IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
15 Apr 2025 04:11 PM IST
| IDFCFIRSTB 24APR2025 59 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 0.02
Theta: -0.06
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Apr | 61.93 | 3.45 | 1.25 | 34.97 | 818 | -173 | 778 | |||
| 11 Apr | 59.92 | 2.2 | 0.05 | 35.16 | 1,302 | 71 | 951 | |||
| 9 Apr | 59.25 | 2.05 | 0.45 | 37.13 | 1,508 | -90 | 881 | |||
| 8 Apr | 57.90 | 1.65 | 0.25 | 39.87 | 1,441 | -114 | 982 | |||
| 7 Apr | 56.49 | 1.4 | -0.05 | 46.70 | 1,312 | 77 | 1,069 | |||
| 4 Apr | 57.81 | 1.45 | -1.45 | 33.81 | 2,762 | 222 | 994 | |||
| 3 Apr | 60.35 | 2.9 | 1.65 | 33.84 | 2,886 | 28 | 770 | |||
| 2 Apr | 57.19 | 1.2 | -0.15 | 30.63 | 1,750 | -2 | 752 | |||
| 1 Apr | 57.17 | 1.3 | 0.6 | 33.32 | 1,539 | 162 | 743 | |||
| 28 Mar | 54.96 | 0.7 | -0.65 | 33.16 | 1,011 | 213 | 581 | |||
| 27 Mar | 56.94 | 1.25 | -0.15 | 34.40 | 499 | 169 | 370 | |||
| 26 Mar | 57.00 | 1.35 | -0.2 | 31.51 | 127 | 18 | 200 | |||
| 25 Mar | 57.35 | 1.55 | -0.2 | 32.16 | 190 | 20 | 182 | |||
| 24 Mar | 57.89 | 1.75 | 0.65 | 30.03 | 364 | 25 | 162 | |||
| 21 Mar | 56.29 | 1.1 | 0.1 | 28.62 | 99 | 54 | 138 | |||
| 20 Mar | 55.71 | 0.95 | -0.05 | 28.29 | 39 | 12 | 83 | |||
| 19 Mar | 55.42 | 1 | 0.15 | 30.43 | 39 | 18 | 71 | |||
| 18 Mar | 54.62 | 0.85 | 0.25 | 31.12 | 25 | -5 | 54 | |||
| 17 Mar | 52.89 | 0.6 | -0.15 | 34.00 | 13 | 7 | 57 | |||
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| 13 Mar | 53.48 | 0.75 | -0.1 | 33.12 | 21 | 6 | 51 | |||
| 12 Mar | 54.63 | 0.85 | -0.35 | 28.59 | 14 | 7 | 46 | |||
| 11 Mar | 55.36 | 1.2 | -0.35 | 29.66 | 40 | 5 | 38 | |||
| 10 Mar | 56.37 | 1.45 | -0.55 | 29.40 | 41 | 11 | 32 | |||
| 7 Mar | 57.34 | 1.95 | -0.25 | 28.34 | 20 | 12 | 21 | |||
| 6 Mar | 57.77 | 2.2 | -0.15 | 28.45 | 4 | 2 | 8 | |||
| 5 Mar | 57.95 | 2.35 | 0.4 | 29.13 | 1 | 0 | 6 | |||
| 4 Mar | 56.83 | 1.95 | -1.75 | 29.14 | 7 | 6 | 6 | |||
| 3 Mar | 57.69 | 3.7 | 0 | 0.72 | 0 | 0 | 0 | |||
For Idfc First Bank Limited - strike price 59 expiring on 24APR2025
Delta for 59 CE is 0.84
Historical price for 59 CE is as follows
On 15 Apr IDFCFIRSTB was trading at 61.93. The strike last trading price was 3.45, which was 1.25 higher than the previous day. The implied volatity was 34.97, the open interest changed by -173 which decreased total open position to 778
On 11 Apr IDFCFIRSTB was trading at 59.92. The strike last trading price was 2.2, which was 0.05 higher than the previous day. The implied volatity was 35.16, the open interest changed by 71 which increased total open position to 951
On 9 Apr IDFCFIRSTB was trading at 59.25. The strike last trading price was 2.05, which was 0.45 higher than the previous day. The implied volatity was 37.13, the open interest changed by -90 which decreased total open position to 881
On 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 1.65, which was 0.25 higher than the previous day. The implied volatity was 39.87, the open interest changed by -114 which decreased total open position to 982
On 7 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 46.70, the open interest changed by 77 which increased total open position to 1069
On 4 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 1.45, which was -1.45 lower than the previous day. The implied volatity was 33.81, the open interest changed by 222 which increased total open position to 994
On 3 Apr IDFCFIRSTB was trading at 60.35. The strike last trading price was 2.9, which was 1.65 higher than the previous day. The implied volatity was 33.84, the open interest changed by 28 which increased total open position to 770
On 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 30.63, the open interest changed by -2 which decreased total open position to 752
On 1 Apr IDFCFIRSTB was trading at 57.17. The strike last trading price was 1.3, which was 0.6 higher than the previous day. The implied volatity was 33.32, the open interest changed by 162 which increased total open position to 743
