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Related Pages for IDFCFIRSTB
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IDFCFIRSTB
Idfc First Bank Limited
59.63 0.38 (0.64%)

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Historical option data for IDFCFIRSTB

11 Apr 2025 11:11 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
IDFCFIRSTB 24APR2025 58 CE
Delta: 0.68
Vega: 0.04
Theta: -0.07
Gamma: 0.08
Date Close Ltp Change IV Volume Change OI OI
11 Apr 59.69 2.9 0.15 39.94 718 -44 1,518
9 Apr 59.25 2.65 0.6 37.68 2,506 -184 1,608
8 Apr 57.90 2.15 0.35 40.48 5,312 -98 1,793
7 Apr 56.49 1.7 -0.15 45.30 2,512 155 1,901
4 Apr 57.81 1.9 -1.7 33.76 2,237 278 1,743
3 Apr 60.35 3.6 2 34.71 2,708 -304 1,465
2 Apr 57.19 1.7 -0.05 32.10 2,495 348 1,771
1 Apr 57.17 1.75 0.8 34.10 3,174 81 1,419
28 Mar 54.96 0.9 -0.85 32.24 2,640 601 1,338
27 Mar 56.94 1.65 -0.15 35.13 1,093 237 738
26 Mar 57.00 1.75 -0.25 31.57 465 123 500
25 Mar 57.35 1.9 -0.35 31.09 371 11 377
24 Mar 57.89 2.25 0.75 30.47 522 124 367
21 Mar 56.29 1.45 0.15 28.62 213 59 242
20 Mar 55.71 1.3 0 29.03 93 23 183
19 Mar 55.42 1.3 0.15 30.37 208 91 158
18 Mar 54.62 1.15 0.35 31.71 65 20 68
17 Mar 52.89 0.8 -0.1 34.27 62 20 48
13 Mar 53.48 0.9 -0.4 32.05 10 3 27
12 Mar 54.63 1.3 -0.25 31.27 13 9 23
11 Mar 55.36 1.55 -0.45 30.00 12 10 14
10 Mar 56.37 2 -4.45 31.73 6 3 3
7 Mar 57.34 6.45 0 - 0 0 0
6 Mar 57.77 6.45 0 - 0 0 0
5 Mar 57.95 6.45 0 - 0 0 0
4 Mar 56.83 6.45 0 0.43 0 0 0
3 Mar 57.69 6.45 0 - 0 0 0
17 Feb 61.50 0 0 - 0 0 0
14 Feb 60.60 0 0 - 0 0 0
13 Feb 61.49 0 0 - 0 0 0
12 Feb 62.16 0 0 - 0 0 0
11 Feb 61.64 0 0 - 0 0 0
10 Feb 62.91 0 0 - 0 0 0
7 Feb 64.09 0 0 - 0 0 0
6 Feb 63.73 0 0 - 0 0 0
5 Feb 63.33 0 0 - 0 0 0
4 Feb 62.12 0 0 - 0 0 0
3 Feb 62.26 0 0 - 0 0 0
1 Feb 61.95 0 0 - 0 0 0

For Idfc First Bank Limited - strike price 58 expiring on 24APR2025

Delta for 58 CE is 0.68

Historical price for 58 CE is as follows

On 11 Apr IDFCFIRSTB was trading at 59.69. The strike last trading price was 2.9, which was 0.15 higher than the previous day. The implied volatity was 39.94, the open interest changed by -44 which decreased total open position to 1518


On 9 Apr IDFCFIRSTB was trading at 59.25. The strike last trading price was 2.65, which was 0.6 higher than the previous day. The implied volatity was 37.68, the open interest changed by -184 which decreased total open position to 1608


On 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 2.15, which was 0.35 higher than the previous day. The implied volatity was 40.48, the open interest changed by -98 which decreased total open position to 1793


On 7 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 1.7, which was -0.15 lower than the previous day. The implied volatity was 45.30, the open interest changed by 155 which increased total open position to 1901


