INFY
Infosys Limited
Historical option data for INFY
22 Sep 2025 08:00 PM IST
| INFY 30SEP2025 1260 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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 | |||||||||
| 22 Sept | 1499.50 | 265.85 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 1540.20 | 265.85 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 1540.60 | 265.85 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1525.60 | 265.85 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 1447.70 | 265.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Infosys Limited - strike price 1260 expiring on 30SEP2025
Delta for 1260 CE is 0.00
Historical price for 1260 CE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 265.85, which was 0 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 21 Sept INFY was trading at 1540.20. The strike last trading price was 265.85, which was 0 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 18 Sept INFY was trading at 1540.60. The strike last trading price was 265.85, which was 0 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 14 Sept INFY was trading at 1525.60. The strike last trading price was 265.85, which was 0 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 17 Aug INFY was trading at 1447.70. The strike last trading price was 265.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| INFY 30SEP2025 1260 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.07
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1499.50 | 0.5 | 0.3 | 53.82 | 89 | 15 | 572 |
| 21 Sept | 1540.20 | 0.1 | -0.15 | 43.48 | 85 | -13 | 557 |
| 18 Sept | 1540.60 | 0.2 | -0.25 | 44.49 | 98 | -10 | 570 |
| 14 Sept | 1525.60 | 0.7 | 0.05 | 40.84 | 84 | -1 | 608 |
| 17 Aug | 1447.70 | 3.5 | 0.25 | 27.43 | 4 | 3 | 2 |
For Infosys Limited - strike price 1260 expiring on 30SEP2025
Delta for 1260 PE is -0.01
Historical price for 1260 PE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 0.5, which was 0.3 higher than the previous day. The implied volatity was 53.82, the open interest changed by 15 which increased total open position to 572
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 43.48, the open interest changed by -13 which decreased total open position to 557
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 0.2, which was -0.25 lower than the previous day. The implied volatity was 44.49, the open interest changed by -10 which decreased total open position to 570
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 40.84, the open interest changed by -1 which decreased total open position to 608
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 3.5, which was 0.25 higher than the previous day. The implied volatity was 27.43, the open interest changed by 3 which increased total open position to 2
