IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
03 Dec 2024 04:11 PM IST
| IDFCFIRSTB 26DEC2024 59 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 3 Dec | 65.20 | 5.95 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 2 Dec | 64.39 | 5.95 | 0.15 | 26.72 | 7 | 5 | 16 | |||
| 29 Nov | 64.08 | 5.8 | -2.55 | 30.62 | 13 | 11 | 11 | |||
| 28 Nov | 64.26 | 8.35 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 64.15 | 8.35 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 65.14 | 8.35 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 64.65 | 8.35 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 64.15 | 8.35 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 62.94 | 8.35 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 64.62 | 8.35 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 64.62 | 8.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 65.53 | 8.35 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 63.41 | 8.35 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 63.62 | 8.35 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 66.24 | 8.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 66.56 | 8.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 65.63 | 8.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 66.52 | 8.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 66.31 | 8.35 | 8.35 | - | 0 | 0 | 0 | |||
| 1 Nov | 67.15 | 0 | - | 0 | 0 | 0 | ||||
For Idfc First Bank Limited - strike price 59 expiring on 26DEC2024
Delta for 59 CE is 0.00
Historical price for 59 CE is as follows
On 3 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 5.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 2 Dec IDFCFIRSTB was trading at 64.39. The strike last trading price was 5.95, which was 0.15 higher than the previous day. The implied volatity was 26.72, the open interest changed by 5 which increased total open position to 16
On 29 Nov IDFCFIRSTB was trading at 64.08. The strike last trading price was 5.8, which was -2.55 lower than the previous day. The implied volatity was 30.62, the open interest changed by 11 which increased total open position to 11
On 28 Nov IDFCFIRSTB was trading at 64.26. The strike last trading price was 8.35, 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 27 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 8.35, 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 26 Nov IDFCFIRSTB was trading at 65.14. The strike last trading price was 8.35, 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 25 Nov IDFCFIRSTB was trading at 64.65. The strike last trading price was 8.35, 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 22 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 8.35, 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 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 8.35, 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 8.35, 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 8.35, 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 8.35, 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 8.35, 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 8.35, 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 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 8.35, 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 8.35, 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 8.35, 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 8.35, 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 8.35, which was 8.35 higher 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 0, 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 26DEC2024 59 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.10
Vega: 0.03
Theta: -0.02
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 65.20 | 0.25 | 0.00 | 33.12 | 271 | 81 | 272 |
| 2 Dec | 64.39 | 0.25 | -0.10 | 29.92 | 150 | 10 | 192 |
| 29 Nov | 64.08 | 0.35 | -0.10 | 29.94 | 413 | 63 | 180 |
| 28 Nov | 64.26 | 0.45 | 0.05 | 33.30 | 207 | 79 | 117 |
| 27 Nov | 64.15 | 0.4 | -0.10 | 31.15 | 33 | 5 | 39 |
| 26 Nov | 65.14 | 0.5 | -0.05 | 35.82 | 16 | -3 | 33 |
| 25 Nov | 64.65 | 0.55 | -0.30 | 35.58 | 11 | -1 | 35 |
| 22 Nov | 64.15 | 0.85 | -0.35 | 38.04 | 15 | 0 | 36 |
| 21 Nov | 62.94 | 1.2 | 0.50 | 39.04 | 82 | 13 | 34 |
| 20 Nov | 64.62 | 0.7 | 0.00 | 34.98 | 20 | -5 | 23 |
| 19 Nov | 64.62 | 0.7 | 0.15 | 34.98 | 20 | -3 | 23 |
| 18 Nov | 65.53 | 0.55 | -0.35 | 34.93 | 18 | 4 | 25 |
| 14 Nov | 63.41 | 0.9 | -0.15 | 33.32 | 26 | 2 | 22 |
| 13 Nov | 63.62 | 1.05 | 0.30 | 37.60 | 27 | 9 | 20 |
| 12 Nov | 66.24 | 0.75 | 0.35 | 38.48 | 5 | 0 | 11 |
| 11 Nov | 66.56 | 0.4 | -0.35 | 31.71 | 3 | -1 | 11 |
| 8 Nov | 65.63 | 0.75 | -0.20 | 35.48 | 3 | 1 | 11 |
| 7 Nov | 66.52 | 0.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 66.31 | 0.95 | 0.95 | 39.68 | 9 | 0 | 10 |
| 1 Nov | 67.15 | 0 | 11.79 | 0 | 0 | 0 | |
For Idfc First Bank Limited - strike price 59 expiring on 26DEC2024
Delta for 59 PE is -0.10
Historical price for 59 PE is as follows
On 3 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 33.12, the open interest changed by 81 which increased total open position to 272
On 2 Dec IDFCFIRSTB was trading at 64.39. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 29.92, the open interest changed by 10 which increased total open position to 192
On 29 Nov IDFCFIRSTB was trading at 64.08. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 29.94, the open interest changed by 63 which increased total open position to 180
On 28 Nov IDFCFIRSTB was trading at 64.26. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 33.30, the open interest changed by 79 which increased total open position to 117
On 27 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 31.15, the open interest changed by 5 which increased total open position to 39
On 26 Nov IDFCFIRSTB was trading at 65.14. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 35.82, the open interest changed by -3 which decreased total open position to 33
On 25 Nov IDFCFIRSTB was trading at 64.65. The strike last trading price was 0.55, which was -0.30 lower than the previous day. The implied volatity was 35.58, the open interest changed by -1 which decreased total open position to 35
On 22 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 38.04, the open interest changed by 0 which decreased total open position to 36
On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 1.2, which was 0.50 higher than the previous day. The implied volatity was 39.04, the open interest changed by 13 which increased total open position to 34
On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 34.98, the open interest changed by -5 which decreased total open position to 23
On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 0.7, which was 0.15 higher than the previous day. The implied volatity was 34.98, the open interest changed by -3 which decreased total open position to 23
On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 34.93, the open interest changed by 4 which increased total open position to 25
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 33.32, the open interest changed by 2 which increased total open position to 22
On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 1.05, which was 0.30 higher than the previous day. The implied volatity was 37.60, the open interest changed by 9 which increased total open position to 20
On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 0.75, which was 0.35 higher than the previous day. The implied volatity was 38.48, the open interest changed by 0 which decreased total open position to 11
On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 0.4, which was -0.35 lower than the previous day. The implied volatity was 31.71, the open interest changed by -1 which decreased total open position to 11
On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 0.75, which was -0.20 lower than the previous day. The implied volatity was 35.48, the open interest changed by 1 which increased total open position to 11
On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 0.95, 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 0.95, which was 0.95 higher than the previous day. The implied volatity was 39.68, the open interest changed by 0 which decreased total open position to 10
On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 11.79, the open interest changed by 0 which decreased total open position to 0
