IntraAlpha
Create free account Start free

Infosys Limited American Depositary Shares INFY

i

Market datapartial · fetched 2026-11-11T14:55:31.674Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T14:55:28.970402831Z

FundamentalsAlpha Vantage · unavailable

Share price$12.23
1D-1.2%
$12.23$12.29$12.36$12.42$12.485:30 AM6:30 AM9:00 AM1:00 PMINFY
Sold putSold call

Infosys Limited American Depositary Shares options

Live interpolated INFY call and put midpoint premiums by absolute delta.Infosys Limited American Depositary Shares$0.08$0.37$0.67$0.97$1.26$10.80$11.49$12.18$12.87$13.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive INFY spot · $12.22INFY PRICE$0.15$0.21$0.27$0.32$0.38$0.44$0.50$0.56$0.72$0.87$1.02$1.18$0.11$0.14$0.17$0.21$0.24$0.30$0.35$0.40$0.46$0.51$0.56$0.62$0.67
PutsCheap0.65×
Calls——
Skew——
Implied moveBullish±$0.79
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.4343.9%7.4%
25Δ12.8947.5%6.7%11.5943.5%6.4%
30Δ12.7648.9%6.1%11.7443.1%5.4%
35Δ12.6350.3%5.5%11.9042.7%4.3%
40Δ12.5051.7%4.9%12.0341.9%3.6%
45Δ12.3853.1%4.3%12.1340.5%3.2%
50Δ12.2554.5%3.8%12.2239.1%2.9%
55Δ12.1255.9%3.2%12.3137.7%2.6%
60Δ11.9957.3%2.6%12.4036.3%2.3%
65Δ11.7959.6%2.3%12.4934.9%2.0%
70Δ11.5961.9%1.9%12.5933.5%1.6%
75Δ11.3964.2%1.5%12.6832.1%1.3%
80Δ11.1966.5%1.2%12.7730.7%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.43
IV
43.9%
B/E move
7.4%

25Δ

Calls
Pseudo strike
12.89
IV
47.5%
B/E move
6.7%
Puts
Pseudo strike
11.59
IV
43.5%
B/E move
6.4%

30Δ

Calls
Pseudo strike
12.76
IV
48.9%
B/E move
6.1%
Puts
Pseudo strike
11.74
IV
43.1%
B/E move
5.4%

35Δ

Calls
Pseudo strike
12.63
IV
50.3%
B/E move
5.5%
Puts
Pseudo strike
11.90
IV
42.7%
B/E move
4.3%

40Δ

Calls
Pseudo strike
12.50
IV
51.7%
B/E move
4.9%
Puts
Pseudo strike
12.03
IV
41.9%
B/E move
3.6%

45Δ

Calls
Pseudo strike
12.38
IV
53.1%
B/E move
4.3%
Puts
Pseudo strike
12.13
IV
40.5%
B/E move
3.2%

50Δ

Calls
Pseudo strike
12.25
IV
54.5%
B/E move
3.8%
Puts
Pseudo strike
12.22
IV
39.1%
B/E move
2.9%

55Δ

Calls
Pseudo strike
12.12
IV
55.9%
B/E move
3.2%
Puts
Pseudo strike
12.31
IV
37.7%
B/E move
2.6%

60Δ

Calls
Pseudo strike
11.99
IV
57.3%
B/E move
2.6%
Puts
Pseudo strike
12.40
IV
36.3%
B/E move
2.3%

65Δ

Calls
Pseudo strike
11.79
IV
59.6%
B/E move
2.3%
Puts
Pseudo strike
12.49
IV
34.9%
B/E move
2.0%

70Δ

Calls
Pseudo strike
11.59
IV
61.9%
B/E move
1.9%
Puts
Pseudo strike
12.59
IV
33.5%
B/E move
1.6%

75Δ

Calls
Pseudo strike
11.39
IV
64.2%
B/E move
1.5%
Puts
Pseudo strike
12.68
IV
32.1%
B/E move
1.3%

80Δ

Calls
Pseudo strike
11.19
IV
66.5%
B/E move
1.2%
Puts
Pseudo strike
12.77
IV
30.7%
B/E move
1.0%

Options history

IV · four-Friday blend48.69%
Daily EOD
INFY40.1%45.7%51.4%2026-10-19: 47.24%2026-10-20: 45.35%2026-10-21: 42.81%2026-10-22: 50.61%2026-10-23: 43.26%2026-10-26: 40.99%2026-10-27: 40.88%2026-10-28: 43.39%2026-10-29: 48.69%Oct 19Oct 23Oct 29
9 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
47.24%
45.35%
42.81%
50.61%
43.26%
40.99%
40.88%
43.39%
48.69%