On 4 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 1.9, which was -1.7 lower than the previous day. The implied volatity was 33.76, the open interest changed by 278 which increased total open position to 1743


On 3 Apr IDFCFIRSTB was trading at 60.35. The strike last trading price was 3.6, which was 2 higher than the previous day. The implied volatity was 34.71, the open interest changed by -304 which decreased total open position to 1465


On 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 1.7, which was -0.05 lower than the previous day. The implied volatity was 32.10, the open interest changed by 348 which increased total open position to 1771


On 1 Apr IDFCFIRSTB was trading at 57.17. The strike last trading price was 1.75, which was 0.8 higher than the previous day. The implied volatity was 34.10, the open interest changed by 81 which increased total open position to 1419


On 28 Mar IDFCFIRSTB was trading at 54.96. The strike last trading price was 0.9, which was -0.85 lower than the previous day. The implied volatity was 32.24, the open interest changed by 601 which increased total open position to 1338


On 27 Mar IDFCFIRSTB was trading at 56.94. The strike last trading price was 1.65, which was -0.15 lower than the previous day. The implied volatity was 35.13, the open interest changed by 237 which increased total open position to 738


On 26 Mar IDFCFIRSTB was trading at 57.00. The strike last trading price was 1.75, which was -0.25 lower than the previous day. The implied volatity was 31.57, the open interest changed by 123 which increased total open position to 500


On 25 Mar IDFCFIRSTB was trading at 57.35. The strike last trading price was 1.9, which was -0.35 lower than the previous day. The implied volatity was 31.09, the open interest changed by 11 which increased total open position to 377


On 24 Mar IDFCFIRSTB was trading at 57.89. The strike last trading price was 2.25, which was 0.75 higher than the previous day. The implied volatity was 30.47, the open interest changed by 124 which increased total open position to 367


On 21 Mar IDFCFIRSTB was trading at 56.29. The strike last trading price was 1.45, which was 0.15 higher than the previous day. The implied volatity was 28.62, the open interest changed by 59 which increased total open position to 242


On 20 Mar IDFCFIRSTB was trading at 55.71. The strike last trading price was 1.3, which was 0 lower than the previous day. The implied volatity was 29.03, the open interest changed by 23 which increased total open position to 183


On 19 Mar IDFCFIRSTB was trading at 55.42. The strike last trading price was 1.3, which was 0.15 higher than the previous day. The implied volatity was 30.37, the open interest changed by 91 which increased total open position to 158


On 18 Mar IDFCFIRSTB was trading at 54.62. The strike last trading price was 1.15, which was 0.35 higher than the previous day. The implied volatity was 31.71, the open interest changed by 20 which increased total open position to 68


On 17 Mar IDFCFIRSTB was trading at 52.89. The strike last trading price was 0.8, which was -0.1 lower than the previous day. The implied volatity was 34.27, the open interest changed by 20 which increased total open position to 48


On 13 Mar IDFCFIRSTB was trading at 53.48. The strike last trading price was 0.9, which was -0.4 lower than the previous day. The implied volatity was 32.05, the open interest changed by 3 which increased total open position to 27


On 12 Mar IDFCFIRSTB was trading at 54.63. The strike last trading price was 1.3, which was -0.25 lower than the previous day. The implied volatity was 31.27, the open interest changed by 9 which increased total open position to 23


On 11 Mar IDFCFIRSTB was trading at 55.36. The strike last trading price was 1.55, which was -0.45 lower than the previous day. The implied volatity was 30.00, the open interest changed by 10 which increased total open position to 14


On 10 Mar IDFCFIRSTB was trading at 56.37. The strike last trading price was 2, which was -4.45 lower than the previous day. The implied volatity was 31.73, the open interest changed by 3 which increased total open position to 3


