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Related Pages for IDFCFIRSTB
[--[65.84.65.76]--]
IDFCFIRSTB
Idfc First Bank Limited
59.92 0.67 (1.13%)

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Historical option data for IDFCFIRSTB

11 Apr 2025 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
IDFCFIRSTB 24APR2025 56 CE
Delta: 0.84
Vega: 0.03
Theta: -0.05
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
11 Apr 59.92 4.5 0.2 39.15 222 -86 520
9 Apr 59.25 4.25 0.9 43.49 298 -36 608
8 Apr 57.90 3.45 0.65 43.23 520 -30 648
7 Apr 56.49 2.7 -0.4 46.66 1,414 147 679
4 Apr 57.81 3.1 -2.15 34.54 284 43 530
3 Apr 60.35 5.15 2.4 35.70 684 -69 488
2 Apr 57.19 2.8 -0.05 32.14 580 -48 568
1 Apr 57.17 2.85 1.25 35.02 991 -65 617
28 Mar 54.96 1.55 -1.25 31.58 926 337 682
27 Mar 56.94 2.65 -0.2 36.44 322 44 341
26 Mar 57.00 2.85 -0.2 32.90 79 28 297
25 Mar 57.35 3 -0.5 31.64 209 -42 266
24 Mar 57.89 3.55 1.1 32.64 262 -14 308
21 Mar 56.29 2.4 0.2 28.95 171 28 322
20 Mar 55.71 2.2 0.1 29.44 216 16 293
19 Mar 55.42 2.1 0.3 30.24 297 69 277
18 Mar 54.62 1.8 0.5 30.78 198 33 208
17 Mar 52.89 1.3 -0.2 34.04 74 41 175
13 Mar 53.48 1.45 -0.55 31.81 93 14 133
12 Mar 54.63 2 -0.3 30.84 97 52 116
11 Mar 55.36 2.3 -0.55 28.85 70 33 64
10 Mar 56.37 2.8 -0.75 29.85 15 9 33
7 Mar 57.34 3.45 -0.45 28.17 9 5 24
6 Mar 57.77 3.9 0 0.00 0 4 0
5 Mar 57.95 3.9 0.45 27.65 6 1 16
4 Mar 56.83 3.45 -4.3 29.50 20 15 15
3 Mar 57.69 7.75 0 - 0 0 0
17 Feb 61.50 0 0 - 0 0 0
14 Feb 60.60 0 0 - 0 0 0
13 Feb 61.49 0 0 - 0 0 0
12 Feb 62.16 0 0 - 0 0 0
11 Feb 61.64 0 0 - 0 0 0
10 Feb 62.91 0 0 - 0 0 0
7 Feb 64.09 0 0 - 0 0 0
6 Feb 63.73 0 0 - 0 0 0
5 Feb 63.33 0 0 - 0 0 0
4 Feb 62.12 0 0 - 0 0 0
3 Feb 62.26 0 0 - 0 0 0
1 Feb 61.95 0 0 - 0 0 0

For Idfc First Bank Limited - strike price 56 expiring on 24APR2025

Delta for 56 CE is 0.84

Historical price for 56 CE is as follows

On 11 Apr IDFCFIRSTB was trading at 59.92. The strike last trading price was 4.5, which was 0.2 higher than the previous day. The implied volatity was 39.15, the open interest changed by -86 which decreased total open position to 520


On 9 Apr IDFCFIRSTB was trading at 59.25. The strike last trading price was 4.25, which was 0.9 higher than the previous day. The implied volatity was 43.49, the open interest changed by -36 which decreased total open position to 608


On 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 3.45, which was 0.65 higher than the previous day. The implied volatity was 43.23, the open interest changed by -30 which decreased total open position to 648


On 7 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 2.7, which was -0.4 lower than the previous day. The implied volatity was 46.66, the open interest changed by 147 which increased total open position to 679


On 4 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 3.1, which was -2.15 lower than the previous day. The implied volatity was 34.54, the open interest changed by 43 which increased total open position to 530


On 3 Apr IDFCFIRSTB was trading at 60.35. The strike last trading price was 5.15, which was 2.4 higher than the previous day. The implied volatity was 35.70, the open interest changed by -69 which decreased total open position to 488


On 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 2.8, which was -0.05 lower than the previous day. The implied volatity was 32.14, the open interest changed by -48 which decreased total open position to 568


On 1 Apr IDFCFIRSTB was trading at 57.17. The strike last trading price was 2.85, which was 1.25 higher than the previous day. The implied volatity was 35.02, the open interest changed by -65 which decreased total open position to 617


