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Related Pages for INFY
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INFY
Infosys Limited
1834.05 9.30 (0.51%)

Option Chain for INFY

21 Nov 2024 04:00 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 0 0 - 481.80 0.00 1480 -0.05 0.15 - 20 -2 264 -
0.00 0 0 0 0.00 0.00 0.00 1500 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 443.75 0.00 1520 -0.25 0.30 - 13 -2 296 -
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 - 406.30 0.00 1560 -0.20 0.40 - 29 0 146 -
0.00 0 0 0 0.00 168.35 0.00 1580 0.10 0.50 48.69 20 8 115 -0.01
- 33 -1 6 - 234.00 -10.00 1600 -0.25 0.70 47.31 146 -22 773 -0.02
0.00 0 0 0 0.00 198.00 0.00 1620 -0.40 0.90 45.33 167 -40 1,600 -0.02
- 158 0 1 - 191.00 -34.00 1640 -0.45 0.90 41.54 55 -10 590 -0.02
0.00 0 0 0 0.00 131.35 0.00 1660 -0.40 1.05 38.74 169 50 401 -0.03
0.00 0 0 0 0.00 134.75 0.00 1680 -0.55 1.35 36.48 357 -20 1,005 -0.04
- 226 5 26 - 132.00 3.90 1700 -0.65 1.50 33.15 1,546 113 1,832 -0.04
- 162 -6 14 - 111.05 -4.70 1720 -0.70 1.90 30.53 1,036 -144 666 -0.06
- 383 -15 39 - 94.20 4.90 1740 -0.85 2.65 28.40 2,241 157 1,412 -0.08
- 1,553 -45 219 - 74.35 3.85 1760 -1.30 3.55 25.80 3,353 0 2,597 -0.11
- 2,618 -7 151 - 55.60 3.55 1780 -1.90 5.30 23.81 4,060 47 2,194 -0.16
0.87 6,876 -72 2,593 13.39 39.70 3.70 1800 -2.75 8.65 22.55 8,917 535 5,617 -0.25
0.68 4,689 81 7,294 15.22 25.65 2.00 1820 -4.20 14.15 21.61 10,022 232 2,919 -0.37
0.48 5,469 490 16,848 15.99 15.00 0.85 1840 -5.10 23.50 21.94 10,278 -78 2,058 -0.51
0.30 6,910 671 16,710 16.58 8.00 0.10 1860 -4.80 36.65 23.31 4,648 -245 2,817 -0.64
0.19 3,546 249 8,360 18.22 4.65 -0.15 1880 -6.10 52.60 25.47 1,019 -121 998 -0.74
0.11 4,376 419 7,780 19.58 2.65 -0.35 1900 -6.10 71.25 29.54 619 -111 1,154 -0.79
0.07 2,166 120 3,375 21.11 1.60 -0.35 1920 -4.00 91.95 35.87 81 -23 202 -0.80
0.04 1,221 15 1,902 22.85 1.05 -0.25 1940 11.20 109.00 36.22 60 -1 264 -0.85
0.03 952 44 1,266 24.75 0.75 -0.30 1960 -18.70 129.50 41.71 3 -1 107 -0.86
0.03 378 -46 365 27.28 0.65 -0.20 1980 1.40 148.85 44.94 29 -16 42 -0.88
0.02 2,739 -127 640 29.95 0.60 0.00 2000 12.65 170.00 51.48 13 -4 391 -0.88
0.01 422 2 69 31.03 0.40 0.00 2020 0.00 235.10 0.00 0 0 0 0.00
0.01 464 -3 32 33.18 0.35 -0.05 2040 0.00 181.00 0.00 0 -2 0 0.00
0.01 91 -4 9 35.84 0.35 0.00 2060 0.00 171.85 - 0 0 0 -
0.01 81 -1 17 38.45 0.35 -0.05 2080 -10.00 245.00 54.11 10 -8 13 -0.95
0.01 743 -15 59 42.35 0.45 0.05 2100 0.00 233.00 0.00 0 0 0 0.00
0.01 29 0 1 45.11 0.50 -0.30 2120 29.00 294.00 - 1 0 1 -
0.00 0 0 0 0.00 21.65 0.00 2140 0.00 234.60 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.60 0.00 2160 0.00 231.15 - 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
- 453 -3 7 - 0.30 -0.05 2200 0.00 262.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 2220 0.00 0.00 0.00 0 0 0 0.00
- 65 -3 5 - 0.20 0.05 2240 0.00 388.00 0.00 0 0 0 0.00
46,803 30,474
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.