INFY
Infosys Limited
Historical option data for INFY
22 Sep 2025 08:00 PM IST
| INFY 30SEP2025 1400 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 | 103.8 | -35.9 | - | 196 | -19 | 448 | |||||||||
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| 21 Sept | 1540.20 | 143 | -5.8 | - | 62 | -14 | 471 | |||||||||
| 18 Sept | 1540.60 | 149.6 | 22.3 | 39.35 | 115 | 14 | 500 | |||||||||
| 14 Sept | 1525.60 | 128.8 | 9.85 | - | 124 | 7 | 488 | |||||||||
| 17 Aug | 1447.70 | 82.3 | 13.7 | 20.36 | 283 | -20 | 142 | |||||||||
For Infosys Limited - strike price 1400 expiring on 30SEP2025
Delta for 1400 CE is -
Historical price for 1400 CE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 103.8, which was -35.9 lower than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 448
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 143, which was -5.8 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 471
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 149.6, which was 22.3 higher than the previous day. The implied volatity was 39.35, the open interest changed by 14 which increased total open position to 500
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 128.8, which was 9.85 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 488
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 82.3, which was 13.7 higher than the previous day. The implied volatity was 20.36, the open interest changed by -20 which decreased total open position to 142
| INFY 30SEP2025 1400 PE | |||||||
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Delta: -0.07
Vega: 0.28
Theta: -0.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1499.50 | 2.1 | 1.15 | 32.58 | 7,614 | 240 | 4,398 |
| 21 Sept | 1540.20 | 0.85 | -0.2 | 30.51 | 1,652 | -296 | 4,159 |
| 18 Sept | 1540.60 | 0.95 | -1.25 | 29.40 | 7,160 | 387 | 4,484 |
| 14 Sept | 1525.60 | 4.05 | -0.75 | 30.14 | 6,155 | 745 | 4,216 |
| 17 Aug | 1447.70 | 22 | -5.45 | 23.67 | 384 | 60 | 480 |
For Infosys Limited - strike price 1400 expiring on 30SEP2025
Delta for 1400 PE is -0.07
Historical price for 1400 PE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 2.1, which was 1.15 higher than the previous day. The implied volatity was 32.58, the open interest changed by 240 which increased total open position to 4398
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 0.85, which was -0.2 lower than the previous day. The implied volatity was 30.51, the open interest changed by -296 which decreased total open position to 4159
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 0.95, which was -1.25 lower than the previous day. The implied volatity was 29.40, the open interest changed by 387 which increased total open position to 4484
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 4.05, which was -0.75 lower than the previous day. The implied volatity was 30.14, the open interest changed by 745 which increased total open position to 4216
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 22, which was -5.45 lower than the previous day. The implied volatity was 23.67, the open interest changed by 60 which increased total open position to 480
