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 | 1.7 | -0.40 | - | 24,05,000 | 10,000 | 54,45,000 | |||
| 4 Jul | 121.51 | 2.1 | - | 47,20,000 | 1,70,000 | 54,35,000 | ||||
| 3 Jul | 120.26 | 1.9 | - | 49,75,000 | 5,000 | 52,65,000 | ||||
| 2 Jul | 116.99 | 1.1 | - | 29,95,000 | 5,20,000 | 52,55,000 | ||||
| 1 Jul | 120.13 | 1.95 | - | 18,65,000 | 85,000 | 47,35,000 | ||||
| 28 Jun | 122.16 | 2.9 | - | 24,30,000 | 6,95,000 | 46,50,000 | ||||
| 27 Jun | 122.12 | 3.45 | - | 24,15,000 | 3,10,000 | 39,55,000 | ||||
| 26 Jun | 122.20 | 3.45 | - | 23,30,000 | 10,30,000 | 36,50,000 | ||||
| 25 Jun | 122.83 | 3.95 | - | 8,80,000 | 5,10,000 | 26,20,000 | ||||
| 24 Jun | 122.79 | 4.1 | - | 8,25,000 | 85,000 | 21,10,000 | ||||
| 21 Jun | 122.96 | 3.95 | - | 13,75,000 | 6,95,000 | 20,30,000 | ||||
| 20 Jun | 123.73 | 4.50 | - | 9,75,000 | 3,65,000 | 11,65,000 | ||||
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| 19 Jun | 121.12 | 3.60 | - | 2,20,000 | 60,000 | 8,00,000 | ||||
| 18 Jun | 120.86 | 4.15 | - | 14,15,000 | 7,20,000 | 7,35,000 | ||||
| 14 Jun | 114.87 | 1.50 | - | 20,000 | 15,000 | 15,000 | ||||
| 6 Jun | 114.30 | 2.75 | - | 0 | 0 | 0 | ||||
For IDFC LIMITED - strike price 125 expiring on 25JUL2024
Delta for 125 CE is -
Historical price for 125 CE is as follows
On 5 Jul IDFC was trading at 121.30. The strike last trading price was 1.7, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 10000 which increased total open position to 5445000
On 4 Jul IDFC was trading at 121.51. The strike last trading price was 2.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 170000 which increased total open position to 5435000
On 3 Jul IDFC was trading at 120.26. The strike last trading price was 1.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 5265000
On 2 Jul IDFC was trading at 116.99. The strike last trading price was 1.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 520000 which increased total open position to 5255000
On 1 Jul IDFC was trading at 120.13. The strike last trading price was 1.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 85000 which increased total open position to 4735000
On 28 Jun IDFC was trading at 122.16. The strike last trading price was 2.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 695000 which increased total open position to 4650000
On 27 Jun IDFC was trading at 122.12. The strike last trading price was 3.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 310000 which increased total open position to 3955000
On 26 Jun IDFC was trading at 122.20. The strike last trading price was 3.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1030000 which increased total open position to 3650000
On 25 Jun IDFC was trading at 122.83. The strike last trading price was 3.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 510000 which increased total open position to 2620000
On 24 Jun IDFC was trading at 122.79. The strike last trading price was 4.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 85000 which increased total open position to 2110000
On 21 Jun IDFC was trading at 122.96. The strike last trading price was 3.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 695000 which increased total open position to 2030000
On 20 Jun IDFC was trading at 123.73. The strike last trading price was 4.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 365000 which increased total open position to 1165000
On 19 Jun IDFC was trading at 121.12. The strike last trading price was 3.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 60000 which increased total open position to 800000
On 18 Jun IDFC was trading at 120.86. The strike last trading price was 4.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 720000 which increased total open position to 735000
On 14 Jun IDFC was trading at 114.87. The strike last trading price was 1.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 15000 which increased total open position to 15000
On 6 Jun IDFC was trading at 114.30. The strike last trading price was 2.75, 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 | 5.8 | -0.20 | - | 2,10,000 | 20,000 | 10,60,000 |
| 4 Jul | 121.51 | 6 | - | 1,45,000 | 40,000 | 10,40,000 | |
| 3 Jul | 120.26 | 6.55 | - | 40,000 | -5,000 | 10,00,000 | |
| 2 Jul | 116.99 | 9 | - | 2,30,000 | 5,000 | 10,05,000 | |
| 1 Jul | 120.13 | 5.7 | - | 1,55,000 | -5,000 | 10,00,000 | |
| 28 Jun | 122.16 | 5.05 | - | 2,10,000 | 80,000 | 10,05,000 | |
| 27 Jun | 122.12 | 5.25 | - | 7,40,000 | 3,85,000 | 9,25,000 | |
| 26 Jun | 122.20 | 5.45 | - | 3,60,000 | 2,85,000 | 5,40,000 | |
| 25 Jun | 122.83 | 5.3 | - | 80,000 | 35,000 | 2,55,000 | |
| 24 Jun | 122.79 | 5.15 | - | 45,000 | 20,000 | 2,20,000 | |
| 21 Jun | 122.96 | 5.00 | - | 1,30,000 | 75,000 | 1,95,000 | |
| 20 Jun | 123.73 | 4.60 | - | 1,25,000 | 85,000 | 85,000 | |
| 19 Jun | 121.12 | 12.45 | - | 0 | 0 | 0 | |
| 18 Jun | 120.86 | 12.45 | - | 0 | 0 | 0 | |
| 14 Jun | 114.87 | 12.45 | - | 0 | 0 | 0 | |
| 6 Jun | 114.30 | 12.45 | - | 0 | 0 | 0 | |
For IDFC LIMITED - strike price 125 expiring on 25JUL2024
Delta for 125 PE is -
Historical price for 125 PE is as follows
On 5 Jul IDFC was trading at 121.30. The strike last trading price was 5.8, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 20000 which increased total open position to 1060000
On 4 Jul IDFC was trading at 121.51. The strike last trading price was 6, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 1040000
On 3 Jul IDFC was trading at 120.26. The strike last trading price was 6.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -5000 which decreased total open position to 1000000
On 2 Jul IDFC was trading at 116.99. 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 1005000
On 1 Jul IDFC was trading at 120.13. The strike last trading price was 5.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -5000 which decreased total open position to 1000000
On 28 Jun IDFC was trading at 122.16. The strike last trading price was 5.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 80000 which increased total open position to 1005000
On 27 Jun IDFC was trading at 122.12. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 385000 which increased total open position to 925000
On 26 Jun IDFC was trading at 122.20. The strike last trading price was 5.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 285000 which increased total open position to 540000
On 25 Jun IDFC was trading at 122.83. The strike last trading price was 5.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 35000 which increased total open position to 255000
On 24 Jun IDFC was trading at 122.79. The strike last trading price was 5.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 20000 which increased total open position to 220000
On 21 Jun IDFC was trading at 122.96. The strike last trading price was 5.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75000 which increased total open position to 195000
On 20 Jun IDFC was trading at 123.73. The strike last trading price was 4.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 85000 which increased total open position to 85000
On 19 Jun IDFC was trading at 121.12. The strike last trading price was 12.45, 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 12.45, 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 14 Jun IDFC was trading at 114.87. The strike last trading price was 12.45, 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 12.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0