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IDFCFIRSTB
Idfc First Bank Limited

59.92 0.67 (1.13%)

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Historical option data for IDFCFIRSTB

11 Apr 2025 04:11 PM IST
IDFCFIRSTB 24APR2025 46 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 59.92 10.3 0 0.00 0 0 0
9 Apr 59.25 10.3 0 0.00 0 0 0
8 Apr 57.90 10.3 0 0.00 0 1 0
7 Apr 56.49 10.3 -5.8 - 9 5 5
4 Apr 57.81 16.1 0 - 0 0 0
3 Apr 60.35 16.1 0 - 0 0 0
2 Apr 57.19 16.1 0 - 0 0 0
1 Apr 57.17 16.1 0 - 0 0 0
28 Mar 54.96 16.1 0 - 0 0 0
27 Mar 56.94 16.1 0 - 0 0 0
26 Mar 57.00 16.1 0 - 0 0 0
25 Mar 57.35 16.1 0 - 0 0 0
20 Mar 55.71 16.1 0 - 0 0 0
19 Mar 55.42 16.1 0 - 0 0 0


For Idfc First Bank Limited - strike price 46 expiring on 24APR2025

Delta for 46 CE is 0.00

Historical price for 46 CE is as follows

On 11 Apr IDFCFIRSTB was trading at 59.92. The strike last trading price was 10.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 9 Apr IDFCFIRSTB was trading at 59.25. The strike last trading price was 10.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 10.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 7 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 10.3, which was -5.8 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5


On 4 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 16.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Apr IDFCFIRSTB was trading at 60.35. The strike last trading price was 16.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 16.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Apr IDFCFIRSTB was trading at 57.17. The strike last trading price was 16.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Mar IDFCFIRSTB was trading at 54.96. The strike last trading price was 16.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Mar IDFCFIRSTB was trading at 56.94. The strike last trading price was 16.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Mar IDFCFIRSTB was trading at 57.00. The strike last trading price was 16.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Mar IDFCFIRSTB was trading at 57.35. The strike last trading price was 16.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Mar IDFCFIRSTB was trading at 55.71. The strike last trading price was 16.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Mar IDFCFIRSTB was trading at 55.42. The strike last trading price was 16.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


IDFCFIRSTB 24APR2025 46 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
11 Apr 59.92 0.05 0 - 115 -69 165
9 Apr 59.25 0.05 -0.05 - 89 15 234
8 Apr 57.90 0.1 -0.15 - 146 53 239
7 Apr 56.49 0.25 0.2 68.08 407 -49 196
4 Apr 57.81 0.05 0 49.83 40 35 241
3 Apr 60.35 0.05 0 - 65 -20 206
2 Apr 57.19 0.05 -0.05 46.55 21 1 226
1 Apr 57.17 0.1 -0.05 50.56 175 24 215
28 Mar 54.96 0.15 0.05 43.25 263 170 191
27 Mar 56.94 0.1 -0.05 44.15 7 4 21
26 Mar 57.00 0.15 0 48.23 11 10 16
25 Mar 57.35 0.15 0 48.22 4 3 5
20 Mar 55.71 0.15 0 40.51 2 1 1
19 Mar 55.42 0.15 0 20.37 0 0 0


For Idfc First Bank Limited - strike price 46 expiring on 24APR2025

Delta for 46 PE is -

Historical price for 46 PE is as follows

On 11 Apr IDFCFIRSTB was trading at 59.92. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -69 which decreased total open position to 165


On 9 Apr IDFCFIRSTB was trading at 59.25. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 234


On 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 53 which increased total open position to 239


On 7 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 0.25, which was 0.2 higher than the previous day. The implied volatity was 68.08, the open interest changed by -49 which decreased total open position to 196


On 4 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 49.83, the open interest changed by 35 which increased total open position to 241


On 3 Apr IDFCFIRSTB was trading at 60.35. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 206


On 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 46.55, the open interest changed by 1 which increased total open position to 226


On 1 Apr IDFCFIRSTB was trading at 57.17. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 50.56, the open interest changed by 24 which increased total open position to 215


On 28 Mar IDFCFIRSTB was trading at 54.96. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 43.25, the open interest changed by 170 which increased total open position to 191


On 27 Mar IDFCFIRSTB was trading at 56.94. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 44.15, the open interest changed by 4 which increased total open position to 21


On 26 Mar IDFCFIRSTB was trading at 57.00. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 48.23, the open interest changed by 10 which increased total open position to 16


On 25 Mar IDFCFIRSTB was trading at 57.35. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 48.22, the open interest changed by 3 which increased total open position to 5


On 20 Mar IDFCFIRSTB was trading at 55.71. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 40.51, the open interest changed by 1 which increased total open position to 1


On 19 Mar IDFCFIRSTB was trading at 55.42. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 20.37, the open interest changed by 0 which decreased total open position to 0