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INFYInfosys Limited American Depositary Shares

Options Analysis Report
Market Cap $48.2B|NYSE
● 2026-08-28$11.90
NEUTRAL
Analysis: 2026-08-27 EOD data
1Y -30.0%YTD -34.4%7D -0.3%
8,297
30D
±9.2%
17%

INFY Options Overview

bearish flow with unusual activity. No clear edge detected.

REWARDS

RISK ANALYSIS

5.7VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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INFY Gamma Walls

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Value

Is IV priced right?

5.9
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 63.5% — elevated vs history

<1.05x

IV/HV 1.35x — IV premium over HV

Sector Relative≤50%

Sector percentile 20% — below sector median

<1.1x

Front/Back 0.73x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 41.5% — normal range

<80%

Effective IV 66.5% (ATM 41.5% + spread 12.5% + bias) — fair

<3.0%

Total drag 18.94% (spread 12.51% + slippage 6.43%) — high friction

≥5.0

Vega efficiency 2.97 (vega 3.716 / spread 12.51%) — spread drag

Sentiment

Bullish or bearish?

6.3
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bullish - Strong signal (Conviction: +78%, Raw: +70%)
|net sentiment| ≥25%

Conviction-weighted: +78% (strong bullish) — Raw: +70%

≥15%

|OI skew| 25.8% — put-heavy

Same sign, |vol skew| ≥10%

Vol skew -71.8%, OI skew -25.8% — aligned

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +70%, ATM: -81%, OTM: +82% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 97% — very bearish vs sector

Activity

Unusual activity?

4.8
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed
≥1.5x

Volume 1.3x avg — normal

≥15%

Vol/OI 3.8% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change -49.6% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 55% — neutral vs sector

≥30%

Large trade volume 81% — heavy institutional

≥60%

Aggressive execution 43% — patient

≥30

Conviction +78 (bullish) — strong conviction

Liquidity

Can I trade efficiently?

3.9
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks3/8 checks passed
≤5.0%

Spread 12.5% — wide

≥10,000

OI 218,792 — deep

≥500

Volume 8,297/day — active

≤$0.50

$0.63 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 51% — neutral vs sector

≥100 contracts

Depth 360.3 contracts (bid:205.9 ask:154.4) — adequate

<1.0%

Avg slippage 6.43% — poor

Timing

Is now a good time?

7.7
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks7/9 checks passed
|slope| ≥5%

Slope -27.1% — contango

<30 or >70

IV percentile 64% — neutral

≥10pts kink

IV kink -11.0pts — no clear event

<0.5 or >2.0

θ/ν ratio 1126.06 — favors income trades

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +78% @ 89% consistency — STRONG directional (bullish)

≥40 composite score

Score 111 (ITM 20% + inst 81%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls6.0
bullishIV fair, bullish flow
Long Puts5.1
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.4
bullishIV fair, bullish flow
Covered Call4.5
bearishIV fair, bullish flow

For educational purposes only. Not investment advice.