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[--[65.84.65.76]--]
IDFCFIRSTB
Idfc First Bank Limited

63 -0.32 (-0.51%)

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Historical option data for IDFCFIRSTB

17 Apr 2025 04:11 PM IST
IDFCFIRSTB 24APR2025 54 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
17 Apr 63.00 7.2 -2.1 - 8 0 271
16 Apr 63.32 9.3 1.5 - 34 -16 272
15 Apr 61.93 7.8 1.6 - 28 5 288
11 Apr 59.92 6.2 0.2 35.57 93 29 283
9 Apr 59.25 5.9 1.05 45.53 126 2 254
8 Apr 57.90 5 0.95 46.22 125 1 256
7 Apr 56.49 4 -0.55 48.77 329 7 255
4 Apr 57.81 4.55 -2.45 33.86 357 26 249
3 Apr 60.35 6.9 2.65 37.02 360 -79 223
2 Apr 57.19 4.35 0.05 35.22 180 42 303
1 Apr 57.17 4.25 1.6 36.09 462 37 261
28 Mar 54.96 2.6 -1.6 32.40 255 67 224
27 Mar 56.94 4.1 -0.25 41.07 91 2 152
26 Mar 57.00 4.35 -0.25 36.61 39 6 153
25 Mar 57.35 4.5 -0.55 34.47 96 -25 147
24 Mar 57.89 5.05 1.35 34.22 53 2 173
21 Mar 56.29 3.65 0.3 29.11 22 -4 172
20 Mar 55.71 3.3 0 28.42 22 4 176
19 Mar 55.42 3.25 0.5 31.00 90 -1 174
18 Mar 54.62 2.85 0.85 31.72 123 35 176
17 Mar 52.89 2 -0.25 33.39 200 98 141
13 Mar 53.48 2.2 -0.75 31.06 56 38 42
12 Mar 54.63 2.95 -6.25 30.79 7 4 4
11 Mar 55.36 9.2 0 - 0 0 0
10 Mar 56.37 9.2 0 - 0 0 0
7 Mar 57.34 9.2 0 - 0 0 0
6 Mar 57.77 9.2 0 - 0 0 0
5 Mar 57.95 9.2 0 - 0 0 0
4 Mar 56.83 9.2 0 - 0 0 0
3 Mar 57.69 9.2 0 - 0 0 0
17 Feb 61.50 0 0 - 0 0 0
14 Feb 60.60 0 0 0.00 0 0 0
13 Feb 61.49 0 0 0.00 0 0 0
12 Feb 62.16 0 0 0.00 0 0 0
11 Feb 61.64 0 0 0.00 0 0 0
10 Feb 62.91 0 0 0.00 0 0 0
6 Feb 63.73 0 0 0.00 0 0 0
5 Feb 63.33 0 0 0.00 0 0 0
4 Feb 62.12 0 0 0.00 0 0 0
3 Feb 62.26 0 0 0.00 0 0 0
1 Feb 61.95 0 0 0.00 0 0 0


For Idfc First Bank Limited - strike price 54 expiring on 24APR2025

Delta for 54 CE is -

Historical price for 54 CE is as follows

On 17 Apr IDFCFIRSTB was trading at 63.00. The strike last trading price was 7.2, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 271


On 16 Apr IDFCFIRSTB was trading at 63.32. The strike last trading price was 9.3, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 272


On 15 Apr IDFCFIRSTB was trading at 61.93. The strike last trading price was 7.8, which was 1.6 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 288


On 11 Apr IDFCFIRSTB was trading at 59.92. The strike last trading price was 6.2, which was 0.2 higher than the previous day. The implied volatity was 35.57, the open interest changed by 29 which increased total open position to 283


On 9 Apr IDFCFIRSTB was trading at 59.25. The strike last trading price was 5.9, which was 1.05 higher than the previous day. The implied volatity was 45.53, the open interest changed by 2 which increased total open position to 254


On 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 5, which was 0.95 higher than the previous day. The implied volatity was 46.22, the open interest changed by 1 which increased total open position to 256


On 7 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 4, which was -0.55 lower than the previous day. The implied volatity was 48.77, the open interest changed by 7 which increased total open position to 255


On 4 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 4.55, which was -2.45 lower than the previous day. The implied volatity was 33.86, the open interest changed by 26 which increased total open position to 249


