IntraAlpha
Create free account Start free

Infosys Limited American Depositary Shares INFY

i

Market datapartial · fetched 2026-10-22T06:28:15.778Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:00:00.002919733Z

FundamentalsAlpha Vantage · unavailable

Share price$12.75
1D+1.8%
AH$12.46$12.57$12.67$12.77$12.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINFY
Sold putSold callAH

Infosys Limited American Depositary Shares options

Live interpolated INFY call and put midpoint premiums by absolute delta.Infosys Limited American Depositary Shares$0.00$3.26$6.53$9.79$13.05$9.39$11.07$12.74$14.41$16.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INFY spot · $12.75INFY PRICE$0.65$0.59$0.74$0.75$0.58$0.41$0.51$0.63$0.75$0.87$0.98$1.12$1.28$0.26$0.33$0.41$0.50$0.60$0.69$0.79$1.25$1.94$2.63$3.59$2.16$12.11
PutsExpensive1.52×
CallsExpensive1.38×
SkewBearish+0.63 pp
Implied moveBearish±$1.30
TiltBearish46.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.06206.2%101.7%11.2558.3%13.8%
25Δ17.70130.7%43.4%11.5956.5%11.7%
30Δ16.50126.8%35.2%11.9254.7%9.7%
35Δ15.99117.0%31.3%12.1953.4%8.3%
40Δ14.5376.7%18.5%12.4352.3%7.2%
45Δ13.0736.5%5.7%12.6751.1%6.1%
50Δ12.8335.6%4.6%12.9150.0%4.9%
55Δ12.6536.8%4.1%13.4259.8%4.6%
60Δ12.4638.1%3.6%14.0976.2%4.7%
65Δ12.2839.3%3.1%14.7692.6%4.9%
70Δ12.1040.5%2.6%15.76108.5%4.6%
75Δ11.9140.2%2.2%14.6857.5%1.8%
80Δ11.7037.9%1.8%24.31199.7%4.3%

20Δ

Calls
Pseudo strike
25.06
IV
206.2%
B/E move
101.7%
Puts
Pseudo strike
11.25
IV
58.3%
B/E move
13.8%

25Δ

Calls
Pseudo strike
17.70
IV
130.7%
B/E move
43.4%
Puts
Pseudo strike
11.59
IV
56.5%
B/E move
11.7%

30Δ

Calls
Pseudo strike
16.50
IV
126.8%
B/E move
35.2%
Puts
Pseudo strike
11.92
IV
54.7%
B/E move
9.7%

35Δ

Calls
Pseudo strike
15.99
IV
117.0%
B/E move
31.3%
Puts
Pseudo strike
12.19
IV
53.4%
B/E move
8.3%

40Δ

Calls
Pseudo strike
14.53
IV
76.7%
B/E move
18.5%
Puts
Pseudo strike
12.43
IV
52.3%
B/E move
7.2%

45Δ

Calls
Pseudo strike
13.07
IV
36.5%
B/E move
5.7%
Puts
Pseudo strike
12.67
IV
51.1%
B/E move
6.1%

50Δ

Calls
Pseudo strike
12.83
IV
35.6%
B/E move
4.6%
Puts
Pseudo strike
12.91
IV
50.0%
B/E move
4.9%

55Δ

Calls
Pseudo strike
12.65
IV
36.8%
B/E move
4.1%
Puts
Pseudo strike
13.42
IV
59.8%
B/E move
4.6%

60Δ

Calls
Pseudo strike
12.46
IV
38.1%
B/E move
3.6%
Puts
Pseudo strike
14.09
IV
76.2%
B/E move
4.7%

65Δ

Calls
Pseudo strike
12.28
IV
39.3%
B/E move
3.1%
Puts
Pseudo strike
14.76
IV
92.6%
B/E move
4.9%

70Δ

Calls
Pseudo strike
12.10
IV
40.5%
B/E move
2.6%
Puts
Pseudo strike
15.76
IV
108.5%
B/E move
4.6%

75Δ

Calls
Pseudo strike
11.91
IV
40.2%
B/E move
2.2%
Puts
Pseudo strike
14.68
IV
57.5%
B/E move
1.8%

80Δ

Calls
Pseudo strike
11.70
IV
37.9%
B/E move
1.8%
Puts
Pseudo strike
24.31
IV
199.7%
B/E move
4.3%

Options history

No recorded observations