous day. The implied volatity was 18.52, the open interest changed by 218 which increased total open position to 1465


On 11 Dec INFY was trading at 1974.15. The strike last trading price was 8.15, which was 2.35 higher than the previous day. The implied volatity was 18.52, the open interest changed by 220 which increased total open position to 1465


On 10 Dec INFY was trading at 1948.55. The strike last trading price was 5.8, which was 0.80 higher than the previous day. The implied volatity was 18.94, the open interest changed by 273 which increased total open position to 1248


On 9 Dec INFY was trading at 1923.65. The strike last trading price was 5, which was 1.35 higher than the previous day. The implied volatity was 20.41, the open interest changed by 135 which increased total open position to 976


On 6 Dec INFY was trading at 1922.40. The strike last trading price was 3.65, which was -2.40 lower than the previous day. The implied volatity was 18.04, the open interest changed by -11 which decreased total open position to 840


On 5 Dec INFY was trading at 1934.85. The strike last trading price was 6.05, which was 3.25 higher than the previous day. The implied volatity was 18.07, the open interest changed by -33 which decreased total open position to 826


On 4 Dec INFY was trading at 1889.25. The strike last trading price was 2.8, which was -0.15 lower than the previous day. The implied volatity was 19.05, the open interest changed by -13 which decreased total open position to 862


On 3 Dec INFY was trading at 1892.10. The strike last trading price was 2.95, which was -0.55 lower than the previous day. The implied volatity was 19.02, the open interest changed by 15 which increased total open position to 875


On 2 Dec INFY was trading at 1879.80. The strike last trading price was 3.5, which was -0.10 lower than the previous day. The implied volatity was 20.74, the open interest changed by 141 which increased total open position to 866


On 29 Nov INFY was trading at 1857.85. The strike last trading price was 3.6, which was -1.15 lower than the previous day. The implied volatity was 21.69, the open interest changed by 189 which increased total open position to 725


On 28 Nov INFY was trading at 1856.65. The strike last trading price was 4.75, which was -7.65 lower than the previous day. The implied volatity was 22.35, the open interest changed by 133 which increased total open position to 536


On 27 Nov INFY was trading at 1924.50. The strike last trading price was 12.4, which was -0.50 lower than the previous day. The implied volatity was 20.39, the open interest changed by 63 which increased total open position to 404


On 26 Nov INFY was trading at 1924.15. The strike last trading price was 12.9, which was 3.20 higher than the previous day. The implied volatity was 21.18, the open interest changed by 124 which increased total open position to 341


On 25 Nov INFY was trading at 1889.70. The strike last trading price was 9.7, which was 0.35 higher than the previous day. The implied volatity was 22.17, the open interest changed by 136 which increased total open position to 216


On 22 Nov INFY was trading at 1902.25. The strike last trading price was 9.35, which was 5.90 higher than the previous day. The implied volatity was 20.95, the open interest changed by 122 which increased total open position to 202


On 21 Nov INFY was trading at 1834.05. The strike last trading price was 3.45, which was -0.25 lower than the previous day. The implied volatity was 20.60, the open interest changed by 4 which increased total open position to 80


On 20 Nov INFY was trading at 1824.75. The strike last trading price was 3.7, which was 0.00 lower than the previous day. The implied volatity was 21.27, the open interest changed by 57 which increased total open position to 76


On 19 Nov INFY was trading at 1824.75. The strike last trading price was 3.7, which was -0.55 lower than the previous day. The implied volatity was 21.27, the open interest changed by 57 which increased total open position to 76


On 18 Nov INFY was trading at 1811.45. The strike last trading price was 4.25, which was -2.75 lower than the previous day. The implied volatity was 22.53, the open interest changed by 0 which decreased total open position to 19


On 14 Nov INFY was trading at 1864.55. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 19.14, the open interest changed by 0 which decreased total open position to 18


