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Related Pages for IDFCFIRSTB
[--[65.84.65.76]--]
IDFCFIRSTB
Idfc First Bank Limited
61.75 -0.54 (-0.87%)

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Historical option data for IDFCFIRSTB

26 Dec 2024 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
IDFCFIRSTB 30JAN2025 57 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
26 Dec 61.75 8.75 0.00 - 0 0 0
24 Dec 62.29 8.75 0.00 - 0 0 0
23 Dec 61.95 8.75 0.00 - 0 0 0
20 Dec 61.68 8.75 0.00 - 0 0 0
19 Dec 65.07 8.75 0.00 - 0 0 0
18 Dec 64.66 8.75 0.00 - 0 0 0
17 Dec 63.61 8.75 0.00 - 0 0 0
16 Dec 64.34 8.75 0.00 - 0 0 0
13 Dec 64.23 8.75 0.00 - 0 0 0
12 Dec 64.33 8.75 - 0 0 0

For Idfc First Bank Limited - strike price 57 expiring on 30JAN2025

Delta for 57 CE is -

Historical price for 57 CE is as follows

On 26 Dec IDFCFIRSTB was trading at 61.75. The strike last trading price was 8.75, 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 24 Dec IDFCFIRSTB was trading at 62.29. The strike last trading price was 8.75, 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 23 Dec IDFCFIRSTB was trading at 61.95. The strike last trading price was 8.75, 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 20 Dec IDFCFIRSTB was trading at 61.68. The strike last trading price was 8.75, 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 19 Dec IDFCFIRSTB was trading at 65.07. The strike last trading price was 8.75, 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 18 Dec IDFCFIRSTB was trading at 64.66. The strike last trading price was 8.75, 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 17 Dec IDFCFIRSTB was trading at 63.61. The strike last trading price was 8.75, 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 16 Dec IDFCFIRSTB was trading at 64.34. The strike last trading price was 8.75, 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 13 Dec IDFCFIRSTB was trading at 64.23. The strike last trading price was 8.75, 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 12 Dec IDFCFIRSTB was trading at 64.33. The strike last trading price was 8.75, 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 30JAN2025 57 PE
Delta: -0.15
Vega: 0.04
Theta: -0.02
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
26 Dec 61.75 0.45 -0.15 29.43 120 36 150
24 Dec 62.29 0.6 -0.10 34.55 106 29 85
23 Dec 61.95 0.7 -0.15 33.86 93 37 56
20 Dec 61.68 0.85 0.10 35.59 31 18 18
19 Dec 65.07 0.75 0.00 13.20 0 0 0
18 Dec 64.66 0.75 0.00 12.65 0 0 0
17 Dec 63.61 0.75 0.00 11.37 0 0 0
16 Dec 64.34 0.75 0.00 12.13 0 0 0
13 Dec 64.23 0.75 0.00 11.60 0 0 0
12 Dec 64.33 0.75 11.92 0 0 0

For Idfc First Bank Limited - strike price 57 expiring on 30JAN2025

Delta for 57 PE is -0.15

Historical price for 57 PE is as follows

On 26 Dec IDFCFIRSTB was trading at 61.75. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 29.43, the open interest changed by 36 which increased total open position to 150


On 24 Dec IDFCFIRSTB was trading at 62.29. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 34.55, the open interest changed by 29 which increased total open position to 85


On 23 Dec IDFCFIRSTB was trading at 61.95. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 33.86, the open interest changed by 37 which increased total open position to 56


On 20 Dec IDFCFIRSTB was trading at 61.68. The strike last trading price was 0.85, which was 0.10 higher than the previous day. The implied volatity was 35.59, the open interest changed by 18 which increased total open position to 18


On 19 Dec IDFCFIRSTB was trading at 65.07. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 13.20, the open interest changed by 0 which decreased total open position to 0


On 18 Dec IDFCFIRSTB was trading at 64.66. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 12.65, the open interest changed by 0 which decreased total open position to 0


On 17 Dec IDFCFIRSTB was trading at 63.61. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 11.37, the open interest changed by 0 which decreased total open position to 0


On 16 Dec IDFCFIRSTB was trading at 64.34. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 12.13, the open interest changed by 0 which decreased total open position to 0


On 13 Dec IDFCFIRSTB was trading at 64.23. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 11.60, the open interest changed by 0 which decreased total open position to 0


On 12 Dec IDFCFIRSTB was trading at 64.33. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was 11.92, the open interest changed by 0 which decreased total open position to 0