INFY
Infosys Limited
Historical option data for INFY
22 Sep 2025 08:00 PM IST
| INFY 30SEP2025 1360 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 | 151.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 1540.20 | 151.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 1540.60 | 151.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 1525.60 | 151.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 1447.70 | 290.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Infosys Limited - strike price 1360 expiring on 30SEP2025
Delta for 1360 CE is 0.00
Historical price for 1360 CE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 151.55, 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 151.55, 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 151.55, 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 151.55, 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 290.7, 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 1360 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.17
Theta: -0.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1499.50 | 1.2 | 0.65 | 38.17 | 1,400 | 127 | 1,889 |
| 21 Sept | 1540.20 | 0.45 | -0.15 | 34.36 | 321 | -127 | 1,762 |
| 18 Sept | 1540.60 | 0.5 | -0.75 | 33.05 | 1,550 | -563 | 1,889 |
| 14 Sept | 1525.60 | 2.55 | 0 | 33.65 | 2,770 | 261 | 2,594 |
| 17 Aug | 1447.70 | 13.1 | -2.95 | 24.40 | 163 | 39 | 165 |
For Infosys Limited - strike price 1360 expiring on 30SEP2025
Delta for 1360 PE is -0.04
Historical price for 1360 PE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 1.2, which was 0.65 higher than the previous day. The implied volatity was 38.17, the open interest changed by 127 which increased total open position to 1889
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 34.36, the open interest changed by -127 which decreased total open position to 1762
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 0.5, which was -0.75 lower than the previous day. The implied volatity was 33.05, the open interest changed by -563 which decreased total open position to 1889
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 2.55, which was 0 lower than the previous day. The implied volatity was 33.65, the open interest changed by 261 which increased total open position to 2594
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 13.1, which was -2.95 lower than the previous day. The implied volatity was 24.40, the open interest changed by 39 which increased total open position to 165
