IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
14 Nov 2024 04:11 PM IST
| IDFCFIRSTB 28NOV2024 59 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 14 Nov | 63.41 | 4.6 | -0.65 | - | 7 | 4 | 31 | |||
| 13 Nov | 63.62 | 5.25 | -2.70 | - | 24 | 14 | 28 | |||
| 12 Nov | 66.24 | 7.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 66.56 | 7.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 65.63 | 7.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 66.52 | 7.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 66.89 | 7.95 | 0.00 | 0.00 | 0 | 13 | 0 | |||
| 5 Nov | 66.31 | 7.95 | 0.45 | 37.06 | 24 | 13 | 14 | |||
| 4 Nov | 65.83 | 7.5 | -8.45 | 40.66 | 1 | 0 | 0 | |||
| 1 Nov | 67.15 | 15.95 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 65.93 | 15.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 68.79 | 15.95 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 67.60 | 15.95 | 15.95 | - | 0 | 0 | 0 | |||
| 28 Oct | 67.13 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 65.50 | 0 | - | 0 | 0 | 0 | ||||
For Idfc First Bank Limited - strike price 59 expiring on 28NOV2024
Delta for 59 CE is -
Historical price for 59 CE is as follows
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 4.6, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 31
On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 5.25, which was -2.70 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 28
On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 7.95, 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 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 7.95, 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 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 7.95, 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 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 7.95, 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 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 7.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 7.95, which was 0.45 higher than the previous day. The implied volatity was 37.06, the open interest changed by 13 which increased total open position to 14
On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 7.5, which was -8.45 lower than the previous day. The implied volatity was 40.66, 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 15.95, 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 15.95, 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 30 Oct IDFCFIRSTB was trading at 68.79. The strike last trading price was 15.95, 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 29 Oct IDFCFIRSTB was trading at 67.60. The strike last trading price was 15.95, which was 15.95 higher 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, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IDFCFIRSTB 28NOV2024 59 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0.03
Theta: -0.04
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 63.41 | 0.35 | 0.05 | 37.94 | 380 | 40 | 250 |
| 13 Nov | 63.62 | 0.3 | 0.20 | 38.56 | 540 | 99 | 221 |
| 12 Nov | 66.24 | 0.1 | 0.00 | 34.56 | 30 | 21 | 122 |
| 11 Nov | 66.56 | 0.1 | -0.15 | 35.12 | 66 | 28 | 101 |
| 8 Nov | 65.63 | 0.25 | 0.00 | 37.14 | 22 | -1 | 72 |
| 7 Nov | 66.52 | 0.25 | 0.10 | 39.13 | 76 | 37 | 80 |
| 6 Nov | 66.89 | 0.15 | -0.25 | 35.50 | 62 | 27 | 47 |
| 5 Nov | 66.31 | 0.4 | 0.00 | 42.28 | 45 | 18 | 20 |
| 4 Nov | 65.83 | 0.4 | 0.25 | 39.10 | 5 | 2 | 2 |
| 1 Nov | 67.15 | 0.15 | 0.00 | 16.51 | 0 | 0 | 0 |
| 31 Oct | 65.93 | 0.15 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 68.79 | 0.15 | 0.15 | - | 0 | 0 | 0 |
| 29 Oct | 67.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 67.13 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 65.50 | 0 | - | 0 | 0 | 0 | |
For Idfc First Bank Limited - strike price 59 expiring on 28NOV2024
Delta for 59 PE is -0.14
Historical price for 59 PE is as follows
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 37.94, the open interest changed by 40 which increased total open position to 250
On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 0.3, which was 0.20 higher than the previous day. The implied volatity was 38.56, the open interest changed by 99 which increased total open position to 221
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 34.56, the open interest changed by 21 which increased total open position to 122
On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 35.12, the open interest changed by 28 which increased total open position to 101
On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 37.14, the open interest changed by -1 which decreased total open position to 72
On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 0.25, which was 0.10 higher than the previous day. The implied volatity was 39.13, the open interest changed by 37 which increased total open position to 80
On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 0.15, which was -0.25 lower than the previous day. The implied volatity was 35.50, the open interest changed by 27 which increased total open position to 47
On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 42.28, the open interest changed by 18 which increased total open position to 20
On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 0.4, which was 0.25 higher than the previous day. The implied volatity was 39.10, the open interest changed by 2 which increased total open position to 2
On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 16.51, 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 0.15, 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 0.15, which was 0.15 higher 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, 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, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