On 13 Nov INFY was trading at 1868.40. The strike last trading price was 7, which was 3.00 higher than the previous day. The implied volatity was 18.49, the open interest changed by 15 which increased total open position to 17


On 12 Nov INFY was trading at 1868.80. The strike last trading price was 4, 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 11 Nov INFY was trading at 1860.10. The strike last trading price was 4, 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 8 Nov INFY was trading at 1829.95. The strike last trading price was 4, which was -0.80 lower than the previous day. The implied volatity was 18.33, the open interest changed by 0 which decreased total open position to 2


On 7 Nov INFY was trading at 1803.05. The strike last trading price was 4.8, which was -1.30 lower than the previous day. The implied volatity was 20.92, the open interest changed by 0 which decreased total open position to 2


On 6 Nov INFY was trading at 1823.70. The strike last trading price was 6.1, which was -29.90 lower than the previous day. The implied volatity was 20.11, the open interest changed by 0 which decreased total open position to 2


On 5 Nov INFY was trading at 1754.20. The strike last trading price was 36, 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 36, 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 36, 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 31 Oct INFY was trading at 1757.25. The strike last trading price was 36, 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 36, 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 36, 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 36, 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 36, which was -26.90 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 62.9, 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 62.9, 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 62.9, 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 62.9, 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 62.9, 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 62.9, 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 62.9, 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 62.9, 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 62.9, 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 62.9, 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 62.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


INFY 26DEC2024 2040 PE
Delta: -0.80
Vega: 1.11
Theta: -0.23
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1974.15 72.3 0.00 18.36 97 -10 161
11 Dec 1974.15 72.3 -25.70 18.36 97 -8 161
10 Dec 1948.55 98 -12.00 26.36 103 -8 169
9 Dec 1923.65 110 -8.35 22.02 4 -3 178
6 Dec 1922.40 118.35 -0.55 23.19 327 -65 183
5 Dec 1934.85 118.9 -19.10 32.33 25 7 249
4 Dec 1889.25 138 -7.00 18.16 3 -1 242
3 Dec 1892.10 145 -10.00 24.67 8 1 240
2 Dec 1879.80 155 -15.95 23.62 4 0 239
29 Nov 1857.85 170.95 -0.30 20.71 76 11 238
28 Nov 1856.65 171.25 60.40 24.92 191 122 228
27 Nov 1924.50 110.85 -7.65 21.40 88 9 105
26 Nov 1924.15 118.5 -17.85 22.75 36 10 94
25 Nov 1889.70 136.35 0.00 0.00 0 33 0
22 Nov 1902.25 136.35 -60.65 16.86 18 13 84
21 Nov 1834.05 197 -1.00 28.20 33 32 70
20 Nov 1824.75 198 0.00 17.69 40 37 37
19 Nov 1824.75 198 -62.00 17.69 40 36 37
18 Nov 1811.45 260 0.00 0.00 0 0 0
14 Nov 1864.55 260 0.00 0.00 0 0 0
13 Nov 1868.40 260 0.00 0.00 0 0 0
12 Nov 1868.80 260 0.00 0.00 0 0 0
11 Nov 1860.10 260 0.00 0.00 0 0 0
8 Nov 1829.95 260 0.00 0.00 0 1 0
7 Nov 1803.05 260 94.15 46.03 1 0 0
6 Nov 1823.70 165.85 0.00 - 0 0 0
5 Nov 1754.20 165.85 0.00 - 0 0 0
4 Nov 1763.65 165.85 165.85 - 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
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 2040 expiring on 26DEC2024

Delta for 2040 PE is -0.80

Historical price for 2040 PE is as follows

On 12 Dec INFY was trading at 1974.15. The strike last trading price was 72.3, which was 0.00 lower than the previous day. The implied volatity was 18.36, the open interest changed by -10 which decreased total open position to 161


On 11 Dec INFY was trading at 1974.15. The strike last trading price was 72.3, which was -25.70 lower than the previous day. The implied volatity was 18.36, the open interest changed by -8 which decreased total open position to 161


