This page reflects INFY options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
INFY Options Chain
Data as of market close May 20, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 29)
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
9.00
3.30
2.80
4.30
0.00
12
143
149.6%
0.853
0.0428
-0.022
0.008
0.005
10.00
2.12
2.00
3.20
0.00
2
12
108.6%
0.832
0.0642
-0.018
0.009
0.006
11.00
1.52
1.30
2.10
0.20
4
6
71.5%
0.805
0.1073
-0.013
0.010
0.006
12.00
0.90
0.70
1.10
-0.05
25
145
45.5%
0.718
0.2064
-0.010
0.012
0.006
13.00
0.35
0.35
0.55
0.00
1,028
6,858
44.7%
0.479
0.2475
-0.012
0.014
0.004
14.00
0.15
0.10
0.15
0.00
112
484
36.9%
0.212
0.2182
-0.007
0.010
0.002
15.00
0.04
0.00
0.15
-0.08
1
602
52.3%
0.160
0.1292
-0.008
0.009
0.002
16.00
0.03
0.00
0.05
0.00
1
348
50.0%
0.066
0.0714
-0.004
0.005
0.001
17.00
0.05
0.00
0.20
0.00
2
607
69.5%
0.089
0.0646
-0.007
0.006
0.001
18.00
0.05
0.00
0.75
0.00
1
65
114.3%
0.186
0.0650
-0.019
0.010
0.002
19.00
0.04
0.00
0.30
0.00
5
10
97.3%
0.097
0.0490
-0.010
0.006
0.001
20.00
0.29
0.00
0.00
0.00
1
0
50.0%
0.001
0.0019
-0.000
0.000
0.000
21.00
0.40
0.00
0.75
0.00
1
101
144.5%
0.157
0.0461
-0.022
0.009
0.001
30.00
0.50
0.00
0.50
0.00
0
1
188.3%
0.091
0.0241
-0.019
0.006
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
7.00
0.05
0.00
0.00
0.00
0
0
50.0%
-0.000
0.0000
-0.000
0.000
0.000
8.00
0.10
0.00
0.30
0.00
0
2
122.7%
-0.062
0.0278
-0.009
0.004
-0.001
10.00
0.12
0.00
0.25
0.00
411
4,019
70.5%
-0.089
0.0635
-0.007
0.006
-0.001
11.00
0.15
0.00
0.25
0.00
106
5,374
63.5%
-0.173
0.1120
-0.010
0.009
-0.002
12.00
0.45
0.40
0.55
0.04
20
5,923
56.6%
-0.312
0.1735
-0.012
0.013
-0.004
13.00
0.90
0.80
1.00
0.00
3,097
9,194
52.9%
-0.509
0.2093
-0.012
0.014
-0.006
14.00
2.39
1.35
2.20
0.00
11
411
68.6%
-0.641
0.1514
-0.015
0.013
-0.008
15.00
3.30
2.20
3.30
0.00
11
487
85.5%
-0.703
0.1124
-0.017
0.012
-0.009
16.00
4.20
3.10
4.30
0.00
15
91
97.3%
-0.750
0.0909
-0.018
0.011
-0.010
17.00
5.30
4.00
5.40
0.00
1
62
111.1%
-0.772
0.0755
-0.019
0.011
-0.012
18.00
6.47
5.10
6.50
0.00
1
1
132.6%
-0.765
0.0644
-0.023
0.011
-0.012
19.00
4.93
6.10
7.50
0.00
5
15
144.2%
-0.778
0.0573
-0.025
0.011
-0.013
20.00
5.85
7.10
8.50
0.00
10
139
154.9%
-0.789
0.0519
-0.026
0.010
-0.014
How to Read the Chain
Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.
How to scan it
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
What matters first
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
What can mislead you
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.
Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.