INFY
Infosys Limited
Historical option data for INFY
22 Sep 2025 08:00 PM IST
| INFY 30SEP2025 1300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 0.18
Theta: -0.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1499.50 | 205.7 | -22.3 | 56.72 | 20 | -4 | 193 | |||||||||
| 21 Sept | 1540.20 | 228 | -20.5 | - | 5 | 0 | 197 | |||||||||
| 18 Sept | 1540.60 | 248.5 | 25.5 | 58.24 | 5 | 0 | 199 | |||||||||
| 14 Sept | 1525.60 | 230 | 13 | - | 2 | 2 | 198 | |||||||||
| 17 Aug | 1447.70 | 171 | 21 | 26.58 | 3 | -1 | 1 | |||||||||
For Infosys Limited - strike price 1300 expiring on 30SEP2025
Delta for 1300 CE is 0.96
Historical price for 1300 CE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 205.7, which was -22.3 lower than the previous day. The implied volatity was 56.72, the open interest changed by -4 which decreased total open position to 193
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 228, which was -20.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 197
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 248.5, which was 25.5 higher than the previous day. The implied volatity was 58.24, the open interest changed by 0 which decreased total open position to 199
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 230, which was 13 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 198
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 171, which was 21 higher than the previous day. The implied volatity was 26.58, the open interest changed by -1 which decreased total open position to 1
| INFY 30SEP2025 1300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.10
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1499.50 | 0.7 | 0.25 | 47.70 | 742 | 87 | 2,302 |
| 21 Sept | 1540.20 | 0.4 | -0.05 | 43.91 | 216 | -29 | 2,211 |
| 18 Sept | 1540.60 | 0.5 | -0.15 | 42.98 | 578 | -220 | 2,245 |
| 14 Sept | 1525.60 | 1.3 | 0 | 38.67 | 2,758 | 576 | 2,657 |
| 17 Aug | 1447.70 | 5.75 | -1.25 | 25.86 | 297 | 85 | 350 |
For Infosys Limited - strike price 1300 expiring on 30SEP2025
Delta for 1300 PE is -0.02
Historical price for 1300 PE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 0.7, which was 0.25 higher than the previous day. The implied volatity was 47.70, the open interest changed by 87 which increased total open position to 2302
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 43.91, the open interest changed by -29 which decreased total open position to 2211
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 42.98, the open interest changed by -220 which decreased total open position to 2245
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 1.3, which was 0 lower than the previous day. The implied volatity was 38.67, the open interest changed by 576 which increased total open position to 2657
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 5.75, which was -1.25 lower than the previous day. The implied volatity was 25.86, the open interest changed by 85 which increased total open position to 350