On 3 Apr IDFCFIRSTB was trading at 60.35. The strike last trading price was 6.9, which was 2.65 higher than the previous day. The implied volatity was 37.02, the open interest changed by -79 which decreased total open position to 223


On 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 4.35, which was 0.05 higher than the previous day. The implied volatity was 35.22, the open interest changed by 42 which increased total open position to 303


On 1 Apr IDFCFIRSTB was trading at 57.17. The strike last trading price was 4.25, which was 1.6 higher than the previous day. The implied volatity was 36.09, the open interest changed by 37 which increased total open position to 261


On 28 Mar IDFCFIRSTB was trading at 54.96. The strike last trading price was 2.6, which was -1.6 lower than the previous day. The implied volatity was 32.40, the open interest changed by 67 which increased total open position to 224


On 27 Mar IDFCFIRSTB was trading at 56.94. The strike last trading price was 4.1, which was -0.25 lower than the previous day. The implied volatity was 41.07, the open interest changed by 2 which increased total open position to 152


On 26 Mar IDFCFIRSTB was trading at 57.00. The strike last trading price was 4.35, which was -0.25 lower than the previous day. The implied volatity was 36.61, the open interest changed by 6 which increased total open position to 153


On 25 Mar IDFCFIRSTB was trading at 57.35. The strike last trading price was 4.5, which was -0.55 lower than the previous day. The implied volatity was 34.47, the open interest changed by -25 which decreased total open position to 147


On 24 Mar IDFCFIRSTB was trading at 57.89. The strike last trading price was 5.05, which was 1.35 higher than the previous day. The implied volatity was 34.22, the open interest changed by 2 which increased total open position to 173


On 21 Mar IDFCFIRSTB was trading at 56.29. The strike last trading price was 3.65, which was 0.3 higher than the previous day. The implied volatity was 29.11, the open interest changed by -4 which decreased total open position to 172


On 20 Mar IDFCFIRSTB was trading at 55.71. The strike last trading price was 3.3, which was 0 lower than the previous day. The implied volatity was 28.42, the open interest changed by 4 which increased total open position to 176


On 19 Mar IDFCFIRSTB was trading at 55.42. The strike last trading price was 3.25, which was 0.5 higher than the previous day. The implied volatity was 31.00, the open interest changed by -1 which decreased total open position to 174


On 18 Mar IDFCFIRSTB was trading at 54.62. The strike last trading price was 2.85, which was 0.85 higher than the previous day. The implied volatity was 31.72, the open interest changed by 35 which increased total open position to 176


On 17 Mar IDFCFIRSTB was trading at 52.89. The strike last trading price was 2, which was -0.25 lower than the previous day. The implied volatity was 33.39, the open interest changed by 98 which increased total open position to 141


On 13 Mar IDFCFIRSTB was trading at 53.48. The strike last trading price was 2.2, which was -0.75 lower than the previous day. The implied volatity was 31.06, the open interest changed by 38 which increased total open position to 42


On 12 Mar IDFCFIRSTB was trading at 54.63. The strike last trading price was 2.95, which was -6.25 lower than the previous day. The implied volatity was 30.79, the open interest changed by 4 which increased total open position to 4


On 11 Mar IDFCFIRSTB was trading at 55.36. The strike last trading price was 9.2, 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 9.2, 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 9.2, 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 9.2, 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 9.2, 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 9.2, 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 9.2, 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 0.00, 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 0.00, the open interest changed by 0 which decreased total open position to 0


On 12 Feb IDFCFIRSTB was trading at 62.16. 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


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 0.00, the open interest changed by 0 which decreased total open position to 0


On 10 Feb IDFCFIRSTB was trading at 62.91. 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


On 6 Feb IDFCFIRSTB was trading at 63.73. 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


On 5 Feb IDFCFIRSTB was trading at 63.33. 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


On 4 Feb IDFCFIRSTB was trading at 62.12. 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


On 3 Feb IDFCFIRSTB was trading at 62.26. 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


