INFY
Infosys Limited
Historical option data for INFY
22 Sep 2025 08:00 PM IST
| INFY 30SEP2025 1660 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.15
Theta: -0.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1499.50 | 0.85 | -0.5 | 34.68 | 1,970 | -60 | 2,173 | |||||||||
| 21 Sept | 1540.20 | 1.45 | -0.1 | 24.47 | 1,377 | -17 | 2,232 | |||||||||
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| 18 Sept | 1540.60 | 1.55 | -0.2 | 24.18 | 4,440 | -380 | 2,247 | |||||||||
| 14 Sept | 1525.60 | 2.35 | 0.1 | 23.84 | 4,507 | 486 | 2,356 | |||||||||
| 17 Aug | 1447.70 | 26.85 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Infosys Limited - strike price 1660 expiring on 30SEP2025
Delta for 1660 CE is 0.03
Historical price for 1660 CE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 0.85, which was -0.5 lower than the previous day. The implied volatity was 34.68, the open interest changed by -60 which decreased total open position to 2173
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 1.45, which was -0.1 lower than the previous day. The implied volatity was 24.47, the open interest changed by -17 which decreased total open position to 2232
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 1.55, which was -0.2 lower than the previous day. The implied volatity was 24.18, the open interest changed by -380 which decreased total open position to 2247
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 2.35, which was 0.1 higher than the previous day. The implied volatity was 23.84, the open interest changed by 486 which increased total open position to 2356
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 26.85, 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
| INFY 30SEP2025 1660 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.95
Vega: 0.23
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1499.50 | 157.35 | 36.1 | 40.10 | 2 | 0 | 124 |
| 21 Sept | 1540.20 | 117.45 | 5.35 | 35.41 | 17 | -7 | 123 |
| 18 Sept | 1540.60 | 112.1 | -34.45 | - | 63 | 44 | 132 |
| 14 Sept | 1525.60 | 138 | -8.2 | 35.81 | 12 | -2 | 91 |
| 17 Aug | 1447.70 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Infosys Limited - strike price 1660 expiring on 30SEP2025
Delta for 1660 PE is -0.95
Historical price for 1660 PE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 157.35, which was 36.1 higher than the previous day. The implied volatity was 40.10, the open interest changed by 0 which decreased total open position to 124
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 117.45, which was 5.35 higher than the previous day. The implied volatity was 35.41, the open interest changed by -7 which decreased total open position to 123
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 112.1, which was -34.45 lower than the previous day. The implied volatity was -, the open interest changed by 44 which increased total open position to 132
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 138, which was -8.2 lower than the previous day. The implied volatity was 35.81, the open interest changed by -2 which decreased total open position to 91
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 0, 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
