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IDFCFIRSTB
Idfc First Bank Limited

61.93 2.01 (3.35%)

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Historical option data for IDFCFIRSTB

15 Apr 2025 04:11 PM IST
IDFCFIRSTB 24APR2025 49 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
15 Apr 61.93 8.2 0.05 0.00 0 0 0
11 Apr 59.92 8.2 0.05 0.00 0 0 0
9 Apr 59.25 8.2 0.05 0.00 0 0 0
8 Apr 57.90 8.2 0.05 0.00 0 4 0
7 Apr 56.49 8.2 -0.05 58.61 7 2 18
4 Apr 57.81 8.25 0 0.00 0 0 0
3 Apr 60.35 8.25 0 0.00 0 6 0
2 Apr 57.19 8.25 0.45 - 30 5 15
1 Apr 57.17 7.8 0.9 - 1 1 10
28 Mar 54.96 6.9 -1.15 48.80 12 6 9
27 Mar 56.94 8.05 -2.95 43.77 4 3 3
26 Mar 57.00 11 0 - 0 0 0
25 Mar 57.35 11 0 - 0 0 0
24 Mar 57.89 11 0 - 0 0 0
21 Mar 56.29 11 0 - 0 0 0
20 Mar 55.71 11 0 - 0 0 0
19 Mar 55.42 11 0 - 0 0 0
18 Mar 54.62 11 0 - 0 0 0
17 Mar 52.89 11 0 - 0 0 0


For Idfc First Bank Limited - strike price 49 expiring on 24APR2025

Delta for 49 CE is 0.00

Historical price for 49 CE is as follows

On 15 Apr IDFCFIRSTB was trading at 61.93. The strike last trading price was 8.2, which was 0.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 11 Apr IDFCFIRSTB was trading at 59.92. The strike last trading price was 8.2, which was 0.05 higher 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 8.2, which was 0.05 higher 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 8.2, which was 0.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 7 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 8.2, which was -0.05 lower than the previous day. The implied volatity was 58.61, the open interest changed by 2 which increased total open position to 18


On 4 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 8.25, 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 8.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 8.25, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 15


On 1 Apr IDFCFIRSTB was trading at 57.17. The strike last trading price was 7.8, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 10


On 28 Mar IDFCFIRSTB was trading at 54.96. The strike last trading price was 6.9, which was -1.15 lower than the previous day. The implied volatity was 48.80, the open interest changed by 6 which increased total open position to 9


On 27 Mar IDFCFIRSTB was trading at 56.94. The strike last trading price was 8.05, which was -2.95 lower than the previous day. The implied volatity was 43.77, the open interest changed by 3 which increased total open position to 3


On 26 Mar IDFCFIRSTB was trading at 57.00. The strike last trading price was 11, 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 11, 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 24 Mar IDFCFIRSTB was trading at 57.89. The strike last trading price was 11, 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 21 Mar IDFCFIRSTB was trading at 56.29. The strike last trading price was 11, 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 11, 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 11, 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 18 Mar IDFCFIRSTB was trading at 54.62. The strike last trading price was 11, 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 11, 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 49 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
15 Apr 61.93 0.05 -0.05 - 29 -4 101
11 Apr 59.92 0.1 0 - 33 -13 105
9 Apr 59.25 0.1 -0.1 55.29 275 -1 118
8 Apr 57.90 0.2 -0.2 56.97 208 29 115
7 Apr 56.49 0.4 0.3 58.95 202 35 87
4 Apr 57.81 0.1 0 43.27 90 -20 53
3 Apr 60.35 0.1 0 50.48 58 -9 72
2 Apr 57.19 0.1 -0.05 39.99 53 -3 76
1 Apr 57.17 0.15 -0.15 41.82 42 -10 85
28 Mar 54.96 0.3 0.05 37.23 193 46 95
27 Mar 56.94 0.25 0.05 40.06 15 8 48
26 Mar 57.00 0.2 0 0.00 0 37 0
25 Mar 57.35 0.2 -0.15 39.61 44 39 42
24 Mar 57.89 0.35 0 0.00 0 0 0
21 Mar 56.29 0.35 0 0.00 0 0 0
20 Mar 55.71 0.35 0 0.00 0 3 0
19 Mar 55.42 0.35 0.1 36.28 164 3 3
18 Mar 54.62 0.25 0 12.00 0 0 0
17 Mar 52.89 0.25 0 9.19 0 0 0


For Idfc First Bank Limited - strike price 49 expiring on 24APR2025

Delta for 49 PE is -

Historical price for 49 PE is as follows

On 15 Apr IDFCFIRSTB was trading at 61.93. 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 -4 which decreased total open position to 101


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 -, the open interest changed by -13 which decreased total open position to 105


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 55.29, the open interest changed by -1 which decreased total open position to 118


On 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 0.2, which was -0.2 lower than the previous day. The implied volatity was 56.97, the open interest changed by 29 which increased total open position to 115


On 7 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 0.4, which was 0.3 higher than the previous day. The implied volatity was 58.95, the open interest changed by 35 which increased total open position to 87


On 4 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 43.27, the open interest changed by -20 which decreased total open position to 53


On 3 Apr IDFCFIRSTB was trading at 60.35. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 50.48, the open interest changed by -9 which decreased total open position to 72


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 39.99, the open interest changed by -3 which decreased total open position to 76


On 1 Apr IDFCFIRSTB was trading at 57.17. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 41.82, the open interest changed by -10 which decreased total open position to 85


On 28 Mar IDFCFIRSTB was trading at 54.96. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 37.23, the open interest changed by 46 which increased total open position to 95


On 27 Mar IDFCFIRSTB was trading at 56.94. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 40.06, the open interest changed by 8 which increased total open position to 48


On 26 Mar IDFCFIRSTB was trading at 57.00. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 37 which increased total open position to 0


On 25 Mar IDFCFIRSTB was trading at 57.35. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 39.61, the open interest changed by 39 which increased total open position to 42


On 24 Mar IDFCFIRSTB was trading at 57.89. The strike last trading price was 0.35, 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 0.35, 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 0.35, 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 19 Mar IDFCFIRSTB was trading at 55.42. The strike last trading price was 0.35, which was 0.1 higher than the previous day. The implied volatity was 36.28, the open interest changed by 3 which increased total open position to 3


On 18 Mar IDFCFIRSTB was trading at 54.62. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 12.00, 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 0.25, which was 0 lower than the previous day. The implied volatity was 9.19, the open interest changed by 0 which decreased total open position to 0