IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
11 Apr 2025 04:11 PM IST
| IDFCFIRSTB 24APR2025 57 CE | ||||||||||
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Delta: 0.79
Vega: 0.03
Theta: -0.06
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 59.92 | 3.65 | 0.15 | 37.26 | 579 | -139 | 820 | |||
| 9 Apr | 59.25 | 3.35 | 0.65 | 38.71 | 1,368 | -50 | 1,088 | |||
| 8 Apr | 57.90 | 2.75 | 0.55 | 41.51 | 2,652 | -245 | 1,218 | |||
| 7 Apr | 56.49 | 2.2 | -0.25 | 46.69 | 3,449 | 354 | 1,473 | |||
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| 4 Apr | 57.81 | 2.4 | -1.95 | 33.02 | 580 | 52 | 1,121 | |||
| 3 Apr | 60.35 | 4.35 | 2.2 | 35.29 | 1,392 | -1 | 1,069 | |||
| 2 Apr | 57.19 | 2.15 | -0.05 | 31.09 | 1,192 | 136 | 1,067 | |||
| 1 Apr | 57.17 | 2.2 | 0.95 | 33.48 | 2,404 | -186 | 931 | |||
| 28 Mar | 54.96 | 1.2 | -1.05 | 32.11 | 1,654 | 431 | 1,117 | |||
| 27 Mar | 56.94 | 2.1 | -0.2 | 35.53 | 1,335 | 405 | 687 | |||
| 26 Mar | 57.00 | 2.25 | -0.25 | 32.03 | 226 | -6 | 276 | |||
| 25 Mar | 57.35 | 2.45 | -0.4 | 31.95 | 424 | 9 | 267 | |||
| 24 Mar | 57.89 | 2.85 | 0.95 | 31.29 | 419 | 94 | 259 | |||
| 21 Mar | 56.29 | 1.85 | 0.15 | 28.26 | 90 | 10 | 161 | |||
| 20 Mar | 55.71 | 1.75 | 0.1 | 29.67 | 67 | 15 | 150 | |||
| 19 Mar | 55.42 | 1.65 | 0.25 | 30.09 | 228 | 73 | 136 | |||
| 18 Mar | 54.62 | 1.4 | 0.4 | 30.59 | 42 | 9 | 63 | |||
| 17 Mar | 52.89 | 1 | -0.15 | 33.72 | 48 | 9 | 53 | |||
| 13 Mar | 53.48 | 1.1 | -0.55 | 31.18 | 35 | 17 | 41 | |||
| 12 Mar | 54.63 | 1.65 | -0.1 | 31.47 | 24 | 11 | 24 | |||
| 11 Mar | 55.36 | 1.75 | -0.95 | 27.57 | 15 | 2 | 3 | |||
| 10 Mar | 56.37 | 2.7 | -2.1 | 35.13 | 1 | 0 | 0 | |||
| 7 Mar | 57.34 | 4.8 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 57.77 | 4.8 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 57.95 | 4.8 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 56.83 | 4.8 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 57.69 | 4.8 | 0 | - | 0 | 0 | 0 | |||
For Idfc First Bank Limited - strike price 57 expiring on 24APR2025
Delta for 57 CE is 0.79
Historical price for 57 CE is as follows
On 11 Apr IDFCFIRSTB was trading at 59.92. The strike last trading price was 3.65, which was 0.15 higher than the previous day. The implied volatity was 37.26, the open interest changed by -139 which decreased total open position to 820
On 9 Apr IDFCFIRSTB was trading at 59.25. The strike last trading price was 3.35, which was 0.65 higher than the previous day. The implied volatity was 38.71, the open interest changed by -50 which decreased total open position to 1088
On 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 2.75, which was 0.55 higher than the previous day. The implied volatity was 41.51, the open interest changed by -245 which decreased total open position to 1218
On 7 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 2.2, which was -0.25 lower than the previous day. The implied volatity was 46.69, the open interest changed by 354 which increased total open position to 1473
On 4 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 2.4, which was -1.95 lower than the previous day. The implied volatity was 33.02, the open interest changed by 52 which increased total open position to 1121
On 3 Apr IDFCFIRSTB was trading at 60.35. The strike last trading price was 4.35, which was 2.2 higher than the previous day. The implied volatity was 35.29, the open interest changed by -1 which decreased total open position to 1069
On 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 2.15, which was -0.05 lower than the previous day. The implied volatity was 31.09, the open interest changed by 136 which increased total open position to 1067
On 1 Apr IDFCFIRSTB was trading at 57.17. The strike last trading price was 2.2, which was 0.95 higher than the previous day. The implied volatity was 33.48, the open interest changed by -186 which decreased total open position to 931
