INFY
Infosys Limited
Historical option data for INFY
12 Dec 2024 09:00 AM IST
| INFY 26DEC2024 2060 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.89
Theta: -0.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1974.15 | 5.35 | 0.00 | 18.91 | 4,093 | -72 | 1,056 | |||
| 11 Dec | 1974.15 | 5.35 | 1.50 | 18.91 | 4,093 | -75 | 1,056 | |||
| 10 Dec | 1948.55 | 3.85 | 0.55 | 19.39 | 4,692 | 109 | 1,092 | |||
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| 9 Dec | 1923.65 | 3.3 | 0.85 | 20.66 | 1,080 | 125 | 990 | |||
| 6 Dec | 1922.40 | 2.45 | -1.65 | 18.49 | 1,443 | 279 | 860 | |||
| 5 Dec | 1934.85 | 4.1 | 2.15 | 18.40 | 2,499 | -271 | 582 | |||
| 4 Dec | 1889.25 | 1.95 | -0.10 | 19.52 | 1,163 | -81 | 855 | |||
| 3 Dec | 1892.10 | 2.05 | -0.50 | 19.44 | 742 | 140 | 939 | |||
| 2 Dec | 1879.80 | 2.55 | -0.15 | 21.19 | 911 | 110 | 806 | |||
| 29 Nov | 1857.85 | 2.7 | -1.00 | 22.10 | 935 | 227 | 706 | |||
| 28 Nov | 1856.65 | 3.7 | -5.40 | 22.85 | 1,180 | 44 | 480 | |||
| 27 Nov | 1924.50 | 9.1 | -0.65 | 20.40 | 463 | 165 | 437 | |||
| 26 Nov | 1924.15 | 9.75 | 1.95 | 21.29 | 506 | 42 | 240 | |||
| 25 Nov | 1889.70 | 7.8 | 0.45 | 22.68 | 304 | 185 | 186 | |||
| 22 Nov | 1902.25 | 7.35 | 3.10 | 21.31 | 90 | 32 | 33 | |||
| 21 Nov | 1834.05 | 4.25 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 20 Nov | 1824.75 | 4.25 | 0.00 | 23.55 | 1 | 1 | 0 | |||
| 19 Nov | 1824.75 | 4.25 | -3.80 | 23.55 | 1 | 0 | 0 | |||
| 18 Nov | 1811.45 | 8.05 | 0.00 | 9.27 | 0 | 0 | 0 | |||
| 13 Nov | 1868.40 | 8.05 | 0.00 | 6.39 | 0 | 0 | 0 | |||
| 12 Nov | 1868.80 | 8.05 | 8.05 | 6.21 | 0 | 0 | 0 | |||
| 11 Nov | 1860.10 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1829.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1803.05 | 0 | 0.00 | 0.00 | 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 2060 expiring on 26DEC2024
Delta for 2060 CE is 0.14
Historical price for 2060 CE is as follows
On 12 Dec INFY was trading at 1974.15. The strike last trading price was 5.35, which was 0.00 lower than the previous day. The implied volatity was 18.91, the open interest changed by -72 which decreased total open position to 1056
On 11 Dec INFY was trading at 1974.15. The strike last trading price was 5.35, which was 1.50 higher than the previous day. The implied volatity was 18.91, the open interest changed by -75 which decreased total open position to 1056
On 10 Dec INFY was trading at 1948.55. The strike last trading price was 3.85, which was 0.55 higher than the previous day. The implied volatity was 19.39, the open interest changed by 109 which increased total open position to 1092
On 9 Dec INFY was trading at 1923.65. The strike last trading price was 3.3, which was 0.85 higher than the previous day. The implied volatity was 20.66, the open interest changed by 125 which increased total open position to 990
On 6 Dec INFY was trading at 1922.40. The strike last trading price was 2.45, which was -1.65 lower than the previous day. The implied volatity was 18.49, the open interest changed by 279 which increased total open position to 860
On 5 Dec INFY was trading at 1934.85. The strike last trading price was 4.1, which was 2.15 higher than the previous day. The implied volatity was 18.40, the open interest changed by -271 which decreased total open position to 582
On 4 Dec INFY was trading at 1889.25. The strike last trading price was 1.95, which was -0.10 lower than the previous day. The implied volatity was 19.52, the open interest changed by -81 which decreased total open position to 855
On 3 Dec INFY was trading at 1892.10. The strike last trading price was 2.05, which was -0.50 lower than the previous day. The implied volatity was 19.44, the open interest changed by 140 which increased total open position to 939
On 2 Dec INFY was trading at 1879.80. The strike last trading price was 2.55, which was -0.15 lower than the previous day. The implied volatity was 21.19, the open interest changed by 110 which increased total open position to 806
On 29 Nov INFY was trading at 1857.85. The strike last trading price was 2.7, which was -1.00 lower than the previous day. The implied volatity was 22.10, the open interest changed by 227 which increased total open position to 706
On 28 Nov INFY was trading at 1856.65. The strike last trading price was 3.7, which was -5.40 lower than the previous day. The implied volatity was 22.85, the open interest changed by 44 which increased total open position to 480
On 27 Nov INFY was trading at 1924.50. The strike last trading price was 9.1, which was -0.65 lower than the previous day. The implied volatity was 20.40, the open interest changed by 165 which increased total open position to 437
On 26 Nov INFY was trading at 1924.15. The strike last trading price was 9.75, which was 1.95 higher than the previous day. The implied volatity was 21.29, the open interest changed by 42 which increased total open position to 240
On 25 Nov INFY was trading at 1889.70. The strike last trading price was 7.8, which was 0.45 higher than the previous day. The implied volatity was 22.68, the open interest changed by 185 which increased total open position to 186
On 22 Nov INFY was trading at 1902.25. The strike last trading price was 7.35, which was 3.10 higher than the previous day. The implied volatity was 21.31, the open interest changed by 32 which increased total open position to 33
On 21 Nov INFY was trading at 1834.05. The strike last trading price was 4.25, 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 20 Nov INFY was trading at 1824.75. The strike last trading price was 4.25, which was 0.00 lower than the previous day. The implied volatity was 23.55, the open interest changed by 1 which increased total open position to 0
