IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
15 Apr 2025 04:11 PM IST
| IDFCFIRSTB 24APR2025 55 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.99
Vega: 0.00
Theta: -0.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Apr | 61.93 | 7.15 | 1.8 | 35.01 | 218 | -104 | 444 | |||
| 11 Apr | 59.92 | 5.35 | 0.25 | 39.19 | 809 | -335 | 548 | |||
| 9 Apr | 59.25 | 5.2 | 1.15 | 49.04 | 738 | -111 | 947 | |||
| 8 Apr | 57.90 | 4.2 | 0.9 | 44.75 | 1,102 | -10 | 1,062 | |||
| 7 Apr | 56.49 | 3.35 | -0.5 | 48.39 | 2,357 | 410 | 1,073 | |||
| 4 Apr | 57.81 | 3.85 | -2.25 | 35.73 | 663 | 144 | 670 | |||
| 3 Apr | 60.35 | 6.1 | 2.65 | 39.44 | 1,019 | -152 | 522 | |||
| 2 Apr | 57.19 | 3.55 | 0.05 | 33.74 | 527 | 57 | 674 | |||
| 1 Apr | 57.17 | 3.6 | 1.5 | 37.24 | 1,022 | -115 | 616 | |||
| 28 Mar | 54.96 | 2.05 | -1.45 | 32.25 | 951 | 326 | 731 | |||
| 27 Mar | 56.94 | 3.3 | -0.3 | 37.89 | 438 | 85 | 402 | |||
| 26 Mar | 57.00 | 3.6 | -0.2 | 35.19 | 144 | 41 | 317 | |||
| 25 Mar | 57.35 | 3.65 | -0.55 | 31.74 | 246 | -16 | 275 | |||
| 24 Mar | 57.89 | 4.25 | 1.25 | 32.99 | 422 | 3 | 293 | |||
| 21 Mar | 56.29 | 2.95 | 0.25 | 28.44 | 247 | 4 | 291 | |||
| 20 Mar | 55.71 | 2.7 | 0.05 | 28.79 | 183 | -56 | 289 | |||
| 19 Mar | 55.42 | 2.65 | 0.4 | 30.78 | 406 | 5 | 343 | |||
| 18 Mar | 54.62 | 2.25 | 0.65 | 30.68 | 368 | -45 | 338 | |||
| 17 Mar | 52.89 | 1.55 | -0.3 | 32.71 | 293 | 168 | 384 | |||
| 13 Mar | 53.48 | 1.8 | -0.65 | 31.53 | 228 | 127 | 216 | |||
| 12 Mar | 54.63 | 2.45 | -0.4 | 30.69 | 104 | 54 | 88 | |||
| 11 Mar | 55.36 | 2.9 | -0.6 | 29.90 | 64 | 32 | 33 | |||
| 10 Mar | 56.37 | 3.5 | -2.6 | 31.93 | 1 | 0 | 0 | |||
| 7 Mar | 57.34 | 6.1 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 57.77 | 6.1 | 0 | - | 0 | 0 | 0 | |||
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| 5 Mar | 57.95 | 6.1 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 56.83 | 6.1 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 57.69 | 6.1 | 0 | - | 0 | 0 | 0 | |||
For Idfc First Bank Limited - strike price 55 expiring on 24APR2025
Delta for 55 CE is 0.99
Historical price for 55 CE is as follows
On 15 Apr IDFCFIRSTB was trading at 61.93. The strike last trading price was 7.15, which was 1.8 higher than the previous day. The implied volatity was 35.01, the open interest changed by -104 which decreased total open position to 444
On 11 Apr IDFCFIRSTB was trading at 59.92. The strike last trading price was 5.35, which was 0.25 higher than the previous day. The implied volatity was 39.19, the open interest changed by -335 which decreased total open position to 548
On 9 Apr IDFCFIRSTB was trading at 59.25. The strike last trading price was 5.2, which was 1.15 higher than the previous day. The implied volatity was 49.04, the open interest changed by -111 which decreased total open position to 947
On 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 4.2, which was 0.9 higher than the previous day. The implied volatity was 44.75, the open interest changed by -10 which decreased total open position to 1062
On 7 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 3.35, which was -0.5 lower than the previous day. The implied volatity was 48.39, the open interest changed by 410 which increased total open position to 1073
On 4 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 3.85, which was -2.25 lower than the previous day. The implied volatity was 35.73, the open interest changed by 144 which increased total open position to 670
On 3 Apr IDFCFIRSTB was trading at 60.35. The strike last trading price was 6.1, which was 2.65 higher than the previous day. The implied volatity was 39.44, the open interest changed by -152 which decreased total open position to 522
On 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 3.55, which was 0.05 higher than the previous day. The implied volatity was 33.74, the open interest changed by 57 which increased total open position to 674
