IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
11 Apr 2025 04:11 PM IST
| IDFCFIRSTB 24APR2025 61 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 0.04
Theta: -0.06
Gamma: 0.11
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 59.92 | 1.1 | -0.1 | 32.85 | 1,279 | -10 | 938 | |||
| 9 Apr | 59.25 | 1.15 | 0.25 | 36.80 | 1,668 | 57 | 954 | |||
| 8 Apr | 57.90 | 0.9 | 0.05 | 38.94 | 1,233 | 20 | 906 | |||
| 7 Apr | 56.49 | 0.8 | 0 | 45.60 | 1,316 | -138 | 894 | |||
| 4 Apr | 57.81 | 0.75 | -1 | 33.01 | 2,244 | 263 | 1,032 | |||
| 3 Apr | 60.35 | 1.8 | 1.15 | 33.46 | 4,056 | 214 | 771 | |||
| 2 Apr | 57.19 | 0.7 | -0.05 | 32.61 | 1,882 | 82 | 580 | |||
| 1 Apr | 57.17 | 0.75 | 0.35 | 34.16 | 1,418 | 111 | 507 | |||
| 28 Mar | 54.96 | 0.35 | -0.4 | 32.85 | 558 | 131 | 396 | |||
| 27 Mar | 56.94 | 0.7 | -0.1 | 33.93 | 577 | 63 | 266 | |||
| 26 Mar | 57.00 | 0.75 | -0.1 | 31.24 | 198 | 28 | 202 | |||
| 25 Mar | 57.35 | 0.8 | -0.25 | 30.12 | 274 | 15 | 174 | |||
| 24 Mar | 57.89 | 1.1 | 0.45 | 31.20 | 241 | 0 | 159 | |||
| 21 Mar | 56.29 | 0.65 | 0.1 | 29.63 | 80 | 45 | 159 | |||
| 20 Mar | 55.71 | 0.55 | 0 | 29.22 | 96 | 77 | 109 | |||
| 19 Mar | 55.42 | 0.55 | 0 | 30.22 | 24 | 12 | 32 | |||
| 18 Mar | 54.62 | 0.5 | 0.15 | 31.70 | 21 | -1 | 20 | |||
| 17 Mar | 52.89 | 0.35 | -0.15 | 34.37 | 3 | 0 | 20 | |||
| 13 Mar | 53.48 | 0.5 | -0.2 | 34.57 | 2 | 1 | 21 | |||
| 12 Mar | 54.63 | 0.7 | -0.05 | 33.28 | 4 | 2 | 20 | |||
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| 11 Mar | 55.36 | 0.75 | -0.55 | 30.26 | 13 | 8 | 18 | |||
| 10 Mar | 56.37 | 1.3 | 0 | 35.54 | 6 | 4 | 9 | |||
| 7 Mar | 57.34 | 1.3 | -0.15 | 29.45 | 2 | 0 | 5 | |||
| 6 Mar | 57.77 | 1.45 | 0 | 0.00 | 0 | 1 | 0 | |||
| 5 Mar | 57.95 | 1.45 | 0.2 | 27.29 | 1 | 0 | 4 | |||
| 4 Mar | 56.83 | 1.25 | -1.5 | 29.37 | 4 | 0 | 0 | |||
| 3 Mar | 57.69 | 2.75 | 0 | 3.93 | 0 | 0 | 0 | |||
| 28 Feb | 58.39 | 2.75 | 0 | 2.60 | 0 | 0 | 0 | |||
For Idfc First Bank Limited - strike price 61 expiring on 24APR2025
Delta for 61 CE is 0.42
Historical price for 61 CE is as follows
On 11 Apr IDFCFIRSTB was trading at 59.92. The strike last trading price was 1.1, which was -0.1 lower than the previous day. The implied volatity was 32.85, the open interest changed by -10 which decreased total open position to 938
On 9 Apr IDFCFIRSTB was trading at 59.25. The strike last trading price was 1.15, which was 0.25 higher than the previous day. The implied volatity was 36.80, the open interest changed by 57 which increased total open position to 954
On 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was 38.94, the open interest changed by 20 which increased total open position to 906
On 7 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 45.60, the open interest changed by -138 which decreased total open position to 894
On 4 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 0.75, which was -1 lower than the previous day. The implied volatity was 33.01, the open interest changed by 263 which increased total open position to 1032
On 3 Apr IDFCFIRSTB was trading at 60.35. The strike last trading price was 1.8, which was 1.15 higher than the previous day. The implied volatity was 33.46, the open interest changed by 214 which increased total open position to 771
On 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 32.61, the open interest changed by 82 which increased total open position to 580
On 1 Apr IDFCFIRSTB was trading at 57.17. The strike last trading price was 0.75, which was 0.35 higher than the previous day. The implied volatity was 34.16, the open interest changed by 111 which increased total open position to 507
On 28 Mar IDFCFIRSTB was trading at 54.96. The strike last trading price was 0.35, which was -0.4 lower than the previous day. The implied volatity was 32.85, the open interest changed by 131 which increased total open position to 396
