INFY
Infosys Limited
Historical option data for INFY
12 Dec 2024 09:20 AM IST
| INFY 26DEC2024 2200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.17
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1982.60 | 0.6 | 0.05 | 23.93 | 26 | 0 | 583 | |||
| 11 Dec | 1974.15 | 0.55 | -0.10 | 24.32 | 387 | -90 | 583 | |||
| 10 Dec | 1948.55 | 0.65 | -0.05 | 26.02 | 933 | -156 | 676 | |||
| 9 Dec | 1923.65 | 0.7 | -0.05 | 27.63 | 754 | 206 | 830 | |||
| 6 Dec | 1922.40 | 0.75 | -0.05 | 26.31 | 217 | 64 | 621 | |||
| 5 Dec | 1934.85 | 0.8 | 0.10 | 24.45 | 232 | -57 | 554 | |||
| 4 Dec | 1889.25 | 0.7 | 0.00 | 27.21 | 154 | 17 | 614 | |||
| 3 Dec | 1892.10 | 0.7 | -0.10 | 26.69 | 224 | 107 | 602 | |||
| 2 Dec | 1879.80 | 0.8 | -0.10 | 27.54 | 282 | 136 | 495 | |||
| 29 Nov | 1857.85 | 0.9 | -0.35 | 27.93 | 297 | 106 | 362 | |||
| 28 Nov | 1856.65 | 1.25 | -0.75 | 28.49 | 271 | 135 | 255 | |||
| 27 Nov | 1924.50 | 2 | -0.40 | 24.49 | 140 | 89 | 119 | |||
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| 26 Nov | 1924.15 | 2.4 | 25.44 | 31 | 23 | 23 | ||||
For Infosys Limited - strike price 2200 expiring on 26DEC2024
Delta for 2200 CE is 0.02
Historical price for 2200 CE is as follows
On 12 Dec INFY was trading at 1982.60. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 23.93, the open interest changed by 0 which decreased total open position to 583
On 11 Dec INFY was trading at 1974.15. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 24.32, the open interest changed by -90 which decreased total open position to 583
On 10 Dec INFY was trading at 1948.55. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 26.02, the open interest changed by -156 which decreased total open position to 676
On 9 Dec INFY was trading at 1923.65. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 27.63, the open interest changed by 206 which increased total open position to 830
On 6 Dec INFY was trading at 1922.40. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 26.31, the open interest changed by 64 which increased total open position to 621
On 5 Dec INFY was trading at 1934.85. The strike last trading price was 0.8, which was 0.10 higher than the previous day. The implied volatity was 24.45, the open interest changed by -57 which decreased total open position to 554
On 4 Dec INFY was trading at 1889.25. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 27.21, the open interest changed by 17 which increased total open position to 614
On 3 Dec INFY was trading at 1892.10. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was 26.69, the open interest changed by 107 which increased total open position to 602
On 2 Dec INFY was trading at 1879.80. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 27.54, the open interest changed by 136 which increased total open position to 495
On 29 Nov INFY was trading at 1857.85. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 27.93, the open interest changed by 106 which increased total open position to 362
On 28 Nov INFY was trading at 1856.65. The strike last trading price was 1.25, which was -0.75 lower than the previous day. The implied volatity was 28.49, the open interest changed by 135 which increased total open position to 255
On 27 Nov INFY was trading at 1924.50. The strike last trading price was 2, which was -0.40 lower than the previous day. The implied volatity was 24.49, the open interest changed by 89 which increased total open position to 119
On 26 Nov INFY was trading at 1924.15. The strike last trading price was 2.4, which was lower than the previous day. The implied volatity was 25.44, the open interest changed by 23 which increased total open position to 23
| INFY 26DEC2024 2200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1982.60 | 227.05 | 0.00 | 0.00 | 0 | 1 | 0 |
| 11 Dec | 1974.15 | 227.05 | -7.95 | 33.47 | 12 | 3 | 20 |
| 10 Dec | 1948.55 | 235 | -38.75 | - | 11 | 1 | 13 |
| 9 Dec | 1923.65 | 273.75 | 0.25 | 47.77 | 4 | 0 | 12 |
| 6 Dec | 1922.40 | 273.5 | 18.50 | 36.14 | 12 | 10 | 12 |
| 5 Dec | 1934.85 | 255 | -9.00 | 28.39 | 1 | 0 | 1 |
| 4 Dec | 1889.25 | 264 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 1892.10 | 264 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 1879.80 | 264 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 1857.85 | 264 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 1856.65 | 264 | 0.00 | 0.00 | 0 | 1 | 0 |
| 27 Nov | 1924.50 | 264 | -22.15 | 32.63 | 1 | 0 | 0 |
| 26 Nov | 1924.15 | 286.15 | - | 0 | 0 | 0 | |
For Infosys Limited - strike price 2200 expiring on 26DEC2024
Delta for 2200 PE is 0.00
Historical price for 2200 PE is as follows
On 12 Dec INFY was trading at 1982.60. The strike last trading price was 227.05, 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 11 Dec INFY was trading at 1974.15. The strike last trading price was 227.05, which was -7.95 lower than the previous day. The implied volatity was 33.47, the open interest changed by 3 which increased total open position to 20
On 10 Dec INFY was trading at 1948.55. The strike last trading price was 235, which was -38.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 13
On 9 Dec INFY was trading at 1923.65. The strike last trading price was 273.75, which was 0.25 higher than the previous day. The implied volatity was 47.77, the open interest changed by 0 which decreased total open position to 12
On 6 Dec INFY was trading at 1922.40. The strike last trading price was 273.5, which was 18.50 higher than the previous day. The implied volatity was 36.14, the open interest changed by 10 which increased total open position to 12
On 5 Dec INFY was trading at 1934.85. The strike last trading price was 255, which was -9.00 lower than the previous day. The implied volatity was 28.39, the open interest changed by 0 which decreased total open position to 1
On 4 Dec INFY was trading at 1889.25. The strike last trading price was 264, 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 3 Dec INFY was trading at 1892.10. The strike last trading price was 264, 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 264, 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 264, 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 28 Nov INFY was trading at 1856.65. The strike last trading price was 264, 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 27 Nov INFY was trading at 1924.50. The strike last trading price was 264, which was -22.15 lower than the previous day. The implied volatity was 32.63, 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 286.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
