INFY
Infosys Limited
Historical option data for INFY
14 Nov 2024 04:10 PM IST
| INFY 28NOV2024 2100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.17
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1864.55 | 0.7 | -0.25 | 27.94 | 237 | -20 | 800 | |||
| 13 Nov | 1868.40 | 0.95 | 0.15 | 27.76 | 373 | -37 | 818 | |||
| 12 Nov | 1868.80 | 0.8 | 0.00 | 26.97 | 231 | 6 | 856 | |||
| 11 Nov | 1860.10 | 0.8 | 0.05 | 26.32 | 245 | -25 | 851 | |||
| 8 Nov | 1829.95 | 0.75 | -0.10 | 26.95 | 425 | 87 | 877 | |||
| 7 Nov | 1803.05 | 0.85 | -0.20 | 29.01 | 198 | -8 | 791 | |||
| 6 Nov | 1823.70 | 1.05 | -0.05 | 27.49 | 440 | 30 | 798 | |||
| 5 Nov | 1754.20 | 1.1 | -0.20 | 33.41 | 382 | 13 | 769 | |||
| 4 Nov | 1763.65 | 1.3 | -0.15 | 32.55 | 508 | -116 | 754 | |||
| 1 Nov | 1760.85 | 1.45 | -0.35 | 31.86 | 223 | 42 | 869 | |||
| 31 Oct | 1757.25 | 1.8 | -0.40 | - | 377 | 195 | 826 | |||
| 30 Oct | 1802.10 | 2.2 | -0.95 | - | 437 | 129 | 628 | |||
| 29 Oct | 1839.30 | 3.15 | -0.30 | - | 215 | 56 | 505 | |||
| 28 Oct | 1865.35 | 3.45 | -0.30 | - | 183 | 37 | 453 | |||
| 25 Oct | 1862.05 | 3.75 | 0.50 | - | 156 | -11 | 416 | |||
| 24 Oct | 1863.35 | 3.25 | -0.80 | - | 81 | -7 | 427 | |||
| 23 Oct | 1873.40 | 4.05 | 0.10 | - | 166 | 5 | 429 | |||
| 22 Oct | 1851.60 | 3.95 | -0.25 | - | 263 | 50 | 424 | |||
| 21 Oct | 1852.75 | 4.2 | -1.80 | - | 545 | 49 | 373 | |||
| 18 Oct | 1879.60 | 6 | -18.00 | - | 861 | -75 | 324 | |||
| 17 Oct | 1968.10 | 24 | 10.90 | - | 512 | 212 | 396 | |||
| 16 Oct | 1920.10 | 13.1 | -6.00 | - | 99 | 38 | 181 | |||
| 15 Oct | 1959.30 | 19.1 | 0.10 | - | 139 | 72 | 143 | |||
| 14 Oct | 1958.90 | 19 | 1.10 | - | 70 | 33 | 68 | |||
| 11 Oct | 1935.10 | 17.9 | -0.10 | - | 40 | 33 | 35 | |||
| 10 Oct | 1919.00 | 18 | -10.85 | - | 3 | 1 | 1 | |||
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| 9 Oct | 1952.75 | 28.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1948.55 | 28.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1918.15 | 28.85 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1904.35 | 28.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1875.60 | 28.85 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1906.75 | 28.85 | - | 0 | 0 | 0 | ||||
For Infosys Limited - strike price 2100 expiring on 28NOV2024
Delta for 2100 CE is 0.02
Historical price for 2100 CE is as follows
On 14 Nov INFY was trading at 1864.55. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 27.94, the open interest changed by -20 which decreased total open position to 800
On 13 Nov INFY was trading at 1868.40. The strike last trading price was 0.95, which was 0.15 higher than the previous day. The implied volatity was 27.76, the open interest changed by -37 which decreased total open position to 818
On 12 Nov INFY was trading at 1868.80. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 26.97, the open interest changed by 6 which increased total open position to 856
On 11 Nov INFY was trading at 1860.10. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 26.32, the open interest changed by -25 which decreased total open position to 851
On 8 Nov INFY was trading at 1829.95. The strike last trading price was 0.75, which was -0.10 lower than the previous day. The implied volatity was 26.95, the open interest changed by 87 which increased total open position to 877
On 7 Nov INFY was trading at 1803.05. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 29.01, the open interest changed by -8 which decreased total open position to 791
On 6 Nov INFY was trading at 1823.70. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 27.49, the open interest changed by 30 which increased total open position to 798
On 5 Nov INFY was trading at 1754.20. The strike last trading price was 1.1, which was -0.20 lower than the previous day. The implied volatity was 33.41, the open interest changed by 13 which increased total open position to 769
On 4 Nov INFY was trading at 1763.65. The strike last trading price was 1.3, which was -0.15 lower than the previous day. The implied volatity was 32.55, the open interest changed by -116 which decreased total open position to 754
On 1 Nov INFY was trading at 1760.85. The strike last trading price was 1.45, which was -0.35 lower than the previous day. The implied volatity was 31.86, the open interest changed by 42 which increased total open position to 869
On 31 Oct INFY was trading at 1757.25. The strike last trading price was 1.8, which was -0.40 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 2.2, which was -0.95 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 3.15, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct INFY was trading at 1865.35. The strike last trading price was 3.45, which was -0.30 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 3.75, which was 0.50 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 3.25, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct INFY was trading at 1873.40. The strike last trading price was 4.05, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct INFY was trading at 1851.60. The strike last trading price was 3.95, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct INFY was trading at 1852.75. The strike last trading price was 4.2, which was -1.80 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 6, which was -18.00 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 24, which was 10.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct INFY was trading at 1920.10. The strike last trading price was 13.1, which was -6.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct INFY was trading at 1959.30. The strike last trading price was 19.1, which was 0.10 higher 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 19, which was 1.10 higher 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 17.9, which was -0.10 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 18, which was -10.85 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 28.85, 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 28.85, 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 28.85, 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 28.85, 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 28.85, 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 27 Sept INFY was trading at 1906.75. The strike last trading price was 28.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INFY 28NOV2024 2100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 0.58
