INFY
Infosys Limited
Historical option data for INFY
22 Sep 2025 08:00 PM IST
| INFY 30SEP2025 1580 CE | ||||||||||||||||
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Delta: 0.10
Vega: 0.40
Theta: -0.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1499.50 | 2.85 | -4.2 | 26.06 | 13,756 | 945 | 5,135 | |||||||||
| 21 Sept | 1540.20 | 7.35 | -2.45 | 17.62 | 11,232 | 182 | 4,149 | |||||||||
| 18 Sept | 1540.60 | 9.9 | 2.1 | 20.34 | 19,109 | -465 | 4,043 | |||||||||
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| 14 Sept | 1525.60 | 9.25 | -0.1 | 19.46 | 24,031 | 1,285 | 5,499 | |||||||||
| 17 Aug | 1447.70 | 49.55 | 0 | 5.66 | 0 | 0 | 0 | |||||||||
For Infosys Limited - strike price 1580 expiring on 30SEP2025
Delta for 1580 CE is 0.10
Historical price for 1580 CE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 2.85, which was -4.2 lower than the previous day. The implied volatity was 26.06, the open interest changed by 945 which increased total open position to 5135
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 7.35, which was -2.45 lower than the previous day. The implied volatity was 17.62, the open interest changed by 182 which increased total open position to 4149
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 9.9, which was 2.1 higher than the previous day. The implied volatity was 20.34, the open interest changed by -465 which decreased total open position to 4043
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 9.25, which was -0.1 lower than the previous day. The implied volatity was 19.46, the open interest changed by 1285 which increased total open position to 5499
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 49.55, which was 0 lower than the previous day. The implied volatity was 5.66, the open interest changed by 0 which decreased total open position to 0
| INFY 30SEP2025 1580 PE | |||||||
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Delta: -0.86
Vega: 0.50
Theta: -0.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1499.50 | 80.55 | 32.2 | 30.58 | 118 | -17 | 212 |
| 21 Sept | 1540.20 | 45.85 | 3.35 | 25.34 | 290 | -22 | 228 |
| 18 Sept | 1540.60 | 41.65 | -21.15 | 18.23 | 1,026 | 77 | 251 |
| 14 Sept | 1525.60 | 65.05 | -9.55 | 26.24 | 223 | -6 | 182 |
| 17 Aug | 1447.70 | 157 | 0 | 0.00 | 0 | 0 | 0 |
For Infosys Limited - strike price 1580 expiring on 30SEP2025
Delta for 1580 PE is -0.86
Historical price for 1580 PE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 80.55, which was 32.2 higher than the previous day. The implied volatity was 30.58, the open interest changed by -17 which decreased total open position to 212
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 45.85, which was 3.35 higher than the previous day. The implied volatity was 25.34, the open interest changed by -22 which decreased total open position to 228
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 41.65, which was -21.15 lower than the previous day. The implied volatity was 18.23, the open interest changed by 77 which increased total open position to 251
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 65.05, which was -9.55 lower than the previous day. The implied volatity was 26.24, the open interest changed by -6 which decreased total open position to 182
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 157, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