On 28 Mar IDFCFIRSTB was trading at 54.96. The strike last trading price was 1.2, which was -1.05 lower than the previous day. The implied volatity was 32.11, the open interest changed by 431 which increased total open position to 1117
On 27 Mar IDFCFIRSTB was trading at 56.94. The strike last trading price was 2.1, which was -0.2 lower than the previous day. The implied volatity was 35.53, the open interest changed by 405 which increased total open position to 687
On 26 Mar IDFCFIRSTB was trading at 57.00. The strike last trading price was 2.25, which was -0.25 lower than the previous day. The implied volatity was 32.03, the open interest changed by -6 which decreased total open position to 276
On 25 Mar IDFCFIRSTB was trading at 57.35. The strike last trading price was 2.45, which was -0.4 lower than the previous day. The implied volatity was 31.95, the open interest changed by 9 which increased total open position to 267
On 24 Mar IDFCFIRSTB was trading at 57.89. The strike last trading price was 2.85, which was 0.95 higher than the previous day. The implied volatity was 31.29, the open interest changed by 94 which increased total open position to 259
On 21 Mar IDFCFIRSTB was trading at 56.29. The strike last trading price was 1.85, which was 0.15 higher than the previous day. The implied volatity was 28.26, the open interest changed by 10 which increased total open position to 161
On 20 Mar IDFCFIRSTB was trading at 55.71. The strike last trading price was 1.75, which was 0.1 higher than the previous day. The implied volatity was 29.67, the open interest changed by 15 which increased total open position to 150
On 19 Mar IDFCFIRSTB was trading at 55.42. The strike last trading price was 1.65, which was 0.25 higher than the previous day. The implied volatity was 30.09, the open interest changed by 73 which increased total open position to 136
On 18 Mar IDFCFIRSTB was trading at 54.62. The strike last trading price was 1.4, which was 0.4 higher than the previous day. The implied volatity was 30.59, the open interest changed by 9 which increased total open position to 63
On 17 Mar IDFCFIRSTB was trading at 52.89. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 33.72, the open interest changed by 9 which increased total open position to 53
On 13 Mar IDFCFIRSTB was trading at 53.48. The strike last trading price was 1.1, which was -0.55 lower than the previous day. The implied volatity was 31.18, the open interest changed by 17 which increased total open position to 41
On 12 Mar IDFCFIRSTB was trading at 54.63. The strike last trading price was 1.65, which was -0.1 lower than the previous day. The implied volatity was 31.47, the open interest changed by 11 which increased total open position to 24
On 11 Mar IDFCFIRSTB was trading at 55.36. The strike last trading price was 1.75, which was -0.95 lower than the previous day. The implied volatity was 27.57, the open interest changed by 2 which increased total open position to 3
On 10 Mar IDFCFIRSTB was trading at 56.37. The strike last trading price was 2.7, which was -2.1 lower than the previous day. The implied volatity was 35.13, the open interest changed by 0 which decreased total open position to 0
On 7 Mar IDFCFIRSTB was trading at 57.34. The strike last trading price was 4.8, 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 Mar IDFCFIRSTB was trading at 57.77. The strike last trading price was 4.8, 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 Mar IDFCFIRSTB was trading at 57.95. The strike last trading price was 4.8, 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 Mar IDFCFIRSTB was trading at 56.83. The strike last trading price was 4.8, 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 Mar IDFCFIRSTB was trading at 57.69. The strike last trading price was 4.8, 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 57 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.22
Vega: 0.03
