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 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 |
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|
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| - | 109 | -1 | 3 | - | 0.05 | 0.00 | 72 | 0.00 | 18.50 | 0.00 | 0 | 0 | 0 | 0.00 |
| 18,808 | 11,970 | |||||||||||||
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.
