INFY
Infosys Limited
Historical option data for INFY
22 Sep 2025 08:00 PM IST
| INFY 30SEP2025 1640 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.19
Theta: -0.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1499.50 | 1.1 | -0.9 | 32.58 | 7,958 | 960 | 5,057 | |||||||||
| 21 Sept | 1540.20 | 1.95 | -0.4 | 22.50 | 5,858 | 1,006 | 4,116 | |||||||||
| 18 Sept | 1540.60 | 2.3 | -0.15 | 22.86 | 9,435 | -253 | 3,068 | |||||||||
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| 14 Sept | 1525.60 | 3.1 | -0.05 | 22.50 | 10,644 | 1,361 | 3,180 | |||||||||
| 17 Aug | 1447.70 | 5.15 | 1.15 | 23.02 | 91 | 67 | 87 | |||||||||
For Infosys Limited - strike price 1640 expiring on 30SEP2025
Delta for 1640 CE is 0.04
Historical price for 1640 CE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 1.1, which was -0.9 lower than the previous day. The implied volatity was 32.58, the open interest changed by 960 which increased total open position to 5057
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 1.95, which was -0.4 lower than the previous day. The implied volatity was 22.50, the open interest changed by 1006 which increased total open position to 4116
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 2.3, which was -0.15 lower than the previous day. The implied volatity was 22.86, the open interest changed by -253 which decreased total open position to 3068
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 3.1, which was -0.05 lower than the previous day. The implied volatity was 22.50, the open interest changed by 1361 which increased total open position to 3180
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 5.15, which was 1.15 higher than the previous day. The implied volatity was 23.02, the open interest changed by 67 which increased total open position to 87
| INFY 30SEP2025 1640 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 0.39
Theta: -0.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1499.50 | 140 | 38.6 | 44.27 | 29 | -12 | 129 |
| 21 Sept | 1540.20 | 98 | 2.6 | 31.89 | 56 | -29 | 146 |
| 18 Sept | 1540.60 | 94.35 | -22.65 | 18.44 | 49 | -8 | 170 |
| 14 Sept | 1525.60 | 119.7 | -7.4 | 34.04 | 34 | -12 | 176 |
| 17 Aug | 1447.70 | 176 | -28 | 22.82 | 1 | 0 | 5 |
For Infosys Limited - strike price 1640 expiring on 30SEP2025
Delta for 1640 PE is -0.90
Historical price for 1640 PE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 140, which was 38.6 higher than the previous day. The implied volatity was 44.27, the open interest changed by -12 which decreased total open position to 129
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 98, which was 2.6 higher than the previous day. The implied volatity was 31.89, the open interest changed by -29 which decreased total open position to 146
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 94.35, which was -22.65 lower than the previous day. The implied volatity was 18.44, the open interest changed by -8 which decreased total open position to 170
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 119.7, which was -7.4 lower than the previous day. The implied volatity was 34.04, the open interest changed by -12 which decreased total open position to 176
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 176, which was -28 lower than the previous day. The implied volatity was 22.82, the open interest changed by 0 which decreased total open position to 5
