INFY
Infosys Limited
Historical option data for INFY
22 Sep 2025 08:00 PM IST
| INFY 30SEP2025 1700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.10
Theta: -0.26
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1499.50 | 0.6 | -0.2 | 39.35 | 2,584 | -779 | 3,065 | |||||||||
| 21 Sept | 1540.20 | 0.8 | -0.1 | 27.86 | 2,462 | -258 | 3,829 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 1540.60 | 0.9 | -0.15 | 27.57 | 5,591 | -547 | 4,090 | |||||||||
| 14 Sept | 1525.60 | 1.45 | 0 | 26.51 | 7,666 | 1,736 | 3,912 | |||||||||
| 17 Aug | 1447.70 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Infosys Limited - strike price 1700 expiring on 30SEP2025
Delta for 1700 CE is 0.02
Historical price for 1700 CE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 0.6, which was -0.2 lower than the previous day. The implied volatity was 39.35, the open interest changed by -779 which decreased total open position to 3065
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 0.8, which was -0.1 lower than the previous day. The implied volatity was 27.86, the open interest changed by -258 which decreased total open position to 3829
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 27.57, the open interest changed by -547 which decreased total open position to 4090
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 1.45, which was 0 lower than the previous day. The implied volatity was 26.51, the open interest changed by 1736 which increased total open position to 3912
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
| INFY 30SEP2025 1700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.95
Vega: 0.25
Theta: -0.33
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1499.50 | 197.9 | 45.9 | 50.43 | 7 | -2 | 253 |
| 21 Sept | 1540.20 | 152 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1540.60 | 152 | -24 | - | 40 | 9 | 255 |
| 14 Sept | 1525.60 | 176.25 | -9.1 | 40.39 | 45 | 30 | 243 |
| 17 Aug | 1447.70 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Infosys Limited - strike price 1700 expiring on 30SEP2025
Delta for 1700 PE is -0.95
Historical price for 1700 PE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 197.9, which was 45.9 higher than the previous day. The implied volatity was 50.43, the open interest changed by -2 which decreased total open position to 253
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 152, 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
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 152, which was -24 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 255
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 176.25, which was -9.1 lower than the previous day. The implied volatity was 40.39, the open interest changed by 30 which increased total open position to 243
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
