IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
11 Apr 2025 04:11 PM IST
| IDFCFIRSTB 24APR2025 52 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 | 7.55 | 0 | 0.00 | 0 | 24 | 0 | |||
| 9 Apr | 59.25 | 7.55 | 0.85 | 35.55 | 101 | 25 | 101 | |||
| 8 Apr | 57.90 | 6.7 | 1 | 48.46 | 61 | -11 | 72 | |||
| 7 Apr | 56.49 | 5.65 | -0.75 | 54.64 | 155 | 15 | 84 | |||
| 4 Apr | 57.81 | 6.35 | -2.65 | 37.30 | 60 | 1 | 68 | |||
| 3 Apr | 60.35 | 9 | 2.9 | 50.94 | 66 | 2 | 68 | |||
| 2 Apr | 57.19 | 6.05 | 0.1 | 37.23 | 72 | -21 | 67 | |||
| 1 Apr | 57.17 | 5.9 | 1.85 | 37.76 | 122 | -24 | 88 | |||
| 28 Mar | 54.96 | 4 | -1.95 | 34.09 | 126 | 79 | 112 | |||
| 27 Mar | 56.94 | 5.9 | -0.55 | 49.61 | 53 | 1 | 32 | |||
| 26 Mar | 57.00 | 6.45 | 0.05 | 50.03 | 3 | 0 | 32 | |||
| 25 Mar | 57.35 | 6.4 | -0.3 | 42.83 | 2 | 0 | 32 | |||
| 24 Mar | 57.89 | 6.7 | 1.35 | 34.90 | 17 | 2 | 21 | |||
| 21 Mar | 56.29 | 5.35 | 1.6 | 33.10 | 4 | 0 | 18 | |||
| 20 Mar | 55.71 | 3.75 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 19 Mar | 55.42 | 3.75 | 0 | 0.00 | 0 | 1 | 0 | |||
| 18 Mar | 54.62 | 3.75 | 0.8 | 25.31 | 4 | 1 | 18 | |||
| 17 Mar | 52.89 | 2.95 | -0.4 | 32.58 | 19 | 10 | 17 | |||
| 13 Mar | 53.48 | 3.35 | -1 | 32.19 | 13 | 4 | 6 | |||
| 12 Mar | 54.63 | 4.35 | -6.45 | 33.29 | 2 | 1 | 1 | |||
| 11 Mar | 55.36 | 10.8 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 56.37 | 10.8 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 57.34 | 10.8 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 57.77 | 10.8 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 57.95 | 10.8 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 56.83 | 10.8 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 61.50 | 0 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 60.60 | 0 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 61.49 | 0 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 61.64 | 0 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 61.95 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Idfc First Bank Limited - strike price 52 expiring on 24APR2025
Delta for 52 CE is 0.00
Historical price for 52 CE is as follows
On 11 Apr IDFCFIRSTB was trading at 59.92. The strike last trading price was 7.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 24 which increased total open position to 0
On 9 Apr IDFCFIRSTB was trading at 59.25. The strike last trading price was 7.55, which was 0.85 higher than the previous day. The implied volatity was 35.55, the open interest changed by 25 which increased total open position to 101
On 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 6.7, which was 1 higher than the previous day. The implied volatity was 48.46, the open interest changed by -11 which decreased total open position to 72
On 7 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 5.65, which was -0.75 lower than the previous day. The implied volatity was 54.64, the open interest changed by 15 which increased total open position to 84
On 4 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 6.35, which was -2.65 lower than the previous day. The implied volatity was 37.30, the open interest changed by 1 which increased total open position to 68
On 3 Apr IDFCFIRSTB was trading at 60.35. The strike last trading price was 9, which was 2.9 higher than the previous day. The implied volatity was 50.94, the open interest changed by 2 which increased total open position to 68
On 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 6.05, which was 0.1 higher than the previous day. The implied volatity was 37.23, the open interest changed by -21 which decreased total open position to 67
On 1 Apr IDFCFIRSTB was trading at 57.17. The strike last trading price was 5.9, which was 1.85 higher than the previous day. The implied volatity was 37.76, the open interest changed by -24 which decreased total open position to 88
