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Infosys Ltd ADR INFY

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
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Market dataready · fetched 2026-10-22T15:13:32.906Z

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 · 2026-10-22T15:13:29.117320997Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T15:11:38.944593+00:00

Share price$12.99
1D+4.0%
$12.42$12.57$12.73$12.88$13.035:30 AM6:30 AM9:00 AM1:00 PMINFY
Sold putSold call

Infosys Ltd ADR options

Live interpolated INFY call and put midpoint premiums by absolute delta.Infosys Ltd ADR$0.00$3.79$7.57$11.36$15.14$8.82$10.75$12.69$14.62$16.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INFY spot · $12.99INFY PRICE$0.50$0.97$0.63$0.63$0.63$0.63$0.63$0.66$0.75$0.84$0.93$1.02$1.11$0.26$0.34$0.44$0.57$0.69$0.82$1.38$2.04$2.33$2.62$4.23$7.45$14.04
PutsExpensive1.87×
CallsExpensive1.41×
SkewBearish+16.41 pp
Implied moveBearish±$2.01
TiltBearish58.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.13146.4%58.8%11.4458.8%14.0%
25Δ25.92239.5%107.0%11.8256.9%11.6%
30Δ15.95104.5%27.6%12.1456.4%9.9%
35Δ15.3190.9%22.7%12.4157.3%8.9%
40Δ14.6777.4%17.8%12.6758.3%7.8%
45Δ14.0463.8%12.9%12.9459.2%6.7%
50Δ13.4050.3%8.0%13.4577.2%7.1%
55Δ12.9441.3%4.7%14.0398.7%7.7%
60Δ12.7639.8%4.0%14.4996.3%6.4%
65Δ12.5938.4%3.4%14.9493.9%5.1%
70Δ12.4236.9%2.8%16.56121.4%5.1%
75Δ12.2535.4%2.1%19.79162.9%5.0%
80Δ12.0834.0%1.5%26.45214.7%4.5%

20Δ

Calls
Pseudo strike
20.13
IV
146.4%
B/E move
58.8%
Puts
Pseudo strike
11.44
IV
58.8%
B/E move
14.0%

25Δ

Calls
Pseudo strike
25.92
IV
239.5%
B/E move
107.0%
Puts
Pseudo strike
11.82
IV
56.9%
B/E move
11.6%

30Δ

Calls
Pseudo strike
15.95
IV
104.5%
B/E move
27.6%
Puts
Pseudo strike
12.14
IV
56.4%
B/E move
9.9%

35Δ

Calls
Pseudo strike
15.31
IV
90.9%
B/E move
22.7%
Puts
Pseudo strike
12.41
IV
57.3%
B/E move
8.9%

40Δ

Calls
Pseudo strike
14.67
IV
77.4%
B/E move
17.8%
Puts
Pseudo strike
12.67
IV
58.3%
B/E move
7.8%

45Δ

Calls
Pseudo strike
14.04
IV
63.8%
B/E move
12.9%
Puts
Pseudo strike
12.94
IV
59.2%
B/E move
6.7%

50Δ

Calls
Pseudo strike
13.40
IV
50.3%
B/E move
8.0%
Puts
Pseudo strike
13.45
IV
77.2%
B/E move
7.1%

55Δ

Calls
Pseudo strike
12.94
IV
41.3%
B/E move
4.7%
Puts
Pseudo strike
14.03
IV
98.7%
B/E move
7.7%

60Δ

Calls
Pseudo strike
12.76
IV
39.8%
B/E move
4.0%
Puts
Pseudo strike
14.49
IV
96.3%
B/E move
6.4%

65Δ

Calls
Pseudo strike
12.59
IV
38.4%
B/E move
3.4%
Puts
Pseudo strike
14.94
IV
93.9%
B/E move
5.1%

70Δ

Calls
Pseudo strike
12.42
IV
36.9%
B/E move
2.8%
Puts
Pseudo strike
16.56
IV
121.4%
B/E move
5.1%

75Δ

Calls
Pseudo strike
12.25
IV
35.4%
B/E move
2.1%
Puts
Pseudo strike
19.79
IV
162.9%
B/E move
5.0%

80Δ

Calls
Pseudo strike
12.08
IV
34.0%
B/E move
1.5%
Puts
Pseudo strike
26.45
IV
214.7%
B/E move
4.5%

Options history

No recorded observations