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Option Chain For IDFCFIRSTB - IDFC FIRST BANK LIMITED
Last updated on 10 Jul 2020 12:54 PM info_outline

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

Call
Put
OI Chng OI IV Ltp Chng Chng Ltp IV Chng OI OI
12,000 - - - - 10 - - - - -
- - - - - 11 - - - - 12,000
- - - - - 12 - - - - -
- - - - - 13 - - - - 12,000
- - - - - 14 - - - - -
12,000 - - - - 15 - - - - 48,000
- - - - - 16 - - - - -
- - - - - 17 - - - - 60,000
- - - - - 18 - - - - 108,000
- - - - - 19 - - - - 192,000
2,136,000 192,000 79.92 7.25 -0.95 20 0.05 0.10 81.54 12,000 1,188,000
48,000 - - - - 21 0.05 0.15 77.63 -12,000 396,000
24,000 - - - - 22 0.05 0.20 71.68 - 684,000
48,000 - - - - 23 0.10 0.35 71.86 -72,000 636,000
96,000 - - - - 24 0.20 0.55 70.99 48,000 876,000
444,000 - 64.89 2.90 -0.75 25 0.30 0.90 73.74 156,000 1,464,000
696,000 24,000 53.44 2.00 -1.00 26 0.40 1.25 72.27 -84,000 1,224,000
1,128,000 120,000 63.60 1.70 -0.60 27 0.55 1.80 75.48 24,000 876,000
2,340,000 552,000 63.16 1.30 -0.45 28 0.80 2.50 81.16 36,000 576,000
1,884,000 60,000 65.13 0.95 -0.45 29 0.90 3.20 84.03 - 264,000
5,292,000 636,000 66.07 0.70 -0.30 30 0.90 3.75 77.91 -60,000 504,000
1,152,000 132,000 66.39 0.50 -0.25 31 - - - - 72,000
2,088,000 204,000 69.66 0.40 -0.15 32 - - - - 24,000
972,000 - 71.09 0.30 -0.10 33 - - - - 48,000
3,600,000 204,000 74.50 0.25 -0.05 34 - - - - 348,000
Total 21,972,000 9,612,000
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 prices, 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.