IDFC
IDFC LIMITED
Historical option data for IDFC
05 Jul 2024 04:10 PM IST
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 121.30 | 0.9 | -0.20 | - | 17,95,000 | 4,80,000 | 45,15,000 | |||
| 4 Jul | 121.51 | 1.1 | - | 38,75,000 | 3,05,000 | 40,35,000 | ||||
| 3 Jul | 120.26 | 1 | - | 66,70,000 | 5,75,000 | 37,30,000 | ||||
| 2 Jul | 116.99 | 0.55 | - | 28,65,000 | 25,000 | 31,55,000 | ||||
| 1 Jul | 120.13 | 1 | - | 25,20,000 | 7,65,000 | 31,30,000 | ||||
| 28 Jun | 122.16 | 1.5 | - | 23,80,000 | -65,000 | 23,65,000 | ||||
| 27 Jun | 122.12 | 1.85 | - | 24,35,000 | 2,75,000 | 24,30,000 | ||||
| 26 Jun | 122.20 | 2 | - | 17,35,000 | 7,15,000 | 21,60,000 | ||||
| 25 Jun | 122.83 | 2.2 | - | 8,35,000 | 3,40,000 | 14,45,000 | ||||
| 24 Jun | 122.79 | 2.25 | - | 4,40,000 | 0 | 11,05,000 | ||||
| 21 Jun | 122.96 | 2.30 | - | 6,65,000 | 85,000 | 11,00,000 | ||||
| 20 Jun | 123.73 | 2.75 | - | 11,20,000 | 3,60,000 | 10,05,000 | ||||
|
|
||||||||||
| 19 Jun | 121.12 | 2.10 | - | 7,00,000 | 95,000 | 6,45,000 | ||||
| 18 Jun | 120.86 | 2.45 | - | 12,95,000 | 3,30,000 | 5,60,000 | ||||
| 14 Jun | 114.87 | 0.60 | - | 6,35,000 | 2,20,000 | 2,30,000 | ||||
| 6 Jun | 114.30 | 2.25 | - | 10,000 | 10,000 | 10,000 | ||||
For IDFC LIMITED - strike price 130 expiring on 25JUL2024
Delta for 130 CE is -
Historical price for 130 CE is as follows
On 5 Jul IDFC was trading at 121.30. The strike last trading price was 0.9, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 480000 which increased total open position to 4515000
On 4 Jul IDFC was trading at 121.51. The strike last trading price was 1.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 305000 which increased total open position to 4035000
On 3 Jul IDFC was trading at 120.26. The strike last trading price was 1, which was lower than the previous day. The implied volatity was -, the open interest changed by 575000 which increased total open position to 3730000
On 2 Jul IDFC was trading at 116.99. The strike last trading price was 0.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 25000 which increased total open position to 3155000
On 1 Jul IDFC was trading at 120.13. The strike last trading price was 1, which was lower than the previous day. The implied volatity was -, the open interest changed by 765000 which increased total open position to 3130000
On 28 Jun IDFC was trading at 122.16. The strike last trading price was 1.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -65000 which decreased total open position to 2365000
On 27 Jun IDFC was trading at 122.12. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 275000 which increased total open position to 2430000
On 26 Jun IDFC was trading at 122.20. The strike last trading price was 2, which was lower than the previous day. The implied volatity was -, the open interest changed by 715000 which increased total open position to 2160000
On 25 Jun IDFC was trading at 122.83. The strike last trading price was 2.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 340000 which increased total open position to 1445000
On 24 Jun IDFC was trading at 122.79. The strike last trading price was 2.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1105000
On 21 Jun IDFC was trading at 122.96. The strike last trading price was 2.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 85000 which increased total open position to 1100000
On 20 Jun IDFC was trading at 123.73. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 360000 which increased total open position to 1005000
On 19 Jun IDFC was trading at 121.12. The strike last trading price was 2.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 95000 which increased total open position to 645000
On 18 Jun IDFC was trading at 120.86. The strike last trading price was 2.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 330000 which increased total open position to 560000
On 14 Jun IDFC was trading at 114.87. The strike last trading price was 0.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 220000 which increased total open position to 230000
On 6 Jun IDFC was trading at 114.30. The strike last trading price was 2.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 10000 which increased total open position to 10000
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 121.30 | 9 | 0.00 | - | 0 | -5,000 | 0 |
| 4 Jul | 121.51 | 9 | - | 10,000 | -5,000 | 85,000 | |
| 3 Jul | 120.26 | 11.5 | - | 5,000 | 0 | 90,000 | |
| 2 Jul | 116.99 | 13.45 | - | 1,05,000 | 10,000 | 85,000 | |
| 1 Jul | 120.13 | 9.95 | - | 35,000 | 0 | 75,000 | |
| 28 Jun | 122.16 | 7.95 | - | 20,000 | 10,000 | 75,000 | |
| 27 Jun | 122.12 | 8.9 | - | 35,000 | 25,000 | 65,000 | |
| 26 Jun | 122.20 | 7.6 | - | 0 | 5,000 | 0 | |
| 25 Jun | 122.83 | 7.6 | - | 0 | 5,000 | 0 | |
| 24 Jun | 122.79 | 7.6 | - | 10,000 | 0 | 35,000 | |
| 21 Jun | 122.96 | 7.75 | - | 25,000 | 20,000 | 30,000 | |
| 20 Jun | 123.73 | 9.50 | - | 0 | 5,000 | 0 | |
| 19 Jun | 121.12 | 9.50 | - | 10,000 | 5,000 | 5,000 | |
| 18 Jun | 120.86 | 10.70 | - | 0 | 0 | 0 | |
| 14 Jun | 114.87 | 10.70 | - | 0 | 0 | 0 | |
| 6 Jun | 114.30 | 10.70 | - | 0 | 0 | 0 | |
For IDFC LIMITED - strike price 130 expiring on 25JUL2024
Delta for 130 PE is -
Historical price for 130 PE is as follows
On 5 Jul IDFC was trading at 121.30. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -5000 which decreased total open position to 0
On 4 Jul IDFC was trading at 121.51. 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 decreased total open position to 85000
On 3 Jul IDFC was trading at 120.26. The strike last trading price was 11.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 90000
On 2 Jul IDFC was trading at 116.99. The strike last trading price was 13.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 10000 which increased total open position to 85000
On 1 Jul IDFC was trading at 120.13. The strike last trading price was 9.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75000
On 28 Jun IDFC was trading at 122.16. The strike last trading price was 7.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 10000 which increased total open position to 75000
On 27 Jun IDFC was trading at 122.12. The strike last trading price was 8.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 25000 which increased total open position to 65000
On 26 Jun IDFC was trading at 122.20. The strike last trading price was 7.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 0
On 25 Jun IDFC was trading at 122.83. The strike last trading price was 7.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 0
On 24 Jun IDFC was trading at 122.79. The strike last trading price was 7.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35000
On 21 Jun IDFC was trading at 122.96. The strike last trading price was 7.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 20000 which increased total open position to 30000
On 20 Jun IDFC was trading at 123.73. The strike last trading price was 9.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 0
On 19 Jun IDFC was trading at 121.12. The strike last trading price was 9.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 5000
On 18 Jun IDFC was trading at 120.86. The strike last trading price was 10.70, 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 10.70, 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 10.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0