On 19 Nov INFY was trading at 1824.75. The strike last trading price was 4.25, which was -3.80 lower than the previous day. The implied volatity was 23.55, 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 8.05, which was 0.00 lower than the previous day. The implied volatity was 9.27, 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 8.05, which was 0.00 lower than the previous day. The implied volatity was 6.39, 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 8.05, which was 8.05 higher than the previous day. The implied volatity was 6.21, 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 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 8 Nov INFY was trading at 1829.95. 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 7 Nov INFY was trading at 1803.05. 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 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 2060 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 0.95
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1974.15 | 90.55 | 0.00 | 19.94 | 11 | 7 | 16 |
| 11 Dec | 1974.15 | 90.55 | -11.35 | 19.94 | 11 | 6 | 16 |
| 10 Dec | 1948.55 | 101.9 | -31.75 | - | 16 | 7 | 10 |
| 9 Dec | 1923.65 | 133.65 | 0.00 | 0.00 | 0 | 3 | 0 |
| 6 Dec | 1922.40 | 133.65 | -154.30 | 20.67 | 4 | 2 | 2 |
| 5 Dec | 1934.85 | 287.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1889.25 | 287.95 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1892.10 | 287.95 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1879.80 | 287.95 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1857.85 | 287.95 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1856.65 | 287.95 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1924.50 | 287.95 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1924.15 | 287.95 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1889.70 | 287.95 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1902.25 | 287.95 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1834.05 | 287.95 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1824.75 | 287.95 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1824.75 | 287.95 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1811.45 | 287.95 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1868.40 | 287.95 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1868.80 | 287.95 | 287.95 | - | 0 | 0 | 0 |
| 11 Nov | 1860.10 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 1829.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 1803.05 | 0 | 0.00 | 0.00 | 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 2060 expiring on 26DEC2024
Delta for 2060 PE is -0.85
Historical price for 2060 PE is as follows
On 12 Dec INFY was trading at 1974.15. The strike last trading price was 90.55, which was 0.00 lower than the previous day. The implied volatity was 19.94, the open interest changed by 7 which increased total open position to 16
On 11 Dec INFY was trading at 1974.15. The strike last trading price was 90.55, which was -11.35 lower than the previous day. The implied volatity was 19.94, the open interest changed by 6 which increased total open position to 16
On 10 Dec INFY was trading at 1948.55. The strike last trading price was 101.9, which was -31.75 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 10
On 9 Dec INFY was trading at 1923.65. The strike last trading price was 133.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 6 Dec INFY was trading at 1922.40. The strike last trading price was 133.65, which was -154.30 lower than the previous day. The implied volatity was 20.67, the open interest changed by 2 which increased total open position to 2
On 5 Dec INFY was trading at 1934.85. The strike last trading price was 287.95, 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 Dec INFY was trading at 1889.25. The strike last trading price was 287.95, 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 3 Dec INFY was trading at 1892.10. The strike last trading price was 287.95, 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 2 Dec INFY was trading at 1879.80. The strike last trading price was 287.95, 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 29 Nov INFY was trading at 1857.85. The strike last trading price was 287.95, 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 28 Nov INFY was trading at 1856.65. The strike last trading price was 287.95, 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 287.95, 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 287.95, 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 287.95, 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 287.95, 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 287.95, 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 287.95, 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 287.95, 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 287.95, 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 287.95, 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 287.95, which was 287.95 higher 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 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 8 Nov INFY was trading at 1829.95. 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 7 Nov INFY was trading at 1803.05. 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 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
