IDFCFIRSTB
Idfc First Bank Limited
63.23
-1.39 (-2.15%)
Option Chain for IDFCFIRSTB
21 Nov 2024 02:21 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 7500 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| 0.00 | 0 | 0 | 0 | 0.00 | 19.75 | 0.00 | 55 | 0.00 | 0.05 | 53.82 | 13 | 1 | 161 | -0.03 |
| - | 0 | 0 | 0 | - | 18.45 | 0.00 | 56 | 0.00 | 0.10 | 54.94 | 42 | 25 | 157 | -0.05 |
| - | 0 | 0 | 0 | - | 17.85 | 0.00 | 57 | 0.05 | 0.10 | 48.09 | 126 | -2 | 65 | -0.05 |
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| 0.89 | 17 | 1 | 2 | 54.85 | 5.65 | -1.90 | 58 | 0.10 | 0.15 | 46.17 | 548 | -3 | 521 | -0.08 |
| - | 29 | -1 | 5 | - | 4.35 | -2.25 | 59 | 0.10 | 0.25 | 45.22 | 383 | -39 | 274 | -0.12 |
| - | 321 | 6 | 357 | - | 3.35 | -1.25 | 60 | 0.05 | 0.30 | 40.37 | 1,179 | 53 | 995 | -0.16 |
| 0.86 | 96 | 25 | 229 | 25.87 | 2.55 | -1.10 | 61 | 0.10 | 0.45 | 38.16 | 884 | 135 | 363 | -0.23 |
| 0.72 | 206 | 78 | 511 | 27.59 | 1.80 | -1.00 | 62 | 0.20 | 0.70 | 36.69 | 3,035 | 164 | 704 | -0.32 |
| 0.57 | 393 | 218 | 1,821 | 28.37 | 1.20 | -0.90 | 63 | 0.35 | 1.05 | 35.36 | 2,296 | 225 | 735 | -0.44 |
| 0.41 | 616 | 171 | 1,858 | 27.75 | 0.70 | -0.70 | 64 | 0.50 | 1.60 | 36.01 | 1,083 | -12 | 420 | -0.57 |
| 0.27 | 1,351 | 70 | 3,846 | 28.32 | 0.40 | -0.50 | 65 | 0.70 | 2.30 | 37.97 | 901 | -226 | 1,026 | -0.67 |
| 0.18 | 1,033 | 169 | 2,680 | 30.51 | 0.25 | -0.25 | 66 | 0.95 | 3.15 | 41.77 | 300 | -47 | 198 | -0.75 |
| 0.11 | 914 | -66 | 974 | 32.13 | 0.15 | -0.20 | 67 | 1.15 | 4.20 | 52.00 | 176 | -20 | 398 | -0.77 |
| 0.10 | 1,416 | 129 | 616 | 38.19 | 0.15 | -0.05 | 68 | 1.40 | 5.15 | 57.38 | 71 | -4 | 434 | -0.80 |
| 0.07 | 598 | -3 | 148 | 40.31 | 0.10 | 0.00 | 69 | 1.60 | 6.40 | 74.85 | 3 | -1 | 174 | -0.78 |
| 0.06 | 2,226 | -145 | 328 | 45.08 | 0.10 | 0.00 | 70 | 1.30 | 7.05 | 66.63 | 59 | -34 | 601 | -0.85 |
| 0.03 | 385 | -49 | 78 | 44.01 | 0.05 | 0.00 | 71 | 1.10 | 7.50 | - | 3 | -1 | 58 | - |
| 0.03 | 477 | -123 | 254 | 48.44 | 0.05 | 0.00 | 72 | 1.25 | 8.90 | - | 12 | -4 | 104 | - |
| 0.00 | 0 | 31 | 0 | 0.00 | 0.05 | 0.00 | 73 | 0.00 | 8.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | -6 | 0 | 0.00 | 0.05 | 0.00 | 74 | 0.00 | 8.15 | 0.00 | 0 | -2 | 0 | 0.00 |
| - | 1,210 | -6 | 9 | - | 0.05 | 0.00 | 75 | 2.50 | 11.75 | - | 8 | -4 | 567 | - |
| - | 165 | 0 | 6 | - | 0.05 | 0.00 | 76 | 0.00 | 11.60 | 0.00 | 0 | -1 | 0 | 0.00 |
| - | 83 | -2 | 3 | - | 0.05 | 0.00 | 77 | 0.00 | 11.15 | 0.00 | 0 | -1 | 0 | 0.00 |
| - | 95 | 0 | 5 | - | 0.05 | 0.00 | 78 | 0.00 | 12.15 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.05 | 0.00 | 79 | 0.00 | 14.20 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 969 | -5 | 10 | - | 0.05 | 0.00 | 80 | 2.75 | 16.95 | - | 14 | 7 | 554 | - |
| 12,600 | 8,509 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.
