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
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.