IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
11 Apr 2025 02:11 PM IST
| IDFCFIRSTB 24APR2025 53 CE | ||||||||||
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Delta: 0.91
Vega: 0.02
Theta: -0.05
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 59.82 | 7.3 | 0.45 | 51.20 | 2 | -1 | 125 | |||
| 9 Apr | 59.25 | 6.8 | 1 | 47.28 | 68 | 6 | 126 | |||
| 8 Apr | 57.90 | 5.85 | 1 | 47.99 | 63 | -13 | 123 | |||
| 7 Apr | 56.49 | 4.8 | -0.7 | 51.48 | 270 | 42 | 137 | |||
| 4 Apr | 57.81 | 5.4 | -2.5 | 34.26 | 72 | 27 | 97 | |||
| 3 Apr | 60.35 | 7.9 | 2.75 | 41.72 | 100 | -26 | 72 | |||
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| 2 Apr | 57.19 | 5.2 | 0.15 | 36.85 | 63 | 5 | 97 | |||
| 1 Apr | 57.17 | 5.05 | 1.75 | 36.87 | 83 | -11 | 91 | |||
| 28 Mar | 54.96 | 3.25 | -1.9 | 32.92 | 85 | 37 | 102 | |||
| 27 Mar | 56.94 | 5.15 | 0 | 48.41 | 40 | 7 | 65 | |||
| 26 Mar | 57.00 | 5.15 | -0.35 | 38.14 | 12 | 3 | 57 | |||
| 25 Mar | 57.35 | 5.5 | -0.25 | 39.83 | 8 | 1 | 54 | |||
| 24 Mar | 57.89 | 5.75 | 1.05 | 31.89 | 74 | -7 | 63 | |||
| 21 Mar | 56.29 | 4.7 | 0.6 | 35.20 | 18 | 11 | 79 | |||
| 20 Mar | 55.71 | 4.05 | 0 | 29.36 | 15 | 0 | 67 | |||
| 19 Mar | 55.42 | 4.05 | 0.65 | 33.47 | 15 | 6 | 66 | |||
| 18 Mar | 54.62 | 3.4 | 0.95 | 30.93 | 125 | 15 | 60 | |||
| 17 Mar | 52.89 | 2.45 | -0.35 | 33.22 | 60 | 39 | 45 | |||
| 13 Mar | 53.48 | 2.7 | -4.9 | 31.02 | 7 | 5 | 5 | |||
| 12 Mar | 54.63 | 7.6 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 55.36 | 7.6 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 56.37 | 7.6 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 57.34 | 7.6 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 57.77 | 7.6 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 57.95 | 7.6 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 56.83 | 7.6 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 57.69 | 7.6 | 0 | - | 0 | 0 | 0 | |||
For Idfc First Bank Limited - strike price 53 expiring on 24APR2025
Delta for 53 CE is 0.91
Historical price for 53 CE is as follows
On 11 Apr IDFCFIRSTB was trading at 59.82. The strike last trading price was 7.3, which was 0.45 higher than the previous day. The implied volatity was 51.20, the open interest changed by -1 which decreased total open position to 125
On 9 Apr IDFCFIRSTB was trading at 59.25. The strike last trading price was 6.8, which was 1 higher than the previous day. The implied volatity was 47.28, the open interest changed by 6 which increased total open position to 126
On 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 5.85, which was 1 higher than the previous day. The implied volatity was 47.99, the open interest changed by -13 which decreased total open position to 123
On 7 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 4.8, which was -0.7 lower than the previous day. The implied volatity was 51.48, the open interest changed by 42 which increased total open position to 137
On 4 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 5.4, which was -2.5 lower than the previous day. The implied volatity was 34.26, the open interest changed by 27 which increased total open position to 97
On 3 Apr IDFCFIRSTB was trading at 60.35. The strike last trading price was 7.9, which was 2.75 higher than the previous day. The implied volatity was 41.72, the open interest changed by -26 which decreased total open position to 72
On 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 5.2, which was 0.15 higher than the previous day. The implied volatity was 36.85, the open interest changed by 5 which increased total open position to 97
On 1 Apr IDFCFIRSTB was trading at 57.17. The strike last trading price was 5.05, which was 1.75 higher than the previous day. The implied volatity was 36.87, the open interest changed by -11 which decreased total open position to 91
On 28 Mar IDFCFIRSTB was trading at 54.96. The strike last trading price was 3.25, which was -1.9 lower than the previous day. The implied volatity was 32.92, the open interest changed by 37 which increased total open position to 102
On 27 Mar IDFCFIRSTB was trading at 56.94. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 48.41, the open interest changed by 7 which increased total open position to 65
On 26 Mar IDFCFIRSTB was trading at 57.00. The strike last trading price was 5.15, which was -0.35 lower than the previous day. The implied volatity was 38.14, the open interest changed by 3 which increased total open position to 57
On 25 Mar IDFCFIRSTB was trading at 57.35. The strike last trading price was 5.5, which was -0.25 lower than the previous day. The implied volatity was 39.83, the open interest changed by 1 which increased total open position to 54