On 28 Mar IDFCFIRSTB was trading at 54.96. The strike last trading price was 1.55, which was -1.25 lower than the previous day. The implied volatity was 31.58, the open interest changed by 337 which increased total open position to 682


On 27 Mar IDFCFIRSTB was trading at 56.94. The strike last trading price was 2.65, which was -0.2 lower than the previous day. The implied volatity was 36.44, the open interest changed by 44 which increased total open position to 341


On 26 Mar IDFCFIRSTB was trading at 57.00. The strike last trading price was 2.85, which was -0.2 lower than the previous day. The implied volatity was 32.90, the open interest changed by 28 which increased total open position to 297


On 25 Mar IDFCFIRSTB was trading at 57.35. The strike last trading price was 3, which was -0.5 lower than the previous day. The implied volatity was 31.64, the open interest changed by -42 which decreased total open position to 266


On 24 Mar IDFCFIRSTB was trading at 57.89. The strike last trading price was 3.55, which was 1.1 higher than the previous day. The implied volatity was 32.64, the open interest changed by -14 which decreased total open position to 308


On 21 Mar IDFCFIRSTB was trading at 56.29. The strike last trading price was 2.4, which was 0.2 higher than the previous day. The implied volatity was 28.95, the open interest changed by 28 which increased total open position to 322


On 20 Mar IDFCFIRSTB was trading at 55.71. The strike last trading price was 2.2, which was 0.1 higher than the previous day. The implied volatity was 29.44, the open interest changed by 16 which increased total open position to 293


On 19 Mar IDFCFIRSTB was trading at 55.42. The strike last trading price was 2.1, which was 0.3 higher than the previous day. The implied volatity was 30.24, the open interest changed by 69 which increased total open position to 277


On 18 Mar IDFCFIRSTB was trading at 54.62. The strike last trading price was 1.8, which was 0.5 higher than the previous day. The implied volatity was 30.78, the open interest changed by 33 which increased total open position to 208


On 17 Mar IDFCFIRSTB was trading at 52.89. The strike last trading price was 1.3, which was -0.2 lower than the previous day. The implied volatity was 34.04, the open interest changed by 41 which increased total open position to 175


On 13 Mar IDFCFIRSTB was trading at 53.48. The strike last trading price was 1.45, which was -0.55 lower than the previous day. The implied volatity was 31.81, the open interest changed by 14 which increased total open position to 133


On 12 Mar IDFCFIRSTB was trading at 54.63. The strike last trading price was 2, which was -0.3 lower than the previous day. The implied volatity was 30.84, the open interest changed by 52 which increased total open position to 116


On 11 Mar IDFCFIRSTB was trading at 55.36. The strike last trading price was 2.3, which was -0.55 lower than the previous day. The implied volatity was 28.85, the open interest changed by 33 which increased total open position to 64


On 10 Mar IDFCFIRSTB was trading at 56.37. The strike last trading price was 2.8, which was -0.75 lower than the previous day. The implied volatity was 29.85, the open interest changed by 9 which increased total open position to 33


On 7 Mar IDFCFIRSTB was trading at 57.34. The strike last trading price was 3.45, which was -0.45 lower than the previous day. The implied volatity was 28.17, the open interest changed by 5 which increased total open position to 24


On 6 Mar IDFCFIRSTB was trading at 57.77. The strike last trading price was 3.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 5 Mar IDFCFIRSTB was trading at 57.95. The strike last trading price was 3.9, which was 0.45 higher than the previous day. The implied volatity was 27.65, the open interest changed by 1 which increased total open position to 16


On 4 Mar IDFCFIRSTB was trading at 56.83. The strike last trading price was 3.45, which was -4.3 lower than the previous day. The implied volatity was 29.50, the open interest changed by 15 which increased total open position to 15


On 3 Mar IDFCFIRSTB was trading at 57.69. The strike last trading price was 7.75, 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 -, 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 -, 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 -, 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 -, 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 -, the open interest changed by 0 which decreased total open position to 0


On 7 Feb IDFCFIRSTB was trading at 64.09. 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 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 -, 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 -, 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 -, 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 -, 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 -, the open interest changed by 0 which decreased total open position to 0


