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[--[65.84.65.76]--]
IDFCFIRSTB
Idfc First Bank Limited

55.42 0.80 (1.46%)

Option Chain for IDFCFIRSTB

19 Mar 2025 04:11 PM IST

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

Call
Put

Lot Size : 7500

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 12 12 13 - 9.90 -6.80 46 0.00 0.05 - 6 0 249 -
- 0 0 0 - 14.80 0.00 47 0.00 0.05 0.00 0 5 0 0.00
- 0 0 0 - 14.80 0.00 48 0.00 0.05 0.00 0 -28 0 0.00
- 0 0 1 - 6.00 -6.90 49 0.00 0.05 47.03 20 -5 128 -0.03
0.86 115 -32 80 69.72 6.00 1.05 50 -0.05 0.05 40.58 595 -175 1,209 -0.04
0.87 118 -4 30 52.95 4.85 0.95 51 -0.10 0.05 34.29 121 -12 246 -0.04
0.90 365 -25 141 35.36 3.70 0.65 52 -0.15 0.10 32.61 779 -128 1,034 -0.08
0.82 601 1 329 35.46 2.85 0.65 53 -0.20 0.20 31.32 1,650 -120 594 -0.15
0.75 890 23 1,603 30.08 1.95 0.50 54 -0.30 0.35 28.87 2,326 5 916 -0.24
0.61 1,077 -257 4,242 27.19 1.20 0.30 55 -0.45 0.60 26.26 3,616 311 1,532 -0.39
0.43 887 -314 5,730 27.31 0.70 0.20 56 -0.60 1.05 24.92 797 107 739 -0.58
0.27 1,398 -49 3,908 26.72 0.35 0.05 57 -0.70 1.75 25.78 460 -23 618 -0.74
0.16 1,470 35 2,755 28.82 0.20 0.00 58 -0.70 2.60 27.64 212 30 779 -0.85
0.09 1,216 -21 1,092 29.69 0.10 0.00 59 -0.85 3.40 - 116 -32 646 -
0.08 3,225 -504 2,034 35.79 0.10 0.00 60 -0.80 4.40 - 227 -87 859 -
0.04 1,353 -50 124 35.97 0.05 -0.05 61 -0.45 5.80 60.06 5 -3 477 -0.84
0.04 1,410 71 197 41.25 0.05 0.00 62 -1.10 6.10 - 9 1 233 -
0.03 765 5 26 45.71 0.05 0.00 63 -2.75 7.25 - 1 0 94 -
0.03 851 3 8 50.29 0.05 0.00 64 0.00 9.30 0.00 0 0 0 0.00
0.03 1,145 2 21 54.89 0.05 0.00 65 -0.85 9.35 - 13 9 481 -
- 262 1 7 - 0.05 0.00 66 -0.15 11.05 - 1 0 25 -
0.00 0 0 0 0.00 0.05 0.00 67 0.00 12.55 0.00 0 0 0 0.00
- 119 0 8 - 0.05 0.00 68 -2.50 12.50 - 3 -2 32 -
0.00 0 0 0 0.00 0.05 0.00 69 0.00 11.65 0.00 0 0 0 0.00
- 1,420 2 23 - 0.05 0.00 70 -1.95 14.00 - 28 -22 1,079 -
0.00 0 0 0 0.00 0.00 0.00 71 0.00 0.00 0.00 0 0 0 0.00
- 109 -1 3 - 0.05 0.00 72 0.00 18.50 0.00 0 0 0 0.00
18,808 11,970
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.