On 28 Mar IDFCFIRSTB was trading at 54.96. The strike last trading price was 0.7, which was -0.65 lower than the previous day. The implied volatity was 33.16, the open interest changed by 213 which increased total open position to 581
On 27 Mar IDFCFIRSTB was trading at 56.94. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 34.40, the open interest changed by 169 which increased total open position to 370
On 26 Mar IDFCFIRSTB was trading at 57.00. The strike last trading price was 1.35, which was -0.2 lower than the previous day. The implied volatity was 31.51, the open interest changed by 18 which increased total open position to 200
On 25 Mar IDFCFIRSTB was trading at 57.35. The strike last trading price was 1.55, which was -0.2 lower than the previous day. The implied volatity was 32.16, the open interest changed by 20 which increased total open position to 182
On 24 Mar IDFCFIRSTB was trading at 57.89. The strike last trading price was 1.75, which was 0.65 higher than the previous day. The implied volatity was 30.03, the open interest changed by 25 which increased total open position to 162
On 21 Mar IDFCFIRSTB was trading at 56.29. The strike last trading price was 1.1, which was 0.1 higher than the previous day. The implied volatity was 28.62, the open interest changed by 54 which increased total open position to 138
On 20 Mar IDFCFIRSTB was trading at 55.71. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 28.29, the open interest changed by 12 which increased total open position to 83
On 19 Mar IDFCFIRSTB was trading at 55.42. The strike last trading price was 1, which was 0.15 higher than the previous day. The implied volatity was 30.43, the open interest changed by 18 which increased total open position to 71
On 18 Mar IDFCFIRSTB was trading at 54.62. The strike last trading price was 0.85, which was 0.25 higher than the previous day. The implied volatity was 31.12, the open interest changed by -5 which decreased total open position to 54
On 17 Mar IDFCFIRSTB was trading at 52.89. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 34.00, the open interest changed by 7 which increased total open position to 57
On 13 Mar IDFCFIRSTB was trading at 53.48. The strike last trading price was 0.75, which was -0.1 lower than the previous day. The implied volatity was 33.12, the open interest changed by 6 which increased total open position to 51
On 12 Mar IDFCFIRSTB was trading at 54.63. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 28.59, the open interest changed by 7 which increased total open position to 46
On 11 Mar IDFCFIRSTB was trading at 55.36. The strike last trading price was 1.2, which was -0.35 lower than the previous day. The implied volatity was 29.66, the open interest changed by 5 which increased total open position to 38
On 10 Mar IDFCFIRSTB was trading at 56.37. The strike last trading price was 1.45, which was -0.55 lower than the previous day. The implied volatity was 29.40, the open interest changed by 11 which increased total open position to 32
On 7 Mar IDFCFIRSTB was trading at 57.34. The strike last trading price was 1.95, which was -0.25 lower than the previous day. The implied volatity was 28.34, the open interest changed by 12 which increased total open position to 21
On 6 Mar IDFCFIRSTB was trading at 57.77. The strike last trading price was 2.2, which was -0.15 lower than the previous day. The implied volatity was 28.45, the open interest changed by 2 which increased total open position to 8
On 5 Mar IDFCFIRSTB was trading at 57.95. The strike last trading price was 2.35, which was 0.4 higher than the previous day. The implied volatity was 29.13, the open interest changed by 0 which decreased total open position to 6
On 4 Mar IDFCFIRSTB was trading at 56.83. The strike last trading price was 1.95, which was -1.75 lower than the previous day. The implied volatity was 29.14, the open interest changed by 6 which increased total open position to 6
