INFY
Infosys Limited
Historical option data for INFY
22 Sep 2025 08:00 PM IST
| INFY 30SEP2025 1500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.54
Vega: 0.88
Theta: -1.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1499.50 | 20.95 | -24.4 | 21.22 | 37,759 | 2,346 | 5,992 | |||||||||
| 21 Sept | 1540.20 | 48.25 | -6.1 | - | 5,101 | -768 | 3,657 | |||||||||
| 18 Sept | 1540.60 | 55 | 15.05 | 23.40 | 9,142 | -2,409 | 4,445 | |||||||||
| 14 Sept | 1525.60 | 42.4 | 3.55 | 16.92 | 18,524 | 931 | 6,735 | |||||||||
| 17 Aug | 1447.70 | 29.3 | 7.1 | 20.88 | 1,133 | 125 | 749 | |||||||||
For Infosys Limited - strike price 1500 expiring on 30SEP2025
Delta for 1500 CE is 0.54
Historical price for 1500 CE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 20.95, which was -24.4 lower than the previous day. The implied volatity was 21.22, the open interest changed by 2346 which increased total open position to 5992
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 48.25, which was -6.1 lower than the previous day. The implied volatity was -, the open interest changed by -768 which decreased total open position to 3657
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 55, which was 15.05 higher than the previous day. The implied volatity was 23.40, the open interest changed by -2409 which decreased total open position to 4445
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 42.4, which was 3.55 higher than the previous day. The implied volatity was 16.92, the open interest changed by 931 which increased total open position to 6735
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 29.3, which was 7.1 higher than the previous day. The implied volatity was 20.88, the open interest changed by 125 which increased total open position to 749
| INFY 30SEP2025 1500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.46
Vega: 0.88
Theta: -1.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1499.50 | 18.6 | 11.45 | 23.30 | 43,158 | 166 | 5,739 |
| 21 Sept | 1540.20 | 6.45 | -0.35 | 21.85 | 12,259 | -1,212 | 5,633 |
| 18 Sept | 1540.60 | 6.3 | -8.3 | 20.12 | 17,720 | -954 | 6,812 |
| 14 Sept | 1525.60 | 18.15 | -6.7 | 23.75 | 21,889 | 1,229 | 6,791 |
| 17 Aug | 1447.70 | 67.85 | -10.9 | 23.73 | 230 | 110 | 296 |
For Infosys Limited - strike price 1500 expiring on 30SEP2025
Delta for 1500 PE is -0.46
Historical price for 1500 PE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 18.6, which was 11.45 higher than the previous day. The implied volatity was 23.30, the open interest changed by 166 which increased total open position to 5739
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 6.45, which was -0.35 lower than the previous day. The implied volatity was 21.85, the open interest changed by -1212 which decreased total open position to 5633
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 6.3, which was -8.3 lower than the previous day. The implied volatity was 20.12, the open interest changed by -954 which decreased total open position to 6812
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 18.15, which was -6.7 lower than the previous day. The implied volatity was 23.75, the open interest changed by 1229 which increased total open position to 6791
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 67.85, which was -10.9 lower than the previous day. The implied volatity was 23.73, the open interest changed by 110 which increased total open position to 296