On 27 Mar IDFCFIRSTB was trading at 56.94. The strike last trading price was 0.7, which was -0.1 lower than the previous day. The implied volatity was 33.93, the open interest changed by 63 which increased total open position to 266
On 26 Mar IDFCFIRSTB was trading at 57.00. The strike last trading price was 0.75, which was -0.1 lower than the previous day. The implied volatity was 31.24, the open interest changed by 28 which increased total open position to 202
On 25 Mar IDFCFIRSTB was trading at 57.35. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 30.12, the open interest changed by 15 which increased total open position to 174
On 24 Mar IDFCFIRSTB was trading at 57.89. The strike last trading price was 1.1, which was 0.45 higher than the previous day. The implied volatity was 31.20, the open interest changed by 0 which decreased total open position to 159
On 21 Mar IDFCFIRSTB was trading at 56.29. The strike last trading price was 0.65, which was 0.1 higher than the previous day. The implied volatity was 29.63, the open interest changed by 45 which increased total open position to 159
On 20 Mar IDFCFIRSTB was trading at 55.71. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 29.22, the open interest changed by 77 which increased total open position to 109
On 19 Mar IDFCFIRSTB was trading at 55.42. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 30.22, the open interest changed by 12 which increased total open position to 32
On 18 Mar IDFCFIRSTB was trading at 54.62. The strike last trading price was 0.5, which was 0.15 higher than the previous day. The implied volatity was 31.70, the open interest changed by -1 which decreased total open position to 20
On 17 Mar IDFCFIRSTB was trading at 52.89. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 34.37, the open interest changed by 0 which decreased total open position to 20
On 13 Mar IDFCFIRSTB was trading at 53.48. The strike last trading price was 0.5, which was -0.2 lower than the previous day. The implied volatity was 34.57, the open interest changed by 1 which increased total open position to 21
On 12 Mar IDFCFIRSTB was trading at 54.63. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 33.28, the open interest changed by 2 which increased total open position to 20
On 11 Mar IDFCFIRSTB was trading at 55.36. The strike last trading price was 0.75, which was -0.55 lower than the previous day. The implied volatity was 30.26, the open interest changed by 8 which increased total open position to 18
On 10 Mar IDFCFIRSTB was trading at 56.37. The strike last trading price was 1.3, which was 0 lower than the previous day. The implied volatity was 35.54, the open interest changed by 4 which increased total open position to 9
On 7 Mar IDFCFIRSTB was trading at 57.34. The strike last trading price was 1.3, which was -0.15 lower than the previous day. The implied volatity was 29.45, the open interest changed by 0 which decreased total open position to 5
On 6 Mar IDFCFIRSTB was trading at 57.77. The strike last trading price was 1.45, 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 5 Mar IDFCFIRSTB was trading at 57.95. The strike last trading price was 1.45, which was 0.2 higher than the previous day. The implied volatity was 27.29, the open interest changed by 0 which decreased total open position to 4
On 4 Mar IDFCFIRSTB was trading at 56.83. The strike last trading price was 1.25, which was -1.5 lower than the previous day. The implied volatity was 29.37, the open interest changed by 0 which decreased total open position to 0
On 3 Mar IDFCFIRSTB was trading at 57.69. The strike last trading price was 2.75, which was 0 lower than the previous day. The implied volatity was 3.93, the open interest changed by 0 which decreased total open position to 0
