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

62.94 -1.68 (-2.60%)

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Historical option data for IDFCFIRSTB

21 Nov 2024 04:11 PM IST
IDFCFIRSTB 28NOV2024 57 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 62.94 17.85 0.00 - 0 0 0
20 Nov 64.62 17.85 0.00 - 0 0 0
19 Nov 64.62 17.85 0.00 - 0 0 0
18 Nov 65.53 17.85 0.00 - 0 0 0
14 Nov 63.41 17.85 0.00 - 0 0 0
13 Nov 63.62 17.85 0.00 0.00 0 0 0
12 Nov 66.24 17.85 0.00 0.00 0 0 0
11 Nov 66.56 17.85 0.00 0.00 0 0 0
8 Nov 65.63 17.85 0.00 0.00 0 0 0
7 Nov 66.52 17.85 0.00 0.00 0 0 0
6 Nov 66.89 17.85 0.00 0.00 0 0 0
5 Nov 66.31 17.85 0.00 - 0 0 0
4 Nov 65.83 17.85 0.00 - 0 0 0
1 Nov 67.15 17.85 0.00 - 0 0 0
31 Oct 65.93 17.85 0.00 - 0 0 0
30 Oct 68.79 17.85 0.00 - 0 0 0
29 Oct 67.60 17.85 17.85 - 0 0 0
28 Oct 67.13 0 0.00 - 0 0 0
25 Oct 65.50 0 - 0 0 0


For Idfc First Bank Limited - strike price 57 expiring on 28NOV2024

Delta for 57 CE is -

Historical price for 57 CE is as follows

On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 17.85, 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 17.85, 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 17.85, 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 17.85, 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 17.85, 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 17.85, 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 17.85, 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 17.85, 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 17.85, 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 17.85, 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 17.85, 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 17.85, 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 17.85, 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 17.85, 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 17.85, 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 17.85, 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 17.85, which was 17.85 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, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


IDFCFIRSTB 28NOV2024 57 PE
Delta: -0.06
Vega: 0.01
Theta: -0.03
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
21 Nov 62.94 0.1 0.05 47.10 178 2 69
20 Nov 64.62 0.05 0.00 42.46 36 0 67
19 Nov 64.62 0.05 -0.05 42.46 36 0 67
18 Nov 65.53 0.1 -0.05 51.38 118 35 67
14 Nov 63.41 0.15 0.05 39.23 73 32 32
13 Nov 63.62 0.1 0.00 0.00 0 0 0
12 Nov 66.24 0.1 0.00 0.00 0 0 0
11 Nov 66.56 0.1 0.00 0.00 0 0 0
8 Nov 65.63 0.1 0.00 0.00 0 0 0
7 Nov 66.52 0.1 0.00 0.00 0 0 0
6 Nov 66.89 0.1 0.00 0.00 0 0 0
5 Nov 66.31 0.1 0.00 17.82 0 0 0
4 Nov 65.83 0.1 0.00 17.82 0 0 0
1 Nov 67.15 0.1 0.00 20.58 0 0 0
31 Oct 65.93 0.1 0.00 - 0 0 0
30 Oct 68.79 0.1 0.10 - 0 0 0
29 Oct 67.60 0 0.00 - 0 0 0
28 Oct 67.13 0 0.00 - 0 0 0
25 Oct 65.50 0 - 0 0 0


For Idfc First Bank Limited - strike price 57 expiring on 28NOV2024

Delta for 57 PE is -0.06

Historical price for 57 PE is as follows

On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 47.10, the open interest changed by 2 which increased total open position to 69


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 42.46, the open interest changed by 0 which decreased total open position to 67


On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 42.46, the open interest changed by 0 which decreased total open position to 67


On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 51.38, the open interest changed by 35 which increased total open position to 67


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 39.23, the open interest changed by 32 which increased total open position to 32


On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 0.1, 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 0.1, 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 0.1, 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 0.1, 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 0.1, 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 0.1, 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 0.1, which was 0.00 lower than the previous day. The implied volatity was 17.82, 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 0.1, which was 0.00 lower than the previous day. The implied volatity was 17.82, 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 0.1, which was 0.00 lower than the previous day. The implied volatity was 20.58, 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 0.1, 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 0.1, 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 29 Oct IDFCFIRSTB was trading at 67.60. The strike last trading price was 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to