INFY
Infosys Limited
Historical option data for INFY
11 Dec 2024 04:10 PM IST
| INFY 26DEC2024 2100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.54
Theta: -0.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Dec | 1974.15 | 2.45 | 0.50 | 20.17 | 3,429 | 261 | 1,610 | |||
| 10 Dec | 1948.55 | 1.95 | 0.15 | 20.96 | 4,473 | 68 | 1,348 | |||
| 9 Dec | 1923.65 | 1.8 | 0.50 | 22.28 | 908 | 104 | 1,277 | |||
| 6 Dec | 1922.40 | 1.3 | -0.75 | 19.97 | 903 | 103 | 1,173 | |||
| 5 Dec | 1934.85 | 2.05 | 0.90 | 19.50 | 2,207 | -118 | 1,085 | |||
| 4 Dec | 1889.25 | 1.15 | -0.10 | 21.11 | 738 | 210 | 1,202 | |||
| 3 Dec | 1892.10 | 1.25 | -0.30 | 21.08 | 522 | 146 | 993 | |||
| 2 Dec | 1879.80 | 1.55 | -0.15 | 22.58 | 523 | 94 | 849 | |||
| 29 Nov | 1857.85 | 1.7 | -0.65 | 23.36 | 1,091 | 215 | 758 | |||
| 28 Nov | 1856.65 | 2.35 | -3.15 | 24.01 | 1,378 | 95 | 546 | |||
| 27 Nov | 1924.50 | 5.5 | -0.30 | 21.32 | 653 | 151 | 450 | |||
| 26 Nov | 1924.15 | 5.8 | 1.35 | 21.92 | 824 | 263 | 304 | |||
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| 25 Nov | 1889.70 | 4.45 | 4.45 | 22.95 | 83 | 40 | 40 | |||
| 22 Nov | 1902.25 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Infosys Limited - strike price 2100 expiring on 26DEC2024
Delta for 2100 CE is 0.07
Historical price for 2100 CE is as follows
On 11 Dec INFY was trading at 1974.15. The strike last trading price was 2.45, which was 0.50 higher than the previous day. The implied volatity was 20.17, the open interest changed by 261 which increased total open position to 1610
On 10 Dec INFY was trading at 1948.55. The strike last trading price was 1.95, which was 0.15 higher than the previous day. The implied volatity was 20.96, the open interest changed by 68 which increased total open position to 1348
On 9 Dec INFY was trading at 1923.65. The strike last trading price was 1.8, which was 0.50 higher than the previous day. The implied volatity was 22.28, the open interest changed by 104 which increased total open position to 1277
On 6 Dec INFY was trading at 1922.40. The strike last trading price was 1.3, which was -0.75 lower than the previous day. The implied volatity was 19.97, the open interest changed by 103 which increased total open position to 1173
On 5 Dec INFY was trading at 1934.85. The strike last trading price was 2.05, which was 0.90 higher than the previous day. The implied volatity was 19.50, the open interest changed by -118 which decreased total open position to 1085
On 4 Dec INFY was trading at 1889.25. The strike last trading price was 1.15, which was -0.10 lower than the previous day. The implied volatity was 21.11, the open interest changed by 210 which increased total open position to 1202
On 3 Dec INFY was trading at 1892.10. The strike last trading price was 1.25, which was -0.30 lower than the previous day. The implied volatity was 21.08, the open interest changed by 146 which increased total open position to 993
On 2 Dec INFY was trading at 1879.80. The strike last trading price was 1.55, which was -0.15 lower than the previous day. The implied volatity was 22.58, the open interest changed by 94 which increased total open position to 849
On 29 Nov INFY was trading at 1857.85. The strike last trading price was 1.7, which was -0.65 lower than the previous day. The implied volatity was 23.36, the open interest changed by 215 which increased total open position to 758
On 28 Nov INFY was trading at 1856.65. The strike last trading price was 2.35, which was -3.15 lower than the previous day. The implied volatity was 24.01, the open interest changed by 95 which increased total open position to 546
On 27 Nov INFY was trading at 1924.50. The strike last trading price was 5.5, which was -0.30 lower than the previous day. The implied volatity was 21.32, the open interest changed by 151 which increased total open position to 450
