IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
11 Apr 2025 04:11 PM IST
| IDFCFIRSTB 24APR2025 51 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 59.92 | 8.8 | 0 | 0.00 | 0 | -4 | 0 | |||
| 9 Apr | 59.25 | 8.8 | 1.35 | 58.91 | 19 | -3 | 70 | |||
| 8 Apr | 57.90 | 7.55 | 1.05 | 46.94 | 81 | 27 | 77 | |||
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| 7 Apr | 56.49 | 6.4 | -3.1 | 53.73 | 47 | 18 | 50 | |||
| 4 Apr | 57.81 | 9.5 | 0 | 0.00 | 0 | -1 | 0 | |||
| 3 Apr | 60.35 | 9.5 | 3 | - | 7 | 0 | 33 | |||
| 2 Apr | 57.19 | 6.5 | -0.05 | - | 19 | 0 | 34 | |||
| 1 Apr | 57.17 | 6.55 | 1.75 | 24.50 | 17 | -4 | 33 | |||
| 28 Mar | 54.96 | 4.8 | -1.6 | 35.18 | 34 | 4 | 37 | |||
| 27 Mar | 56.94 | 6.4 | -0.55 | 44.04 | 7 | 4 | 34 | |||
| 26 Mar | 57.00 | 6.95 | 0.05 | 43.79 | 4 | -3 | 31 | |||
| 25 Mar | 57.35 | 6.9 | -0.6 | 33.54 | 42 | 20 | 33 | |||
| 24 Mar | 57.89 | 7.5 | 1.2 | 31.75 | 13 | 9 | 12 | |||
| 21 Mar | 56.29 | 6.3 | 0.25 | 36.84 | 3 | 1 | 2 | |||
| 20 Mar | 55.71 | 6.05 | 1.05 | 40.08 | 1 | 0 | 0 | |||
| 19 Mar | 55.42 | 5 | 0.2 | 20.64 | 1 | 0 | 1 | |||
| 18 Mar | 54.62 | 4.8 | 0.8 | 30.67 | 1 | 0 | 0 | |||
| 17 Mar | 52.89 | 4 | -0.3 | 39.45 | 1 | 0 | 1 | |||
| 13 Mar | 53.48 | 4.3 | 0 | 0.00 | 0 | 1 | 0 | |||
| 12 Mar | 54.63 | 4.3 | -4.95 | 16.02 | 1 | 0 | 0 | |||
| 11 Mar | 55.36 | 9.25 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 56.37 | 9.25 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 57.34 | 9.25 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 57.77 | 9.25 | 0 | - | 0 | 0 | 0 | |||
For Idfc First Bank Limited - strike price 51 expiring on 24APR2025
Delta for 51 CE is 0.00
Historical price for 51 CE is as follows
On 11 Apr IDFCFIRSTB was trading at 59.92. The strike last trading price was 8.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 9 Apr IDFCFIRSTB was trading at 59.25. The strike last trading price was 8.8, which was 1.35 higher than the previous day. The implied volatity was 58.91, the open interest changed by -3 which decreased total open position to 70
On 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 7.55, which was 1.05 higher than the previous day. The implied volatity was 46.94, the open interest changed by 27 which increased total open position to 77
On 7 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 6.4, which was -3.1 lower than the previous day. The implied volatity was 53.73, the open interest changed by 18 which increased total open position to 50
On 4 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 9.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 3 Apr IDFCFIRSTB was trading at 60.35. The strike last trading price was 9.5, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 6.5, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34
On 1 Apr IDFCFIRSTB was trading at 57.17. The strike last trading price was 6.55, which was 1.75 higher than the previous day. The implied volatity was 24.50, the open interest changed by -4 which decreased total open position to 33
On 28 Mar IDFCFIRSTB was trading at 54.96. The strike last trading price was 4.8, which was -1.6 lower than the previous day. The implied volatity was 35.18, the open interest changed by 4 which increased total open position to 37
On 27 Mar IDFCFIRSTB was trading at 56.94. The strike last trading price was 6.4, which was -0.55 lower than the previous day. The implied volatity was 44.04, the open interest changed by 4 which increased total open position to 34
On 26 Mar IDFCFIRSTB was trading at 57.00. The strike last trading price was 6.95, which was 0.05 higher than the previous day. The implied volatity was 43.79, the open interest changed by -3 which decreased total open position to 31
On 25 Mar IDFCFIRSTB was trading at 57.35. The strike last trading price was 6.9, which was -0.6 lower than the previous day. The implied volatity was 33.54, the open interest changed by 20 which increased total open position to 33
