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

1974.15 25.60 (1.31%)

Option Chain for INFY

11 Dec 2024 04:10 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 400

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 449.15 0.00 1480 0.05 0.45 - 481 48 207 -
0.00 0 0 0 0.00 0.00 0.00 1500 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 411.30 0.00 1520 -0.10 0.30 - 10 -1 71 -
0.00 0 0 0 0.00 0.00 0.00 1540 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 374.20 0.00 1560 0.00 0.70 0.00 0 0 0 0.00
0.00 0 0 0 0.00 207.40 0.00 1580 0.00 0.50 0.00 0 0 0 0.00
0.00 0 0 0 0.00 298.00 0.00 1600 -0.10 0.50 44.23 56 -23 649 -0.01
0.00 0 0 0 0.00 174.95 0.00 1620 0.00 1.95 0.00 0 0 0 0.00
0.00 0 0 0 0.00 229.00 0.00 1640 -0.05 0.50 39.60 39 -2 193 -0.01
- 0 0 0 - 145.15 0.00 1660 -0.05 0.55 37.78 25 -10 269 -0.01
0.00 0 0 0 0.00 228.00 0.00 1680 -0.10 0.60 35.91 136 -52 332 -0.01
0.00 0 0 0 0.00 232.85 0.00 1700 -0.15 0.75 34.67 625 -294 955 -0.01
0.94 135 -6 7 44.86 259.00 89.00 1720 -0.15 0.70 32.00 251 -92 431 -0.02
0.00 0 0 0 0.00 158.70 0.00 1740 -0.25 0.85 30.55 331 -47 548 -0.02
0.00 0 0 0 0.00 181.15 0.00 1760 -0.40 1.00 28.91 709 -99 828 -0.02
0.00 0 0 0 0.00 156.80 0.00 1780 -0.60 1.35 27.88 690 -56 636 -0.03
0.95 423 -4 52 28.86 177.30 23.40 1800 -0.80 1.95 27.18 1,657 95 2,422 -0.04
0.91 231 0 3 30.26 159.65 23.65 1820 -1.20 2.55 25.95 1,507 74 1,758 -0.06
0.88 341 6 44 30.80 142.40 31.75 1840 -1.80 3.35 24.70 1,816 42 1,604 -0.07
0.91 807 -2 66 22.14 118.50 18.55 1860 -2.50 4.50 23.54 2,722 85 2,475 -0.10
0.88 962 -38 285 20.87 99.85 17.90 1880 -3.55 6.05 22.34 2,370 65 2,170 -0.13
0.83 6,188 -165 1,341 20.33 82.45 16.90 1900 -4.90 8.30 21.26 6,949 940 4,802 -0.18
0.78 2,039 -177 1,207 18.94 65.10 14.15 1920 -6.70 11.65 20.36 3,387 290 2,201 -0.24
0.69 4,542 -241 5,925 18.56 50.20 12.40 1940 -9.10 16.25 19.48 6,261 737 3,354 -0.32
0.59 6,332 -243 16,544 18.16 37.10 10.00 1960 -11.85 22.65 18.74 10,963 1,684 3,837 -0.41
0.48 5,860 3,285 19,994 17.85 26.20 7.40 1980 -14.90 31.60 18.37 5,710 1,558 2,042 -0.52
0.37 6,494 897 20,053 17.86 18.00 5.15 2000 -17.40 43.10 18.26 3,634 706 1,379 -0.62
0.28 2,334 276 6,755 18.22 12.30 3.65 2020 -27.05 57.10 18.50 151 51 107 -0.72
0.20 1,465 220 4,409 18.52 8.15 2.35 2040 -25.70 72.30 18.36 97 -8 161 -0.80
0.14 1,056 -75 4,093 18.91 5.35 1.50 2060 -11.35 90.55 19.94 11 6 16 -0.85
0.10 968 167 2,573 19.51 3.60 1.00 2080 -82.35 111.00 23.51 1 0 0 -0.86
0.07 1,610 261 3,429 20.17 2.45 0.50 2100 -18.45 125.85 18.77 64 12 43 -0.94
0.05 739 7 1,262 21.12 1.80 0.50 2120 0.00 165.00 0.00 0 -4 0 0.00
0.04 174 61 689 22.09 1.35 0.25 2140 0.00 362.60 - 0 0 0 -
0.03 454 236 501 23.13 1.05 0.15 2160 0.00 253.75 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 2180 0.00 0.00 0.00 0 0 0 0.00
0.02 583 -90 387 24.32 0.55 -0.10 2200 -7.95 227.05 33.47 12 3 20 -0.94
43,737 33,510
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.