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Related Pages for IDFCFIRSTB
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IDFCFIRSTB
Idfc First Bank Limited
56.49 -1.32 (-2.28%)

Option Chain for IDFCFIRSTB

07 Apr 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
0.00 0 0 0 0.00 18.00 0.00 44 0.05 0.10 - 188 91 105 -
- 24 24 42 - 11.95 -2.85 45 0.15 0.20 - 17 15 15 -
- 5 5 9 - 10.30 -5.80 46 0.20 0.25 68.08 407 -49 196 -0.06
- 0 0 0 - 12.85 0.00 47 0.20 0.25 62.63 48 5 48 -0.07
0.00 0 0 0 0.00 10.50 0.00 48 0.25 0.35 62.43 672 211 501 -0.09
0.89 18 2 7 58.61 8.20 -0.05 49 0.30 0.40 58.95 202 35 87 -0.11
0.86 167 59 139 58.40 7.35 -0.60 50 0.35 0.55 58.85 2,695 785 1,427 -0.14
0.84 50 18 47 53.73 6.40 -3.10 51 0.35 0.60 54.30 567 97 232 -0.16
0.79 84 15 155 54.64 5.65 -0.75 52 0.50 0.80 53.82 1,980 -446 851 -0.20
0.75 137 42 270 51.48 4.80 -0.70 53 0.60 1.00 52.17 1,214 146 581 -0.25
0.71 255 7 329 48.77 4.00 -0.55 54 0.60 1.20 49.51 1,089 -6 548 -0.30
0.64 1,073 410 2,357 48.39 3.35 -0.50 55 0.70 1.50 48.07 3,546 -438 1,359 -0.36
0.58 679 147 1,414 46.66 2.70 -0.40 56 0.85 1.90 47.50 1,677 -152 813 -0.42
0.51 1,473 354 3,449 46.69 2.20 -0.25 57 1.00 2.35 46.59 1,115 -181 895 -0.49
0.44 1,901 155 2,512 45.30 1.70 -0.15 58 1.10 2.90 46.33 741 -39 940 -0.56
0.37 1,069 77 1,312 46.70 1.40 -0.05 59 1.20 3.55 46.79 342 -48 466 -0.62
0.31 4,625 -425 5,665 45.69 1.05 -0.05 60 1.25 4.25 47.05 560 -105 1,628 -0.68
0.25 894 -138 1,316 45.60 0.80 0.00 61 1.25 5.00 47.21 145 6 394 -0.74
0.20 1,623 111 1,549 45.52 0.60 0.00 62 1.25 5.75 46.04 89 -6 199 -0.80
0.16 628 -223 1,939 45.68 0.45 0.05 63 1.55 6.90 55.54 26 0 77 -0.79
0.12 1,016 -107 1,690 44.49 0.30 0.00 64 1.55 7.85 59.10 3 -2 223 -0.81
0.10 525 61 1,395 46.23 0.25 0.00 65 1.40 8.55 53.82 16 -2 461 -0.86
0.08 769 -18 592 47.42 0.20 0.00 66 -0.05 8.00 0.00 0 -6 0 0.00
0.06 20 -8 59 47.84 0.15 0.00 67 0.00 6.45 0.00 0 0 0 0.00
0.04 288 -11 216 47.25 0.10 0.00 68 1.90 11.85 - 2 0 38 -
0.00 0 0 0 0.00 0.00 0.00 69 0.00 0.00 0.00 0 0 0 0.00
0.04 1,080 -166 683 53.26 0.10 0.05 70 1.55 13.50 71.92 8 -5 968 -0.90
0.00 0 0 0 0.00 0.00 0.00 71 0.00 0.00 0.00 0 0 0 0.00
- 365 -3 167 - 0.05 0.00 72 1.45 15.50 - 36 -5 280 -
18,768 13,332
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.