INFY
Infosys Limited
Historical option data for INFY
22 Sep 2025 08:00 PM IST
| INFY 30SEP2025 1600 CE | ||||||||||||||||
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Delta: 0.07
Vega: 0.31
Theta: -0.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1499.50 | 2 | -2.65 | 28.25 | 22,288 | 2,937 | 14,609 | |||||||||
| 21 Sept | 1540.20 | 4.6 | -1.45 | 19.31 | 10,192 | 1,067 | 11,650 | |||||||||
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| 18 Sept | 1540.60 | 6.1 | 0.85 | 21.12 | 31,816 | -2,081 | 10,536 | |||||||||
| 14 Sept | 1525.60 | 6.4 | -0.2 | 20.52 | 38,852 | 3,045 | 11,503 | |||||||||
| 17 Aug | 1447.70 | 8.5 | 2.25 | 22.28 | 1,188 | 16 | 746 | |||||||||
For Infosys Limited - strike price 1600 expiring on 30SEP2025
Delta for 1600 CE is 0.07
Historical price for 1600 CE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 2, which was -2.65 lower than the previous day. The implied volatity was 28.25, the open interest changed by 2937 which increased total open position to 14609
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 4.6, which was -1.45 lower than the previous day. The implied volatity was 19.31, the open interest changed by 1067 which increased total open position to 11650
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 6.1, which was 0.85 higher than the previous day. The implied volatity was 21.12, the open interest changed by -2081 which decreased total open position to 10536
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 6.4, which was -0.2 lower than the previous day. The implied volatity was 20.52, the open interest changed by 3045 which increased total open position to 11503
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 8.5, which was 2.25 higher than the previous day. The implied volatity was 22.28, the open interest changed by 16 which increased total open position to 746
| INFY 30SEP2025 1600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.89
Vega: 0.43
Theta: -0.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1499.50 | 99.65 | 37 | 33.81 | 529 | -159 | 628 |
| 21 Sept | 1540.20 | 62.9 | 4.75 | 28.23 | 509 | -308 | 786 |
| 18 Sept | 1540.60 | 57.2 | -22.2 | 17.49 | 1,289 | -106 | 1,092 |
| 14 Sept | 1525.60 | 80.9 | -10.6 | 27.15 | 554 | 38 | 1,206 |
| 17 Aug | 1447.70 | 141 | -24.6 | 22.66 | 7 | 5 | 59 |
For Infosys Limited - strike price 1600 expiring on 30SEP2025
Delta for 1600 PE is -0.89
Historical price for 1600 PE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 99.65, which was 37 higher than the previous day. The implied volatity was 33.81, the open interest changed by -159 which decreased total open position to 628
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 62.9, which was 4.75 higher than the previous day. The implied volatity was 28.23, the open interest changed by -308 which decreased total open position to 786
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 57.2, which was -22.2 lower than the previous day. The implied volatity was 17.49, the open interest changed by -106 which decreased total open position to 1092
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 80.9, which was -10.6 lower than the previous day. The implied volatity was 27.15, the open interest changed by 38 which increased total open position to 1206
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 141, which was -24.6 lower than the previous day. The implied volatity was 22.66, the open interest changed by 5 which increased total open position to 59
