IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
11 Dec 2024 04:11 PM IST
| IDFCFIRSTB 26DEC2024 61 CE | ||||||||||
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Delta: 0.95
Vega: 0.01
Theta: -0.03
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Dec | 65.20 | 4.6 | -0.50 | 21.78 | 2 | 0 | 37 | |||
| 10 Dec | 65.87 | 5.1 | 0.60 | 20.57 | 1 | 0 | 37 | |||
| 9 Dec | 65.22 | 4.5 | -0.90 | - | 1 | 0 | 37 | |||
| 6 Dec | 65.90 | 5.4 | 0.15 | 26.53 | 27 | 5 | 35 | |||
| 5 Dec | 65.96 | 5.25 | -0.40 | - | 50 | 13 | 31 | |||
| 4 Dec | 66.21 | 5.65 | 1.00 | 22.51 | 30 | -14 | 18 | |||
| 3 Dec | 65.20 | 4.65 | 0.40 | 20.44 | 29 | 11 | 29 | |||
| 2 Dec | 64.39 | 4.25 | 0.10 | 26.97 | 5 | 2 | 18 | |||
| 29 Nov | 64.08 | 4.15 | -2.65 | 29.19 | 32 | 15 | 15 | |||
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| 28 Nov | 64.26 | 6.8 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 64.15 | 6.8 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 65.14 | 6.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 64.65 | 6.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 64.15 | 6.8 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 62.94 | 6.8 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 64.62 | 6.8 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 64.62 | 6.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 65.53 | 6.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 63.41 | 6.8 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 63.62 | 6.8 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 66.24 | 6.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 66.56 | 6.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 65.63 | 6.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 66.52 | 6.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 66.89 | 6.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 66.31 | 6.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 65.83 | 6.8 | 6.80 | - | 0 | 0 | 0 | |||
| 1 Nov | 67.15 | 0 | - | 0 | 0 | 0 | ||||
For Idfc First Bank Limited - strike price 61 expiring on 26DEC2024
Delta for 61 CE is 0.95
Historical price for 61 CE is as follows
On 11 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 4.6, which was -0.50 lower than the previous day. The implied volatity was 21.78, the open interest changed by 0 which decreased total open position to 37
On 10 Dec IDFCFIRSTB was trading at 65.87. The strike last trading price was 5.1, which was 0.60 higher than the previous day. The implied volatity was 20.57, the open interest changed by 0 which decreased total open position to 37
On 9 Dec IDFCFIRSTB was trading at 65.22. The strike last trading price was 4.5, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 6 Dec IDFCFIRSTB was trading at 65.90. The strike last trading price was 5.4, which was 0.15 higher than the previous day. The implied volatity was 26.53, the open interest changed by 5 which increased total open position to 35
On 5 Dec IDFCFIRSTB was trading at 65.96. The strike last trading price was 5.25, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 31
On 4 Dec IDFCFIRSTB was trading at 66.21. The strike last trading price was 5.65, which was 1.00 higher than the previous day. The implied volatity was 22.51, the open interest changed by -14 which decreased total open position to 18
On 3 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 4.65, which was 0.40 higher than the previous day. The implied volatity was 20.44, the open interest changed by 11 which increased total open position to 29
On 2 Dec IDFCFIRSTB was trading at 64.39. The strike last trading price was 4.25, which was 0.10 higher than the previous day. The implied volatity was 26.97, the open interest changed by 2 which increased total open position to 18
On 29 Nov IDFCFIRSTB was trading at 64.08. The strike last trading price was 4.15, which was -2.65 lower than the previous day. The implied volatity was 29.19, the open interest changed by 15 which increased total open position to 15
On 28 Nov IDFCFIRSTB was trading at 64.26. The strike last trading price was 6.8, 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 6.8, 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 6.8, 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 6.8, 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 6.8, 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 6.8, 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 6.8, 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 6.8, 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 6.8, 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 6.8, 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 6.8, 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 6.8, 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 6.8, 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 6.8, 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 6.8, 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 6.8, 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 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 6.8, 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 6.8, which was 6.80 higher than the previous day. The implied volatity was -, 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 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 26DEC2024 61 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 0.02
Theta: -0.02
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Dec | 65.20 | 0.15 | 0.00 | 26.94 | 177 | -33 | 221 |
| 10 Dec | 65.87 | 0.15 | -0.10 | 28.19 | 65 | -15 | 254 |
| 9 Dec | 65.22 | 0.25 | 0.00 | 29.26 | 216 | -31 | 265 |
| 6 Dec | 65.90 | 0.25 | -0.05 | 29.65 | 264 | 66 | 302 |
| 5 Dec | 65.96 | 0.3 | 0.00 | 30.99 | 235 | 0 | 238 |