On 28 Feb IDFCFIRSTB was trading at 58.39. The strike last trading price was 2.75, which was 0 lower than the previous day. The implied volatity was 2.60, the open interest changed by 0 which decreased total open position to 0
| IDFCFIRSTB 24APR2025 61 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 0.04
Theta: -0.05
Gamma: 0.10
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 59.92 | 2.05 | -0.55 | 34.82 | 654 | 100 | 445 |
| 9 Apr | 59.25 | 2.45 | -1.15 | 33.31 | 232 | 0 | 342 |
| 8 Apr | 57.90 | 3.6 | -1.35 | 40.95 | 118 | -52 | 340 |
| 7 Apr | 56.49 | 5 | 1.25 | 47.21 | 145 | 6 | 394 |
| 4 Apr | 57.81 | 3.7 | 1.65 | 35.67 | 389 | -35 | 389 |
| 3 Apr | 60.35 | 2 | -2.05 | 32.07 | 674 | 177 | 425 |
| 2 Apr | 57.19 | 3.9 | -0.25 | 32.53 | 108 | 12 | 248 |
| 1 Apr | 57.17 | 4.15 | -1.85 | 33.80 | 132 | 57 | 235 |
| 28 Mar | 54.96 | 6.05 | 1.8 | 33.13 | 109 | 48 | 178 |
| 27 Mar | 56.94 | 4.3 | 0.1 | 17.97 | 19 | 6 | 131 |
| 26 Mar | 57.00 | 4.2 | 0.1 | 28.93 | 21 | 1 | 125 |
| 25 Mar | 57.35 | 4.1 | 0.4 | 30.84 | 161 | 93 | 125 |
| 24 Mar | 57.89 | 3.7 | -0.9 | 31.63 | 39 | 15 | 29 |
| 21 Mar | 56.29 | 4.6 | -0.85 | 25.89 | 4 | 2 | 15 |
| 20 Mar | 55.71 | 5.45 | 0.1 | 34.84 | 1 | 0 | 13 |
| 19 Mar | 55.42 | 5.35 | -1.05 | 26.93 | 5 | 2 | 11 |
| 18 Mar | 54.62 | 6.25 | 0.1 | 32.90 | 6 | 3 | 8 |
| 17 Mar | 52.89 | 6.15 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 53.48 | 6.15 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 54.63 | 6.15 | 0 | 0.00 | 0 | 3 | 0 |
| 11 Mar | 55.36 | 6.15 | 1.35 | 40.72 | 4 | 0 | 2 |
| 10 Mar | 56.37 | 4.8 | 0.8 | 26.71 | 1 | 1 | 2 |
| 7 Mar | 57.34 | 4 | -1 | 26.94 | 1 | 0 | 1 |
| 6 Mar | 57.77 | 5 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 57.95 | 5 | 0 | 0.00 | 0 | 1 | 0 |
| 4 Mar | 56.83 | 5 | 1.1 | 35.46 | 1 | 0 | 0 |
| 3 Mar | 57.69 | 3.9 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 58.39 | 3.9 | 0 | - | 0 | 0 | 0 |
For Idfc First Bank Limited - strike price 61 expiring on 24APR2025
Delta for 61 PE is -0.57
Historical price for 61 PE is as follows
On 11 Apr IDFCFIRSTB was trading at 59.92. The strike last trading price was 2.05, which was -0.55 lower than the previous day. The implied volatity was 34.82, the open interest changed by 100 which increased total open position to 445
On 9 Apr IDFCFIRSTB was trading at 59.25. The strike last trading price was 2.45, which was -1.15 lower than the previous day. The implied volatity was 33.31, the open interest changed by 0 which decreased total open position to 342
On 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 3.6, which was -1.35 lower than the previous day. The implied volatity was 40.95, the open interest changed by -52 which decreased total open position to 340
On 7 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 5, which was 1.25 higher than the previous day. The implied volatity was 47.21, the open interest changed by 6 which increased total open position to 394
On 4 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 3.7, which was 1.65 higher than the previous day. The implied volatity was 35.67, the open interest changed by -35 which decreased total open position to 389
On 3 Apr IDFCFIRSTB was trading at 60.35. The strike last trading price was 2, which was -2.05 lower than the previous day. The implied volatity was 32.07, the open interest changed by 177 which increased total open position to 425
On 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 3.9, which was -0.25 lower than the previous day. The implied volatity was 32.53, the open interest changed by 12 which increased total open position to 248
On 1 Apr IDFCFIRSTB was trading at 57.17. The strike last trading price was 4.15, which was -1.85 lower than the previous day. The implied volatity was 33.80, the open interest changed by 57 which increased total open position to 235