On 7 Mar IDFCFIRSTB was trading at 57.34. The strike last trading price was 6.45, 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 6.45, 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 6.45, 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 6.45, which was 0 lower than the previous day. The implied volatity was 0.43, 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 6.45, 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 17 Feb IDFCFIRSTB was trading at 61.50. The strike last trading price was 0, 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 14 Feb IDFCFIRSTB was trading at 60.60. The strike last trading price was 0, 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 13 Feb IDFCFIRSTB was trading at 61.49. The strike last trading price was 0, 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 12 Feb IDFCFIRSTB was trading at 62.16. The strike last trading price was 0, 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 11 Feb IDFCFIRSTB was trading at 61.64. The strike last trading price was 0, 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 10 Feb IDFCFIRSTB was trading at 62.91. The strike last trading price was 0, 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 7 Feb IDFCFIRSTB was trading at 64.09. The strike last trading price was 0, 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 Feb IDFCFIRSTB was trading at 63.73. The strike last trading price was 0, 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 Feb IDFCFIRSTB was trading at 63.33. The strike last trading price was 0, 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 Feb IDFCFIRSTB was trading at 62.12. The strike last trading price was 0, 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 Feb IDFCFIRSTB was trading at 62.26. The strike last trading price was 0, 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 1 Feb IDFCFIRSTB was trading at 61.95. The strike last trading price was 0, 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 58 PE
Delta: -0.32
Vega: 0.04
Theta: -0.05
Gamma: 0.08
Date Close Ltp Change IV Volume Change OI OI
11 Apr 59.69 0.95 -0.3 39.25 415 -22 1,172
9 Apr 59.25 1.1 -0.8 37.18 1,465 78 1,237
8 Apr 57.90 1.85 -1.05 42.01 1,229 222 1,158
7 Apr 56.49 2.9 1.1 46.33 741 -39 940
4 Apr 57.81 1.85 0.95 35.74 1,711 6 972
3 Apr 60.35 0.9 -1.1 34.76 2,386 88 962
2 Apr 57.19 1.9 -0.25 31.72 947 129 877
1 Apr 57.17 2.15 -1.45 33.48 432 29 749
28 Mar 54.96 3.55 1.25 31.05 502 94 720
27 Mar 56.94 2.45 0.15 28.13 824 260 618
26 Mar 57.00 2.35 0.25 31.72 257 114 355
25 Mar 57.35 2.2 0.3 31.31 316 44 236
24 Mar 57.89 1.85 -0.6 30.47 318 91 191
21 Mar 56.29 2.45 -0.6 26.07 40 22 99
20 Mar 55.71 3.05 -0.3 30.13 31 16 76
19 Mar 55.42 3.35 -0.65 31.42 34 16 60
18 Mar 54.62 4 -1.35 33.66 10 2 44
17 Mar 52.89 5.35 0.4 34.23 16 0 41
13 Mar 53.48 4.95 1.3 32.27 26 3 40
12 Mar 54.63 3.65 0 0.00 0 -1 0
11 Mar 55.36 3.65 0.4 33.95 8 -1 37
10 Mar 56.37 3.25 0.7 33.41 21 14 37
7 Mar 57.34 2.55 0.2 31.14 9 -1 23
6 Mar 57.77 2.35 0 31.16 6 1 24
5 Mar 57.95 2.35 -0.7 32.07 6 4 22
4 Mar 56.83 3.05 0.1 34.63 27 15 17
3 Mar 57.69 2.95 1.45 37.64 1 0 1
17 Feb 61.50 2.3 0 4.84 0 0 0
14 Feb 60.60 2.3 0 4.14 0 0 0
13 Feb 61.49 2.3 0 5.60 0 0 0
12 Feb 62.16 2.3 0 6.48 0 0 0
11 Feb 61.64 2.3 0 6.22 0 0 0
10 Feb 62.91 2.3 0 6.85 0 0 0
7 Feb 64.09 2.3 0 8.25 0 0 0
6 Feb 63.73 2.3 0 7.73 0 0 0
5 Feb 63.33 2.3 0 7.43 0 0 0
4 Feb 62.12 2.3 0 6.14 0 0 0
3 Feb 62.26 2.3 0 6.12 0 0 0
1 Feb 61.95 2.3 0 6.96 0 0 0