On 24 Mar IDFCFIRSTB was trading at 57.89. The strike last trading price was 5.75, which was 1.05 higher than the previous day. The implied volatity was 31.89, the open interest changed by -7 which decreased total open position to 63
On 21 Mar IDFCFIRSTB was trading at 56.29. The strike last trading price was 4.7, which was 0.6 higher than the previous day. The implied volatity was 35.20, the open interest changed by 11 which increased total open position to 79
On 20 Mar IDFCFIRSTB was trading at 55.71. The strike last trading price was 4.05, which was 0 lower than the previous day. The implied volatity was 29.36, the open interest changed by 0 which decreased total open position to 67
On 19 Mar IDFCFIRSTB was trading at 55.42. The strike last trading price was 4.05, which was 0.65 higher than the previous day. The implied volatity was 33.47, the open interest changed by 6 which increased total open position to 66
On 18 Mar IDFCFIRSTB was trading at 54.62. The strike last trading price was 3.4, which was 0.95 higher than the previous day. The implied volatity was 30.93, the open interest changed by 15 which increased total open position to 60
On 17 Mar IDFCFIRSTB was trading at 52.89. The strike last trading price was 2.45, which was -0.35 lower than the previous day. The implied volatity was 33.22, the open interest changed by 39 which increased total open position to 45
On 13 Mar IDFCFIRSTB was trading at 53.48. The strike last trading price was 2.7, which was -4.9 lower than the previous day. The implied volatity was 31.02, the open interest changed by 5 which increased total open position to 5
On 12 Mar IDFCFIRSTB was trading at 54.63. The strike last trading price was 7.6, 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 Mar IDFCFIRSTB was trading at 55.36. The strike last trading price was 7.6, 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 7.6, 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 7.6, 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 7.6, 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 7.6, 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 7.6, 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 3 Mar IDFCFIRSTB was trading at 57.69. The strike last trading price was 7.6, 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 53 PE | |||||||
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Delta: -0.07
Vega: 0.01
Theta: -0.02
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 59.82 | 0.15 | -0.2 | 45.05 | 273 | -31 | 496 |
| 9 Apr | 59.25 | 0.3 | -0.2 | 47.62 | 391 | -74 | 525 |
| 8 Apr | 57.90 | 0.55 | -0.45 | 49.74 | 620 | 22 | 600 |
| 7 Apr | 56.49 | 1 | 0.6 | 52.17 | 1,214 | 146 | 581 |
| 4 Apr | 57.81 | 0.4 | 0.15 | 38.80 | 533 | 13 | 455 |
| 3 Apr | 60.35 | 0.2 | -0.25 | 40.46 | 925 | -38 | 450 |
| 2 Apr | 57.19 | 0.4 | -0.1 | 35.30 | 609 | 65 | 503 |
| 1 Apr | 57.17 | 0.5 | -0.5 | 36.40 | 766 | -32 | 443 |
| 28 Mar | 54.96 | 1 | 0.35 | 32.93 | 697 | 167 | 475 |
| 27 Mar | 56.94 | 0.65 | 0 | 32.97 | 486 | 83 | 304 |
| 26 Mar | 57.00 | 0.65 | 0.15 | 35.27 | 172 | 15 | 220 |
| 25 Mar | 57.35 | 0.5 | 0 | 32.51 | 97 | 29 | 205 |
| 24 Mar | 57.89 | 0.45 | -0.2 | 33.42 | 89 | 26 | 176 |
| 21 Mar | 56.29 | 0.6 | -0.2 | 29.15 | 120 | 18 | 149 |
| 20 Mar | 55.71 | 0.85 | -0.15 | 31.51 | 84 | 0 | 131 |
| 19 Mar | 55.42 | 1 | -0.3 | 32.11 | 73 | 34 | 131 |
| 18 Mar | 54.62 | 1.25 | -0.85 | 32.13 | 59 | 27 | 97 |
| 17 Mar | 52.89 | 2.1 | 0.15 | 33.80 | 64 | 40 | 70 |
| 13 Mar | 53.48 | 1.95 | 0.45 | 33.24 | 19 | 7 | 29 |
| 12 Mar | 54.63 | 1.5 | 0.25 | 33.85 | 19 | 7 | 21 |
| 11 Mar | 55.36 | 1.25 | 0.35 | 33.66 | 11 | 8 | 14 |
| 10 Mar | 56.37 | 0.9 | 0 | 30.66 | 1 | 5 | 5 |
| 7 Mar | 57.34 | 0.9 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 57.77 | 0.9 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 57.95 | 0.9 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 56.83 | 0.9 | 0 | 0.00 | 0 | 5 | 0 |
| 3 Mar | 57.69 | 0.9 | 0.1 | 34.15 | 8 | 4 | 4 |
For Idfc First Bank Limited - strike price 53 expiring on 24APR2025
Delta for 53 PE is -0.07
Historical price for 53 PE is as follows
On 11 Apr IDFCFIRSTB was trading at 59.82. The strike last trading price was 0.15, which was -0.2 lower than the previous day. The implied volatity was 45.05, the open interest changed by -31 which decreased total open position to 496
On 9 Apr IDFCFIRSTB was trading at 59.25. The strike last trading price was 0.3, which was -0.2 lower than the previous day. The implied volatity was 47.62, the open interest changed by -74 which decreased total open position to 525
On 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 0.55, which was -0.45 lower than the previous day. The implied volatity was 49.74, the open interest changed by 22 which increased total open position to 600
