IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
26 Dec 2024 04:11 PM IST
| IDFCFIRSTB 30JAN2025 60 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.70
Vega: 0.07
Theta: -0.04
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 61.75 | 3.45 | -0.30 | 27.06 | 508 | 48 | 344 | |||
| 24 Dec | 62.29 | 3.75 | 0.20 | 21.34 | 315 | 43 | 296 | |||
| 23 Dec | 61.95 | 3.55 | -0.05 | 25.72 | 346 | -1 | 252 | |||
| 20 Dec | 61.68 | 3.6 | -2.30 | 24.60 | 233 | 164 | 251 | |||
| 19 Dec | 65.07 | 5.9 | 0.30 | 18.32 | 18 | 12 | 86 | |||
| 18 Dec | 64.66 | 5.6 | 1.15 | 20.24 | 14 | 4 | 74 | |||
| 17 Dec | 63.61 | 4.45 | -0.55 | 13.14 | 15 | 13 | 69 | |||
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| 16 Dec | 64.34 | 5 | -0.10 | - | 5 | 4 | 55 | |||
| 13 Dec | 64.23 | 5.1 | -0.40 | 13.77 | 31 | 20 | 50 | |||
| 12 Dec | 64.33 | 5.5 | -0.75 | 20.39 | 9 | 4 | 25 | |||
| 11 Dec | 65.20 | 6.25 | -0.30 | 20.70 | 1 | 0 | 20 | |||
| 10 Dec | 65.87 | 6.55 | 0.20 | - | 13 | 12 | 19 | |||
| 9 Dec | 65.22 | 6.35 | -0.55 | 20.26 | 4 | 0 | 3 | |||
| 6 Dec | 65.90 | 6.9 | -0.25 | 18.02 | 3 | 1 | 4 | |||
| 5 Dec | 65.96 | 7.15 | 0.05 | 21.82 | 1 | 0 | 4 | |||
| 4 Dec | 66.21 | 7.1 | 0.45 | - | 3 | 2 | 4 | |||
| 3 Dec | 65.20 | 6.65 | 0.75 | 25.42 | 1 | 0 | 1 | |||
| 2 Dec | 64.39 | 5.9 | -2.60 | 23.11 | 1 | 0 | 0 | |||
| 29 Nov | 64.08 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 64.26 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 64.15 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 65.14 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 64.65 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 64.15 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 62.94 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 64.62 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 64.62 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 65.53 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 63.41 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 63.62 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 66.24 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 66.56 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 65.63 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 66.52 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 66.89 | 8.5 | 8.50 | - | 0 | 0 | 0 | |||
| 5 Nov | 66.31 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 65.83 | 0 | - | 0 | 0 | 0 | ||||
For Idfc First Bank Limited - strike price 60 expiring on 30JAN2025
Delta for 60 CE is 0.70
Historical price for 60 CE is as follows
On 26 Dec IDFCFIRSTB was trading at 61.75. The strike last trading price was 3.45, which was -0.30 lower than the previous day. The implied volatity was 27.06, the open interest changed by 48 which increased total open position to 344
On 24 Dec IDFCFIRSTB was trading at 62.29. The strike last trading price was 3.75, which was 0.20 higher than the previous day. The implied volatity was 21.34, the open interest changed by 43 which increased total open position to 296
On 23 Dec IDFCFIRSTB was trading at 61.95. The strike last trading price was 3.55, which was -0.05 lower than the previous day. The implied volatity was 25.72, the open interest changed by -1 which decreased total open position to 252
On 20 Dec IDFCFIRSTB was trading at 61.68. The strike last trading price was 3.6, which was -2.30 lower than the previous day. The implied volatity was 24.60, the open interest changed by 164 which increased total open position to 251
On 19 Dec IDFCFIRSTB was trading at 65.07. The strike last trading price was 5.9, which was 0.30 higher than the previous day. The implied volatity was 18.32, the open interest changed by 12 which increased total open position to 86
On 18 Dec IDFCFIRSTB was trading at 64.66. The strike last trading price was 5.6, which was 1.15 higher than the previous day. The implied volatity was 20.24, the open interest changed by 4 which increased total open position to 74
On 17 Dec IDFCFIRSTB was trading at 63.61. The strike last trading price was 4.45, which was -0.55 lower than the previous day. The implied volatity was 13.14, the open interest changed by 13 which increased total open position to 69
On 16 Dec IDFCFIRSTB was trading at 64.34. The strike last trading price was 5, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 55