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 54 PE
Delta: -0.03
Vega: 0.01
Theta: -0.02
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
17 Apr 63.00 0.05 -0.05 58.67 168 -111 469
16 Apr 63.32 0.1 0 - 242 -2 588
15 Apr 61.93 0.1 -0.1 54.14 485 -87 591
11 Apr 59.92 0.2 -0.2 43.12 322 -14 678
9 Apr 59.25 0.35 -0.3 44.02 1,024 136 710
8 Apr 57.90 0.65 -0.6 46.40 890 22 570
7 Apr 56.49 1.2 0.6 49.51 1,089 -6 548
4 Apr 57.81 0.6 0.3 39.07 697 32 568
3 Apr 60.35 0.3 -0.3 40.29 879 74 555
2 Apr 57.19 0.6 -0.1 35.34 561 -37 477
1 Apr 57.17 0.75 -0.6 37.00 901 -6 513
28 Mar 54.96 1.3 0.5 31.65 886 273 519
27 Mar 56.94 0.85 0 31.60 356 5 250
26 Mar 57.00 0.85 0.15 34.23 79 38 244
25 Mar 57.35 0.8 0.15 34.12 140 44 206
24 Mar 57.89 0.65 -0.2 33.51 148 47 159
21 Mar 56.29 0.9 -0.25 29.82 118 29 111
20 Mar 55.71 1.1 -0.2 30.49 32 -3 83
19 Mar 55.42 1.3 -0.35 31.48 54 -14 86
18 Mar 54.62 1.65 -0.95 32.24 58 18 96
17 Mar 52.89 2.6 0.15 33.53 32 20 78
13 Mar 53.48 2.45 0.55 33.39 37 18 57
12 Mar 54.63 1.9 0.3 33.79 33 12 37
11 Mar 55.36 1.6 0.25 33.58 17 -5 24
10 Mar 56.37 1.35 0.3 32.84 20 9 31
7 Mar 57.34 1.05 -0.25 32.18 10 8 22
6 Mar 57.77 1.3 0 0.00 0 0 0
5 Mar 57.95 1.3 0 0.00 0 6 0
4 Mar 56.83 1.3 0.05 33.84 14 8 16
3 Mar 57.69 1.25 0.15 35.91 9 8 8
17 Feb 61.50 1.1 0 8.71 0 0 0
14 Feb 60.60 0 0 0.00 0 0 0
13 Feb 61.49 0 0 0.00 0 0 0
12 Feb 62.16 0 0 0.00 0 0 0
11 Feb 61.64 0 0 0.00 0 0 0
10 Feb 62.91 0 0 0.00 0 0 0
6 Feb 63.73 0 0 0.00 0 0 0
5 Feb 63.33 0 0 0.00 0 0 0
4 Feb 62.12 0 0 0.00 0 0 0
3 Feb 62.26 0 0 0.00 0 0 0
1 Feb 61.95 0 0 0.00 0 0 0


For Idfc First Bank Limited - strike price 54 expiring on 24APR2025

Delta for 54 PE is -0.03

Historical price for 54 PE is as follows

On 17 Apr IDFCFIRSTB was trading at 63.00. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 58.67, the open interest changed by -111 which decreased total open position to 469


On 16 Apr IDFCFIRSTB was trading at 63.32. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 588


On 15 Apr IDFCFIRSTB was trading at 61.93. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 54.14, the open interest changed by -87 which decreased total open position to 591


On 11 Apr IDFCFIRSTB was trading at 59.92. The strike last trading price was 0.2, which was -0.2 lower than the previous day. The implied volatity was 43.12, the open interest changed by -14 which decreased total open position to 678


On 9 Apr IDFCFIRSTB was trading at 59.25. The strike last trading price was 0.35, which was -0.3 lower than the previous day. The implied volatity was 44.02, the open interest changed by 136 which increased total open position to 710


On 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 0.65, which was -0.6 lower than the previous day. The implied volatity was 46.40, the open interest changed by 22 which increased total open position to 570


On 7 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 1.2, which was 0.6 higher than the previous day. The implied volatity was 49.51, the open interest changed by -6 which decreased total open position to 548


On 4 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 0.6, which was 0.3 higher than the previous day. The implied volatity was 39.07, the open interest changed by 32 which increased total open position to 568


On 3 Apr IDFCFIRSTB was trading at 60.35. The strike last trading price was 0.3, which was -0.3 lower than the previous day. The implied volatity was 40.29, the open interest changed by 74 which increased total open position to 555


On 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 35.34, the open interest changed by -37 which decreased total open position to 477


On 1 Apr IDFCFIRSTB was trading at 57.17. The strike last trading price was 0.75, which was -0.6 lower than the previous day. The implied volatity was 37.00, the open interest changed by -6 which decreased total open position to 513


