INFY
Infosys Limited
Historical option data for INFY
22 Sep 2025 08:00 PM IST
| INFY 30SEP2025 1480 CE | ||||||||||||||||
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Delta: 0.70
Vega: 0.77
Theta: -1.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1499.50 | 33.25 | -29 | 21.34 | 7,753 | 295 | 1,951 | |||||||||
| 21 Sept | 1540.20 | 66 | -5.5 | - | 612 | -35 | 1,656 | |||||||||
| 18 Sept | 1540.60 | 72 | 17.5 | 24.94 | 877 | -168 | 1,692 | |||||||||
| 14 Sept | 1525.60 | 56.8 | 5.1 | 15.91 | 2,453 | -141 | 1,925 | |||||||||
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| 17 Aug | 1447.70 | 37.35 | 8.85 | 20.93 | 89 | 9 | 68 | |||||||||
For Infosys Limited - strike price 1480 expiring on 30SEP2025
Delta for 1480 CE is 0.70
Historical price for 1480 CE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 33.25, which was -29 lower than the previous day. The implied volatity was 21.34, the open interest changed by 295 which increased total open position to 1951
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 66, which was -5.5 lower than the previous day. The implied volatity was -, the open interest changed by -35 which decreased total open position to 1656
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 72, which was 17.5 higher than the previous day. The implied volatity was 24.94, the open interest changed by -168 which decreased total open position to 1692
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 56.8, which was 5.1 higher than the previous day. The implied volatity was 15.91, the open interest changed by -141 which decreased total open position to 1925
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 37.35, which was 8.85 higher than the previous day. The implied volatity was 20.93, the open interest changed by 9 which increased total open position to 68
| INFY 30SEP2025 1480 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.32
Vega: 0.79
Theta: -1.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1499.50 | 11.1 | 6.8 | 23.88 | 35,234 | 414 | 4,184 |
| 21 Sept | 1540.20 | 3.85 | -0.35 | 23.00 | 9,386 | 160 | 3,709 |
| 18 Sept | 1540.60 | 3.95 | -5.25 | 21.65 | 8,788 | 339 | 3,586 |
| 14 Sept | 1525.60 | 12.5 | -5.2 | 24.17 | 11,062 | 333 | 3,773 |
| 17 Aug | 1447.70 | 55 | -14 | 23.15 | 30 | 13 | 26 |
For Infosys Limited - strike price 1480 expiring on 30SEP2025
Delta for 1480 PE is -0.32
Historical price for 1480 PE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 11.1, which was 6.8 higher than the previous day. The implied volatity was 23.88, the open interest changed by 414 which increased total open position to 4184
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 3.85, which was -0.35 lower than the previous day. The implied volatity was 23.00, the open interest changed by 160 which increased total open position to 3709
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 3.95, which was -5.25 lower than the previous day. The implied volatity was 21.65, the open interest changed by 339 which increased total open position to 3586
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 12.5, which was -5.2 lower than the previous day. The implied volatity was 24.17, the open interest changed by 333 which increased total open position to 3773
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 55, which was -14 lower than the previous day. The implied volatity was 23.15, the open interest changed by 13 which increased total open position to 26
