INFY
Infosys Limited
Historical option data for INFY
22 Sep 2025 08:00 PM IST
| INFY 30SEP2025 1520 CE | ||||||||||||||||
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Delta: 0.38
Vega: 0.84
Theta: -1.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1499.50 | 12.05 | -17.9 | 21.21 | 33,137 | 2,832 | 7,383 | |||||||||
| 21 Sept | 1540.20 | 32.5 | -5.85 | 12.97 | 12,984 | 7 | 4,559 | |||||||||
| 18 Sept | 1540.60 | 37.45 | 9.75 | 19.89 | 14,108 | -3,637 | 4,563 | |||||||||
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| 14 Sept | 1525.60 | 30.2 | 2.1 | 17.42 | 27,070 | 1,418 | 6,920 | |||||||||
| 17 Aug | 1447.70 | 23 | 5.8 | 21.05 | 242 | 42 | 126 | |||||||||
For Infosys Limited - strike price 1520 expiring on 30SEP2025
Delta for 1520 CE is 0.38
Historical price for 1520 CE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 12.05, which was -17.9 lower than the previous day. The implied volatity was 21.21, the open interest changed by 2832 which increased total open position to 7383
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 32.5, which was -5.85 lower than the previous day. The implied volatity was 12.97, the open interest changed by 7 which increased total open position to 4559
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 37.45, which was 9.75 higher than the previous day. The implied volatity was 19.89, the open interest changed by -3637 which decreased total open position to 4563
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 30.2, which was 2.1 higher than the previous day. The implied volatity was 17.42, the open interest changed by 1418 which increased total open position to 6920
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 23, which was 5.8 higher than the previous day. The implied volatity was 21.05, the open interest changed by 42 which increased total open position to 126
| INFY 30SEP2025 1520 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.61
Vega: 0.85
Theta: -1.00
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1499.50 | 29.95 | 17.15 | 23.72 | 12,040 | -484 | 2,359 |
| 21 Sept | 1540.20 | 10.85 | -0.05 | 21.04 | 12,711 | -80 | 2,849 |
| 18 Sept | 1540.60 | 10.25 | -11.9 | 18.76 | 14,543 | -1,079 | 2,981 |
| 14 Sept | 1525.60 | 25.5 | -8.55 | 23.30 | 18,912 | 2,275 | 4,185 |
| 17 Aug | 1447.70 | 81.7 | -14.6 | 24.26 | 32 | 30 | 37 |
For Infosys Limited - strike price 1520 expiring on 30SEP2025
Delta for 1520 PE is -0.61
Historical price for 1520 PE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 29.95, which was 17.15 higher than the previous day. The implied volatity was 23.72, the open interest changed by -484 which decreased total open position to 2359
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 10.85, which was -0.05 lower than the previous day. The implied volatity was 21.04, the open interest changed by -80 which decreased total open position to 2849
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 10.25, which was -11.9 lower than the previous day. The implied volatity was 18.76, the open interest changed by -1079 which decreased total open position to 2981
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 25.5, which was -8.55 lower than the previous day. The implied volatity was 23.30, the open interest changed by 2275 which increased total open position to 4185
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 81.7, which was -14.6 lower than the previous day. The implied volatity was 24.26, the open interest changed by 30 which increased total open position to 37