IDFCFIRSTB 24APR2025 56 PE
Delta: -0.15
Vega: 0.03
Theta: -0.04
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
11 Apr 59.92 0.35 -0.35 38.03 819 -65 904
9 Apr 59.25 0.65 -0.5 41.26 1,174 179 971
8 Apr 57.90 1.1 -0.8 43.58 1,239 5 805
7 Apr 56.49 1.9 0.85 47.50 1,677 -152 813
4 Apr 57.81 1.05 0.5 36.55 1,267 -71 968
3 Apr 60.35 0.5 -0.65 36.85 1,586 192 1,039
2 Apr 57.19 1.1 -0.2 33.43 1,125 162 848
1 Apr 57.17 1.3 -0.95 35.05 1,545 98 680
28 Mar 54.96 2.2 0.8 30.27 1,145 153 582
27 Mar 56.94 1.5 0.1 30.00 554 133 429
26 Mar 57.00 1.4 0.2 31.96 158 15 297
25 Mar 57.35 1.25 0.1 30.79 121 13 282
24 Mar 57.89 1.1 -0.45 31.54 329 125 267
21 Mar 56.29 1.55 -0.35 28.34 126 45 142
20 Mar 55.71 1.95 -0.15 30.56 65 14 96
19 Mar 55.42 2.1 -0.55 30.24 37 12 81
18 Mar 54.62 2.6 -1.2 31.58 16 3 67
17 Mar 52.89 3.8 0.2 32.87 24 1 64
13 Mar 53.48 3.6 0.7 33.11 11 1 63
12 Mar 54.63 2.9 0.45 33.86 11 2 61
11 Mar 55.36 2.45 0.25 33.04 34 -10 58
10 Mar 56.37 2.2 0.5 33.39 44 29 69
7 Mar 57.34 1.7 0.3 31.83 52 17 40
6 Mar 57.77 1.4 -0.15 29.54 5 1 22
5 Mar 57.95 1.55 -0.4 32.44 15 7 20
4 Mar 56.83 1.95 0.2 32.82 27 3 13
3 Mar 57.69 1.7 0.05 33.15 14 9 9
17 Feb 61.50 1.65 0 7.40 0 0 0
14 Feb 60.60 1.65 0 7.25 0 0 0
13 Feb 61.49 1.65 0 8.68 0 0 0
12 Feb 62.16 1.65 0 7.28 0 0 0
11 Feb 61.64 1.65 0 8.45 0 0 0
10 Feb 62.91 1.65 0 9.01 0 0 0
7 Feb 64.09 1.65 0 11.20 0 0 0
6 Feb 63.73 1.65 0 9.70 0 0 0
5 Feb 63.33 1.65 0 9.22 0 0 0
4 Feb 62.12 1.65 0 8.28 0 0 0
3 Feb 62.26 1.65 0 8.27 0 0 0
1 Feb 61.95 1.65 0 9.00 0 0 0

For Idfc First Bank Limited - strike price 56 expiring on 24APR2025

Delta for 56 PE is -0.15

Historical price for 56 PE is as follows

On 11 Apr IDFCFIRSTB was trading at 59.92. The strike last trading price was 0.35, which was -0.35 lower than the previous day. The implied volatity was 38.03, the open interest changed by -65 which decreased total open position to 904


On 9 Apr IDFCFIRSTB was trading at 59.25. The strike last trading price was 0.65, which was -0.5 lower than the previous day. The implied volatity was 41.26, the open interest changed by 179 which increased total open position to 971


On 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 1.1, which was -0.8 lower than the previous day. The implied volatity was 43.58, the open interest changed by 5 which increased total open position to 805


On 7 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 1.9, which was 0.85 higher than the previous day. The implied volatity was 47.50, the open interest changed by -152 which decreased total open position to 813


On 4 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 1.05, which was 0.5 higher than the previous day. The implied volatity was 36.55, the open interest changed by -71 which decreased total open position to 968


On 3 Apr IDFCFIRSTB was trading at 60.35. The strike last trading price was 0.5, which was -0.65 lower than the previous day. The implied volatity was 36.85, the open interest changed by 192 which increased total open position to 1039


On 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 1.1, which was -0.2 lower than the previous day. The implied volatity was 33.43, the open interest changed by 162 which increased total open position to 848


On 1 Apr IDFCFIRSTB was trading at 57.17. The strike last trading price was 1.3, which was -0.95 lower than the previous day. The implied volatity was 35.05, the open interest changed by 98 which increased total open position to 680


On 28 Mar IDFCFIRSTB was trading at 54.96. The strike last trading price was 2.2, which was 0.8 higher than the previous day. The implied volatity was 30.27, the open interest changed by 153 which increased total open position to 582


On 27 Mar IDFCFIRSTB was trading at 56.94. The strike last trading price was 1.5, which was 0.1 higher than the previous day. The implied volatity was 30.00, the open interest changed by 133 which increased total open position to 429


On 26 Mar IDFCFIRSTB was trading at 57.00. The strike last trading price was 1.4, which was 0.2 higher than the previous day. The implied volatity was 31.96, the open interest changed by 15 which increased total open position to 297


