`
[--[65.84.65.76]--]
IDFCFIRSTB
Idfc First Bank Limited

59.92 0.67 (1.13%)

Back to Option Chain


Historical option data for IDFCFIRSTB

11 Apr 2025 04:11 PM IST
IDFCFIRSTB 24APR2025 47 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 10.9 0 0.00 0 1 0
9 Apr 59.25 10.9 -0.55 - 3 1 7
8 Apr 57.90 11.45 -1.4 61.22 9 5 5
7 Apr 56.49 12.85 0 - 0 0 0
4 Apr 57.81 12.85 0 0.00 0 0 0
3 Apr 60.35 12.85 0 0.00 0 0 0
2 Apr 57.19 12.85 0 0.00 0 0 0
1 Apr 57.17 12.85 0 0.00 0 0 0
28 Mar 54.96 12.85 0 - 0 0 0
27 Mar 56.94 12.85 0 - 0 0 0
26 Mar 57.00 12.85 0 - 0 0 0
25 Mar 57.35 12.85 0 - 0 0 0
20 Mar 55.71 12.85 0 - 0 0 0
19 Mar 55.42 12.85 0 - 0 0 0


For Idfc First Bank Limited - strike price 47 expiring on 24APR2025

Delta for 47 CE is 0.00

Historical price for 47 CE is as follows

On 11 Apr IDFCFIRSTB was trading at 59.92. The strike last trading price was 10.9, 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 9 Apr IDFCFIRSTB was trading at 59.25. The strike last trading price was 10.9, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 7


On 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 11.45, which was -1.4 lower than the previous day. The implied volatity was 61.22, the open interest changed by 5 which increased total open position to 5


On 7 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 12.85, 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 4 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 12.85, 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 3 Apr IDFCFIRSTB was trading at 60.35. The strike last trading price was 12.85, 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 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 12.85, 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 1 Apr IDFCFIRSTB was trading at 57.17. The strike last trading price was 12.85, 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 28 Mar IDFCFIRSTB was trading at 54.96. The strike last trading price was 12.85, 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 12.85, 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 12.85, 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 12.85, 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 12.85, 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 12.85, 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 47 PE
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 0.1 0 0.00 0 3 0
9 Apr 59.25 0.1 -0.05 - 14 2 57
8 Apr 57.90 0.15 -0.1 63.54 19 4 54
7 Apr 56.49 0.25 0.2 62.63 48 5 48
4 Apr 57.81 0.05 0 0.00 0 4 0
3 Apr 60.35 0.05 -0.05 52.24 25 2 41
2 Apr 57.19 0.1 0 48.44 21 -3 38
1 Apr 57.17 0.1 -0.05 46.44 17 9 41
28 Mar 54.96 0.15 -0.05 39.16 232 -44 32
27 Mar 56.94 0.2 0.05 46.04 77 71 71
26 Mar 57.00 0.15 0 21.58 0 0 0
25 Mar 57.35 0.15 0 21.64 0 0 0
20 Mar 55.71 0.15 0 18.06 0 0 0
19 Mar 55.42 0.15 0 17.81 0 0 0


For Idfc First Bank Limited - strike price 47 expiring on 24APR2025

Delta for 47 PE is 0.00

Historical price for 47 PE is as follows

On 11 Apr IDFCFIRSTB was trading at 59.92. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 9 Apr IDFCFIRSTB was trading at 59.25. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 57


On 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 63.54, the open interest changed by 4 which increased total open position to 54


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 62.63, the open interest changed by 5 which increased total open position to 48


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 0.00, the open interest changed by 4 which increased total open position to 0


On 3 Apr IDFCFIRSTB was trading at 60.35. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 52.24, the open interest changed by 2 which increased total open position to 41


On 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 48.44, the open interest changed by -3 which decreased total open position to 38


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 46.44, the open interest changed by 9 which increased total open position to 41


On 28 Mar IDFCFIRSTB was trading at 54.96. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 39.16, the open interest changed by -44 which decreased total open position to 32


On 27 Mar IDFCFIRSTB was trading at 56.94. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 46.04, the open interest changed by 71 which increased total open position to 71


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 21.58, 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 0.15, which was 0 lower than the previous day. The implied volatity was 21.64, 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 0.15, which was 0 lower than the previous day. The implied volatity was 18.06, 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 0.15, which was 0 lower than the previous day. The implied volatity was 17.81, the open interest changed by 0 which decreased total open position to 0