On 28 Mar IDFCFIRSTB was trading at 54.96. The strike last trading price was 4, which was -1.95 lower than the previous day. The implied volatity was 34.09, the open interest changed by 79 which increased total open position to 112
On 27 Mar IDFCFIRSTB was trading at 56.94. The strike last trading price was 5.9, which was -0.55 lower than the previous day. The implied volatity was 49.61, the open interest changed by 1 which increased total open position to 32
On 26 Mar IDFCFIRSTB was trading at 57.00. The strike last trading price was 6.45, which was 0.05 higher than the previous day. The implied volatity was 50.03, the open interest changed by 0 which decreased total open position to 32
On 25 Mar IDFCFIRSTB was trading at 57.35. The strike last trading price was 6.4, which was -0.3 lower than the previous day. The implied volatity was 42.83, the open interest changed by 0 which decreased total open position to 32
On 24 Mar IDFCFIRSTB was trading at 57.89. The strike last trading price was 6.7, which was 1.35 higher than the previous day. The implied volatity was 34.90, the open interest changed by 2 which increased total open position to 21
On 21 Mar IDFCFIRSTB was trading at 56.29. The strike last trading price was 5.35, which was 1.6 higher than the previous day. The implied volatity was 33.10, the open interest changed by 0 which decreased total open position to 18
On 20 Mar IDFCFIRSTB was trading at 55.71. The strike last trading price was 3.75, 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 19 Mar IDFCFIRSTB was trading at 55.42. The strike last trading price was 3.75, 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 18 Mar IDFCFIRSTB was trading at 54.62. The strike last trading price was 3.75, which was 0.8 higher than the previous day. The implied volatity was 25.31, the open interest changed by 1 which increased total open position to 18
On 17 Mar IDFCFIRSTB was trading at 52.89. The strike last trading price was 2.95, which was -0.4 lower than the previous day. The implied volatity was 32.58, the open interest changed by 10 which increased total open position to 17
On 13 Mar IDFCFIRSTB was trading at 53.48. The strike last trading price was 3.35, which was -1 lower than the previous day. The implied volatity was 32.19, the open interest changed by 4 which increased total open position to 6
On 12 Mar IDFCFIRSTB was trading at 54.63. The strike last trading price was 4.35, which was -6.45 lower than the previous day. The implied volatity was 33.29, the open interest changed by 1 which increased total open position to 1
On 11 Mar IDFCFIRSTB was trading at 55.36. The strike last trading price was 10.8, 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 10.8, 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 10.8, 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 10.8, 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 5 Mar IDFCFIRSTB was trading at 57.95. The strike last trading price was 10.8, 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 Mar IDFCFIRSTB was trading at 56.83. The strike last trading price was 10.8, 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 Feb IDFCFIRSTB was trading at 61.50. The strike last trading price was 0, 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 14 Feb IDFCFIRSTB was trading at 60.60. The strike last trading price was 0, 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 13 Feb IDFCFIRSTB was trading at 61.49. The strike last trading price was 0, 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 11 Feb IDFCFIRSTB was trading at 61.64. The strike last trading price was 0, 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 Feb IDFCFIRSTB was trading at 61.95. The strike last trading price was 0, 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
| IDFCFIRSTB 24APR2025 52 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | -0.2 | 46.56 | 313 | 2 | 781 |
| 9 Apr | 59.25 | 0.25 | -0.15 | 50.70 | 473 | -16 | 783 |
