IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
21 Nov 2024 04:11 PM IST
| IDFCFIRSTB 28NOV2024 58 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 62.94 | 5 | -2.55 | - | 6 | 0 | 16 | |||
| 20 Nov | 64.62 | 7.55 | 0.00 | 83.87 | 1 | 1 | 15 | |||
| 19 Nov | 64.62 | 7.55 | 0.30 | 83.87 | 1 | 0 | 15 | |||
| 18 Nov | 65.53 | 7.25 | 1.05 | - | 9 | 3 | 9 | |||
|
|
||||||||||
| 14 Nov | 63.41 | 6.2 | 0.50 | 50.85 | 3 | 0 | 5 | |||
| 13 Nov | 63.62 | 5.7 | -10.90 | - | 6 | 5 | 5 | |||
| 12 Nov | 66.24 | 16.6 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 66.56 | 16.6 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 65.63 | 16.6 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 66.52 | 16.6 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 66.89 | 16.6 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 66.31 | 16.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 65.83 | 16.6 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 67.15 | 16.6 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 65.93 | 16.6 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 68.79 | 16.6 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 67.60 | 16.6 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 67.13 | 16.6 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 65.50 | 16.6 | - | 0 | 0 | 0 | ||||
For Idfc First Bank Limited - strike price 58 expiring on 28NOV2024
Delta for 58 CE is -
Historical price for 58 CE is as follows
On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 5, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 7.55, which was 0.00 lower than the previous day. The implied volatity was 83.87, the open interest changed by 1 which increased total open position to 15
On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 7.55, which was 0.30 higher than the previous day. The implied volatity was 83.87, the open interest changed by 0 which decreased total open position to 15
On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 7.25, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 9
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 6.2, which was 0.50 higher than the previous day. The implied volatity was 50.85, the open interest changed by 0 which decreased total open position to 5
On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 5.7, which was -10.90 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 16.6, 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 16.6, 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 16.6, 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 16.6, 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 16.6, 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 16.6, 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 16.6, 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 16.6, 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 16.6, 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 16.6, 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 16.6, 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 16.6, 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 16.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IDFCFIRSTB 28NOV2024 58 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 0.01
Theta: -0.04
Gamma: 0.04
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 62.94 | 0.15 | 0.10 | 44.71 | 642 | -39 | 485 |
| 20 Nov | 64.62 | 0.05 | 0.00 | 38.07 | 123 | 1 | 524 |
| 19 Nov | 64.62 | 0.05 | -0.05 | 38.07 | 123 | 1 | 524 |
| 18 Nov | 65.53 | 0.1 | -0.10 | 46.29 | 128 | 25 | 520 |
| 14 Nov | 63.41 | 0.2 | 0.05 | 37.03 | 483 | 54 | 495 |
| 13 Nov | 63.62 | 0.15 | 0.05 | 36.49 | 534 | 220 | 435 |
| 12 Nov | 66.24 | 0.1 | 0.00 | 38.60 | 5 | 0 | 215 |
| 11 Nov | 66.56 | 0.1 | 0.00 | 39.05 | 73 | 21 | 218 |
| 8 Nov | 65.63 | 0.1 | 0.00 | 33.55 | 73 | 60 | 196 |
| 7 Nov | 66.52 | 0.1 | -0.05 | 35.19 | 21 | 11 | 135 |
| 6 Nov | 66.89 | 0.15 | -0.05 | 39.11 | 70 | 3 | 113 |
| 5 Nov | 66.31 | 0.2 | -0.15 | 38.77 | 94 | 33 | 110 |
| 4 Nov | 65.83 | 0.35 | 0.00 | 41.62 | 111 | 8 | 75 |
| 1 Nov | 67.15 | 0.35 | -0.30 | 44.73 | 55 | -19 | 66 |
| 31 Oct | 65.93 | 0.65 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 68.79 | 0.65 | -0.30 | - | 1 | 0 | 85 |
| 29 Oct | 67.60 | 0.95 | 0.00 | - | 8 | 0 | 85 |
| 28 Oct | 67.13 | 0.95 | -1.10 | - | 8 | -4 | 85 |
| 25 Oct | 65.50 | 2.05 | - | 209 | 88 | 89 | |
For Idfc First Bank Limited - strike price 58 expiring on 28NOV2024
Delta for 58 PE is -0.08
Historical price for 58 PE is as follows
On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 0.15, which was 0.10 higher than the previous day. The implied volatity was 44.71, the open interest changed by -39 which decreased total open position to 485
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 38.07, the open interest changed by 1 which increased total open position to 524
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 38.07, the open interest changed by 1 which increased total open position to 524
On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 46.29, the open interest changed by 25 which increased total open position to 520
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 37.03, the open interest changed by 54 which increased total open position to 495
On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 36.49, the open interest changed by 220 which increased total open position to 435
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 38.60, the open interest changed by 0 which decreased total open position to 215
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 39.05, the open interest changed by 21 which increased total open position to 218
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 33.55, the open interest changed by 60 which increased total open position to 196
On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 35.19, the open interest changed by 11 which increased total open position to 135
On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 39.11, the open interest changed by 3 which increased total open position to 113
On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 38.77, the open interest changed by 33 which increased total open position to 110
On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 41.62, the open interest changed by 8 which increased total open position to 75
On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 0.35, which was -0.30 lower than the previous day. The implied volatity was 44.73, the open interest changed by -19 which decreased total open position to 66
On 31 Oct IDFCFIRSTB was trading at 65.93. The strike last trading price was 0.65, 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 0.65, which was -0.30 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 0.95, 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 0.95, 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 2.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
