INFY Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure

Analyze the complete INFY options chain including strike-level open interest, real-time implied volatility (IV), max pain levels, gamma exposure, dealer positioning, and options flow trends. This dashboard provides data-driven insights for traders building directional or hedging strategies around INFY.

Latest Data: 2026-03-25 (EDT)

Max Pain Price

Exp: 2026-04-17

Gamma Flip

15.37

Gamma Flip (≈60 days)

Put/Call OI Ratio

1.558

Shows put vs call positioning

IV Skew

1.13

Put–call IV difference

Max Pain Price Volatility

σ = 5.00

low volatility

Confidence 88%

Near-Term Options-Derived Market Structure

BULLISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options market shows a strong bullish alignment. Multiple key factors point firmly to the upside, supported by dealer flows and positioning. Options Chian

Looking only at the put-side activity, there is a bearish directional push. This suggests some traders are actively betting on downside. Confidence: 60%

Current DPI is -0.797(neutral). Neutral consolidation, trend and momentum are indistinct. From the current DPI structure, dealers appear largely neutral, suggesting limited willingness to reinforce directional price moves..

Options Terrain Outlook (3-Month)

The market is positioned near a structural transition zone, where options exposure may shift the prevailing trading regime. Volatility conditions are moderately choppy. Options constraints exert a moderate influence on price behavior. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-04-17 options expiry. 100% confidence

The support levels for INFY are at 13.08, 12.95, and 12.45, while the resistance levels are at 13.26, 13.39, and 13.89. The pivot point, a key reference price for traders, is at 15.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 23)

Based on the latest options positioning (DTE 23), the ATM straddle implies a standardized 2.26% 1-day move.

The expected range for the next 23 days is 12.78 — 14.61 , corresponding to +10.95% / -2.94% .

Estimated using ATM implied volatility, OTM option flow, and dealer hedging conditions to capture the market-implied price range.

Bullish flow suggests upside interest toward 15.53 (17.90% above spot).

Bearish positioning points to downside pressure toward 12.62 (4.21% below spot).

Options flow strength: 0.77 (0–1 scale). ATM Strike: 13.00, Call: 0.88, Put: 0.55, Straddle Cost: 1.43.

Price moves may extend once a direction forms. The short-term gamma flip is near 14.32 , with intermediate positioning around 15.37 . The mid-term gamma flip remains near 15.40.