On 26 Nov INFY was trading at 1924.15. The strike last trading price was 5.8, which was 1.35 higher than the previous day. The implied volatity was 21.92, the open interest changed by 263 which increased total open position to 304
On 25 Nov INFY was trading at 1889.70. The strike last trading price was 4.45, which was 4.45 higher than the previous day. The implied volatity was 22.95, the open interest changed by 40 which increased total open position to 40
On 22 Nov INFY was trading at 1902.25. 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 2100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.94
Vega: 0.45
Theta: 0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Dec | 1974.15 | 125.85 | -18.45 | 18.77 | 64 | 12 | 43 |
| 10 Dec | 1948.55 | 144.3 | -21.55 | 16.90 | 24 | -3 | 29 |
| 9 Dec | 1923.65 | 165.85 | 0.00 | 0.00 | 0 | 10 | 0 |
| 6 Dec | 1922.40 | 165.85 | 4.00 | - | 10 | 0 | 22 |
| 5 Dec | 1934.85 | 161.85 | -38.65 | 28.22 | 7 | -1 | 22 |
| 4 Dec | 1889.25 | 200.5 | -29.50 | 28.60 | 2 | 0 | 22 |
| 3 Dec | 1892.10 | 230 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 1879.80 | 230 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 1857.85 | 230 | 0.00 | 24.97 | 1 | 0 | 22 |
| 28 Nov | 1856.65 | 230 | 75.95 | 29.88 | 13 | 5 | 21 |
| 27 Nov | 1924.50 | 154.05 | -7.95 | - | 9 | 7 | 15 |
| 26 Nov | 1924.15 | 162 | -162.90 | - | 10 | 4 | 4 |
| 25 Nov | 1889.70 | 324.9 | 324.90 | - | 0 | 0 | 0 |
| 22 Nov | 1902.25 | 0 | 0.00 | 0 | 0 | 0 | |
For Infosys Limited - strike price 2100 expiring on 26DEC2024
Delta for 2100 PE is -0.94
Historical price for 2100 PE is as follows
On 11 Dec INFY was trading at 1974.15. The strike last trading price was 125.85, which was -18.45 lower than the previous day. The implied volatity was 18.77, the open interest changed by 12 which increased total open position to 43
On 10 Dec INFY was trading at 1948.55. The strike last trading price was 144.3, which was -21.55 lower than the previous day. The implied volatity was 16.90, the open interest changed by -3 which decreased total open position to 29
On 9 Dec INFY was trading at 1923.65. The strike last trading price was 165.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 6 Dec INFY was trading at 1922.40. The strike last trading price was 165.85, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 5 Dec INFY was trading at 1934.85. The strike last trading price was 161.85, which was -38.65 lower than the previous day. The implied volatity was 28.22, the open interest changed by -1 which decreased total open position to 22
On 4 Dec INFY was trading at 1889.25. The strike last trading price was 200.5, which was -29.50 lower than the previous day. The implied volatity was 28.60, the open interest changed by 0 which decreased total open position to 22
On 3 Dec INFY was trading at 1892.10. The strike last trading price was 230, 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 230, 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 29 Nov INFY was trading at 1857.85. The strike last trading price was 230, which was 0.00 lower than the previous day. The implied volatity was 24.97, the open interest changed by 0 which decreased total open position to 22
On 28 Nov INFY was trading at 1856.65. The strike last trading price was 230, which was 75.95 higher than the previous day. The implied volatity was 29.88, the open interest changed by 5 which increased total open position to 21
On 27 Nov INFY was trading at 1924.50. The strike last trading price was 154.05, which was -7.95 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 15
On 26 Nov INFY was trading at 1924.15. The strike last trading price was 162, which was -162.90 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 25 Nov INFY was trading at 1889.70. The strike last trading price was 324.9, which was 324.90 higher 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 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
