INFY
Infosys Limited
Historical option data for INFY
22 Sep 2025 08:00 PM IST
| INFY 30SEP2025 1560 CE | ||||||||||||||||
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Delta: 0.16
Vega: 0.54
Theta: -0.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1499.50 | 4.35 | -7.7 | 24.07 | 23,889 | 748 | 8,945 | |||||||||
| 21 Sept | 1540.20 | 12.65 | -3.65 | 16.56 | 17,137 | 119 | 8,146 | |||||||||
| 18 Sept | 1540.60 | 16.5 | 4.35 | 20.30 | 37,087 | 223 | 8,178 | |||||||||
| 14 Sept | 1525.60 | 13.8 | 0.3 | 18.44 | 35,271 | 3,890 | 8,274 | |||||||||
| 17 Aug | 1447.70 | 14.05 | 4.05 | 21.61 | 272 | 15 | 224 | |||||||||
For Infosys Limited - strike price 1560 expiring on 30SEP2025
Delta for 1560 CE is 0.16
Historical price for 1560 CE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 4.35, which was -7.7 lower than the previous day. The implied volatity was 24.07, the open interest changed by 748 which increased total open position to 8945
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 12.65, which was -3.65 lower than the previous day. The implied volatity was 16.56, the open interest changed by 119 which increased total open position to 8146
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 16.5, which was 4.35 higher than the previous day. The implied volatity was 20.30, the open interest changed by 223 which increased total open position to 8178
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 13.8, which was 0.3 higher than the previous day. The implied volatity was 18.44, the open interest changed by 3890 which increased total open position to 8274
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 14.05, which was 4.05 higher than the previous day. The implied volatity was 21.61, the open interest changed by 15 which increased total open position to 224
| INFY 30SEP2025 1560 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.81
Vega: 0.61
Theta: -0.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1499.50 | 62.25 | 28.95 | 27.92 | 1,204 | -268 | 1,242 |
| 21 Sept | 1540.20 | 30.8 | 1.95 | 23.00 | 2,655 | -224 | 1,508 |
| 18 Sept | 1540.60 | 27.85 | -18.75 | 18.06 | 9,005 | 809 | 1,742 |
| 14 Sept | 1525.60 | 48.8 | -10.8 | 24.49 | 2,695 | 130 | 951 |
| 17 Aug | 1447.70 | 63.25 | 0 | - | 0 | 0 | 0 |
For Infosys Limited - strike price 1560 expiring on 30SEP2025
Delta for 1560 PE is -0.81
Historical price for 1560 PE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 62.25, which was 28.95 higher than the previous day. The implied volatity was 27.92, the open interest changed by -268 which decreased total open position to 1242
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 30.8, which was 1.95 higher than the previous day. The implied volatity was 23.00, the open interest changed by -224 which decreased total open position to 1508
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 27.85, which was -18.75 lower than the previous day. The implied volatity was 18.06, the open interest changed by 809 which increased total open position to 1742
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 48.8, which was -10.8 lower than the previous day. The implied volatity was 24.49, the open interest changed by 130 which increased total open position to 951
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 63.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
