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Related Pages for IDFCFIRSTB
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IDFCFIRSTB
Idfc First Bank Limited
64.39 0.31 (0.48%)

Option Chain for IDFCFIRSTB

02 Dec 2024 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 0 0 - 21.10 0.00 54 0.00 0.10 40.68 9 8 23 -0.04
0.00 0 0 0 0.00 0.00 0.00 55 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 19.20 0.00 56 0.00 0.15 36.95 42 13 148 -0.06
0.00 0 1 0 0.00 7.65 0.00 57 -0.10 0.15 33.37 20 3 31 -0.06
0.00 0 33 0 0.00 6.75 0.00 58 0.00 0.25 33.85 151 37 599 -0.09
0.92 16 5 7 26.72 5.95 0.15 59 -0.10 0.25 29.92 150 10 192 -0.10
0.88 230 29 128 26.17 5.05 0.10 60 -0.05 0.45 31.46 628 28 1,246 -0.16
0.82 18 2 5 26.97 4.25 0.10 61 -0.05 0.60 30.28 143 8 197 -0.21
0.76 175 30 73 25.24 3.40 0.05 62 -0.10 0.75 28.26 243 59 486 -0.26
0.68 331 24 248 26.04 2.75 0.10 63 -0.15 1.05 27.95 324 23 457 -0.33
0.59 574 110 499 26.12 2.15 0.10 64 -0.20 1.40 27.20 733 69 771 -0.41
0.50 2,016 119 1,231 25.56 1.60 0.05 65 -0.15 1.95 28.23 457 85 1,582 -0.50
0.41 732 65 432 25.90 1.20 0.05 66 -0.10 2.55 28.74 178 32 400 -0.58
0.32 507 71 617 25.66 0.85 0.00 67 -0.20 3.15 28.01 58 11 134 -0.66
0.25 844 177 515 26.76 0.65 0.05 68 -0.25 3.85 27.62 78 43 241 -0.74
0.19 366 96 346 26.77 0.45 0.00 69 -0.15 4.75 30.00 10 6 45 -0.78
0.14 2,767 91 1,103 26.67 0.30 -0.05 70 -0.20 5.60 30.69 99 48 939 -0.83
0.10 360 11 38 26.79 0.20 -0.05 71 0.00 6.65 0.00 0 39 0 0.00
0.08 450 19 159 27.77 0.15 -0.05 72 0.00 7.60 0.00 0 46 0 0.00
0.07 224 9 29 30.51 0.15 0.05 73 0.00 8.55 0.00 0 1 0 0.00
0.03 566 34 59 26.92 0.05 -0.05 74 0.35 9.75 48.67 1 0 564 -0.84
0.00 0 0 0 0.00 0.00 0.00 75 0.00 0.00 0.00 0 0 0 0.00
0.04 283 -8 174 35.29 0.10 0.00 76 -0.15 11.30 38.27 5 2 311 -0.94
0.00 0 0 0 0.00 0.00 0.00 77 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 3.75 0.00 78 0.00 6.35 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 79 0.00 0.00 0.00 0 0 0 0.00
0.04 323 33 113 44.18 0.10 0.05 80 0.00 7.60 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 81 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 2.50 0.00 82 0.00 8.95 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 83 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 2.00 0.00 84 0.00 10.45 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 85 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 86 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 87 0.00 0.00 0.00 0 0 0 0.00
- 7 2 3 - 0.05 0.00 88 0.00 13.60 0.00 0 0 0 0.00
10,789 8,366
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.