INFY
Infosys Limited
Historical option data for INFY
17 Aug 2025 12:54 AM IST
| INFY 30SEP2025 1460 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.54
Vega: 2.06
Theta: -0.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 1447.70 | 46.15 | 9.3 | 20.66 | 464 | 102 | 199 | |||||||||
For Infosys Limited - strike price 1460 expiring on 30SEP2025
Delta for 1460 CE is 0.54
Historical price for 1460 CE is as follows
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 46.15, which was 9.3 higher than the previous day. The implied volatity was 20.66, the open interest changed by 102 which increased total open position to 199
| INFY 30SEP2025 1460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.46
Vega: 2.06
Theta: -0.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 1447.70 | 45.65 | -7.7 | 23.66 | 298 | 70 | 199 |
For Infosys Limited - strike price 1460 expiring on 30SEP2025
Delta for 1460 PE is -0.46
Historical price for 1460 PE is as follows
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 45.65, which was -7.7 lower than the previous day. The implied volatity was 23.66, the open interest changed by 70 which increased total open position to 199
