INFY
Infosys Limited
Historical option data for INFY
22 Sep 2025 08:00 PM IST
| INFY 30SEP2025 1620 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.24
Theta: -0.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1499.50 | 1.5 | -1.35 | 30.60 | 6,627 | -663 | 2,806 | |||||||||
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| 21 Sept | 1540.20 | 2.75 | -0.85 | 20.52 | 4,499 | 686 | 3,441 | |||||||||
| 18 Sept | 1540.60 | 3.65 | 0.1 | 21.81 | 11,625 | 301 | 2,765 | |||||||||
| 14 Sept | 1525.60 | 4.4 | -0.05 | 21.47 | 12,984 | 1,073 | 2,612 | |||||||||
| 17 Aug | 1447.70 | 6.4 | 0.4 | 22.43 | 77 | 44 | 53 | |||||||||
For Infosys Limited - strike price 1620 expiring on 30SEP2025
Delta for 1620 CE is 0.05
Historical price for 1620 CE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 1.5, which was -1.35 lower than the previous day. The implied volatity was 30.60, the open interest changed by -663 which decreased total open position to 2806
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 2.75, which was -0.85 lower than the previous day. The implied volatity was 20.52, the open interest changed by 686 which increased total open position to 3441
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 3.65, which was 0.1 higher than the previous day. The implied volatity was 21.81, the open interest changed by 301 which increased total open position to 2765
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 4.4, which was -0.05 lower than the previous day. The implied volatity was 21.47, the open interest changed by 1073 which increased total open position to 2612
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 6.4, which was 0.4 higher than the previous day. The implied volatity was 22.43, the open interest changed by 44 which increased total open position to 53
| INFY 30SEP2025 1620 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 0.55
Theta: -1.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1499.50 | 124.85 | 41.65 | 49.51 | 10 | -2 | 121 |
| 21 Sept | 1540.20 | 78.45 | 2.15 | 27.86 | 25 | -6 | 123 |
| 18 Sept | 1540.60 | 76.3 | -33.3 | 20.07 | 276 | -65 | 129 |
| 14 Sept | 1525.60 | 98.65 | -10.65 | 29.04 | 131 | 0 | 196 |
| 17 Aug | 1447.70 | 131.35 | 0 | - | 0 | 0 | 0 |
For Infosys Limited - strike price 1620 expiring on 30SEP2025
Delta for 1620 PE is -0.84
Historical price for 1620 PE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 124.85, which was 41.65 higher than the previous day. The implied volatity was 49.51, the open interest changed by -2 which decreased total open position to 121
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 78.45, which was 2.15 higher than the previous day. The implied volatity was 27.86, the open interest changed by -6 which decreased total open position to 123
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 76.3, which was -33.3 lower than the previous day. The implied volatity was 20.07, the open interest changed by -65 which decreased total open position to 129
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 98.65, which was -10.65 lower than the previous day. The implied volatity was 29.04, the open interest changed by 0 which decreased total open position to 196
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 131.35, 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
