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 | 0.3 | -0.05 | - | 5,25,000 | 1,75,000 | 16,75,000 | |||
| 4 Jul | 121.51 | 0.35 | - | 16,75,000 | 1,80,000 | 15,00,000 | ||||
| 3 Jul | 120.26 | 0.25 | - | 13,35,000 | -80,000 | 13,20,000 | ||||
| 2 Jul | 116.99 | 0.15 | - | 8,85,000 | -75,000 | 14,40,000 | ||||
| 1 Jul | 120.13 | 0.3 | - | 15,95,000 | 4,15,000 | 15,15,000 | ||||
| 28 Jun | 122.16 | 0.35 | - | 16,75,000 | 4,55,000 | 11,00,000 | ||||
| 27 Jun | 122.12 | 0.45 | - | 8,00,000 | 3,05,000 | 6,45,000 | ||||
| 26 Jun | 122.20 | 0.6 | - | 2,70,000 | 1,75,000 | 3,20,000 | ||||
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| 25 Jun | 122.83 | 0.7 | - | 70,000 | 25,000 | 1,45,000 | ||||
| 24 Jun | 122.79 | 0.75 | - | 1,20,000 | 90,000 | 1,30,000 | ||||
| 21 Jun | 122.96 | 0.95 | - | 50,000 | 35,000 | 35,000 | ||||
For IDFC LIMITED - strike price 140 expiring on 25JUL2024
Delta for 140 CE is -
Historical price for 140 CE is as follows
On 5 Jul IDFC was trading at 121.30. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 175000 which increased total open position to 1675000
On 4 Jul IDFC was trading at 121.51. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 180000 which increased total open position to 1500000
On 3 Jul IDFC was trading at 120.26. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -80000 which decreased total open position to 1320000
On 2 Jul IDFC was trading at 116.99. The strike last trading price was 0.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -75000 which decreased total open position to 1440000
On 1 Jul IDFC was trading at 120.13. The strike last trading price was 0.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 415000 which increased total open position to 1515000
On 28 Jun IDFC was trading at 122.16. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 455000 which increased total open position to 1100000
On 27 Jun IDFC was trading at 122.12. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 305000 which increased total open position to 645000
On 26 Jun IDFC was trading at 122.20. The strike last trading price was 0.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 175000 which increased total open position to 320000
On 25 Jun IDFC was trading at 122.83. The strike last trading price was 0.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 25000 which increased total open position to 145000
On 24 Jun IDFC was trading at 122.79. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 90000 which increased total open position to 130000
On 21 Jun IDFC was trading at 122.96. The strike last trading price was 0.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 35000 which increased total open position to 35000
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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 | 23.6 | 0.00 | - | 0 | -5,000 | 0 |
| 4 Jul | 121.51 | 23.6 | - | 0 | -5,000 | 0 | |
| 3 Jul | 120.26 | 23.6 | - | 10,000 | -5,000 | 1,60,000 | |
| 2 Jul | 116.99 | 21.2 | - | 1,00,000 | 1,65,000 | 1,65,000 | |
| 1 Jul | 120.13 | 17.05 | - | 0 | 2,00,000 | 0 | |
| 28 Jun | 122.16 | 17.05 | - | 0 | 2,00,000 | 0 | |
| 27 Jun | 122.12 | 17.05 | - | 2,05,000 | 2,00,000 | 2,15,000 | |
| 26 Jun | 122.20 | 17 | - | 15,000 | 10,000 | 10,000 | |
| 25 Jun | 122.83 | 17.3 | - | 0 | 0 | 0 | |
| 24 Jun | 122.79 | 17.3 | - | 0 | 0 | 0 | |
| 21 Jun | 122.96 | 17.30 | - | 0 | 0 | 0 | |
For IDFC LIMITED - strike price 140 expiring on 25JUL2024
Delta for 140 PE is -
Historical price for 140 PE is as follows
On 5 Jul IDFC was trading at 121.30. The strike last trading price was 23.6, 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 23.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -5000 which decreased total open position to 0
On 3 Jul IDFC was trading at 120.26. The strike last trading price was 23.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -5000 which decreased total open position to 160000
On 2 Jul IDFC was trading at 116.99. The strike last trading price was 21.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 165000 which increased total open position to 165000
On 1 Jul IDFC was trading at 120.13. The strike last trading price was 17.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 200000 which increased total open position to 0
On 28 Jun IDFC was trading at 122.16. The strike last trading price was 17.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 200000 which increased total open position to 0
On 27 Jun IDFC was trading at 122.12. The strike last trading price was 17.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 200000 which increased total open position to 215000
On 26 Jun IDFC was trading at 122.20. The strike last trading price was 17, which was lower than the previous day. The implied volatity was -, the open interest changed by 10000 which increased total open position to 10000
On 25 Jun IDFC was trading at 122.83. The strike last trading price was 17.3, 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 24 Jun IDFC was trading at 122.79. The strike last trading price was 17.3, 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 21 Jun IDFC was trading at 122.96. The strike last trading price was 17.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0