INFY
Infosys Limited
Historical option data for INFY
22 Sep 2025 08:00 PM IST
| INFY 30SEP2025 1420 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 0.23
Theta: -0.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1499.50 | 85.1 | -34 | 23.76 | 63 | -9 | 253 | |||||||||
| 21 Sept | 1540.20 | 123.15 | -4.9 | - | 48 | -8 | 263 | |||||||||
| 18 Sept | 1540.60 | 128.05 | 20.4 | 30.81 | 22 | -6 | 271 | |||||||||
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| 14 Sept | 1525.60 | 107.9 | 7.3 | - | 8 | 0 | 273 | |||||||||
| 17 Aug | 1447.70 | 70.5 | 12.95 | 21.37 | 47 | -3 | 60 | |||||||||
For Infosys Limited - strike price 1420 expiring on 30SEP2025
Delta for 1420 CE is 0.95
Historical price for 1420 CE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 85.1, which was -34 lower than the previous day. The implied volatity was 23.76, the open interest changed by -9 which decreased total open position to 253
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 123.15, which was -4.9 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 263
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 128.05, which was 20.4 higher than the previous day. The implied volatity was 30.81, the open interest changed by -6 which decreased total open position to 271
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 107.9, which was 7.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 273
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 70.5, which was 12.95 higher than the previous day. The implied volatity was 21.37, the open interest changed by -3 which decreased total open position to 60
| INFY 30SEP2025 1420 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0.36
Theta: -0.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1499.50 | 2.85 | 1.6 | 29.68 | 7,263 | 20 | 1,954 |
| 21 Sept | 1540.20 | 1.1 | -0.25 | 28.14 | 2,001 | -73 | 1,934 |
| 18 Sept | 1540.60 | 1.3 | -1.7 | 27.41 | 3,062 | -196 | 1,993 |
| 14 Sept | 1525.60 | 5.1 | -1.45 | 28.26 | 4,100 | 262 | 2,173 |
| 17 Aug | 1447.70 | 28.45 | -6.55 | 23.56 | 116 | 48 | 66 |
For Infosys Limited - strike price 1420 expiring on 30SEP2025
Delta for 1420 PE is -0.09
Historical price for 1420 PE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 2.85, which was 1.6 higher than the previous day. The implied volatity was 29.68, the open interest changed by 20 which increased total open position to 1954
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 1.1, which was -0.25 lower than the previous day. The implied volatity was 28.14, the open interest changed by -73 which decreased total open position to 1934
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 1.3, which was -1.7 lower than the previous day. The implied volatity was 27.41, the open interest changed by -196 which decreased total open position to 1993
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 5.1, which was -1.45 lower than the previous day. The implied volatity was 28.26, the open interest changed by 262 which increased total open position to 2173
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 28.45, which was -6.55 lower than the previous day. The implied volatity was 23.56, the open interest changed by 48 which increased total open position to 66
