IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
27 Dec 2024 09:51 AM IST
| IDFCFIRSTB 30JAN2025 53 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 62.28 | 12.2 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Dec | 61.75 | 12.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 24 Dec | 62.29 | 12.2 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 61.95 | 12.2 | - | 0 | 0 | 0 | ||||
For Idfc First Bank Limited - strike price 53 expiring on 30JAN2025
Delta for 53 CE is -
Historical price for 53 CE is as follows
On 27 Dec IDFCFIRSTB was trading at 62.28. The strike last trading price was 12.2, 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 12.2, 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 12.2, 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 12.2, 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 53 PE | |||||||
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Delta: -0.05
Vega: 0.02
Theta: -0.01
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 62.28 | 0.15 | 0.00 | 35.29 | 5 | 1 | 18 |
| 26 Dec | 61.75 | 0.15 | -0.05 | 33.84 | 5 | 1 | 14 |
| 24 Dec | 62.29 | 0.2 | -0.05 | 35.94 | 8 | 0 | 5 |
| 23 Dec | 61.95 | 0.25 | 36.89 | 4 | 3 | 4 | |
For Idfc First Bank Limited - strike price 53 expiring on 30JAN2025
Delta for 53 PE is -0.05
Historical price for 53 PE is as follows
On 27 Dec IDFCFIRSTB was trading at 62.28. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 35.29, the open interest changed by 1 which increased total open position to 18
On 26 Dec IDFCFIRSTB was trading at 61.75. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 33.84, the open interest changed by 1 which increased total open position to 14
On 24 Dec IDFCFIRSTB was trading at 62.29. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 35.94, the open interest changed by 0 which decreased total open position to 5
On 23 Dec IDFCFIRSTB was trading at 61.95. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was 36.89, the open interest changed by 3 which increased total open position to 4
