INFY
Infosys Limited
Historical option data for INFY
22 Sep 2025 08:00 PM IST
| INFY 28OCT2025 1500 CE | ||||||||||||||||
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Delta: 0.58
Vega: 1.85
Theta: -0.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1499.50 | 47.15 | -19.4 | 20.77 | 3,832 | 939 | 2,173 | |||||||||
| 21 Sept | 1540.20 | 68.4 | -4.25 | 14.81 | 411 | 20 | 1,234 | |||||||||
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| 18 Sept | 1540.60 | 73.3 | 11.1 | 18.95 | 765 | 46 | 1,214 | |||||||||
| 14 Sept | 1525.60 | 62.2 | 4.7 | 17.32 | 482 | 54 | 989 | |||||||||
For Infosys Limited - strike price 1500 expiring on 28OCT2025
Delta for 1500 CE is 0.58
Historical price for 1500 CE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 47.15, which was -19.4 lower than the previous day. The implied volatity was 20.77, the open interest changed by 939 which increased total open position to 2173
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 68.4, which was -4.25 lower than the previous day. The implied volatity was 14.81, the open interest changed by 20 which increased total open position to 1234
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 73.3, which was 11.1 higher than the previous day. The implied volatity was 18.95, the open interest changed by 46 which increased total open position to 1214
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 62.2, which was 4.7 higher than the previous day. The implied volatity was 17.32, the open interest changed by 54 which increased total open position to 989
| INFY 28OCT2025 1500 PE | |||||||
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Delta: -0.44
Vega: 1.86
Theta: -0.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1499.50 | 50 | 18.65 | 30.74 | 2,365 | 623 | 2,729 |
| 21 Sept | 1540.20 | 30.9 | 3.1 | 28.27 | 977 | 505 | 2,104 |
| 18 Sept | 1540.60 | 28 | -8.75 | 25.91 | 1,356 | 287 | 1,599 |
| 14 Sept | 1525.60 | 39.85 | -6.25 | 27.65 | 534 | 111 | 1,136 |
For Infosys Limited - strike price 1500 expiring on 28OCT2025
Delta for 1500 PE is -0.44
Historical price for 1500 PE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 50, which was 18.65 higher than the previous day. The implied volatity was 30.74, the open interest changed by 623 which increased total open position to 2729
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 30.9, which was 3.1 higher than the previous day. The implied volatity was 28.27, the open interest changed by 505 which increased total open position to 2104
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 28, which was -8.75 lower than the previous day. The implied volatity was 25.91, the open interest changed by 287 which increased total open position to 1599
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 39.85, which was -6.25 lower than the previous day. The implied volatity was 27.65, the open interest changed by 111 which increased total open position to 1136
