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

62.94 -1.68 (-2.60%)

Back to Option Chain


Historical option data for IDFCFIRSTB

21 Nov 2024 04:11 PM IST
IDFCFIRSTB 28NOV2024 56 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 62.94 18.45 0.00 - 0 0 0
20 Nov 64.62 18.45 0.00 - 0 0 0
19 Nov 64.62 18.45 0.00 - 0 0 0
18 Nov 65.53 18.45 0.00 - 0 0 0
14 Nov 63.41 18.45 0.00 - 0 0 0
13 Nov 63.62 18.45 0.00 - 0 0 0
12 Nov 66.24 18.45 0.00 - 0 0 0
11 Nov 66.56 18.45 0.00 - 0 0 0
8 Nov 65.63 18.45 0.00 - 0 0 0
7 Nov 66.52 18.45 0.00 - 0 0 0
6 Nov 66.89 18.45 0.00 - 0 0 0
5 Nov 66.31 18.45 0.00 - 0 0 0
4 Nov 65.83 18.45 0.00 - 0 0 0
1 Nov 67.15 18.45 0.00 - 0 0 0
31 Oct 65.93 18.45 0.00 - 0 0 0
30 Oct 68.79 18.45 0.00 - 0 0 0
29 Oct 67.60 18.45 0.00 - 0 0 0
28 Oct 67.13 18.45 0.00 - 0 0 0
25 Oct 65.50 18.45 - 0 0 0


For Idfc First Bank Limited - strike price 56 expiring on 28NOV2024

Delta for 56 CE is -

Historical price for 56 CE is as follows

On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 18.45, 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 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 18.45, 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 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 18.45, 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 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 18.45, 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 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 18.45, 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 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 18.45, 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 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 18.45, 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 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 18.45, 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 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 18.45, 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 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 18.45, 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 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 18.45, 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 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 18.45, 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 18.45, 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 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 18.45, 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 31 Oct IDFCFIRSTB was trading at 65.93. The strike last trading price was 18.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct IDFCFIRSTB was trading at 68.79. The strike last trading price was 18.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct IDFCFIRSTB was trading at 67.60. The strike last trading price was 18.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct IDFCFIRSTB was trading at 67.13. The strike last trading price was 18.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct IDFCFIRSTB was trading at 65.50. The strike last trading price was 18.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


IDFCFIRSTB 28NOV2024 56 PE
Delta: -0.05
Vega: 0.01
Theta: -0.03
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
21 Nov 62.94 0.1 0.00 53.52 42 25 157
20 Nov 64.62 0.1 0.00 54.62 29 -1 124
19 Nov 64.62 0.1 0.05 54.62 29 -9 124
18 Nov 65.53 0.05 -0.10 49.98 61 23 133
14 Nov 63.41 0.15 -0.05 44.02 24 8 113
13 Nov 63.62 0.2 0.15 48.75 66 22 106
12 Nov 66.24 0.05 0.00 41.43 22 0 86
11 Nov 66.56 0.05 0.00 41.53 10 0 86
8 Nov 65.63 0.05 -0.05 36.09 3 2 86
7 Nov 66.52 0.1 0.00 41.82 3 1 84
6 Nov 66.89 0.1 -0.05 42.83 34 18 84
5 Nov 66.31 0.15 0.00 43.44 12 1 68
4 Nov 65.83 0.15 -0.05 40.66 74 13 67
1 Nov 67.15 0.2 0.10 45.45 21 18 53
31 Oct 65.93 0.1 -0.40 - 1 0 36
30 Oct 68.79 0.5 -0.10 - 14 -2 36
29 Oct 67.60 0.6 0.10 - 4 -2 38
28 Oct 67.13 0.5 -1.10 - 17 -9 43
25 Oct 65.50 1.6 - 98 52 52


For Idfc First Bank Limited - strike price 56 expiring on 28NOV2024

Delta for 56 PE is -0.05

Historical price for 56 PE is as follows

On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 53.52, the open interest changed by 25 which increased total open position to 157


On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 54.62, the open interest changed by -1 which decreased total open position to 124


On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 54.62, the open interest changed by -9 which decreased total open position to 124


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 49.98, the open interest changed by 23 which increased total open position to 133


On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 44.02, the open interest changed by 8 which increased total open position to 113


On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 0.2, which was 0.15 higher than the previous day. The implied volatity was 48.75, the open interest changed by 22 which increased total open position to 106


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 41.43, the open interest changed by 0 which decreased total open position to 86


On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 41.53, the open interest changed by 0 which decreased total open position to 86


On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 36.09, the open interest changed by 2 which increased total open position to 86


On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 41.82, the open interest changed by 1 which increased total open position to 84


On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 42.83, the open interest changed by 18 which increased total open position to 84


On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 43.44, the open interest changed by 1 which increased total open position to 68


On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 40.66, the open interest changed by 13 which increased total open position to 67


On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 0.2, which was 0.10 higher than the previous day. The implied volatity was 45.45, the open interest changed by 18 which increased total open position to 53


On 31 Oct IDFCFIRSTB was trading at 65.93. The strike last trading price was 0.1, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct IDFCFIRSTB was trading at 68.79. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct IDFCFIRSTB was trading at 67.60. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct IDFCFIRSTB was trading at 67.13. The strike last trading price was 0.5, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct IDFCFIRSTB was trading at 65.50. The strike last trading price was 1.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to