On 13 Dec IDFCFIRSTB was trading at 64.23. The strike last trading price was 5.1, which was -0.40 lower than the previous day. The implied volatity was 13.77, the open interest changed by 20 which increased total open position to 50
On 12 Dec IDFCFIRSTB was trading at 64.33. The strike last trading price was 5.5, which was -0.75 lower than the previous day. The implied volatity was 20.39, the open interest changed by 4 which increased total open position to 25
On 11 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 6.25, which was -0.30 lower than the previous day. The implied volatity was 20.70, the open interest changed by 0 which decreased total open position to 20
On 10 Dec IDFCFIRSTB was trading at 65.87. The strike last trading price was 6.55, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 19
On 9 Dec IDFCFIRSTB was trading at 65.22. The strike last trading price was 6.35, which was -0.55 lower than the previous day. The implied volatity was 20.26, the open interest changed by 0 which decreased total open position to 3
On 6 Dec IDFCFIRSTB was trading at 65.90. The strike last trading price was 6.9, which was -0.25 lower than the previous day. The implied volatity was 18.02, the open interest changed by 1 which increased total open position to 4
On 5 Dec IDFCFIRSTB was trading at 65.96. The strike last trading price was 7.15, which was 0.05 higher than the previous day. The implied volatity was 21.82, the open interest changed by 0 which decreased total open position to 4
On 4 Dec IDFCFIRSTB was trading at 66.21. The strike last trading price was 7.1, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 4
On 3 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 6.65, which was 0.75 higher than the previous day. The implied volatity was 25.42, the open interest changed by 0 which decreased total open position to 1
On 2 Dec IDFCFIRSTB was trading at 64.39. The strike last trading price was 5.9, which was -2.60 lower than the previous day. The implied volatity was 23.11, the open interest changed by 0 which decreased total open position to 0
On 29 Nov IDFCFIRSTB was trading at 64.08. The strike last trading price was 8.5, 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 28 Nov IDFCFIRSTB was trading at 64.26. The strike last trading price was 8.5, 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 8.5, 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 8.5, 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 8.5, 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 8.5, 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 8.5, 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 8.5, 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 8.5, 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 8.5, 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 8.5, 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 8.5, 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 8.5, 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 8.5, 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 8.5, 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 8.5, 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 8.5, which was 8.50 higher 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 0, 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 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 30JAN2025 60 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.31
Vega: 0.07
Theta: -0.02
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 61.75 | 1.1 | -0.05 | 27.85 | 1,522 | 291 | 1,325 |
| 24 Dec | 62.29 | 1.15 | -0.40 | 31.43 | 661 | 262 | 1,035 |
| 23 Dec | 61.95 | 1.55 | -0.25 | 33.81 | 681 | 268 | 772 |
| 20 Dec | 61.68 | 1.8 | 1.15 | 36.28 | 529 | 169 | 501 |
| 19 Dec | 65.07 | 0.65 | -0.05 | 30.59 | 151 | 8 | 331 |
| 18 Dec | 64.66 | 0.7 | -0.25 | 29.86 | 210 | 8 | 323 |
| 17 Dec | 63.61 | 0.95 | 0.25 | 30.17 | 88 | 56 | 315 |
| 16 Dec | 64.34 | 0.7 | -0.05 | 28.13 | 50 | 26 | 259 |
| 13 Dec | 64.23 | 0.75 | 0.10 | 28.04 | 235 | 47 | 234 |
| 12 Dec | 64.33 | 0.65 | 0.05 | 26.68 | 84 | 47 | 187 |
| 11 Dec | 65.20 | 0.6 | 0.00 | 28.14 | 15 | 3 | 140 |
| 10 Dec | 65.87 | 0.6 | -0.10 | 29.27 | 27 | 6 | 136 |
| 9 Dec | 65.22 | 0.7 | 0.00 | 29.25 | 21 | 3 | 129 |