On 1 Apr IDFCFIRSTB was trading at 57.17. The strike last trading price was 3.6, which was 1.5 higher than the previous day. The implied volatity was 37.24, the open interest changed by -115 which decreased total open position to 616
On 28 Mar IDFCFIRSTB was trading at 54.96. The strike last trading price was 2.05, which was -1.45 lower than the previous day. The implied volatity was 32.25, the open interest changed by 326 which increased total open position to 731
On 27 Mar IDFCFIRSTB was trading at 56.94. The strike last trading price was 3.3, which was -0.3 lower than the previous day. The implied volatity was 37.89, the open interest changed by 85 which increased total open position to 402
On 26 Mar IDFCFIRSTB was trading at 57.00. The strike last trading price was 3.6, which was -0.2 lower than the previous day. The implied volatity was 35.19, the open interest changed by 41 which increased total open position to 317
On 25 Mar IDFCFIRSTB was trading at 57.35. The strike last trading price was 3.65, which was -0.55 lower than the previous day. The implied volatity was 31.74, the open interest changed by -16 which decreased total open position to 275
On 24 Mar IDFCFIRSTB was trading at 57.89. The strike last trading price was 4.25, which was 1.25 higher than the previous day. The implied volatity was 32.99, the open interest changed by 3 which increased total open position to 293
On 21 Mar IDFCFIRSTB was trading at 56.29. The strike last trading price was 2.95, which was 0.25 higher than the previous day. The implied volatity was 28.44, the open interest changed by 4 which increased total open position to 291
On 20 Mar IDFCFIRSTB was trading at 55.71. The strike last trading price was 2.7, which was 0.05 higher than the previous day. The implied volatity was 28.79, the open interest changed by -56 which decreased total open position to 289
On 19 Mar IDFCFIRSTB was trading at 55.42. The strike last trading price was 2.65, which was 0.4 higher than the previous day. The implied volatity was 30.78, the open interest changed by 5 which increased total open position to 343
On 18 Mar IDFCFIRSTB was trading at 54.62. The strike last trading price was 2.25, which was 0.65 higher than the previous day. The implied volatity was 30.68, the open interest changed by -45 which decreased total open position to 338
On 17 Mar IDFCFIRSTB was trading at 52.89. The strike last trading price was 1.55, which was -0.3 lower than the previous day. The implied volatity was 32.71, the open interest changed by 168 which increased total open position to 384
On 13 Mar IDFCFIRSTB was trading at 53.48. The strike last trading price was 1.8, which was -0.65 lower than the previous day. The implied volatity was 31.53, the open interest changed by 127 which increased total open position to 216
On 12 Mar IDFCFIRSTB was trading at 54.63. The strike last trading price was 2.45, which was -0.4 lower than the previous day. The implied volatity was 30.69, the open interest changed by 54 which increased total open position to 88
On 11 Mar IDFCFIRSTB was trading at 55.36. The strike last trading price was 2.9, which was -0.6 lower than the previous day. The implied volatity was 29.90, the open interest changed by 32 which increased total open position to 33
On 10 Mar IDFCFIRSTB was trading at 56.37. The strike last trading price was 3.5, which was -2.6 lower than the previous day. The implied volatity was 31.93, 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 6.1, 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 6.1, 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 6.1, 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 6.1, 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 6.1, 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 55 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.01
Theta: -0.03