| 8 Apr | 57.90 | 0.4 | -0.4 | 50.40 | 598 | -53 | 799 |
| 7 Apr | 56.49 | 0.8 | 0.5 | 53.82 | 1,980 | -446 | 851 |
| 4 Apr | 57.81 | 0.3 | 0.1 | 40.40 | 525 | -20 | 1,299 |
| 3 Apr | 60.35 | 0.15 | -0.15 | 41.95 | 649 | -194 | 1,321 |
| 2 Apr | 57.19 | 0.25 | -0.15 | 35.06 | 613 | 226 | 1,513 |
| 1 Apr | 57.17 | 0.35 | -0.35 | 37.01 | 1,452 | 157 | 1,299 |
| 28 Mar | 54.96 | 0.65 | 0.15 | 31.75 | 1,096 | 328 | 1,142 |
| 27 Mar | 56.94 | 0.5 | 0 | 34.48 | 904 | 499 | 784 |
| 26 Mar | 57.00 | 0.5 | 0.1 | 36.52 | 66 | 3 | 285 |
| 25 Mar | 57.35 | 0.4 | 0 | 34.41 | 147 | 87 | 281 |
| 24 Mar | 57.89 | 0.4 | -0.1 | 36.38 | 213 | 13 | 193 |
| 21 Mar | 56.29 | 0.5 | -0.15 | 31.51 | 71 | 35 | 179 |
| 20 Mar | 55.71 | 0.65 | -0.1 | 32.49 | 94 | -6 | 144 |
| 19 Mar | 55.42 | 0.75 | -0.25 | 32.60 | 94 | 45 | 149 |
| 18 Mar | 54.62 | 0.9 | -0.8 | 31.67 | 48 | 0 | 103 |
| 17 Mar | 52.89 | 1.7 | 0.15 | 34.71 | 48 | 7 | 103 |
| 13 Mar | 53.48 | 1.55 | 0.35 | 33.59 | 30 | 8 | 95 |
| 12 Mar | 54.63 | 1.2 | 0.2 | 34.54 | 54 | 39 | 87 |
| 11 Mar | 55.36 | 1 | 0.2 | 34.47 | 40 | 12 | 48 |
| 10 Mar | 56.37 | 0.8 | 0.1 | 33.38 | 3 | 2 | 35 |
| 7 Mar | 57.34 | 0.7 | 0.15 | 34.35 | 7 | 6 | 33 |
| 6 Mar | 57.77 | 0.55 | -0.1 | 32.67 | 14 | 8 | 28 |
| 5 Mar | 57.95 | 0.65 | -0.15 | 34.74 | 7 | 3 | 20 |
| 4 Mar | 56.83 | 0.8 | -0.2 | 34.34 | 20 | -1 | 17 |
| 17 Feb | 61.50 | 0.75 | 0 | 11.94 | 0 | 0 | 0 |
| 14 Feb | 60.60 | 0.75 | 0 | 12.06 | 0 | 0 | 0 |
| 13 Feb | 61.49 | 0.75 | 0 | 13.83 | 0 | 0 | 0 |
| 11 Feb | 61.64 | 0.75 | 0 | 13.59 | 0 | 0 | 0 |
| 1 Feb | 61.95 | 0.75 | 0 | 0.00 | 0 | 0 | 0 |
For Idfc First Bank Limited - strike price 52 expiring on 24APR2025
Delta for 52 PE is -0.04
Historical price for 52 PE is as follows
On 11 Apr IDFCFIRSTB was trading at 59.92. The strike last trading price was 0.1, which was -0.2 lower than the previous day. The implied volatity was 46.56, the open interest changed by 2 which increased total open position to 781
On 9 Apr IDFCFIRSTB was trading at 59.25. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 50.70, the open interest changed by -16 which decreased total open position to 783
On 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 0.4, which was -0.4 lower than the previous day. The implied volatity was 50.40, the open interest changed by -53 which decreased total open position to 799
On 7 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 0.8, which was 0.5 higher than the previous day. The implied volatity was 53.82, the open interest changed by -446 which decreased total open position to 851
On 4 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 0.3, which was 0.1 higher than the previous day. The implied volatity was 40.40, the open interest changed by -20 which decreased total open position to 1299
On 3 Apr IDFCFIRSTB was trading at 60.35. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 41.95, the open interest changed by -194 which decreased total open position to 1321
On 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 35.06, the open interest changed by 226 which increased total open position to 1513
On 1 Apr IDFCFIRSTB was trading at 57.17. The strike last trading price was 0.35, which was -0.35 lower than the previous day. The implied volatity was 37.01, the open interest changed by 157 which increased total open position to 1299
On 28 Mar IDFCFIRSTB was trading at 54.96. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was 31.75, the open interest changed by 328 which increased total open position to 1142
On 27 Mar IDFCFIRSTB was trading at 56.94. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 34.48, the open interest changed by 499 which increased total open position to 784
On 26 Mar IDFCFIRSTB was trading at 57.00. The strike last trading price was 0.5, which was 0.1 higher than the previous day. The implied volatity was 36.52, the open interest changed by 3 which increased total open position to 285
