INFY
Infosys Limited
Historical option data for INFY
22 Sep 2025 08:00 PM IST
| INFY 30SEP2025 1720 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.07
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1499.50 | 0.35 | -0.3 | 39.50 | 627 | -242 | 872 | |||||||||
| 21 Sept | 1540.20 | 0.65 | -0.05 | 29.74 | 351 | -51 | 1,113 | |||||||||
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| 18 Sept | 1540.60 | 0.7 | -0.1 | 29.16 | 747 | 8 | 1,163 | |||||||||
| 14 Sept | 1525.60 | 1.2 | 0 | 27.95 | 2,225 | 311 | 1,266 | |||||||||
| 17 Aug | 1447.70 | 2.15 | 0 | 25.03 | 220 | 120 | 185 | |||||||||
For Infosys Limited - strike price 1720 expiring on 30SEP2025
Delta for 1720 CE is 0.01
Historical price for 1720 CE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 0.35, which was -0.3 lower than the previous day. The implied volatity was 39.50, the open interest changed by -242 which decreased total open position to 872
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 29.74, the open interest changed by -51 which decreased total open position to 1113
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 0.7, which was -0.1 lower than the previous day. The implied volatity was 29.16, the open interest changed by 8 which increased total open position to 1163
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 1.2, which was 0 lower than the previous day. The implied volatity was 27.95, the open interest changed by 311 which increased total open position to 1266
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 2.15, which was 0 lower than the previous day. The implied volatity was 25.03, the open interest changed by 120 which increased total open position to 185
| INFY 30SEP2025 1720 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1499.50 | 169.55 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 1540.20 | 169.55 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1540.60 | 169.55 | -40.45 | - | 12 | -7 | 252 |
| 14 Sept | 1525.60 | 197 | -10.85 | 44.67 | 9 | -6 | 261 |
| 17 Aug | 1447.70 | 255 | -18 | 29.77 | 1 | 1 | 25 |
For Infosys Limited - strike price 1720 expiring on 30SEP2025
Delta for 1720 PE is 0.00
Historical price for 1720 PE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 169.55, 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 21 Sept INFY was trading at 1540.20. The strike last trading price was 169.55, 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 169.55, which was -40.45 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 252
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 197, which was -10.85 lower than the previous day. The implied volatity was 44.67, the open interest changed by -6 which decreased total open position to 261
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 255, which was -18 lower than the previous day. The implied volatity was 29.77, the open interest changed by 1 which increased total open position to 25