| 4 Dec | 66.21 | 0.3 | -0.15 | 31.13 | 339 | 28 | 238 |
| 3 Dec | 65.20 | 0.45 | -0.15 | 30.58 | 232 | 16 | 210 |
| 2 Dec | 64.39 | 0.6 | -0.05 | 30.28 | 143 | 8 | 197 |
| 29 Nov | 64.08 | 0.65 | -0.05 | 28.03 | 299 | 79 | 194 |
| 28 Nov | 64.26 | 0.7 | -0.10 | 30.06 | 183 | 24 | 114 |
| 27 Nov | 64.15 | 0.8 | 0.05 | 31.04 | 77 | 29 | 90 |
| 26 Nov | 65.14 | 0.75 | -0.20 | 32.80 | 73 | 46 | 63 |
| 25 Nov | 64.65 | 0.95 | -0.25 | 34.88 | 17 | 15 | 20 |
| 22 Nov | 64.15 | 1.2 | -0.55 | 35.15 | 19 | 10 | 15 |
| 21 Nov | 62.94 | 1.75 | 0.55 | 37.37 | 6 | 5 | 5 |
| 20 Nov | 64.62 | 1.2 | 0.00 | 7.27 | 0 | 0 | 0 |
| 19 Nov | 64.62 | 1.2 | 0.00 | 7.27 | 0 | 0 | 0 |
| 18 Nov | 65.53 | 1.2 | 0.00 | 8.66 | 0 | 0 | 0 |
| 14 Nov | 63.41 | 1.2 | 0.00 | 4.97 | 0 | 0 | 0 |
| 13 Nov | 63.62 | 1.2 | 0.00 | 6.01 | 0 | 0 | 0 |
| 12 Nov | 66.24 | 1.2 | 0.00 | 9.01 | 0 | 0 | 0 |
| 11 Nov | 66.56 | 1.2 | 0.00 | 9.48 | 0 | 0 | 0 |
| 8 Nov | 65.63 | 1.2 | 0.00 | 7.46 | 0 | 0 | 0 |
| 7 Nov | 66.52 | 1.2 | 0.00 | 8.38 | 0 | 0 | 0 |
| 6 Nov | 66.89 | 1.2 | 0.00 | 9.70 | 0 | 0 | 0 |
| 5 Nov | 66.31 | 1.2 | 0.00 | 8.15 | 0 | 0 | 0 |
| 4 Nov | 65.83 | 1.2 | 1.20 | 7.53 | 0 | 0 | 0 |
| 1 Nov | 67.15 | 0 | 8.63 | 0 | 0 | 0 | |
For Idfc First Bank Limited - strike price 61 expiring on 26DEC2024
Delta for 61 PE is -0.09
Historical price for 61 PE is as follows
On 11 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 26.94, the open interest changed by -33 which decreased total open position to 221
On 10 Dec IDFCFIRSTB was trading at 65.87. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 28.19, the open interest changed by -15 which decreased total open position to 254
On 9 Dec IDFCFIRSTB was trading at 65.22. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 29.26, the open interest changed by -31 which decreased total open position to 265
On 6 Dec IDFCFIRSTB was trading at 65.90. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 29.65, the open interest changed by 66 which increased total open position to 302
On 5 Dec IDFCFIRSTB was trading at 65.96. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 30.99, the open interest changed by 0 which decreased total open position to 238
On 4 Dec IDFCFIRSTB was trading at 66.21. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 31.13, the open interest changed by 28 which increased total open position to 238
On 3 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 30.58, the open interest changed by 16 which increased total open position to 210
On 2 Dec IDFCFIRSTB was trading at 64.39. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 30.28, the open interest changed by 8 which increased total open position to 197
On 29 Nov IDFCFIRSTB was trading at 64.08. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 28.03, the open interest changed by 79 which increased total open position to 194
On 28 Nov IDFCFIRSTB was trading at 64.26. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was 30.06, the open interest changed by 24 which increased total open position to 114
On 27 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 31.04, the open interest changed by 29 which increased total open position to 90
On 26 Nov IDFCFIRSTB was trading at 65.14. The strike last trading price was 0.75, which was -0.20 lower than the previous day. The implied volatity was 32.80, the open interest changed by 46 which increased total open position to 63
On 25 Nov IDFCFIRSTB was trading at 64.65. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was 34.88, the open interest changed by 15 which increased total open position to 20
On 22 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 1.2, which was -0.55 lower than the previous day. The implied volatity was 35.15, the open interest changed by 10 which increased total open position to 15
On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 1.75, which was 0.55 higher than the previous day. The implied volatity was 37.37, the open interest changed by 5 which increased total open position to 5
On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 7.27, 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 1.2, which was 0.00 lower than the previous day. The implied volatity was 7.27, 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 1.2, which was 0.00 lower than the previous day. The implied volatity was 8.66, 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 1.2, which was 0.00 lower than the previous day. The implied volatity was 4.97, 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 1.2, which was 0.00 lower than the previous day. The implied volatity was 6.01, 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 1.2, which was 0.00 lower than the previous day. The implied volatity was 9.01, 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 1.2, which was 0.00 lower than the previous day. The implied volatity was 9.48, 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 1.2, which was 0.00 lower than the previous day. The implied volatity was 7.46, 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 1.2, which was 0.00 lower than the previous day. The implied volatity was 8.38, 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 1.2, which was 0.00 lower than the previous day. The implied volatity was 9.70, 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 1.2, which was 0.00 lower than the previous day. The implied volatity was 8.15, 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 1.2, which was 1.20 higher than the previous day. The implied volatity was 7.53, 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 0, which was lower than the previous day. The implied volatity was 8.63, the open interest changed by 0 which decreased total open position to 0