On 25 Mar IDFCFIRSTB was trading at 57.35. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 34.41, the open interest changed by 87 which increased total open position to 281
On 24 Mar IDFCFIRSTB was trading at 57.89. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 36.38, the open interest changed by 13 which increased total open position to 193
On 21 Mar IDFCFIRSTB was trading at 56.29. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 31.51, the open interest changed by 35 which increased total open position to 179
On 20 Mar IDFCFIRSTB was trading at 55.71. The strike last trading price was 0.65, which was -0.1 lower than the previous day. The implied volatity was 32.49, the open interest changed by -6 which decreased total open position to 144
On 19 Mar IDFCFIRSTB was trading at 55.42. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 32.60, the open interest changed by 45 which increased total open position to 149
On 18 Mar IDFCFIRSTB was trading at 54.62. The strike last trading price was 0.9, which was -0.8 lower than the previous day. The implied volatity was 31.67, the open interest changed by 0 which decreased total open position to 103
On 17 Mar IDFCFIRSTB was trading at 52.89. The strike last trading price was 1.7, which was 0.15 higher than the previous day. The implied volatity was 34.71, the open interest changed by 7 which increased total open position to 103
On 13 Mar IDFCFIRSTB was trading at 53.48. The strike last trading price was 1.55, which was 0.35 higher than the previous day. The implied volatity was 33.59, the open interest changed by 8 which increased total open position to 95
On 12 Mar IDFCFIRSTB was trading at 54.63. The strike last trading price was 1.2, which was 0.2 higher than the previous day. The implied volatity was 34.54, the open interest changed by 39 which increased total open position to 87
On 11 Mar IDFCFIRSTB was trading at 55.36. The strike last trading price was 1, which was 0.2 higher than the previous day. The implied volatity was 34.47, the open interest changed by 12 which increased total open position to 48
On 10 Mar IDFCFIRSTB was trading at 56.37. The strike last trading price was 0.8, which was 0.1 higher than the previous day. The implied volatity was 33.38, the open interest changed by 2 which increased total open position to 35
On 7 Mar IDFCFIRSTB was trading at 57.34. The strike last trading price was 0.7, which was 0.15 higher than the previous day. The implied volatity was 34.35, the open interest changed by 6 which increased total open position to 33
On 6 Mar IDFCFIRSTB was trading at 57.77. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 32.67, the open interest changed by 8 which increased total open position to 28
On 5 Mar IDFCFIRSTB was trading at 57.95. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 34.74, the open interest changed by 3 which increased total open position to 20
On 4 Mar IDFCFIRSTB was trading at 56.83. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 34.34, the open interest changed by -1 which decreased total open position to 17
On 17 Feb IDFCFIRSTB was trading at 61.50. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was 11.94, the open interest changed by 0 which decreased total open position to 0
On 14 Feb IDFCFIRSTB was trading at 60.60. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was 12.06, the open interest changed by 0 which decreased total open position to 0
On 13 Feb IDFCFIRSTB was trading at 61.49. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was 13.83, the open interest changed by 0 which decreased total open position to 0
On 11 Feb IDFCFIRSTB was trading at 61.64. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was 13.59, the open interest changed by 0 which decreased total open position to 0
On 1 Feb IDFCFIRSTB was trading at 61.95. The strike last trading price was 0.75, 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