On 24 Mar IDFCFIRSTB was trading at 57.89. The strike last trading price was 7.5, which was 1.2 higher than the previous day. The implied volatity was 31.75, the open interest changed by 9 which increased total open position to 12
On 21 Mar IDFCFIRSTB was trading at 56.29. The strike last trading price was 6.3, which was 0.25 higher than the previous day. The implied volatity was 36.84, the open interest changed by 1 which increased total open position to 2
On 20 Mar IDFCFIRSTB was trading at 55.71. The strike last trading price was 6.05, which was 1.05 higher than the previous day. The implied volatity was 40.08, 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 5, which was 0.2 higher than the previous day. The implied volatity was 20.64, the open interest changed by 0 which decreased total open position to 1
On 18 Mar IDFCFIRSTB was trading at 54.62. The strike last trading price was 4.8, which was 0.8 higher than the previous day. The implied volatity was 30.67, 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 4, which was -0.3 lower than the previous day. The implied volatity was 39.45, the open interest changed by 0 which decreased total open position to 1
On 13 Mar IDFCFIRSTB was trading at 53.48. The strike last trading price was 4.3, 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 12 Mar IDFCFIRSTB was trading at 54.63. The strike last trading price was 4.3, which was -4.95 lower than the previous day. The implied volatity was 16.02, the open interest changed by 0 which decreased total open position to 0
On 11 Mar IDFCFIRSTB was trading at 55.36. The strike last trading price was 9.25, 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 10 Mar IDFCFIRSTB was trading at 56.37. The strike last trading price was 9.25, 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 7 Mar IDFCFIRSTB was trading at 57.34. The strike last trading price was 9.25, 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 6 Mar IDFCFIRSTB was trading at 57.77. The strike last trading price was 9.25, 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 51 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.01
Theta: -0.02
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 59.92 | 0.1 | -0.1 | 51.61 | 241 | -23 | 228 |
| 9 Apr | 59.25 | 0.2 | -0.1 | 53.15 | 279 | 32 | 256 |
| 8 Apr | 57.90 | 0.3 | -0.35 | 51.77 | 418 | 19 | 237 |
| 7 Apr | 56.49 | 0.6 | 0.35 | 54.30 | 567 | 97 | 232 |
| 4 Apr | 57.81 | 0.25 | 0.05 | 43.23 | 250 | -4 | 135 |
| 3 Apr | 60.35 | 0.15 | -0.1 | 46.15 | 419 | 4 | 154 |
| 2 Apr | 57.19 | 0.25 | -0.05 | 39.72 | 262 | 4 | 159 |
| 1 Apr | 57.17 | 0.3 | -0.2 | 40.01 | 337 | -9 | 153 |
| 28 Mar | 54.96 | 0.5 | 0.15 | 33.55 | 421 | 90 | 162 |
| 27 Mar | 56.94 | 0.35 | 0 | 34.95 | 142 | 48 | 73 |
| 26 Mar | 57.00 | 0.35 | 0 | 36.76 | 3 | 0 | 24 |
| 25 Mar | 57.35 | 0.35 | 0.05 | 37.22 | 10 | -2 | 25 |
| 24 Mar | 57.89 | 0.3 | -0.1 | 37.33 | 15 | 4 | 22 |
| 21 Mar | 56.29 | 0.35 | -0.15 | 31.92 | 16 | 1 | 15 |
| 20 Mar | 55.71 | 0.5 | -0.15 | 33.66 | 16 | 9 | 18 |
| 19 Mar | 55.42 | 0.65 | -0.15 | 35.34 | 6 | -3 | 8 |
| 18 Mar | 54.62 | 0.8 | -0.6 | 34.79 | 10 | 6 | 12 |
| 17 Mar | 52.89 | 1.4 | 0.4 | 36.34 | 2 | 0 | 6 |
| 13 Mar | 53.48 | 1 | 0.15 | 30.70 | 6 | 3 | 5 |
| 12 Mar | 54.63 | 0.85 | 0 | 0.00 | 0 | 2 | 0 |
| 11 Mar | 55.36 | 0.85 | 0.4 | 36.40 | 2 | 1 | 1 |
| 10 Mar | 56.37 | 0.45 | 0 | 10.57 | 0 | 0 | 0 |
| 7 Mar | 57.34 | 0.45 | 0 | 11.52 | 0 | 0 | 0 |
| 6 Mar | 57.77 | 0.45 | 0 | 12.07 | 0 | 0 | 0 |
For Idfc First Bank Limited - strike price 51 expiring on 24APR2025
Delta for 51 PE is -0.04
Historical price for 51 PE is as follows
On 11 Apr IDFCFIRSTB was trading at 59.92. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 51.61, the open interest changed by -23 which decreased total open position to 228
On 9 Apr IDFCFIRSTB was trading at 59.25. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 53.15, the open interest changed by 32 which increased total open position to 256
On 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 0.3, which was -0.35 lower than the previous day. The implied volatity was 51.77, the open interest changed by 19 which increased total open position to 237
