INFY
Infosys Limited
Historical option data for INFY
22 Sep 2025 08:00 PM IST
| INFY 30SEP2025 1460 CE | ||||||||||||||||
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Delta: 0.83
Vega: 0.56
Theta: -1.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1499.50 | 48.55 | -29.3 | 21.57 | 2,411 | 100 | 1,423 | |||||||||
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| 21 Sept | 1540.20 | 83.5 | -7.1 | - | 172 | -22 | 1,323 | |||||||||
| 18 Sept | 1540.60 | 90.6 | 19.7 | 27.63 | 172 | -76 | 1,346 | |||||||||
| 14 Sept | 1525.60 | 72.85 | 6.65 | 14.78 | 1,023 | 59 | 1,623 | |||||||||
| 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 0.83
Historical price for 1460 CE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 48.55, which was -29.3 lower than the previous day. The implied volatity was 21.57, the open interest changed by 100 which increased total open position to 1423
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 83.5, which was -7.1 lower than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 1323
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 90.6, which was 19.7 higher than the previous day. The implied volatity was 27.63, the open interest changed by -76 which decreased total open position to 1346
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 72.85, which was 6.65 higher than the previous day. The implied volatity was 14.78, the open interest changed by 59 which increased total open position to 1623
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: -0.21
Vega: 0.63
Theta: -0.91
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1499.50 | 6.6 | 4 | 25.14 | 25,395 | -303 | 4,522 |
| 21 Sept | 1540.20 | 2.3 | -0.45 | 24.20 | 3,917 | 426 | 4,812 |
| 18 Sept | 1540.60 | 2.6 | -3.4 | 23.43 | 5,750 | 318 | 4,402 |
| 14 Sept | 1525.60 | 9 | -3.7 | 25.14 | 9,019 | 746 | 3,852 |
| 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 -0.21
Historical price for 1460 PE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 6.6, which was 4 higher than the previous day. The implied volatity was 25.14, the open interest changed by -303 which decreased total open position to 4522
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 2.3, which was -0.45 lower than the previous day. The implied volatity was 24.20, the open interest changed by 426 which increased total open position to 4812
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 2.6, which was -3.4 lower than the previous day. The implied volatity was 23.43, the open interest changed by 318 which increased total open position to 4402
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 9, which was -3.7 lower than the previous day. The implied volatity was 25.14, the open interest changed by 746 which increased total open position to 3852
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