For Idfc First Bank Limited - strike price 58 expiring on 24APR2025

Delta for 58 PE is -0.32

Historical price for 58 PE is as follows

On 11 Apr IDFCFIRSTB was trading at 59.69. The strike last trading price was 0.95, which was -0.3 lower than the previous day. The implied volatity was 39.25, the open interest changed by -22 which decreased total open position to 1172


On 9 Apr IDFCFIRSTB was trading at 59.25. The strike last trading price was 1.1, which was -0.8 lower than the previous day. The implied volatity was 37.18, the open interest changed by 78 which increased total open position to 1237


On 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 1.85, which was -1.05 lower than the previous day. The implied volatity was 42.01, the open interest changed by 222 which increased total open position to 1158


On 7 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 2.9, which was 1.1 higher than the previous day. The implied volatity was 46.33, the open interest changed by -39 which decreased total open position to 940


On 4 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 1.85, which was 0.95 higher than the previous day. The implied volatity was 35.74, the open interest changed by 6 which increased total open position to 972


On 3 Apr IDFCFIRSTB was trading at 60.35. The strike last trading price was 0.9, which was -1.1 lower than the previous day. The implied volatity was 34.76, the open interest changed by 88 which increased total open position to 962


On 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 1.9, which was -0.25 lower than the previous day. The implied volatity was 31.72, the open interest changed by 129 which increased total open position to 877


On 1 Apr IDFCFIRSTB was trading at 57.17. The strike last trading price was 2.15, which was -1.45 lower than the previous day. The implied volatity was 33.48, the open interest changed by 29 which increased total open position to 749


On 28 Mar IDFCFIRSTB was trading at 54.96. The strike last trading price was 3.55, which was 1.25 higher than the previous day. The implied volatity was 31.05, the open interest changed by 94 which increased total open position to 720


On 27 Mar IDFCFIRSTB was trading at 56.94. The strike last trading price was 2.45, which was 0.15 higher than the previous day. The implied volatity was 28.13, the open interest changed by 260 which increased total open position to 618


On 26 Mar IDFCFIRSTB was trading at 57.00. The strike last trading price was 2.35, which was 0.25 higher than the previous day. The implied volatity was 31.72, the open interest changed by 114 which increased total open position to 355


On 25 Mar IDFCFIRSTB was trading at 57.35. The strike last trading price was 2.2, which was 0.3 higher than the previous day. The implied volatity was 31.31, the open interest changed by 44 which increased total open position to 236


On 24 Mar IDFCFIRSTB was trading at 57.89. The strike last trading price was 1.85, which was -0.6 lower than the previous day. The implied volatity was 30.47, the open interest changed by 91 which increased total open position to 191


On 21 Mar IDFCFIRSTB was trading at 56.29. The strike last trading price was 2.45, which was -0.6 lower than the previous day. The implied volatity was 26.07, the open interest changed by 22 which increased total open position to 99


On 20 Mar IDFCFIRSTB was trading at 55.71. The strike last trading price was 3.05, which was -0.3 lower than the previous day. The implied volatity was 30.13, the open interest changed by 16 which increased total open position to 76


On 19 Mar IDFCFIRSTB was trading at 55.42. The strike last trading price was 3.35, which was -0.65 lower than the previous day. The implied volatity was 31.42, the open interest changed by 16 which increased total open position to 60


On 18 Mar IDFCFIRSTB was trading at 54.62. The strike last trading price was 4, which was -1.35 lower than the previous day. The implied volatity was 33.66, the open interest changed by 2 which increased total open position to 44


On 17 Mar IDFCFIRSTB was trading at 52.89. The strike last trading price was 5.35, which was 0.4 higher than the previous day. The implied volatity was 34.23, the open interest changed by 0 which decreased total open position to 41


On 13 Mar IDFCFIRSTB was trading at 53.48. The strike last trading price was 4.95, which was 1.3 higher than the previous day. The implied volatity was 32.27, the open interest changed by 3 which increased total open position to 40


