INFY
Infosys Limited
Historical option data for INFY
22 Sep 2025 08:00 PM IST
| INFY 30SEP2025 1380 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 | 166.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 1540.20 | 166.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 1540.60 | 166.5 | 26.5 | 32.45 | 10 | 1 | 161 | |||||||||
| 14 Sept | 1525.60 | 135 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 1447.70 | 103 | 21.2 | 24.49 | 6 | -1 | 19 | |||||||||
For Infosys Limited - strike price 1380 expiring on 30SEP2025
Delta for 1380 CE is 0.00
Historical price for 1380 CE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 166.5, 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 166.5, 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 166.5, which was 26.5 higher than the previous day. The implied volatity was 32.45, the open interest changed by 1 which increased total open position to 161
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 135, 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 103, which was 21.2 higher than the previous day. The implied volatity was 24.49, the open interest changed by -1 which decreased total open position to 19
| INFY 30SEP2025 1380 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.21
Theta: -0.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1499.50 | 1.45 | 0.85 | 34.81 | 1,848 | 166 | 1,778 |
| 21 Sept | 1540.20 | 0.55 | -0.3 | 31.91 | 1,063 | -535 | 1,626 |
| 18 Sept | 1540.60 | 0.8 | -0.9 | 32.02 | 2,028 | -476 | 2,198 |
| 14 Sept | 1525.60 | 3.3 | -0.2 | 32.13 | 3,148 | 705 | 2,841 |
| 17 Aug | 1447.70 | 16.85 | -3.65 | 23.88 | 27 | 16 | 55 |
For Infosys Limited - strike price 1380 expiring on 30SEP2025
Delta for 1380 PE is -0.04
Historical price for 1380 PE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 1.45, which was 0.85 higher than the previous day. The implied volatity was 34.81, the open interest changed by 166 which increased total open position to 1778
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 0.55, which was -0.3 lower than the previous day. The implied volatity was 31.91, the open interest changed by -535 which decreased total open position to 1626
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 0.8, which was -0.9 lower than the previous day. The implied volatity was 32.02, the open interest changed by -476 which decreased total open position to 2198
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 3.3, which was -0.2 lower than the previous day. The implied volatity was 32.13, the open interest changed by 705 which increased total open position to 2841
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 16.85, which was -3.65 lower than the previous day. The implied volatity was 23.88, the open interest changed by 16 which increased total open position to 55
