IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
21 Nov 2024 04:11 PM IST
| IDFCFIRSTB 28NOV2024 55 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 62.94 | 19.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 64.62 | 19.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 64.62 | 19.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 65.53 | 19.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 63.41 | 19.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 63.62 | 19.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 66.24 | 19.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 66.56 | 19.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 65.63 | 19.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 66.52 | 19.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 6 Nov | 66.89 | 19.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 66.31 | 19.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 65.83 | 19.75 | - | 0 | 0 | 0 | ||||
For Idfc First Bank Limited - strike price 55 expiring on 28NOV2024
Delta for 55 CE is 0.00
Historical price for 55 CE is as follows
On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 19.75, which was 0.00 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 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 19.75, which was 0.00 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 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 19.75, which was 0.00 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 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 19.75, which was 0.00 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 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 19.75, which was 0.00 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 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 19.75, which was 0.00 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 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 19.75, which was 0.00 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 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 19.75, which was 0.00 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 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 19.75, which was 0.00 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 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 19.75, which was 0.00 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 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 19.75, which was 0.00 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 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 19.75, 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 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 19.75, 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 28NOV2024 55 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.01
Theta: -0.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 62.94 | 0.05 | 0.00 | 52.72 | 13 | 1 | 161 |
| 20 Nov | 64.62 | 0.05 | 0.00 | 52.60 | 16 | 1 | 160 |
| 19 Nov | 64.62 | 0.05 | 0.00 | 52.60 | 16 | 1 | 160 |
| 18 Nov | 65.53 | 0.05 | -0.10 | - | 41 | 7 | 158 |
| 14 Nov | 63.41 | 0.15 | 0.05 | 48.81 | 139 | 0 | 150 |
| 13 Nov | 63.62 | 0.1 | 0.05 | 46.22 | 100 | 27 | 149 |
| 12 Nov | 66.24 | 0.05 | 0.00 | 45.26 | 2 | 0 | 122 |
| 11 Nov | 66.56 | 0.05 | -0.05 | 45.19 | 28 | 2 | 116 |
| 8 Nov | 65.63 | 0.1 | 0.05 | 44.35 | 4 | 0 | 114 |
| 7 Nov | 66.52 | 0.05 | -0.05 | 40.39 | 8 | 7 | 113 |
| 6 Nov | 66.89 | 0.1 | 0.00 | 46.24 | 97 | 14 | 106 |
| 5 Nov | 66.31 | 0.1 | -0.10 | 43.55 | 51 | 39 | 93 |
| 4 Nov | 65.83 | 0.2 | 47.04 | 57 | 12 | 12 | |
For Idfc First Bank Limited - strike price 55 expiring on 28NOV2024
Delta for 55 PE is -0.03
Historical price for 55 PE is as follows
On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 52.72, the open interest changed by 1 which increased total open position to 161
On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 52.60, the open interest changed by 1 which increased total open position to 160
On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 52.60, the open interest changed by 1 which increased total open position to 160
On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 0.05, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 158
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 48.81, the open interest changed by 0 which decreased total open position to 150
On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 46.22, the open interest changed by 27 which increased total open position to 149
On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 45.26, the open interest changed by 0 which decreased total open position to 122
On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 45.19, the open interest changed by 2 which increased total open position to 116
On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 44.35, the open interest changed by 0 which decreased total open position to 114
On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 40.39, the open interest changed by 7 which increased total open position to 113
On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 46.24, the open interest changed by 14 which increased total open position to 106
On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 43.55, the open interest changed by 39 which increased total open position to 93
On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 0.2, which was lower than the previous day. The implied volatity was 47.04, the open interest changed by 12 which increased total open position to 12
