INFY
Infosys Limited
1871.1
2.70 (0.14%)
Option Chain for INFY
14 Nov 2024 09:20 AM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 400 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| 0.00 | 0 | 0 | 0 | 0.00 | 182.00 | 0.00 | 1640 | 0.00 | 1.45 | 36.41 | 4 | 3 | 409 | -0.03 |
| 0.00 | 0 | 0 | 0 | 0.00 | 131.35 | 0.00 | 1660 | 0.05 | 1.50 | 33.86 | 1 | 0 | 371 | -0.03 |
| 0.00 | 0 | 0 | 0 | 0.00 | 186.35 | 0.00 | 1680 | -0.05 | 1.60 | 31.55 | 6 | -3 | 1,003 | -0.03 |
| 0.00 | 0 | -4 | 0 | 0.00 | 169.00 | 0.00 | 1700 | -0.20 | 1.70 | 29.10 | 35 | 0 | 2,155 | -0.04 |
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| 0.00 | 0 | -3 | 0 | 0.00 | 149.80 | 0.00 | 1720 | 0.00 | 2.40 | 0.00 | 0 | -8 | 0 | 0.00 |
| 0.00 | 0 | -1 | 0 | 0.00 | 132.00 | 0.00 | 1740 | -0.05 | 2.70 | 25.80 | 8 | 4 | 1,435 | -0.06 |
| - | 1,741 | 0 | 0 | - | 114.65 | 0.95 | 1760 | -0.25 | 3.20 | 23.76 | 23 | -3 | 1,627 | -0.08 |
| - | 2,644 | 0 | 2 | - | 89.75 | -4.60 | 1780 | -0.10 | 4.20 | 22.09 | 89 | 36 | 2,057 | -0.11 |
| - | 6,923 | 0 | 4 | - | 77.70 | 1.60 | 1800 | -0.25 | 5.90 | 20.94 | 266 | 40 | 4,656 | -0.15 |
| 0.90 | 4,483 | 1 | 38 | 12.82 | 60.30 | 0.60 | 1820 | -0.35 | 8.65 | 19.92 | 100 | 18 | 2,987 | -0.21 |
| 0.77 | 4,522 | -7 | 89 | 14.28 | 45.65 | 1.45 | 1840 | -0.40 | 13.50 | 19.72 | 147 | -14 | 3,016 | -0.29 |
| 0.64 | 5,745 | -34 | 408 | 14.96 | 32.60 | 0.85 | 1860 | -0.65 | 20.35 | 19.58 | 267 | 16 | 4,613 | -0.39 |
| 0.50 | 3,921 | 37 | 442 | 15.86 | 22.80 | 0.40 | 1880 | -1.00 | 30.30 | 20.13 | 153 | 15 | 1,839 | -0.50 |
| 0.37 | 4,116 | 9 | 349 | 16.50 | 15.35 | 0.35 | 1900 | -0.80 | 43.10 | 21.23 | 81 | 12 | 1,679 | -0.60 |
| 0.26 | 1,545 | -5 | 152 | 16.98 | 9.85 | 0.25 | 1920 | -2.65 | 56.00 | 20.59 | 5 | -1 | 221 | -0.70 |
| 0.18 | 1,178 | 14 | 153 | 17.67 | 6.40 | 0.25 | 1940 | -1.15 | 73.85 | 23.12 | 4 | 1 | 538 | -0.75 |
| 0.13 | 1,112 | -5 | 101 | 18.40 | 4.25 | 0.05 | 1960 | 0.40 | 95.00 | 28.03 | 7 | 4 | 118 | -0.77 |
| 0.09 | 573 | -6 | 22 | 19.59 | 2.95 | 0.20 | 1980 | 0.00 | 147.45 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.06 | 3,210 | -3 | 48 | 20.59 | 2.10 | 0.00 | 2000 | 0.00 | 132.10 | 0.00 | 0 | -8 | 0 | 0.00 |
| 0.05 | 513 | 0 | 19 | 21.71 | 1.55 | 0.00 | 2020 | 0.00 | 235.10 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | -56 | 0 | 0.00 | 1.15 | 0.00 | 2040 | 0.00 | 171.15 | 0.00 | 0 | -68 | 0 | 0.00 |
| 0.00 | 0 | -11 | 0 | 0.00 | 1.10 | 0.00 | 2060 | 0.00 | 171.85 | - | 0 | 0 | 0 | - |
| 0.04 | 94 | 0 | 2 | 28.43 | 1.50 | 0.50 | 2080 | 0.00 | 260.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.03 | 822 | 2 | 14 | 28.61 | 1.00 | 0.05 | 2100 | 0.00 | 230.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 43,142 | 28,724 | |||||||||||||
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.
