IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
27 Dec 2024 10:11 AM IST
| IDFCFIRSTB 30JAN2025 52 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 62.38 | 15.1 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Dec | 61.75 | 15.1 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 62.29 | 15.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 23 Dec | 61.95 | 15.1 | - | 0 | 0 | 0 | ||||
For Idfc First Bank Limited - strike price 52 expiring on 30JAN2025
Delta for 52 CE is -
Historical price for 52 CE is as follows
On 27 Dec IDFCFIRSTB was trading at 62.38. The strike last trading price was 15.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Dec IDFCFIRSTB was trading at 61.75. The strike last trading price was 15.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Dec IDFCFIRSTB was trading at 62.29. The strike last trading price was 15.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Dec IDFCFIRSTB was trading at 61.95. The strike last trading price was 15.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| IDFCFIRSTB 30JAN2025 52 PE | |||||||
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Delta: -0.04
Vega: 0.02
Theta: -0.01
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 62.38 | 0.1 | -0.05 | 35.32 | 43 | 0 | 31 |
| 26 Dec | 61.75 | 0.15 | 0.05 | 36.90 | 20 | 13 | 26 |
| 24 Dec | 62.29 | 0.1 | -0.10 | 35.02 | 7 | 4 | 13 |
| 23 Dec | 61.95 | 0.2 | 38.14 | 10 | 8 | 8 | |
For Idfc First Bank Limited - strike price 52 expiring on 30JAN2025
Delta for 52 PE is -0.04
Historical price for 52 PE is as follows
On 27 Dec IDFCFIRSTB was trading at 62.38. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 35.32, the open interest changed by 0 which decreased total open position to 31
On 26 Dec IDFCFIRSTB was trading at 61.75. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 36.90, the open interest changed by 13 which increased total open position to 26
On 24 Dec IDFCFIRSTB was trading at 62.29. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 35.02, the open interest changed by 4 which increased total open position to 13
On 23 Dec IDFCFIRSTB was trading at 61.95. The strike last trading price was 0.2, which was lower than the previous day. The implied volatity was 38.14, the open interest changed by 8 which increased total open position to 8