Theta: -0.04
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 59.92 | 0.55 | -0.35 | 37.94 | 2,203 | -536 | 700 |
| 9 Apr | 59.25 | 0.8 | -0.7 | 38.13 | 3,976 | 62 | 1,522 |
| 8 Apr | 57.90 | 1.45 | -0.95 | 43.01 | 2,700 | 634 | 1,530 |
| 7 Apr | 56.49 | 2.35 | 1 | 46.59 | 1,115 | -181 | 895 |
| 4 Apr | 57.81 | 1.35 | 0.65 | 34.97 | 2,302 | -346 | 1,076 |
| 3 Apr | 60.35 | 0.65 | -0.85 | 35.22 | 2,335 | 90 | 1,411 |
| 2 Apr | 57.19 | 1.45 | -0.2 | 32.41 | 1,457 | 297 | 1,330 |
| 1 Apr | 57.17 | 1.7 | -1.2 | 34.51 | 1,553 | 143 | 1,013 |
| 28 Mar | 54.96 | 2.9 | 1.1 | 31.75 | 805 | 133 | 870 |
| 27 Mar | 56.94 | 1.95 | 0.15 | 29.36 | 1,086 | 485 | 735 |
| 26 Mar | 57.00 | 1.85 | 0.2 | 32.05 | 236 | 70 | 245 |
| 25 Mar | 57.35 | 1.7 | 0.2 | 31.27 | 276 | 57 | 175 |
| 24 Mar | 57.89 | 1.45 | -0.6 | 31.16 | 259 | 60 | 116 |
| 21 Mar | 56.29 | 2.05 | -0.35 | 28.53 | 47 | 6 | 55 |
| 20 Mar | 55.71 | 2.4 | -0.3 | 29.73 | 53 | 16 | 49 |
| 19 Mar | 55.42 | 2.7 | -0.65 | 30.96 | 45 | 5 | 33 |
| 18 Mar | 54.62 | 3.35 | -0.9 | 33.78 | 20 | 8 | 28 |
| 17 Mar | 52.89 | 4.25 | 0.35 | 28.07 | 1 | 0 | 20 |
| 13 Mar | 53.48 | 3.9 | 0.45 | 27.26 | 5 | 0 | 20 |
| 12 Mar | 54.63 | 3.45 | 0.35 | 33.34 | 3 | 0 | 20 |
| 11 Mar | 55.36 | 3.1 | 0.8 | 34.53 | 13 | 3 | 19 |
| 10 Mar | 56.37 | 2.3 | 0.2 | 28.37 | 15 | 2 | 14 |
| 7 Mar | 57.34 | 2.1 | 0.3 | 31.74 | 25 | 7 | 12 |
| 6 Mar | 57.77 | 1.8 | -0.2 | 29.91 | 1 | 0 | 5 |
| 5 Mar | 57.95 | 2 | -0.5 | 33.22 | 1 | 0 | 4 |
| 4 Mar | 56.83 | 2.5 | 0.05 | 34.07 | 6 | 0 | 3 |
| 3 Mar | 57.69 | 2.45 | 0.5 | 37.24 | 3 | 0 | 0 |
For Idfc First Bank Limited - strike price 57 expiring on 24APR2025
Delta for 57 PE is -0.22
Historical price for 57 PE is as follows
On 11 Apr IDFCFIRSTB was trading at 59.92. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 37.94, the open interest changed by -536 which decreased total open position to 700
On 9 Apr IDFCFIRSTB was trading at 59.25. The strike last trading price was 0.8, which was -0.7 lower than the previous day. The implied volatity was 38.13, the open interest changed by 62 which increased total open position to 1522
On 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 1.45, which was -0.95 lower than the previous day. The implied volatity was 43.01, the open interest changed by 634 which increased total open position to 1530
On 7 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 2.35, which was 1 higher than the previous day. The implied volatity was 46.59, the open interest changed by -181 which decreased total open position to 895
On 4 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 1.35, which was 0.65 higher than the previous day. The implied volatity was 34.97, the open interest changed by -346 which decreased total open position to 1076
On 3 Apr IDFCFIRSTB was trading at 60.35. The strike last trading price was 0.65, which was -0.85 lower than the previous day. The implied volatity was 35.22, the open interest changed by 90 which increased total open position to 1411
On 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 1.45, which was -0.2 lower than the previous day. The implied volatity was 32.41, the open interest changed by 297 which increased total open position to 1330
On 1 Apr IDFCFIRSTB was trading at 57.17. The strike last trading price was 1.7, which was -1.2 lower than the previous day. The implied volatity was 34.51, the open interest changed by 143 which increased total open position to 1013
On 28 Mar IDFCFIRSTB was trading at 54.96. The strike last trading price was 2.9, which was 1.1 higher than the previous day. The implied volatity was 31.75, the open interest changed by 133 which increased total open position to 870
On 27 Mar IDFCFIRSTB was trading at 56.94. The strike last trading price was 1.95, which was 0.15 higher than the previous day. The implied volatity was 29.36, the open interest changed by 485 which increased total open position to 735
