IDFC
IDFC LIMITED
Historical option data for IDFC
05 Jul 2024 04:10 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 121.30 | 6.75 | -0.45 | - | 40,000 | -5,000 | 3,25,000 | |||
| 4 Jul | 121.51 | 7.2 | - | 1,10,000 | -10,000 | 3,30,000 | ||||
| 3 Jul | 120.26 | 6.7 | - | 6,40,000 | -50,000 | 3,40,000 | ||||
| 2 Jul | 116.99 | 4.55 | - | 5,25,000 | 3,30,000 | 3,90,000 | ||||
| 1 Jul | 120.13 | 7.25 | - | 10,000 | 60,000 | 60,000 | ||||
| 28 Jun | 122.16 | 9.7 | - | 0 | 25,000 | 0 | ||||
| 27 Jun | 122.12 | 9.7 | - | 30,000 | 25,000 | 60,000 | ||||
| 26 Jun | 122.20 | 9.4 | - | 15,000 | 10,000 | 30,000 | ||||
| 25 Jun | 122.83 | 9 | - | 10,000 | 5,000 | 20,000 | ||||
| 24 Jun | 122.79 | 9.75 | - | 15,000 | 10,000 | 15,000 | ||||
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| 21 Jun | 122.96 | 10.10 | - | 5,000 | 0 | 0 | ||||
| 20 Jun | 123.73 | 6.35 | - | 0 | 0 | 0 | ||||
| 19 Jun | 121.12 | 6.35 | - | 0 | 0 | 0 | ||||
| 18 Jun | 120.86 | 6.35 | - | 0 | 0 | 0 | ||||
| 13 Jun | 114.23 | 6.35 | - | 0 | 0 | 0 | ||||
| 6 Jun | 114.30 | 6.35 | - | 0 | 0 | 0 | ||||
For IDFC LIMITED - strike price 115 expiring on 25JUL2024
Delta for 115 CE is -
Historical price for 115 CE is as follows
On 5 Jul IDFC was trading at 121.30. The strike last trading price was 6.75, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by -5000 which decreased total open position to 325000
On 4 Jul IDFC was trading at 121.51. The strike last trading price was 7.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -10000 which decreased total open position to 330000
On 3 Jul IDFC was trading at 120.26. The strike last trading price was 6.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -50000 which decreased total open position to 340000
On 2 Jul IDFC was trading at 116.99. The strike last trading price was 4.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 330000 which increased total open position to 390000
On 1 Jul IDFC was trading at 120.13. The strike last trading price was 7.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 60000 which increased total open position to 60000
On 28 Jun IDFC was trading at 122.16. The strike last trading price was 9.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 25000 which increased total open position to 0
On 27 Jun IDFC was trading at 122.12. The strike last trading price was 9.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 25000 which increased total open position to 60000
On 26 Jun IDFC was trading at 122.20. The strike last trading price was 9.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 10000 which increased total open position to 30000
On 25 Jun IDFC was trading at 122.83. The strike last trading price was 9, which was lower than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 20000
On 24 Jun IDFC was trading at 122.79. The strike last trading price was 9.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 10000 which increased total open position to 15000
On 21 Jun IDFC was trading at 122.96. The strike last trading price was 10.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jun IDFC was trading at 123.73. The strike last trading price was 6.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jun IDFC was trading at 121.12. The strike last trading price was 6.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Jun IDFC was trading at 120.86. The strike last trading price was 6.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun IDFC was trading at 114.23. The strike last trading price was 6.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jun IDFC was trading at 114.30. The strike last trading price was 6.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 121.30 | 0.9 | -0.30 | - | 4,10,000 | -65,000 | 26,80,000 |
| 4 Jul | 121.51 | 1.2 | - | 4,15,000 | -20,000 | 27,45,000 | |
| 3 Jul | 120.26 | 1.6 | - | 9,70,000 | 1,05,000 | 27,65,000 | |
| 2 Jul | 116.99 | 2.55 | - | 20,90,000 | 6,65,000 | 26,70,000 | |
| 1 Jul | 120.13 | 1.25 | - | 10,90,000 | 6,45,000 | 20,05,000 | |
| 28 Jun | 122.16 | 1.2 | - | 5,65,000 | 15,000 | 13,60,000 | |
| 27 Jun | 122.12 | 1.5 | - | 7,10,000 | 2,40,000 | 13,45,000 | |
| 26 Jun | 122.20 | 1.2 | - | 3,20,000 | 1,20,000 | 10,95,000 | |
| 25 Jun | 122.83 | 1.4 | - | 2,80,000 | 60,000 | 9,75,000 | |
| 24 Jun | 122.79 | 1.2 | - | 2,80,000 | 1,10,000 | 9,20,000 | |
| 21 Jun | 122.96 | 1.15 | - | 4,85,000 | 3,45,000 | 8,05,000 | |
| 20 Jun | 123.73 | 1.10 | - | 2,80,000 | -30,000 | 4,55,000 | |
| 19 Jun | 121.12 | 1.90 | - | 3,95,000 | 3,10,000 | 4,85,000 | |
| 18 Jun | 120.86 | 2.20 | - | 1,80,000 | 1,70,000 | 1,70,000 | |
| 13 Jun | 114.23 | 6.10 | - | 0 | 0 | 0 | |
| 6 Jun | 114.30 | 6.10 | - | 0 | 0 | 0 | |
For IDFC LIMITED - strike price 115 expiring on 25JUL2024
Delta for 115 PE is -
Historical price for 115 PE is as follows
On 5 Jul IDFC was trading at 121.30. The strike last trading price was 0.9, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by -65000 which decreased total open position to 2680000
On 4 Jul IDFC was trading at 121.51. The strike last trading price was 1.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -20000 which decreased total open position to 2745000
On 3 Jul IDFC was trading at 120.26. The strike last trading price was 1.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 105000 which increased total open position to 2765000
On 2 Jul IDFC was trading at 116.99. The strike last trading price was 2.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 665000 which increased total open position to 2670000
On 1 Jul IDFC was trading at 120.13. The strike last trading price was 1.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 645000 which increased total open position to 2005000
On 28 Jun IDFC was trading at 122.16. The strike last trading price was 1.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 15000 which increased total open position to 1360000
On 27 Jun IDFC was trading at 122.12. The strike last trading price was 1.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 240000 which increased total open position to 1345000
On 26 Jun IDFC was trading at 122.20. The strike last trading price was 1.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 120000 which increased total open position to 1095000
On 25 Jun IDFC was trading at 122.83. The strike last trading price was 1.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 60000 which increased total open position to 975000
On 24 Jun IDFC was trading at 122.79. The strike last trading price was 1.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 110000 which increased total open position to 920000
On 21 Jun IDFC was trading at 122.96. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 345000 which increased total open position to 805000
On 20 Jun IDFC was trading at 123.73. The strike last trading price was 1.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -30000 which decreased total open position to 455000
On 19 Jun IDFC was trading at 121.12. The strike last trading price was 1.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 310000 which increased total open position to 485000
On 18 Jun IDFC was trading at 120.86. The strike last trading price was 2.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 170000 which increased total open position to 170000
On 13 Jun IDFC was trading at 114.23. The strike last trading price was 6.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jun IDFC was trading at 114.30. The strike last trading price was 6.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0