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Apr | 61.93 | 0.1 | -0.2 | 48.31 | 2,299 | 12 | 1,049 |
| 11 Apr | 59.92 | 0.3 | -0.25 | 42.18 | 1,576 | -109 | 1,037 |
| 9 Apr | 59.25 | 0.5 | -0.4 | 43.31 | 2,499 | -181 | 1,135 |
| 8 Apr | 57.90 | 0.85 | -0.7 | 45.02 | 1,670 | -33 | 1,323 |
| 7 Apr | 56.49 | 1.5 | 0.7 | 48.07 | 3,546 | -438 | 1,359 |
| 4 Apr | 57.81 | 0.8 | 0.4 | 37.86 | 2,140 | 299 | 1,796 |
| 3 Apr | 60.35 | 0.4 | -0.45 | 38.98 | 3,433 | -189 | 1,495 |
| 2 Apr | 57.19 | 0.8 | -0.2 | 33.97 | 1,171 | 64 | 1,679 |
| 1 Apr | 57.17 | 1 | -0.75 | 36.14 | 2,456 | 625 | 1,614 |
| 28 Mar | 54.96 | 1.75 | 0.7 | 31.66 | 1,556 | 221 | 989 |
| 27 Mar | 56.94 | 1.15 | 0.05 | 30.99 | 796 | 199 | 762 |
| 26 Mar | 57.00 | 1.1 | 0.05 | 33.17 | 449 | 54 | 561 |
| 25 Mar | 57.35 | 1.05 | 0.2 | 33.34 | 433 | -13 | 482 |
| 24 Mar | 57.89 | 0.85 | -0.35 | 32.53 | 522 | 147 | 494 |
| 21 Mar | 56.29 | 1.2 | -0.25 | 29.23 | 196 | 61 | 347 |
| 20 Mar | 55.71 | 1.45 | -0.2 | 30.09 | 168 | 32 | 284 |
| 19 Mar | 55.42 | 1.65 | -0.45 | 30.63 | 200 | 97 | 253 |
| 18 Mar | 54.62 | 2.1 | -1.15 | 32.05 | 77 | 33 | 155 |
| 17 Mar | 52.89 | 3.3 | 0.3 | 35.10 | 60 | 28 | 121 |
| 13 Mar | 53.48 | 3.05 | 0.7 | 34.04 | 39 | 15 | 92 |
| 12 Mar | 54.63 | 2.35 | 0.35 | 33.56 | 58 | 15 | 77 |
| 11 Mar | 55.36 | 1.95 | 0.25 | 32.71 | 73 | 29 | 62 |
| 10 Mar | 56.37 | 1.8 | 0.45 | 33.87 | 31 | 19 | 32 |
| 7 Mar | 57.34 | 1.35 | 0.15 | 32.20 | 8 | 5 | 13 |
| 6 Mar | 57.77 | 1.2 | 0 | 0.00 | 0 | 3 | 0 |
| 5 Mar | 57.95 | 1.2 | -0.4 | 31.89 | 5 | 2 | 7 |
| 4 Mar | 56.83 | 1.6 | 0.2 | 33.32 | 9 | 3 | 5 |
| 3 Mar | 57.69 | 1.4 | 0.1 | 33.71 | 2 | 1 | 1 |
For Idfc First Bank Limited - strike price 55 expiring on 24APR2025
Delta for 55 PE is -0.05
Historical price for 55 PE is as follows
On 15 Apr IDFCFIRSTB was trading at 61.93. The strike last trading price was 0.1, which was -0.2 lower than the previous day. The implied volatity was 48.31, the open interest changed by 12 which increased total open position to 1049
On 11 Apr IDFCFIRSTB was trading at 59.92. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 42.18, the open interest changed by -109 which decreased total open position to 1037
On 9 Apr IDFCFIRSTB was trading at 59.25. The strike last trading price was 0.5, which was -0.4 lower than the previous day. The implied volatity was 43.31, the open interest changed by -181 which decreased total open position to 1135
On 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 0.85, which was -0.7 lower than the previous day. The implied volatity was 45.02, the open interest changed by -33 which decreased total open position to 1323
On 7 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 1.5, which was 0.7 higher than the previous day. The implied volatity was 48.07, the open interest changed by -438 which decreased total open position to 1359
On 4 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 0.8, which was 0.4 higher than the previous day. The implied volatity was 37.86, the open interest changed by 299 which increased total open position to 1796
On 3 Apr IDFCFIRSTB was trading at 60.35. The strike last trading price was 0.4, which was -0.45 lower than the previous day. The implied volatity was 38.98, the open interest changed by -189 which decreased total open position to 1495
On 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 33.97, the open interest changed by 64 which increased total open position to 1679
On 1 Apr IDFCFIRSTB was trading at 57.17. The strike last trading price was 1, which was -0.75 lower than the previous day. The implied volatity was 36.14, the open interest changed by 625 which increased total open position to 1614
On 28 Mar IDFCFIRSTB was trading at 54.96. The strike last trading price was 1.75, which was 0.7 higher than the previous day. The implied volatity was 31.66, the open interest changed by 221 which increased total open position to 989