On 3 Mar IDFCFIRSTB was trading at 57.69. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0
| IDFCFIRSTB 24APR2025 59 PE | |||||||
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Delta: -0.19
Vega: 0.03
Theta: -0.05
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Apr | 61.93 | 0.4 | -0.75 | 38.76 | 3,140 | -459 | 705 |
| 11 Apr | 59.92 | 1.1 | -0.55 | 35.85 | 2,025 | 689 | 1,164 |
| 9 Apr | 59.25 | 1.45 | -0.95 | 35.69 | 996 | -8 | 483 |
| 8 Apr | 57.90 | 2.3 | -1.25 | 40.45 | 409 | 23 | 491 |
| 7 Apr | 56.49 | 3.55 | 1.2 | 46.79 | 342 | -48 | 466 |
| 4 Apr | 57.81 | 2.35 | 1.15 | 34.98 | 847 | -58 | 514 |
| 3 Apr | 60.35 | 1.2 | -1.35 | 34.00 | 2,227 | 307 | 567 |
| 2 Apr | 57.19 | 2.4 | -0.35 | 30.35 | 219 | -3 | 269 |
| 1 Apr | 57.17 | 2.75 | -1.55 | 33.68 | 111 | 20 | 271 |
| 28 Mar | 54.96 | 4.3 | 1.4 | 30.90 | 146 | 40 | 251 |
| 27 Mar | 56.94 | 3 | 0.15 | 26.16 | 318 | 86 | 210 |
| 26 Mar | 57.00 | 2.9 | 0.25 | 30.97 | 89 | 23 | 123 |
| 25 Mar | 57.35 | 2.7 | 0.3 | 30.18 | 96 | 41 | 104 |
| 24 Mar | 57.89 | 2.35 | -0.85 | 30.17 | 120 | 51 | 62 |
| 21 Mar | 56.29 | 3.3 | -0.4 | 29.30 | 17 | 5 | 12 |
| 20 Mar | 55.71 | 3.7 | -0.25 | 30.26 | 2 | 1 | 6 |
| 19 Mar | 55.42 | 3.95 | -0.95 | 30.32 | 4 | 1 | 5 |
| 18 Mar | 54.62 | 4.9 | -0.7 | 36.74 | 4 | -1 | 5 |
| 17 Mar | 52.89 | 5.6 | 2.85 | 19.74 | 1 | 0 | 5 |
| 13 Mar | 53.48 | 2.75 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 54.63 | 2.75 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 55.36 | 2.75 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 56.37 | 2.75 | 0 | 0.00 | 0 | 1 | 0 |
| 7 Mar | 57.34 | 2.75 | -0.05 | 26.93 | 1 | 0 | 4 |
| 6 Mar | 57.77 | 2.8 | 0.05 | 30.42 | 1 | 0 | 3 |
| 5 Mar | 57.95 | 2.75 | -0.05 | 30.33 | 2 | 1 | 2 |
| 4 Mar | 56.83 | 2.8 | 0 | 0.00 | 0 | 1 | 0 |
| 3 Mar | 57.69 | 2.8 | -0.05 | 30.12 | 6 | 3 | 3 |
For Idfc First Bank Limited - strike price 59 expiring on 24APR2025
Delta for 59 PE is -0.19
Historical price for 59 PE is as follows
On 15 Apr IDFCFIRSTB was trading at 61.93. The strike last trading price was 0.4, which was -0.75 lower than the previous day. The implied volatity was 38.76, the open interest changed by -459 which decreased total open position to 705
On 11 Apr IDFCFIRSTB was trading at 59.92. The strike last trading price was 1.1, which was -0.55 lower than the previous day. The implied volatity was 35.85, the open interest changed by 689 which increased total open position to 1164
On 9 Apr IDFCFIRSTB was trading at 59.25. The strike last trading price was 1.45, which was -0.95 lower than the previous day. The implied volatity was 35.69, the open interest changed by -8 which decreased total open position to 483
On 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 2.3, which was -1.25 lower than the previous day. The implied volatity was 40.45, the open interest changed by 23 which increased total open position to 491
On 7 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 3.55, which was 1.2 higher than the previous day. The implied volatity was 46.79, the open interest changed by -48 which decreased total open position to 466
On 4 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 2.35, which was 1.15 higher than the previous day. The implied volatity was 34.98, the open interest changed by -58 which decreased total open position to 514
On 3 Apr IDFCFIRSTB was trading at 60.35. The strike last trading price was 1.2, which was -1.35 lower than the previous day. The implied volatity was 34.00, the open interest changed by 307 which increased total open position to 567
On 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 2.4, which was -0.35 lower than the previous day. The implied volatity was 30.35, the open interest changed by -3 which decreased total open position to 269
On 1 Apr IDFCFIRSTB was trading at 57.17. The strike last trading price was 2.75, which was -1.55 lower than the previous day. The implied volatity was 33.68, the open interest changed by 20 which increased total open position to 271
