INFY
Infosys Limited
Historical option data for INFY
22 Sep 2025 08:00 PM IST
| INFY 30SEP2025 1340 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1499.50 | 156.7 | -35.5 | - | 6 | 1 | 77 | |||||||||
| 21 Sept | 1540.20 | 192.2 | -23.6 | - | 5 | 0 | 76 | |||||||||
| 18 Sept | 1540.60 | 215.8 | 28.8 | 67.17 | 2 | 0 | 76 | |||||||||
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| 14 Sept | 1525.60 | 187 | 11.2 | - | 10 | -2 | 76 | |||||||||
| 17 Aug | 1447.70 | 195.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Infosys Limited - strike price 1340 expiring on 30SEP2025
Delta for 1340 CE is -
Historical price for 1340 CE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 156.7, which was -35.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 77
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 192.2, which was -23.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 76
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 215.8, which was 28.8 higher than the previous day. The implied volatity was 67.17, the open interest changed by 0 which decreased total open position to 76
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 187, which was 11.2 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 76
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 195.05, 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 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.13
Theta: -0.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1499.50 | 0.9 | 0.3 | 40.71 | 504 | -21 | 901 |
| 21 Sept | 1540.20 | 0.45 | -0.15 | 37.75 | 247 | -21 | 922 |
| 18 Sept | 1540.60 | 0.6 | -0.35 | 37.30 | 921 | -356 | 942 |
| 14 Sept | 1525.60 | 1.85 | -0.15 | 34.72 | 2,259 | 205 | 1,513 |
| 17 Aug | 1447.70 | 9.9 | -2.25 | 24.76 | 118 | 25 | 57 |
For Infosys Limited - strike price 1340 expiring on 30SEP2025
Delta for 1340 PE is -0.03
Historical price for 1340 PE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 0.9, which was 0.3 higher than the previous day. The implied volatity was 40.71, the open interest changed by -21 which decreased total open position to 901
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 37.75, the open interest changed by -21 which decreased total open position to 922
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 0.6, which was -0.35 lower than the previous day. The implied volatity was 37.30, the open interest changed by -356 which decreased total open position to 942
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 1.85, which was -0.15 lower than the previous day. The implied volatity was 34.72, the open interest changed by 205 which increased total open position to 1513
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 9.9, which was -2.25 lower than the previous day. The implied volatity was 24.76, the open interest changed by 25 which increased total open position to 57
