INFY
Infosys Limited
Historical option data for INFY
22 Sep 2025 08:00 PM IST
| INFY 30SEP2025 1440 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.92
Vega: 0.33
Theta: -0.80
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1499.50 | 65.8 | -33.8 | 21.26 | 2,452 | -727 | 1,846 | |||||||||
| 21 Sept | 1540.20 | 103.55 | -5.7 | - | 665 | -183 | 2,573 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 1540.60 | 109.45 | 19.45 | 30.01 | 260 | 19 | 2,756 | |||||||||
| 14 Sept | 1525.60 | 91.85 | 8.65 | 15.21 | 177 | 36 | 2,724 | |||||||||
| 17 Aug | 1447.70 | 57.7 | 11.55 | 21.04 | 426 | -19 | 203 | |||||||||
For Infosys Limited - strike price 1440 expiring on 30SEP2025
Delta for 1440 CE is 0.92
Historical price for 1440 CE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 65.8, which was -33.8 lower than the previous day. The implied volatity was 21.26, the open interest changed by -727 which decreased total open position to 1846
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 103.55, which was -5.7 lower than the previous day. The implied volatity was -, the open interest changed by -183 which decreased total open position to 2573
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 109.45, which was 19.45 higher than the previous day. The implied volatity was 30.01, the open interest changed by 19 which increased total open position to 2756
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 91.85, which was 8.65 higher than the previous day. The implied volatity was 15.21, the open interest changed by 36 which increased total open position to 2724
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 57.7, which was 11.55 higher than the previous day. The implied volatity was 21.04, the open interest changed by -19 which decreased total open position to 203
| INFY 30SEP2025 1440 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 0.49
Theta: -0.78
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1499.50 | 4.3 | 2.35 | 27.42 | 19,956 | 845 | 6,837 |
| 21 Sept | 1540.20 | 1.7 | -0.35 | 26.61 | 3,766 | -266 | 5,995 |
| 18 Sept | 1540.60 | 2 | -2.2 | 25.96 | 5,450 | -220 | 6,216 |
| 14 Sept | 1525.60 | 6.8 | -2.5 | 26.76 | 9,499 | 1,094 | 6,305 |
| 17 Aug | 1447.70 | 35.75 | -8.65 | 23.28 | 230 | 57 | 169 |
For Infosys Limited - strike price 1440 expiring on 30SEP2025
Delta for 1440 PE is -0.14
Historical price for 1440 PE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 4.3, which was 2.35 higher than the previous day. The implied volatity was 27.42, the open interest changed by 845 which increased total open position to 6837
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 1.7, which was -0.35 lower than the previous day. The implied volatity was 26.61, the open interest changed by -266 which decreased total open position to 5995
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 2, which was -2.2 lower than the previous day. The implied volatity was 25.96, the open interest changed by -220 which decreased total open position to 6216
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 6.8, which was -2.5 lower than the previous day. The implied volatity was 26.76, the open interest changed by 1094 which increased total open position to 6305
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 35.75, which was -8.65 lower than the previous day. The implied volatity was 23.28, the open interest changed by 57 which increased total open position to 169