On 28 Mar IDFCFIRSTB was trading at 54.96. The strike last trading price was 4.3, which was 1.4 higher than the previous day. The implied volatity was 30.90, the open interest changed by 40 which increased total open position to 251
On 27 Mar IDFCFIRSTB was trading at 56.94. The strike last trading price was 3, which was 0.15 higher than the previous day. The implied volatity was 26.16, the open interest changed by 86 which increased total open position to 210
On 26 Mar IDFCFIRSTB was trading at 57.00. The strike last trading price was 2.9, which was 0.25 higher than the previous day. The implied volatity was 30.97, the open interest changed by 23 which increased total open position to 123
On 25 Mar IDFCFIRSTB was trading at 57.35. The strike last trading price was 2.7, which was 0.3 higher than the previous day. The implied volatity was 30.18, the open interest changed by 41 which increased total open position to 104
On 24 Mar IDFCFIRSTB was trading at 57.89. The strike last trading price was 2.35, which was -0.85 lower than the previous day. The implied volatity was 30.17, the open interest changed by 51 which increased total open position to 62
On 21 Mar IDFCFIRSTB was trading at 56.29. The strike last trading price was 3.3, which was -0.4 lower than the previous day. The implied volatity was 29.30, the open interest changed by 5 which increased total open position to 12
On 20 Mar IDFCFIRSTB was trading at 55.71. The strike last trading price was 3.7, which was -0.25 lower than the previous day. The implied volatity was 30.26, the open interest changed by 1 which increased total open position to 6
On 19 Mar IDFCFIRSTB was trading at 55.42. The strike last trading price was 3.95, which was -0.95 lower than the previous day. The implied volatity was 30.32, the open interest changed by 1 which increased total open position to 5
On 18 Mar IDFCFIRSTB was trading at 54.62. The strike last trading price was 4.9, which was -0.7 lower than the previous day. The implied volatity was 36.74, the open interest changed by -1 which decreased total open position to 5
On 17 Mar IDFCFIRSTB was trading at 52.89. The strike last trading price was 5.6, which was 2.85 higher than the previous day. The implied volatity was 19.74, the open interest changed by 0 which decreased total open position to 5
On 13 Mar IDFCFIRSTB was trading at 53.48. The strike last trading price was 2.75, which was 0 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 Mar IDFCFIRSTB was trading at 54.63. The strike last trading price was 2.75, which was 0 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 Mar IDFCFIRSTB was trading at 55.36. The strike last trading price was 2.75, which was 0 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 10 Mar IDFCFIRSTB was trading at 56.37. The strike last trading price was 2.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 7 Mar IDFCFIRSTB was trading at 57.34. The strike last trading price was 2.75, which was -0.05 lower than the previous day. The implied volatity was 26.93, the open interest changed by 0 which decreased total open position to 4
On 6 Mar IDFCFIRSTB was trading at 57.77. The strike last trading price was 2.8, which was 0.05 higher than the previous day. The implied volatity was 30.42, the open interest changed by 0 which decreased total open position to 3
On 5 Mar IDFCFIRSTB was trading at 57.95. The strike last trading price was 2.75, which was -0.05 lower than the previous day. The implied volatity was 30.33, the open interest changed by 1 which increased total open position to 2
On 4 Mar IDFCFIRSTB was trading at 56.83. The strike last trading price was 2.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 3 Mar IDFCFIRSTB was trading at 57.69. The strike last trading price was 2.8, which was -0.05 lower than the previous day. The implied volatity was 30.12, the open interest changed by 3 which increased total open position to 3
