[--[65.84.65.76]--]
IDFCFIRSTB
IDFC FIRST BANK LIMITED

81.05 0.50 (0.62%)

Option Chain for IDFCFIRSTB

29 Feb 2024 04:25 PM IST

Note:- Click on the strike price to open the historical data.

Call Put
OI Chng OI Vol IV Ltp Ltp IV Vol Chng OI OI
0 0 0 - 22.30 68 0.25 - 2,70,000 1,65,000 2,47,500
0 0 0 - 21.40 69 0.20 - 1,27,500 -22,500 1,27,500
0 0 7,500 - 10.00 70 0.30 - 23,92,500 2,47,500 24,97,500
0 0 0 - 19.60 71 0.40 - 60,000 30,000 30,000
0 22,500 0 - 10.20 72 0.40 - 4,42,500 97,500 25,12,500
0 0 0 - 17.90 73 0.50 - 6,97,500 4,65,000 6,22,500
0 0 0 - 17.05 74 0.60 - 1,87,500 75,000 1,65,000
7,50,000 2,62,500 7,12,500 - 7.25 75 0.75 - 47,77,500 5,17,500 88,50,000
97,500 15,000 67,500 - 5.65 76 0.95 - 7,20,000 2,70,000 8,02,500
3,15,000 2,40,000 6,45,000 - 5.65 77 1.15 - 15,00,000 75,000 17,10,000
2,02,500 1,27,500 4,72,500 - 4.90 78 1.45 - 14,92,500 1,87,500 19,72,500
3,82,500 2,85,000 6,75,000 - 4.40 79 1.80 - 16,72,500 3,60,000 9,00,000
73,72,500 13,87,500 1,10,02,500 - 3.75 80 2.20 - 1,23,30,000 13,12,500 1,14,30,000
23,62,500 6,30,000 39,45,000 - 3.25 81 2.70 - 17,32,500 1,80,000 18,67,500
38,85,000 6,37,500 36,30,000 - 2.75 82 3.25 - 12,52,500 3,00,000 24,00,000
45,07,500 3,67,500 28,35,000 - 2.40 83 3.85 - 9,90,000 3,60,000 31,20,000
26,92,500 1,50,000 24,07,500 - 2.10 84 4.60 - 5,92,500 1,65,000 12,07,500
2,31,82,500 14,77,500 2,13,90,000 - 1.85 85 5.30 - 36,37,500 10,65,000 71,25,000
20,17,500 -37,500 15,22,500 - 1.65 86 5.95 - 97,500 30,000 5,02,500
17,10,000 1,20,000 6,15,000 - 1.40 87 7.40 - 82,500 67,500 6,00,000
44,70,000 1,27,500 17,32,500 - 1.25 88 8.25 - 37,500 7,500 8,47,500
7,50,000 22,500 2,77,500 - 1.10 89 8.90 - 1,27,500 60,000 3,07,500
1,77,37,500 2,02,500 2,67,45,000 - 0.95 90 9.30 - 6,97,500 1,80,000 27,82,500
2,92,500 75,000 1,65,000 - 0.80 91 11.20 - 15,000 15,000 52,500
5,32,500 52,500 2,02,500 - 0.70 92 12.10 - 7,500 7,500 7,500
7,72,500 7,500 3,00,000 - 0.60 93 10.50 - 0 30,000 0
2,10,000 37,500 1,80,000 - 0.55 94 11.80 - 0 0 0
84,15,000 67,500 1,15,05,000 - 0.50 95 14.60 - 75,000 22,500 17,62,500
4,80,000 75,000 90,000 - 0.40 96 9.80 - 0 0 0
37,500 7,500 22,500 - 0.40 97 10.45 - 0 0 0
0 52,500 0 - 0.55 98 17.00 - 0 0 0
1,65,000 -7,500 97,500 - 0.25 99 11.85 - 0 0 0
1,19,70,000 36,15,000 1,20,22,500 - 0.30 100 18.00 - 1,87,500 30,000 9,90,000
0 0 0 - 0.25 101 13.30 - 0 0 0
75,000 75,000 15,000 - 0.20 102 14.05 - 0 0 0
90,000 90,000 52,500 - 0.15 103 14.85 - 0 0 0
9,54,75,000 5,54,40,000
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.