IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
14 Nov 2024 04:11 PM IST
| IDFCFIRSTB 28NOV2024 60 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.91
Vega: 0.02
Theta: -0.03
Gamma: 0.06
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 63.41 | 3.85 | -0.85 | 23.74 | 226 | 12 | 328 | |||
| 13 Nov | 63.62 | 4.7 | -1.80 | 28.84 | 330 | 77 | 319 | |||
| 12 Nov | 66.24 | 6.5 | -0.10 | 35.85 | 7 | -1 | 242 | |||
| 11 Nov | 66.56 | 6.6 | 0.85 | - | 6 | 0 | 243 | |||
| 8 Nov | 65.63 | 5.75 | -1.25 | - | 2 | 0 | 243 | |||
| 7 Nov | 66.52 | 7 | -0.45 | 32.93 | 7 | -3 | 243 | |||
| 6 Nov | 66.89 | 7.45 | 0.45 | 28.57 | 54 | 8 | 245 | |||
| 5 Nov | 66.31 | 7 | 0.40 | 34.73 | 97 | 40 | 238 | |||
| 4 Nov | 65.83 | 6.6 | -1.30 | 38.81 | 246 | 131 | 197 | |||
| 1 Nov | 67.15 | 7.9 | -2.30 | 28.67 | 30 | 3 | 60 | |||
| 31 Oct | 65.93 | 10.2 | 0.70 | - | 1 | 0 | 57 | |||
| 30 Oct | 68.79 | 9.5 | 2.00 | - | 6 | -3 | 58 | |||
| 29 Oct | 67.60 | 7.5 | -0.30 | - | 1 | 0 | 62 | |||
| 28 Oct | 67.13 | 7.8 | 1.40 | - | 1 | 1 | 62 | |||
|
|
||||||||||
| 25 Oct | 65.50 | 6.4 | -1.90 | - | 95 | 59 | 61 | |||
| 24 Oct | 68.05 | 8.3 | -6.55 | - | 2 | 1 | 1 | |||
| 23 Oct | 66.58 | 14.85 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 71.74 | 14.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 72.37 | 14.85 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 73.14 | 14.85 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 74.19 | 14.85 | 14.85 | - | 0 | 0 | 0 | |||
| 19 Sept | 73.82 | 0 | - | 0 | 0 | 0 | ||||
For Idfc First Bank Limited - strike price 60 expiring on 28NOV2024
Delta for 60 CE is 0.91
Historical price for 60 CE is as follows
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 3.85, which was -0.85 lower than the previous day. The implied volatity was 23.74, the open interest changed by 12 which increased total open position to 328
On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 4.7, which was -1.80 lower than the previous day. The implied volatity was 28.84, the open interest changed by 77 which increased total open position to 319
On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 6.5, which was -0.10 lower than the previous day. The implied volatity was 35.85, the open interest changed by -1 which decreased total open position to 242
On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 6.6, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 243
On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 5.75, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 243
On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 7, which was -0.45 lower than the previous day. The implied volatity was 32.93, the open interest changed by -3 which decreased total open position to 243
On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 7.45, which was 0.45 higher than the previous day. The implied volatity was 28.57, the open interest changed by 8 which increased total open position to 245
On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 7, which was 0.40 higher than the previous day. The implied volatity was 34.73, the open interest changed by 40 which increased total open position to 238
On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 6.6, which was -1.30 lower than the previous day. The implied volatity was 38.81, the open interest changed by 131 which increased total open position to 197
On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 7.9, which was -2.30 lower than the previous day. The implied volatity was 28.67, the open interest changed by 3 which increased total open position to 60
On 31 Oct IDFCFIRSTB was trading at 65.93. The strike last trading price was 10.2, which was 0.70 higher 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 9.5, which was 2.00 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 7.5, which was -0.30 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 7.8, which was 1.40 higher 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 6.4, which was -1.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct IDFCFIRSTB was trading at 68.05. The strike last trading price was 8.3, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct IDFCFIRSTB was trading at 66.58. The strike last trading price was 14.85, 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 17 Oct IDFCFIRSTB was trading at 71.74. The strike last trading price was 14.85, 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 11 Oct IDFCFIRSTB was trading at 72.37. The strike last trading price was 14.85, 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 10 Oct IDFCFIRSTB was trading at 73.14. The strike last trading price was 14.85, 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 27 Sept IDFCFIRSTB was trading at 74.19. The strike last trading price was 14.85, which was 14.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept IDFCFIRSTB was trading at 73.82. 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 60 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.18