On 27 Mar IDFCFIRSTB was trading at 56.94. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 30.99, the open interest changed by 199 which increased total open position to 762
On 26 Mar IDFCFIRSTB was trading at 57.00. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 33.17, the open interest changed by 54 which increased total open position to 561
On 25 Mar IDFCFIRSTB was trading at 57.35. The strike last trading price was 1.05, which was 0.2 higher than the previous day. The implied volatity was 33.34, the open interest changed by -13 which decreased total open position to 482
On 24 Mar IDFCFIRSTB was trading at 57.89. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 32.53, the open interest changed by 147 which increased total open position to 494
On 21 Mar IDFCFIRSTB was trading at 56.29. The strike last trading price was 1.2, which was -0.25 lower than the previous day. The implied volatity was 29.23, the open interest changed by 61 which increased total open position to 347
On 20 Mar IDFCFIRSTB was trading at 55.71. The strike last trading price was 1.45, which was -0.2 lower than the previous day. The implied volatity was 30.09, the open interest changed by 32 which increased total open position to 284
On 19 Mar IDFCFIRSTB was trading at 55.42. The strike last trading price was 1.65, which was -0.45 lower than the previous day. The implied volatity was 30.63, the open interest changed by 97 which increased total open position to 253
On 18 Mar IDFCFIRSTB was trading at 54.62. The strike last trading price was 2.1, which was -1.15 lower than the previous day. The implied volatity was 32.05, the open interest changed by 33 which increased total open position to 155
On 17 Mar IDFCFIRSTB was trading at 52.89. The strike last trading price was 3.3, which was 0.3 higher than the previous day. The implied volatity was 35.10, the open interest changed by 28 which increased total open position to 121
On 13 Mar IDFCFIRSTB was trading at 53.48. The strike last trading price was 3.05, which was 0.7 higher than the previous day. The implied volatity was 34.04, the open interest changed by 15 which increased total open position to 92
On 12 Mar IDFCFIRSTB was trading at 54.63. The strike last trading price was 2.35, which was 0.35 higher than the previous day. The implied volatity was 33.56, the open interest changed by 15 which increased total open position to 77
On 11 Mar IDFCFIRSTB was trading at 55.36. The strike last trading price was 1.95, which was 0.25 higher than the previous day. The implied volatity was 32.71, the open interest changed by 29 which increased total open position to 62
On 10 Mar IDFCFIRSTB was trading at 56.37. The strike last trading price was 1.8, which was 0.45 higher than the previous day. The implied volatity was 33.87, the open interest changed by 19 which increased total open position to 32
On 7 Mar IDFCFIRSTB was trading at 57.34. The strike last trading price was 1.35, which was 0.15 higher than the previous day. The implied volatity was 32.20, the open interest changed by 5 which increased total open position to 13
On 6 Mar IDFCFIRSTB was trading at 57.77. The strike last trading price was 1.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 5 Mar IDFCFIRSTB was trading at 57.95. The strike last trading price was 1.2, which was -0.4 lower than the previous day. The implied volatity was 31.89, the open interest changed by 2 which increased total open position to 7
On 4 Mar IDFCFIRSTB was trading at 56.83. The strike last trading price was 1.6, which was 0.2 higher than the previous day. The implied volatity was 33.32, the open interest changed by 3 which increased total open position to 5
On 3 Mar IDFCFIRSTB was trading at 57.69. The strike last trading price was 1.4, which was 0.1 higher than the previous day. The implied volatity was 33.71, the open interest changed by 1 which increased total open position to 1
