INFY
Infosys Limited
Historical option data for INFY
22 Sep 2025 08:00 PM IST
| INFY 30SEP2025 1760 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.06
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1499.50 | 0.35 | -0.2 | 45.27 | 106 | -11 | 335 | |||||||||
| 21 Sept | 1540.20 | 0.45 | -0.1 | 33.33 | 101 | -2 | 346 | |||||||||
| 18 Sept | 1540.60 | 0.55 | -0.05 | 33.16 | 146 | -10 | 347 | |||||||||
| 14 Sept | 1525.60 | 0.65 | -0.2 | 29.49 | 905 | 239 | 442 | |||||||||
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| 17 Aug | 1447.70 | 56.75 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Infosys Limited - strike price 1760 expiring on 30SEP2025
Delta for 1760 CE is 0.01
Historical price for 1760 CE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 0.35, which was -0.2 lower than the previous day. The implied volatity was 45.27, the open interest changed by -11 which decreased total open position to 335
On 21 Sept INFY was trading at 1540.20. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 33.33, the open interest changed by -2 which decreased total open position to 346
On 18 Sept INFY was trading at 1540.60. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 33.16, the open interest changed by -10 which decreased total open position to 347
On 14 Sept INFY was trading at 1525.60. The strike last trading price was 0.65, which was -0.2 lower than the previous day. The implied volatity was 29.49, the open interest changed by 239 which increased total open position to 442
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 56.75, 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 1760 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 | 233 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 1540.20 | 233 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1540.60 | 233 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1525.60 | 233 | -17 | 44.53 | 1 | 0 | 2 |
| 17 Aug | 1447.70 | 172.6 | 0 | 0.00 | 0 | 0 | 0 |
For Infosys Limited - strike price 1760 expiring on 30SEP2025
Delta for 1760 PE is 0.00
Historical price for 1760 PE is as follows
On 22 Sept INFY was trading at 1499.50. The strike last trading price was 233, 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 233, 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 233, 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 14 Sept INFY was trading at 1525.60. The strike last trading price was 233, which was -17 lower than the previous day. The implied volatity was 44.53, the open interest changed by 0 which decreased total open position to 2
On 17 Aug INFY was trading at 1447.70. The strike last trading price was 172.6, 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
