INFY
Infosys Limited
Historical option data for INFY
22 Sep 2025 08:00 PM IST
| INFY 30SEP2025 1540 CE | ||||||||||||||||
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Delta: 0.24
Vega: 0.69
Theta: -1.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1499.50 | 6.85 | -12.6 | 22.07 | 33,124 | 2,088 | 12,411 | |||||||||
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| 21 Sept | 1540.20 | 20.6 | -4.8 | 14.92 | 18,159 | 355 | 10,338 | |||||||||
| 18 Sept | 1540.60 | 25.8 | 7.45 | 20.31 | 35,202 | -3,136 | 10,050 | |||||||||
| 14 Sept | 1525.60 | 20.5 | 1.05 | 17.74 | 61,673 | 5,161 | 13,826 | |||||||||
| 17 Aug | 1447.70 | 17.7 | 4.6 | 21.14 | 236 | 103 | 315 | |||||||||
For Infosys Limited - strike price 1540 expiring on 30SEP2025
Delta for 1540 CE is 0.24
Historical price for 1540 CE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 6.85, which was -12.6 lower than the previous day. The implied volatity was 22.07, the open interest changed by 2088 which increased total open position to 12411
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 20.6, which was -4.8 lower than the previous day. The implied volatity was 14.92, the open interest changed by 355 which increased total open position to 10338
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 25.8, which was 7.45 higher than the previous day. The implied volatity was 20.31, the open interest changed by -3136 which decreased total open position to 10050
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 20.5, which was 1.05 higher than the previous day. The implied volatity was 17.74, the open interest changed by 5161 which increased total open position to 13826
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 17.7, which was 4.6 higher than the previous day. The implied volatity was 21.14, the open interest changed by 103 which increased total open position to 315
| INFY 30SEP2025 1540 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.73
Vega: 0.73
Theta: -0.82
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1499.50 | 44.5 | 23.65 | 24.77 | 5,701 | -460 | 2,259 |
| 21 Sept | 1540.20 | 18.65 | 0.6 | 21.30 | 8,395 | -263 | 2,704 |
| 18 Sept | 1540.60 | 17.8 | -15.1 | 18.64 | 17,191 | 403 | 2,961 |
| 14 Sept | 1525.60 | 35.75 | -9.5 | 23.56 | 11,542 | 1,491 | 3,116 |
| 17 Aug | 1447.70 | 95.75 | -14.25 | 24.38 | 4 | 3 | 3 |
For Infosys Limited - strike price 1540 expiring on 30SEP2025
Delta for 1540 PE is -0.73
Historical price for 1540 PE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 44.5, which was 23.65 higher than the previous day. The implied volatity was 24.77, the open interest changed by -460 which decreased total open position to 2259
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 18.65, which was 0.6 higher than the previous day. The implied volatity was 21.30, the open interest changed by -263 which decreased total open position to 2704
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 17.8, which was -15.1 lower than the previous day. The implied volatity was 18.64, the open interest changed by 403 which increased total open position to 2961
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 35.75, which was -9.5 lower than the previous day. The implied volatity was 23.56, the open interest changed by 1491 which increased total open position to 3116
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 95.75, which was -14.25 lower than the previous day. The implied volatity was 24.38, the open interest changed by 3 which increased total open position to 3