On 12 Mar IDFCFIRSTB was trading at 54.63. The strike last trading price was 3.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 11 Mar IDFCFIRSTB was trading at 55.36. The strike last trading price was 3.65, which was 0.4 higher than the previous day. The implied volatity was 33.95, the open interest changed by -1 which decreased total open position to 37


On 10 Mar IDFCFIRSTB was trading at 56.37. The strike last trading price was 3.25, which was 0.7 higher than the previous day. The implied volatity was 33.41, the open interest changed by 14 which increased total open position to 37


On 7 Mar IDFCFIRSTB was trading at 57.34. The strike last trading price was 2.55, which was 0.2 higher than the previous day. The implied volatity was 31.14, the open interest changed by -1 which decreased total open position to 23


On 6 Mar IDFCFIRSTB was trading at 57.77. The strike last trading price was 2.35, which was 0 lower than the previous day. The implied volatity was 31.16, the open interest changed by 1 which increased total open position to 24


On 5 Mar IDFCFIRSTB was trading at 57.95. The strike last trading price was 2.35, which was -0.7 lower than the previous day. The implied volatity was 32.07, the open interest changed by 4 which increased total open position to 22


On 4 Mar IDFCFIRSTB was trading at 56.83. The strike last trading price was 3.05, which was 0.1 higher than the previous day. The implied volatity was 34.63, the open interest changed by 15 which increased total open position to 17


On 3 Mar IDFCFIRSTB was trading at 57.69. The strike last trading price was 2.95, which was 1.45 higher than the previous day. The implied volatity was 37.64, the open interest changed by 0 which decreased total open position to 1


On 17 Feb IDFCFIRSTB was trading at 61.50. The strike last trading price was 2.3, which was 0 lower than the previous day. The implied volatity was 4.84, the open interest changed by 0 which decreased total open position to 0


On 14 Feb IDFCFIRSTB was trading at 60.60. The strike last trading price was 2.3, which was 0 lower than the previous day. The implied volatity was 4.14, the open interest changed by 0 which decreased total open position to 0


On 13 Feb IDFCFIRSTB was trading at 61.49. The strike last trading price was 2.3, which was 0 lower than the previous day. The implied volatity was 5.60, the open interest changed by 0 which decreased total open position to 0


On 12 Feb IDFCFIRSTB was trading at 62.16. The strike last trading price was 2.3, which was 0 lower than the previous day. The implied volatity was 6.48, the open interest changed by 0 which decreased total open position to 0


On 11 Feb IDFCFIRSTB was trading at 61.64. The strike last trading price was 2.3, which was 0 lower than the previous day. The implied volatity was 6.22, the open interest changed by 0 which decreased total open position to 0


On 10 Feb IDFCFIRSTB was trading at 62.91. The strike last trading price was 2.3, which was 0 lower than the previous day. The implied volatity was 6.85, the open interest changed by 0 which decreased total open position to 0


On 7 Feb IDFCFIRSTB was trading at 64.09. The strike last trading price was 2.3, which was 0 lower than the previous day. The implied volatity was 8.25, the open interest changed by 0 which decreased total open position to 0


On 6 Feb IDFCFIRSTB was trading at 63.73. The strike last trading price was 2.3, which was 0 lower than the previous day. The implied volatity was 7.73, the open interest changed by 0 which decreased total open position to 0


On 5 Feb IDFCFIRSTB was trading at 63.33. The strike last trading price was 2.3, which was 0 lower than the previous day. The implied volatity was 7.43, the open interest changed by 0 which decreased total open position to 0


On 4 Feb IDFCFIRSTB was trading at 62.12. The strike last trading price was 2.3, which was 0 lower than the previous day. The implied volatity was 6.14, the open interest changed by 0 which decreased total open position to 0


On 3 Feb IDFCFIRSTB was trading at 62.26. The strike last trading price was 2.3, which was 0 lower than the previous day. The implied volatity was 6.12, the open interest changed by 0 which decreased total open position to 0


On 1 Feb IDFCFIRSTB was trading at 61.95. The strike last trading price was 2.3, which was 0 lower than the previous day. The implied volatity was 6.96, the open interest changed by 0 which decreased total open position to 0