INFY · Expected Move
Infosys Limited American Depositary Shares
The expected move for INFY is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
INFY straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current INFY Expected Move
30-Day Straddle
$1.32
7-Day Straddle
$1.32
30-Day ATM IV
45.5%
IV Rank
43%
Implied one-standard-deviation move through the next 30 days. Compare to INFY's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
INFY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.32 | $1.32 | 45.5% | 43% |
| 20261021 | $1.25 | $1.25 | 43.8% | 37% |
| 20261020 | $1.57 | $1.57 | 49.3% | 55% |
| 20261019 | $1.30 | $1.30 | 45.5% | 43% |
| 20261016 | $1.45 | $0.35 | 48.1% | 51% |
| 20261015 | $1.38 | $0.35 | 46.7% | 47% |
| 20261014 | $1.33 | $0.73 | 46.2% | 45% |
| 20261013 | $1.35 | $0.78 | 46.5% | 46% |
| 20261012 | $1.43 | $0.40 | 50.7% | 60% |
| 20261009 | $1.35 | $0.50 | 48.3% | 52% |
| 20261008 | $1.43 | $0.55 | 44.8% | 41% |
| 20261007 | $1.68 | $0.70 | 51.7% | 63% |
| 20261006 | $1.48 | $0.67 | 44.5% | 40% |
| 20261005 | $1.55 | $0.70 | 44.0% | 38% |
| 20261002 | $0.68 | $0.68 | 49.9% | 57% |
| 20261001 | $0.65 | $0.65 | 32.3% | 0% |
| 20260930 | $0.70 | $0.70 | 38.7% | 15% |
| 20260929 | $0.77 | $0.77 | 45.1% | 38% |
| 20260928 | $0.88 | $0.88 | 46.1% | 41% |
| 20260925 | $0.85 | $0.85 | 42.8% | 30% |
| 20260924 | $0.92 | $0.92 | 39.4% | 18% |
| 20260923 | $0.88 | $0.88 | 40.0% | 20% |
| 20260922 | $0.90 | $0.90 | 42.9% | 30% |
| 20260921 | $0.88 | $0.88 | — | — |
| 20260918 | $0.98 | $0.20 | 39.4% | 18% |
| 20260917 | $0.90 | $0.33 | 36.8% | 9% |
| 20260916 | $1.18 | $0.38 | 46.2% | 42% |
| 20260915 | $1.07 | $0.42 | — | — |
| 20260914 | $1.18 | $0.70 | 38.6% | 15% |
| 20260911 | $1.15 | $0.32 | 41.8% | 26% |
| 20260910 | $1.07 | $0.42 | 39.0% | 17% |
| 20260909 | $1.07 | $0.55 | 40.0% | 20% |
| 20260908 | $1.07 | $0.53 | 39.0% | 16% |
| 20260904 | $1.40 | $0.70 | 42.8% | 30% |
| 20260903 | $1.27 | $0.60 | 37.2% | 10% |
| 20260902 | $0.62 | $0.62 | 37.0% | 10% |
| 20260901 | $0.62 | $0.62 | 37.8% | 12% |
| 20260831 | $0.75 | $0.75 | 39.3% | 18% |
| 20260828 | $0.77 | $0.77 | 35.0% | 3% |
| 20260827 | $0.75 | $0.75 | 37.2% | 10% |
| 20260826 | $0.90 | $0.90 | 38.1% | 14% |
| 20260825 | $0.85 | $0.85 | 37.1% | 10% |
| 20260824 | $0.93 | $0.93 | 37.1% | 10% |
| 20260821 | $0.85 | $0.08 | 34.2% | 0% |
| 20260820 | $1.25 | $0.42 | 45.0% | 34% |
| 20260819 | $0.98 | $0.38 | 35.8% | 0% |
| 20260818 | $1.30 | $0.47 | 46.6% | 40% |
| 20260817 | $1.10 | $0.57 | 35.6% | 0% |
| 20260814 | $1.05 | $0.50 | 37.8% | 0% |
| 20260813 | $1.25 | $0.65 | 43.6% | 23% |
| 20260812 | $1.15 | $0.70 | 38.7% | 3% |
| 20260811 | $1.55 | $0.82 | 40.0% | 9% |
| 20260810 | $1.57 | $0.80 | — | — |
| 20260807 | — | — | 43.5% | 23% |
| 20260806 | $1.45 | $1.10 | 47.5% | 38% |
| 20260805 | $0.85 | $0.85 | 48.0% | 40% |
| 20260804 | $1.27 | $1.27 | 51.8% | 55% |
| 20260803 | $1.10 | $1.10 | 50.0% | 48% |
| 20260731 | $1.17 | $1.17 | 51.4% | 54% |
| 20260730 | $1.18 | $1.18 | 49.0% | 44% |
More on INFY
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.