On 7 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 1, which was 0.6 higher than the previous day. The implied volatity was 52.17, the open interest changed by 146 which increased total open position to 581
On 4 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 0.4, which was 0.15 higher than the previous day. The implied volatity was 38.80, the open interest changed by 13 which increased total open position to 455
On 3 Apr IDFCFIRSTB was trading at 60.35. The strike last trading price was 0.2, which was -0.25 lower than the previous day. The implied volatity was 40.46, the open interest changed by -38 which decreased total open position to 450
On 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 35.30, the open interest changed by 65 which increased total open position to 503
On 1 Apr IDFCFIRSTB was trading at 57.17. The strike last trading price was 0.5, which was -0.5 lower than the previous day. The implied volatity was 36.40, the open interest changed by -32 which decreased total open position to 443
On 28 Mar IDFCFIRSTB was trading at 54.96. The strike last trading price was 1, which was 0.35 higher than the previous day. The implied volatity was 32.93, the open interest changed by 167 which increased total open position to 475
On 27 Mar IDFCFIRSTB was trading at 56.94. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 32.97, the open interest changed by 83 which increased total open position to 304
On 26 Mar IDFCFIRSTB was trading at 57.00. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was 35.27, the open interest changed by 15 which increased total open position to 220
On 25 Mar IDFCFIRSTB was trading at 57.35. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 32.51, the open interest changed by 29 which increased total open position to 205
On 24 Mar IDFCFIRSTB was trading at 57.89. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was 33.42, the open interest changed by 26 which increased total open position to 176
On 21 Mar IDFCFIRSTB was trading at 56.29. The strike last trading price was 0.6, which was -0.2 lower than the previous day. The implied volatity was 29.15, the open interest changed by 18 which increased total open position to 149
On 20 Mar IDFCFIRSTB was trading at 55.71. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 31.51, the open interest changed by 0 which decreased total open position to 131
On 19 Mar IDFCFIRSTB was trading at 55.42. The strike last trading price was 1, which was -0.3 lower than the previous day. The implied volatity was 32.11, the open interest changed by 34 which increased total open position to 131
On 18 Mar IDFCFIRSTB was trading at 54.62. The strike last trading price was 1.25, which was -0.85 lower than the previous day. The implied volatity was 32.13, the open interest changed by 27 which increased total open position to 97
On 17 Mar IDFCFIRSTB was trading at 52.89. The strike last trading price was 2.1, which was 0.15 higher than the previous day. The implied volatity was 33.80, the open interest changed by 40 which increased total open position to 70
On 13 Mar IDFCFIRSTB was trading at 53.48. The strike last trading price was 1.95, which was 0.45 higher than the previous day. The implied volatity was 33.24, the open interest changed by 7 which increased total open position to 29
On 12 Mar IDFCFIRSTB was trading at 54.63. The strike last trading price was 1.5, which was 0.25 higher than the previous day. The implied volatity was 33.85, the open interest changed by 7 which increased total open position to 21
On 11 Mar IDFCFIRSTB was trading at 55.36. The strike last trading price was 1.25, which was 0.35 higher than the previous day. The implied volatity was 33.66, the open interest changed by 8 which increased total open position to 14
On 10 Mar IDFCFIRSTB was trading at 56.37. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 30.66, the open interest changed by 5 which increased total open position to 5
On 7 Mar IDFCFIRSTB was trading at 57.34. The strike last trading price was 0.9, 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 6 Mar IDFCFIRSTB was trading at 57.77. The strike last trading price was 0.9, 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 5 Mar IDFCFIRSTB was trading at 57.95. The strike last trading price was 0.9, 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 Mar IDFCFIRSTB was trading at 56.83. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 3 Mar IDFCFIRSTB was trading at 57.69. The strike last trading price was 0.9, which was 0.1 higher than the previous day. The implied volatity was 34.15, the open interest changed by 4 which increased total open position to 4