On 10 Dec INFY was trading at 1948.55. The strike last trading price was 98, which was -12.00 lower than the previous day. The implied volatity was 26.36, the open interest changed by -8 which decreased total open position to 169


On 9 Dec INFY was trading at 1923.65. The strike last trading price was 110, which was -8.35 lower than the previous day. The implied volatity was 22.02, the open interest changed by -3 which decreased total open position to 178


On 6 Dec INFY was trading at 1922.40. The strike last trading price was 118.35, which was -0.55 lower than the previous day. The implied volatity was 23.19, the open interest changed by -65 which decreased total open position to 183


On 5 Dec INFY was trading at 1934.85. The strike last trading price was 118.9, which was -19.10 lower than the previous day. The implied volatity was 32.33, the open interest changed by 7 which increased total open position to 249


On 4 Dec INFY was trading at 1889.25. The strike last trading price was 138, which was -7.00 lower than the previous day. The implied volatity was 18.16, the open interest changed by -1 which decreased total open position to 242


On 3 Dec INFY was trading at 1892.10. The strike last trading price was 145, which was -10.00 lower than the previous day. The implied volatity was 24.67, the open interest changed by 1 which increased total open position to 240


On 2 Dec INFY was trading at 1879.80. The strike last trading price was 155, which was -15.95 lower than the previous day. The implied volatity was 23.62, the open interest changed by 0 which decreased total open position to 239


On 29 Nov INFY was trading at 1857.85. The strike last trading price was 170.95, which was -0.30 lower than the previous day. The implied volatity was 20.71, the open interest changed by 11 which increased total open position to 238


On 28 Nov INFY was trading at 1856.65. The strike last trading price was 171.25, which was 60.40 higher than the previous day. The implied volatity was 24.92, the open interest changed by 122 which increased total open position to 228


On 27 Nov INFY was trading at 1924.50. The strike last trading price was 110.85, which was -7.65 lower than the previous day. The implied volatity was 21.40, the open interest changed by 9 which increased total open position to 105


On 26 Nov INFY was trading at 1924.15. The strike last trading price was 118.5, which was -17.85 lower than the previous day. The implied volatity was 22.75, the open interest changed by 10 which increased total open position to 94


On 25 Nov INFY was trading at 1889.70. The strike last trading price was 136.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 33 which increased total open position to 0


On 22 Nov INFY was trading at 1902.25. The strike last trading price was 136.35, which was -60.65 lower than the previous day. The implied volatity was 16.86, the open interest changed by 13 which increased total open position to 84


On 21 Nov INFY was trading at 1834.05. The strike last trading price was 197, which was -1.00 lower than the previous day. The implied volatity was 28.20, the open interest changed by 32 which increased total open position to 70


On 20 Nov INFY was trading at 1824.75. The strike last trading price was 198, which was 0.00 lower than the previous day. The implied volatity was 17.69, the open interest changed by 37 which increased total open position to 37


On 19 Nov INFY was trading at 1824.75. The strike last trading price was 198, which was -62.00 lower than the previous day. The implied volatity was 17.69, the open interest changed by 36 which increased total open position to 37


On 18 Nov INFY was trading at 1811.45. The strike last trading price was 260, 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 14 Nov INFY was trading at 1864.55. The strike last trading price was 260, 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 13 Nov INFY was trading at 1868.40. The strike last trading price was 260, 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 12 Nov INFY was trading at 1868.80. The strike last trading price was 260, 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 11 Nov INFY was trading at 1860.10. The strike last trading price was 260, 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 8 Nov INFY was trading at 1829.95. The strike last trading price was 260, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 7 Nov INFY was trading at 1803.05. The strike last trading price was 260, which was 94.15 higher than the previous day. The implied volatity was 46.03, 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 165.85, 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 165.85, 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 165.85, which was 165.85 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 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