| 6 Dec | 65.90 | 0.7 | 0.00 | 30.26 | 34 | 4 | 126 |
| 5 Dec | 65.96 | 0.7 | -0.05 | 30.27 | 35 | 8 | 122 |
| 4 Dec | 66.21 | 0.75 | -0.05 | 31.36 | 121 | 2 | 114 |
| 3 Dec | 65.20 | 0.8 | -0.20 | 29.18 | 52 | 19 | 111 |
| 2 Dec | 64.39 | 1 | -0.10 | 29.68 | 37 | 24 | 93 |
| 29 Nov | 64.08 | 1.1 | 0.10 | 29.22 | 17 | 2 | 70 |
| 28 Nov | 64.26 | 1 | -0.10 | 28.80 | 34 | 17 | 68 |
| 27 Nov | 64.15 | 1.1 | -0.10 | 29.54 | 24 | 13 | 49 |
| 26 Nov | 65.14 | 1.2 | -0.10 | 32.83 | 3 | 0 | 36 |
| 25 Nov | 64.65 | 1.3 | -0.25 | 33.28 | 15 | 5 | 37 |
| 22 Nov | 64.15 | 1.55 | -0.45 | 33.70 | 8 | 2 | 34 |
| 21 Nov | 62.94 | 2 | 0.50 | 34.79 | 14 | 6 | 32 |
| 20 Nov | 64.62 | 1.5 | 0.00 | 33.48 | 7 | 3 | 24 |
| 19 Nov | 64.62 | 1.5 | 0.20 | 33.48 | 7 | 1 | 24 |
| 18 Nov | 65.53 | 1.3 | -0.45 | 33.83 | 5 | 0 | 23 |
| 14 Nov | 63.41 | 1.75 | 0.30 | 32.55 | 3 | 0 | 23 |
| 13 Nov | 63.62 | 1.45 | 0.40 | 31.10 | 13 | 3 | 23 |
| 12 Nov | 66.24 | 1.05 | 0.05 | 31.14 | 7 | 3 | 20 |
| 11 Nov | 66.56 | 1 | -0.15 | 31.18 | 5 | 1 | 17 |
| 8 Nov | 65.63 | 1.15 | -0.05 | 30.78 | 4 | 2 | 14 |
| 7 Nov | 66.52 | 1.2 | 0.05 | 32.82 | 5 | 3 | 11 |
| 6 Nov | 66.89 | 1.15 | -0.65 | 33.39 | 5 | 2 | 7 |
| 5 Nov | 66.31 | 1.8 | 0.35 | 38.95 | 1 | 0 | 4 |
| 4 Nov | 65.83 | 1.45 | 33.43 | 5 | 4 | 4 | |
For Idfc First Bank Limited - strike price 60 expiring on 30JAN2025
Delta for 60 PE is -0.31
Historical price for 60 PE is as follows
On 26 Dec IDFCFIRSTB was trading at 61.75. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 27.85, the open interest changed by 291 which increased total open position to 1325
On 24 Dec IDFCFIRSTB was trading at 62.29. The strike last trading price was 1.15, which was -0.40 lower than the previous day. The implied volatity was 31.43, the open interest changed by 262 which increased total open position to 1035
On 23 Dec IDFCFIRSTB was trading at 61.95. The strike last trading price was 1.55, which was -0.25 lower than the previous day. The implied volatity was 33.81, the open interest changed by 268 which increased total open position to 772
On 20 Dec IDFCFIRSTB was trading at 61.68. The strike last trading price was 1.8, which was 1.15 higher than the previous day. The implied volatity was 36.28, the open interest changed by 169 which increased total open position to 501
On 19 Dec IDFCFIRSTB was trading at 65.07. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 30.59, the open interest changed by 8 which increased total open position to 331
On 18 Dec IDFCFIRSTB was trading at 64.66. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 29.86, the open interest changed by 8 which increased total open position to 323
On 17 Dec IDFCFIRSTB was trading at 63.61. The strike last trading price was 0.95, which was 0.25 higher than the previous day. The implied volatity was 30.17, the open interest changed by 56 which increased total open position to 315
On 16 Dec IDFCFIRSTB was trading at 64.34. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 28.13, the open interest changed by 26 which increased total open position to 259
On 13 Dec IDFCFIRSTB was trading at 64.23. The strike last trading price was 0.75, which was 0.10 higher than the previous day. The implied volatity was 28.04, the open interest changed by 47 which increased total open position to 234
On 12 Dec IDFCFIRSTB was trading at 64.33. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 26.68, the open interest changed by 47 which increased total open position to 187
On 11 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 28.14, the open interest changed by 3 which increased total open position to 140
On 10 Dec IDFCFIRSTB was trading at 65.87. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 29.27, the open interest changed by 6 which increased total open position to 136
On 9 Dec IDFCFIRSTB was trading at 65.22. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 29.25, the open interest changed by 3 which increased total open position to 129
On 6 Dec IDFCFIRSTB was trading at 65.90. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 30.26, the open interest changed by 4 which increased total open position to 126
On 5 Dec IDFCFIRSTB was trading at 65.96. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 30.27, the open interest changed by 8 which increased total open position to 122