Theta: -0.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1864.55 | 233 | 3.00 | 42.06 | 1 | 0 | 57 |
| 13 Nov | 1868.40 | 230 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1868.80 | 230 | -5.60 | 22.26 | 6 | -3 | 54 |
| 11 Nov | 1860.10 | 235.6 | -23.40 | 36.02 | 6 | 1 | 56 |
| 8 Nov | 1829.95 | 259 | -9.95 | - | 4 | -3 | 56 |
| 7 Nov | 1803.05 | 268.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 1823.70 | 268.95 | -85.60 | 32.04 | 4 | -1 | 58 |
| 5 Nov | 1754.20 | 354.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 1763.65 | 354.55 | 24.75 | 69.36 | 1 | 0 | 59 |
| 1 Nov | 1760.85 | 329.8 | 0.00 | 0.00 | 0 | 3 | 0 |
| 31 Oct | 1757.25 | 329.8 | 45.80 | - | 9 | 4 | 60 |
| 30 Oct | 1802.10 | 284 | 39.00 | - | 7 | 4 | 53 |
| 29 Oct | 1839.30 | 245 | -2.00 | - | 5 | 1 | 47 |
| 28 Oct | 1865.35 | 247 | 7.00 | - | 29 | 29 | 46 |
| 25 Oct | 1862.05 | 240 | -1.70 | - | 4 | 2 | 17 |
| 24 Oct | 1863.35 | 241.7 | 10.90 | - | 3 | 0 | 12 |
| 23 Oct | 1873.40 | 230.8 | -20.15 | - | 8 | 7 | 12 |
| 22 Oct | 1851.60 | 250.95 | -11.05 | - | 2 | 0 | 5 |
| 21 Oct | 1852.75 | 262 | 37.70 | - | 10 | 0 | 6 |
| 18 Oct | 1879.60 | 224.3 | 75.30 | - | 33 | -22 | 7 |
| 17 Oct | 1968.10 | 149 | -53.30 | - | 30 | 15 | 15 |
| 16 Oct | 1920.10 | 202.3 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1959.30 | 202.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1958.90 | 202.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1935.10 | 202.3 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1919.00 | 202.3 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1952.75 | 202.3 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1948.55 | 202.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1918.15 | 202.3 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1904.35 | 202.3 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1875.60 | 202.3 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1906.75 | 202.3 | - | 0 | 0 | 0 | |
For Infosys Limited - strike price 2100 expiring on 28NOV2024
Delta for 2100 PE is -0.91
Historical price for 2100 PE is as follows
On 14 Nov INFY was trading at 1864.55. The strike last trading price was 233, which was 3.00 higher than the previous day. The implied volatity was 42.06, the open interest changed by 0 which decreased total open position to 57
On 13 Nov INFY was trading at 1868.40. 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 12 Nov INFY was trading at 1868.80. The strike last trading price was 230, which was -5.60 lower than the previous day. The implied volatity was 22.26, the open interest changed by -3 which decreased total open position to 54
On 11 Nov INFY was trading at 1860.10. The strike last trading price was 235.6, which was -23.40 lower than the previous day. The implied volatity was 36.02, the open interest changed by 1 which increased total open position to 56
On 8 Nov INFY was trading at 1829.95. The strike last trading price was 259, which was -9.95 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 56
On 7 Nov INFY was trading at 1803.05. The strike last trading price was 268.95, 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 268.95, which was -85.60 lower than the previous day. The implied volatity was 32.04, the open interest changed by -1 which decreased total open position to 58
On 5 Nov INFY was trading at 1754.20. The strike last trading price was 354.55, 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 354.55, which was 24.75 higher than the previous day. The implied volatity was 69.36, the open interest changed by 0 which decreased total open position to 59
On 1 Nov INFY was trading at 1760.85. The strike last trading price was 329.8, 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 31 Oct INFY was trading at 1757.25. The strike last trading price was 329.8, which was 45.80 higher 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 284, which was 39.00 higher 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 245, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct INFY was trading at 1865.35. The strike last trading price was 247, which was 7.00 higher 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 240, which was -1.70 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 241.7, which was 10.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct INFY was trading at 1873.40. The strike last trading price was 230.8, which was -20.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct INFY was trading at 1851.60. The strike last trading price was 250.95, which was -11.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct INFY was trading at 1852.75. The strike last trading price was 262, which was 37.70 higher 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 224.3, which was 75.30 higher 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 149, which was -53.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct INFY was trading at 1920.10. The strike last trading price was 202.3, 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 15 Oct INFY was trading at 1959.30. The strike last trading price was 202.3, 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 202.3, 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 202.3, 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 202.3, 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 202.3, 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 202.3, 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 202.3, 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 202.3, 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 202.3, 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 27 Sept INFY was trading at 1906.75. The strike last trading price was 202.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