On 25 Mar IDFCFIRSTB was trading at 57.35. The strike last trading price was 1.25, which was 0.1 higher than the previous day. The implied volatity was 30.79, the open interest changed by 13 which increased total open position to 282


On 24 Mar IDFCFIRSTB was trading at 57.89. The strike last trading price was 1.1, which was -0.45 lower than the previous day. The implied volatity was 31.54, the open interest changed by 125 which increased total open position to 267


On 21 Mar IDFCFIRSTB was trading at 56.29. The strike last trading price was 1.55, which was -0.35 lower than the previous day. The implied volatity was 28.34, the open interest changed by 45 which increased total open position to 142


On 20 Mar IDFCFIRSTB was trading at 55.71. The strike last trading price was 1.95, which was -0.15 lower than the previous day. The implied volatity was 30.56, the open interest changed by 14 which increased total open position to 96


On 19 Mar IDFCFIRSTB was trading at 55.42. The strike last trading price was 2.1, which was -0.55 lower than the previous day. The implied volatity was 30.24, the open interest changed by 12 which increased total open position to 81


On 18 Mar IDFCFIRSTB was trading at 54.62. The strike last trading price was 2.6, which was -1.2 lower than the previous day. The implied volatity was 31.58, the open interest changed by 3 which increased total open position to 67


On 17 Mar IDFCFIRSTB was trading at 52.89. The strike last trading price was 3.8, which was 0.2 higher than the previous day. The implied volatity was 32.87, the open interest changed by 1 which increased total open position to 64


On 13 Mar IDFCFIRSTB was trading at 53.48. The strike last trading price was 3.6, which was 0.7 higher than the previous day. The implied volatity was 33.11, the open interest changed by 1 which increased total open position to 63


On 12 Mar IDFCFIRSTB was trading at 54.63. The strike last trading price was 2.9, which was 0.45 higher than the previous day. The implied volatity was 33.86, the open interest changed by 2 which increased total open position to 61


On 11 Mar IDFCFIRSTB was trading at 55.36. The strike last trading price was 2.45, which was 0.25 higher than the previous day. The implied volatity was 33.04, the open interest changed by -10 which decreased total open position to 58


On 10 Mar IDFCFIRSTB was trading at 56.37. The strike last trading price was 2.2, which was 0.5 higher than the previous day. The implied volatity was 33.39, the open interest changed by 29 which increased total open position to 69


On 7 Mar IDFCFIRSTB was trading at 57.34. The strike last trading price was 1.7, which was 0.3 higher than the previous day. The implied volatity was 31.83, the open interest changed by 17 which increased total open position to 40


On 6 Mar IDFCFIRSTB was trading at 57.77. The strike last trading price was 1.4, which was -0.15 lower than the previous day. The implied volatity was 29.54, the open interest changed by 1 which increased total open position to 22


On 5 Mar IDFCFIRSTB was trading at 57.95. The strike last trading price was 1.55, which was -0.4 lower than the previous day. The implied volatity was 32.44, the open interest changed by 7 which increased total open position to 20


On 4 Mar IDFCFIRSTB was trading at 56.83. The strike last trading price was 1.95, which was 0.2 higher than the previous day. The implied volatity was 32.82, the open interest changed by 3 which increased total open position to 13


On 3 Mar IDFCFIRSTB was trading at 57.69. The strike last trading price was 1.7, which was 0.05 higher than the previous day. The implied volatity was 33.15, the open interest changed by 9 which increased total open position to 9


On 17 Feb IDFCFIRSTB was trading at 61.50. The strike last trading price was 1.65, which was 0 lower than the previous day. The implied volatity was 7.40, 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 1.65, which was 0 lower than the previous day. The implied volatity was 7.25, 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 1.65, which was 0 lower than the previous day. The implied volatity was 8.68, 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 1.65, which was 0 lower than the previous day. The implied volatity was 7.28, 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 1.65, which was 0 lower than the previous day. The implied volatity was 8.45, 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 1.65, which was 0 lower than the previous day. The implied volatity was 9.01, the open interest changed by 0 which decreased total open position to 0


On 7 Feb IDFCFIRSTB was trading at 64.09. The strike last trading price was 1.65, which was 0 lower than the previous day. The implied volatity was 11.20, 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 1.65, which was 0 lower than the previous day. The implied volatity was 9.70, 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 1.65, which was 0 lower than the previous day. The implied volatity was 9.22, 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 1.65, which was 0 lower than the previous day. The implied volatity was 8.28, 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 1.65, which was 0 lower than the previous day. The implied volatity was 8.27, 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 1.65, which was 0 lower than the previous day. The implied volatity was 9.00, the open interest changed by 0 which decreased total open position to 0