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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 48 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 10.05 0 0.00 0 0 0
9 Apr 59.25 10.05 -0.45 - 1 0 7
8 Apr 57.90 10.5 0 0.00 0 0 0
7 Apr 56.49 10.5 0 0.00 0 0 0
4 Apr 57.81 10.5 0 0.00 0 0 0
3 Apr 60.35 10.5 0.75 - 1 0 7
2 Apr 57.19 9.75 1.05 41.31 1 0 7
1 Apr 57.17 8.7 0 0.00 0 2 0
28 Mar 54.96 8.7 0.35 74.50 5 2 4
27 Mar 56.94 8.35 0 0.00 0 0 0
26 Mar 57.00 8.35 0 0.00 0 0 0
25 Mar 57.35 8.35 0 0.00 0 0 0
24 Mar 57.89 8.35 0 0.00 0 0 0
21 Mar 56.29 8.35 0 0.00 0 0 0
20 Mar 55.71 8.35 0 0.00 0 2 0
19 Mar 55.42 8.35 -5.9 42.48 2 1 1
18 Mar 54.62 14.25 0 - 0 0 0
17 Mar 52.89 14.25 0 - 0 0 0


For Idfc First Bank Limited - strike price 48 expiring on 24APR2025

Delta for 48 CE is 0.00

Historical price for 48 CE is as follows

On 11 Apr IDFCFIRSTB was trading at 59.92. The strike last trading price was 10.05, 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 10.05, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 10.5, 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 7 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 10.5, 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 4 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 10.5, 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 10.5, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 9.75, which was 1.05 higher than the previous day. The implied volatity was 41.31, the open interest changed by 0 which decreased total open position to 7


On 1 Apr IDFCFIRSTB was trading at 57.17. The strike last trading price was 8.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 28 Mar IDFCFIRSTB was trading at 54.96. The strike last trading price was 8.7, which was 0.35 higher than the previous day. The implied volatity was 74.50, the open interest changed by 2 which increased total open position to 4


On 27 Mar IDFCFIRSTB was trading at 56.94. The strike last trading price was 8.35, 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 26 Mar IDFCFIRSTB was trading at 57.00. The strike last trading price was 8.35, 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 25 Mar IDFCFIRSTB was trading at 57.35. The strike last trading price was 8.35, 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 24 Mar IDFCFIRSTB was trading at 57.89. The strike last trading price was 8.35, 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 21 Mar IDFCFIRSTB was trading at 56.29. The strike last trading price was 8.35, 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 20 Mar IDFCFIRSTB was trading at 55.71. The strike last trading price was 8.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 19 Mar IDFCFIRSTB was trading at 55.42. The strike last trading price was 8.35, which was -5.9 lower than the previous day. The implied volatity was 42.48, the open interest changed by 1 which increased total open position to 1


On 18 Mar IDFCFIRSTB was trading at 54.62. The strike last trading price was 14.25, 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 17 Mar IDFCFIRSTB was trading at 52.89. The strike last trading price was 14.25, 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 48 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
11 Apr 59.92 0.05 -0.05 - 45 -35 430
9 Apr 59.25 0.1 -0.1 60.17 276 -35 462
8 Apr 57.90 0.2 -0.15 62.23 189 -1 499
7 Apr 56.49 0.35 0.25 62.43 672 211 501
4 Apr 57.81 0.1 0.05 47.50 13 -4 290
3 Apr 60.35 0.05 -0.05 48.49 62 28 292
2 Apr 57.19 0.1 -0.05 44.11 35 -1 263
1 Apr 57.17 0.15 -0.05 46.09 166 -81 267
28 Mar 54.96 0.2 0 37.57 422 232 348
27 Mar 56.94 0.2 0 41.94 93 65 104
26 Mar 57.00 0.2 0.05 43.25 8 4 37
25 Mar 57.35 0.15 -0.05 40.91 15 5 33
24 Mar 57.89 0.2 0 44.84 2 0 27
21 Mar 56.29 0.2 0 38.26 1 0 26
20 Mar 55.71 0.2 -0.05 35.96 1 0 25
19 Mar 55.42 0.25 -0.1 36.76 20 10 24
18 Mar 54.62 0.35 -0.2 37.29 12 9 14
17 Mar 52.89 0.55 0.3 35.66 5 4 4


For Idfc First Bank Limited - strike price 48 expiring on 24APR2025

Delta for 48 PE is -

Historical price for 48 PE is as follows

On 11 Apr IDFCFIRSTB was trading at 59.92. 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 -35 which decreased total open position to 430


On 9 Apr IDFCFIRSTB was trading at 59.25. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 60.17, the open interest changed by -35 which decreased total open position to 462


On 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 62.23, the open interest changed by -1 which decreased total open position to 499


On 7 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 0.35, which was 0.25 higher than the previous day. The implied volatity was 62.43, the open interest changed by 211 which increased total open position to 501


On 4 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 47.50, the open interest changed by -4 which decreased total open position to 290


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 48.49, the open interest changed by 28 which increased total open position to 292


On 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 44.11, the open interest changed by -1 which decreased total open position to 263


On 1 Apr IDFCFIRSTB was trading at 57.17. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 46.09, the open interest changed by -81 which decreased total open position to 267


On 28 Mar IDFCFIRSTB was trading at 54.96. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 37.57, the open interest changed by 232 which increased total open position to 348


On 27 Mar IDFCFIRSTB was trading at 56.94. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 41.94, the open interest changed by 65 which increased total open position to 104


On 26 Mar IDFCFIRSTB was trading at 57.00. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 43.25, the open interest changed by 4 which increased total open position to 37


On 25 Mar IDFCFIRSTB was trading at 57.35. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 40.91, the open interest changed by 5 which increased total open position to 33


On 24 Mar IDFCFIRSTB was trading at 57.89. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 44.84, the open interest changed by 0 which decreased total open position to 27


On 21 Mar IDFCFIRSTB was trading at 56.29. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 38.26, the open interest changed by 0 which decreased total open position to 26


On 20 Mar IDFCFIRSTB was trading at 55.71. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 35.96, the open interest changed by 0 which decreased total open position to 25


On 19 Mar IDFCFIRSTB was trading at 55.42. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 36.76, the open interest changed by 10 which increased total open position to 24


On 18 Mar IDFCFIRSTB was trading at 54.62. The strike last trading price was 0.35, which was -0.2 lower than the previous day. The implied volatity was 37.29, the open interest changed by 9 which increased total open position to 14


On 17 Mar IDFCFIRSTB was trading at 52.89. The strike last trading price was 0.55, which was 0.3 higher than the previous day. The implied volatity was 35.66, the open interest changed by 4 which increased total open position to 4