On 26 Mar IDFCFIRSTB was trading at 57.00. The strike last trading price was 1.85, which was 0.2 higher than the previous day. The implied volatity was 32.05, the open interest changed by 70 which increased total open position to 245
On 25 Mar IDFCFIRSTB was trading at 57.35. The strike last trading price was 1.7, which was 0.2 higher than the previous day. The implied volatity was 31.27, the open interest changed by 57 which increased total open position to 175
On 24 Mar IDFCFIRSTB was trading at 57.89. The strike last trading price was 1.45, which was -0.6 lower than the previous day. The implied volatity was 31.16, the open interest changed by 60 which increased total open position to 116
On 21 Mar IDFCFIRSTB was trading at 56.29. The strike last trading price was 2.05, which was -0.35 lower than the previous day. The implied volatity was 28.53, the open interest changed by 6 which increased total open position to 55
On 20 Mar IDFCFIRSTB was trading at 55.71. The strike last trading price was 2.4, which was -0.3 lower than the previous day. The implied volatity was 29.73, the open interest changed by 16 which increased total open position to 49
On 19 Mar IDFCFIRSTB was trading at 55.42. The strike last trading price was 2.7, which was -0.65 lower than the previous day. The implied volatity was 30.96, the open interest changed by 5 which increased total open position to 33
On 18 Mar IDFCFIRSTB was trading at 54.62. The strike last trading price was 3.35, which was -0.9 lower than the previous day. The implied volatity was 33.78, the open interest changed by 8 which increased total open position to 28
On 17 Mar IDFCFIRSTB was trading at 52.89. The strike last trading price was 4.25, which was 0.35 higher than the previous day. The implied volatity was 28.07, the open interest changed by 0 which decreased total open position to 20
On 13 Mar IDFCFIRSTB was trading at 53.48. The strike last trading price was 3.9, which was 0.45 higher than the previous day. The implied volatity was 27.26, the open interest changed by 0 which decreased total open position to 20
On 12 Mar IDFCFIRSTB was trading at 54.63. The strike last trading price was 3.45, which was 0.35 higher than the previous day. The implied volatity was 33.34, the open interest changed by 0 which decreased total open position to 20
On 11 Mar IDFCFIRSTB was trading at 55.36. The strike last trading price was 3.1, which was 0.8 higher than the previous day. The implied volatity was 34.53, the open interest changed by 3 which increased total open position to 19
On 10 Mar IDFCFIRSTB was trading at 56.37. The strike last trading price was 2.3, which was 0.2 higher than the previous day. The implied volatity was 28.37, the open interest changed by 2 which increased total open position to 14
On 7 Mar IDFCFIRSTB was trading at 57.34. The strike last trading price was 2.1, which was 0.3 higher than the previous day. The implied volatity was 31.74, the open interest changed by 7 which increased total open position to 12
On 6 Mar IDFCFIRSTB was trading at 57.77. The strike last trading price was 1.8, which was -0.2 lower than the previous day. The implied volatity was 29.91, the open interest changed by 0 which decreased total open position to 5
On 5 Mar IDFCFIRSTB was trading at 57.95. The strike last trading price was 2, which was -0.5 lower than the previous day. The implied volatity was 33.22, the open interest changed by 0 which decreased total open position to 4
On 4 Mar IDFCFIRSTB was trading at 56.83. The strike last trading price was 2.5, which was 0.05 higher than the previous day. The implied volatity was 34.07, the open interest changed by 0 which decreased total open position to 3
On 3 Mar IDFCFIRSTB was trading at 57.69. The strike last trading price was 2.45, which was 0.5 higher than the previous day. The implied volatity was 37.24, the open interest changed by 0 which decreased total open position to 0