Vega: 0.03
Theta: -0.04
Gamma: 0.06
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 63.41 | 0.45 | 0.05 | 35.34 | 1,074 | 1 | 953 |
| 13 Nov | 63.62 | 0.4 | 0.20 | 36.73 | 1,298 | 55 | 953 |
| 12 Nov | 66.24 | 0.2 | 0.00 | 35.97 | 225 | 20 | 904 |
| 11 Nov | 66.56 | 0.2 | 0.00 | 36.67 | 145 | 28 | 884 |
| 8 Nov | 65.63 | 0.2 | -0.05 | 31.04 | 378 | -3 | 867 |
| 7 Nov | 66.52 | 0.25 | 0.00 | 35.11 | 473 | -64 | 868 |
| 6 Nov | 66.89 | 0.25 | -0.15 | 36.18 | 458 | 10 | 932 |
| 5 Nov | 66.31 | 0.4 | -0.15 | 38.08 | 758 | 78 | 922 |
| 4 Nov | 65.83 | 0.55 | 0.10 | 38.89 | 1,298 | 322 | 845 |
| 1 Nov | 67.15 | 0.45 | 0.00 | 40.21 | 408 | 187 | 510 |
| 31 Oct | 65.93 | 0.45 | -0.05 | - | 30 | -5 | 323 |
| 30 Oct | 68.79 | 0.5 | -0.60 | - | 26 | -20 | 329 |
| 29 Oct | 67.60 | 1.1 | 0.00 | - | 18 | -8 | 350 |
| 28 Oct | 67.13 | 1.1 | -1.65 | - | 211 | -124 | 359 |
| 25 Oct | 65.50 | 2.75 | 2.10 | - | 720 | 206 | 483 |
| 24 Oct | 68.05 | 0.65 | -0.25 | - | 207 | 37 | 276 |
| 23 Oct | 66.58 | 0.9 | 0.30 | - | 369 | 238 | 240 |
| 17 Oct | 71.74 | 0.6 | 0.00 | - | 0 | 0 | 2 |
| 11 Oct | 72.37 | 0.6 | 0.00 | - | 0 | 0 | 2 |
| 10 Oct | 73.14 | 0.6 | 0.00 | - | 0 | 0 | 2 |
| 27 Sept | 74.19 | 0.6 | 0.05 | - | 2 | 0 | 1 |
| 19 Sept | 73.82 | 0.55 | - | 1 | 0 | 1 | |
For Idfc First Bank Limited - strike price 60 expiring on 28NOV2024
Delta for 60 PE is -0.18
Historical price for 60 PE is as follows
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 35.34, the open interest changed by 1 which increased total open position to 953
On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 0.4, which was 0.20 higher than the previous day. The implied volatity was 36.73, the open interest changed by 55 which increased total open position to 953
On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 35.97, the open interest changed by 20 which increased total open position to 904
On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 36.67, the open interest changed by 28 which increased total open position to 884
On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 31.04, the open interest changed by -3 which decreased total open position to 867
On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 35.11, the open interest changed by -64 which decreased total open position to 868
On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 36.18, the open interest changed by 10 which increased total open position to 932
On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 38.08, the open interest changed by 78 which increased total open position to 922
On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 0.55, which was 0.10 higher than the previous day. The implied volatity was 38.89, the open interest changed by 322 which increased total open position to 845
On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 40.21, the open interest changed by 187 which increased total open position to 510
On 31 Oct IDFCFIRSTB was trading at 65.93. The strike last trading price was 0.45, which was -0.05 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 0.5, which was -0.60 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 1.1, 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 1.1, which was -1.65 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 2.75, which was 2.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct IDFCFIRSTB was trading at 68.05. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct IDFCFIRSTB was trading at 66.58. The strike last trading price was 0.9, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct IDFCFIRSTB was trading at 71.74. The strike last trading price was 0.6, 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 11 Oct IDFCFIRSTB was trading at 72.37. The strike last trading price was 0.6, 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 10 Oct IDFCFIRSTB was trading at 73.14. The strike last trading price was 0.6, 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 27 Sept IDFCFIRSTB was trading at 74.19. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept IDFCFIRSTB was trading at 73.82. The strike last trading price was 0.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