On 4 Dec IDFCFIRSTB was trading at 66.21. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 31.36, the open interest changed by 2 which increased total open position to 114
On 3 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 29.18, the open interest changed by 19 which increased total open position to 111
On 2 Dec IDFCFIRSTB was trading at 64.39. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 29.68, the open interest changed by 24 which increased total open position to 93
On 29 Nov IDFCFIRSTB was trading at 64.08. The strike last trading price was 1.1, which was 0.10 higher than the previous day. The implied volatity was 29.22, the open interest changed by 2 which increased total open position to 70
On 28 Nov IDFCFIRSTB was trading at 64.26. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 28.80, the open interest changed by 17 which increased total open position to 68
On 27 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 1.1, which was -0.10 lower than the previous day. The implied volatity was 29.54, the open interest changed by 13 which increased total open position to 49
On 26 Nov IDFCFIRSTB was trading at 65.14. The strike last trading price was 1.2, which was -0.10 lower than the previous day. The implied volatity was 32.83, the open interest changed by 0 which decreased total open position to 36
On 25 Nov IDFCFIRSTB was trading at 64.65. The strike last trading price was 1.3, which was -0.25 lower than the previous day. The implied volatity was 33.28, the open interest changed by 5 which increased total open position to 37
On 22 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 1.55, which was -0.45 lower than the previous day. The implied volatity was 33.70, the open interest changed by 2 which increased total open position to 34
On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 2, which was 0.50 higher than the previous day. The implied volatity was 34.79, the open interest changed by 6 which increased total open position to 32
On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 33.48, the open interest changed by 3 which increased total open position to 24
On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 1.5, which was 0.20 higher than the previous day. The implied volatity was 33.48, the open interest changed by 1 which increased total open position to 24
On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 1.3, which was -0.45 lower than the previous day. The implied volatity was 33.83, the open interest changed by 0 which decreased total open position to 23
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 1.75, which was 0.30 higher than the previous day. The implied volatity was 32.55, the open interest changed by 0 which decreased total open position to 23
On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 1.45, which was 0.40 higher than the previous day. The implied volatity was 31.10, the open interest changed by 3 which increased total open position to 23
On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 31.14, the open interest changed by 3 which increased total open position to 20
On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 31.18, the open interest changed by 1 which increased total open position to 17
On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 30.78, the open interest changed by 2 which increased total open position to 14
On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 1.2, which was 0.05 higher than the previous day. The implied volatity was 32.82, the open interest changed by 3 which increased total open position to 11
On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 1.15, which was -0.65 lower than the previous day. The implied volatity was 33.39, the open interest changed by 2 which increased total open position to 7
On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 1.8, which was 0.35 higher than the previous day. The implied volatity was 38.95, the open interest changed by 0 which decreased total open position to 4
On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 1.45, which was lower than the previous day. The implied volatity was 33.43, the open interest changed by 4 which increased total open position to 4