On 7 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 0.6, which was 0.35 higher than the previous day. The implied volatity was 54.30, the open interest changed by 97 which increased total open position to 232
On 4 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 43.23, the open interest changed by -4 which decreased total open position to 135
On 3 Apr IDFCFIRSTB was trading at 60.35. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 46.15, the open interest changed by 4 which increased total open position to 154
On 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 39.72, the open interest changed by 4 which increased total open position to 159
On 1 Apr IDFCFIRSTB was trading at 57.17. The strike last trading price was 0.3, which was -0.2 lower than the previous day. The implied volatity was 40.01, the open interest changed by -9 which decreased total open position to 153
On 28 Mar IDFCFIRSTB was trading at 54.96. The strike last trading price was 0.5, which was 0.15 higher than the previous day. The implied volatity was 33.55, the open interest changed by 90 which increased total open position to 162
On 27 Mar IDFCFIRSTB was trading at 56.94. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 34.95, the open interest changed by 48 which increased total open position to 73
On 26 Mar IDFCFIRSTB was trading at 57.00. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 36.76, the open interest changed by 0 which decreased total open position to 24
On 25 Mar IDFCFIRSTB was trading at 57.35. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 37.22, the open interest changed by -2 which decreased total open position to 25
On 24 Mar IDFCFIRSTB was trading at 57.89. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 37.33, the open interest changed by 4 which increased total open position to 22
On 21 Mar IDFCFIRSTB was trading at 56.29. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 31.92, the open interest changed by 1 which increased total open position to 15
On 20 Mar IDFCFIRSTB was trading at 55.71. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 33.66, the open interest changed by 9 which increased total open position to 18
On 19 Mar IDFCFIRSTB was trading at 55.42. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 35.34, the open interest changed by -3 which decreased total open position to 8
On 18 Mar IDFCFIRSTB was trading at 54.62. The strike last trading price was 0.8, which was -0.6 lower than the previous day. The implied volatity was 34.79, the open interest changed by 6 which increased total open position to 12
On 17 Mar IDFCFIRSTB was trading at 52.89. The strike last trading price was 1.4, which was 0.4 higher than the previous day. The implied volatity was 36.34, the open interest changed by 0 which decreased total open position to 6
On 13 Mar IDFCFIRSTB was trading at 53.48. The strike last trading price was 1, which was 0.15 higher than the previous day. The implied volatity was 30.70, the open interest changed by 3 which increased total open position to 5
On 12 Mar IDFCFIRSTB was trading at 54.63. The strike last trading price was 0.85, 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 11 Mar IDFCFIRSTB was trading at 55.36. The strike last trading price was 0.85, which was 0.4 higher than the previous day. The implied volatity was 36.40, the open interest changed by 1 which increased total open position to 1
On 10 Mar IDFCFIRSTB was trading at 56.37. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 10.57, the open interest changed by 0 which decreased total open position to 0
On 7 Mar IDFCFIRSTB was trading at 57.34. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 11.52, the open interest changed by 0 which decreased total open position to 0
On 6 Mar IDFCFIRSTB was trading at 57.77. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 12.07, the open interest changed by 0 which decreased total open position to 0