On 28 Mar IDFCFIRSTB was trading at 54.96. The strike last trading price was 6.05, which was 1.8 higher than the previous day. The implied volatity was 33.13, the open interest changed by 48 which increased total open position to 178
On 27 Mar IDFCFIRSTB was trading at 56.94. The strike last trading price was 4.3, which was 0.1 higher than the previous day. The implied volatity was 17.97, the open interest changed by 6 which increased total open position to 131
On 26 Mar IDFCFIRSTB was trading at 57.00. The strike last trading price was 4.2, which was 0.1 higher than the previous day. The implied volatity was 28.93, the open interest changed by 1 which increased total open position to 125
On 25 Mar IDFCFIRSTB was trading at 57.35. The strike last trading price was 4.1, which was 0.4 higher than the previous day. The implied volatity was 30.84, the open interest changed by 93 which increased total open position to 125
On 24 Mar IDFCFIRSTB was trading at 57.89. The strike last trading price was 3.7, which was -0.9 lower than the previous day. The implied volatity was 31.63, the open interest changed by 15 which increased total open position to 29
On 21 Mar IDFCFIRSTB was trading at 56.29. The strike last trading price was 4.6, which was -0.85 lower than the previous day. The implied volatity was 25.89, the open interest changed by 2 which increased total open position to 15
On 20 Mar IDFCFIRSTB was trading at 55.71. The strike last trading price was 5.45, which was 0.1 higher than the previous day. The implied volatity was 34.84, the open interest changed by 0 which decreased total open position to 13
On 19 Mar IDFCFIRSTB was trading at 55.42. The strike last trading price was 5.35, which was -1.05 lower than the previous day. The implied volatity was 26.93, the open interest changed by 2 which increased total open position to 11
On 18 Mar IDFCFIRSTB was trading at 54.62. The strike last trading price was 6.25, which was 0.1 higher than the previous day. The implied volatity was 32.90, the open interest changed by 3 which increased total open position to 8
On 17 Mar IDFCFIRSTB was trading at 52.89. The strike last trading price was 6.15, 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 13 Mar IDFCFIRSTB was trading at 53.48. The strike last trading price was 6.15, 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 6.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 11 Mar IDFCFIRSTB was trading at 55.36. The strike last trading price was 6.15, which was 1.35 higher than the previous day. The implied volatity was 40.72, the open interest changed by 0 which decreased total open position to 2
On 10 Mar IDFCFIRSTB was trading at 56.37. The strike last trading price was 4.8, which was 0.8 higher than the previous day. The implied volatity was 26.71, the open interest changed by 1 which increased total open position to 2
On 7 Mar IDFCFIRSTB was trading at 57.34. The strike last trading price was 4, which was -1 lower than the previous day. The implied volatity was 26.94, the open interest changed by 0 which decreased total open position to 1
On 6 Mar IDFCFIRSTB was trading at 57.77. The strike last trading price was 5, 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 5 Mar IDFCFIRSTB was trading at 57.95. The strike last trading price was 5, 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 4 Mar IDFCFIRSTB was trading at 56.83. The strike last trading price was 5, which was 1.1 higher than the previous day. The implied volatity was 35.46, the open interest changed by 0 which decreased total open position to 0
On 3 Mar IDFCFIRSTB was trading at 57.69. The strike last trading price was 3.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Feb IDFCFIRSTB was trading at 58.39. The strike last trading price was 3.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