On 28 Mar IDFCFIRSTB was trading at 54.96. The strike last trading price was 1.3, which was 0.5 higher than the previous day. The implied volatity was 31.65, the open interest changed by 273 which increased total open position to 519


On 27 Mar IDFCFIRSTB was trading at 56.94. The strike last trading price was 0.85, which was 0 lower than the previous day. The implied volatity was 31.60, the open interest changed by 5 which increased total open position to 250


On 26 Mar IDFCFIRSTB was trading at 57.00. The strike last trading price was 0.85, which was 0.15 higher than the previous day. The implied volatity was 34.23, the open interest changed by 38 which increased total open position to 244


On 25 Mar IDFCFIRSTB was trading at 57.35. The strike last trading price was 0.8, which was 0.15 higher than the previous day. The implied volatity was 34.12, the open interest changed by 44 which increased total open position to 206


On 24 Mar IDFCFIRSTB was trading at 57.89. The strike last trading price was 0.65, which was -0.2 lower than the previous day. The implied volatity was 33.51, the open interest changed by 47 which increased total open position to 159


On 21 Mar IDFCFIRSTB was trading at 56.29. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 29.82, the open interest changed by 29 which increased total open position to 111


On 20 Mar IDFCFIRSTB was trading at 55.71. The strike last trading price was 1.1, which was -0.2 lower than the previous day. The implied volatity was 30.49, the open interest changed by -3 which decreased total open position to 83


On 19 Mar IDFCFIRSTB was trading at 55.42. The strike last trading price was 1.3, which was -0.35 lower than the previous day. The implied volatity was 31.48, the open interest changed by -14 which decreased total open position to 86


On 18 Mar IDFCFIRSTB was trading at 54.62. The strike last trading price was 1.65, which was -0.95 lower than the previous day. The implied volatity was 32.24, the open interest changed by 18 which increased total open position to 96


On 17 Mar IDFCFIRSTB was trading at 52.89. The strike last trading price was 2.6, which was 0.15 higher than the previous day. The implied volatity was 33.53, the open interest changed by 20 which increased total open position to 78


On 13 Mar IDFCFIRSTB was trading at 53.48. The strike last trading price was 2.45, which was 0.55 higher than the previous day. The implied volatity was 33.39, the open interest changed by 18 which increased total open position to 57


On 12 Mar IDFCFIRSTB was trading at 54.63. The strike last trading price was 1.9, which was 0.3 higher than the previous day. The implied volatity was 33.79, the open interest changed by 12 which increased total open position to 37


On 11 Mar IDFCFIRSTB was trading at 55.36. The strike last trading price was 1.6, which was 0.25 higher than the previous day. The implied volatity was 33.58, the open interest changed by -5 which decreased total open position to 24


On 10 Mar IDFCFIRSTB was trading at 56.37. The strike last trading price was 1.35, which was 0.3 higher than the previous day. The implied volatity was 32.84, the open interest changed by 9 which increased total open position to 31


On 7 Mar IDFCFIRSTB was trading at 57.34. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was 32.18, the open interest changed by 8 which increased total open position to 22


On 6 Mar IDFCFIRSTB was trading at 57.77. The strike last trading price was 1.3, 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 1.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 4 Mar IDFCFIRSTB was trading at 56.83. The strike last trading price was 1.3, which was 0.05 higher than the previous day. The implied volatity was 33.84, the open interest changed by 8 which increased total open position to 16


On 3 Mar IDFCFIRSTB was trading at 57.69. The strike last trading price was 1.25, which was 0.15 higher than the previous day. The implied volatity was 35.91, the open interest changed by 8 which increased total open position to 8


On 17 Feb IDFCFIRSTB was trading at 61.50. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 8.71, 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 0.00, 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 0.00, the open interest changed by 0 which decreased total open position to 0


On 12 Feb IDFCFIRSTB was trading at 62.16. 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


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 0.00, the open interest changed by 0 which decreased total open position to 0


On 10 Feb IDFCFIRSTB was trading at 62.91. 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


On 6 Feb IDFCFIRSTB was trading at 63.73. 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


On 5 Feb IDFCFIRSTB was trading at 63.33. 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


On 4 Feb IDFCFIRSTB was trading at 62.12. 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


On 3 Feb IDFCFIRSTB was trading at 62.26. 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


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