IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
14 Nov 2024 04:11 PM IST
| IDFCFIRSTB 28NOV2024 61 CE | ||||||||||
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Delta: 0.82
Vega: 0.03
Theta: -0.04
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 63.41 | 3.05 | -0.80 | 25.57 | 157 | -5 | 69 | |||
| 13 Nov | 63.62 | 3.85 | -2.05 | 28.97 | 81 | 30 | 73 | |||
| 12 Nov | 66.24 | 5.9 | 0.15 | 44.74 | 2 | 0 | 43 | |||
| 11 Nov | 66.56 | 5.75 | 0.55 | - | 36 | -10 | 44 | |||
| 8 Nov | 65.63 | 5.2 | -1.00 | 27.53 | 28 | 9 | 53 | |||
| 7 Nov | 66.52 | 6.2 | -0.40 | 35.51 | 7 | 4 | 43 | |||
| 6 Nov | 66.89 | 6.6 | 0.45 | 31.68 | 5 | -2 | 39 | |||
| 5 Nov | 66.31 | 6.15 | 0.35 | 34.86 | 41 | 2 | 44 | |||
| 4 Nov | 65.83 | 5.8 | -8.30 | 38.69 | 63 | 40 | 40 | |||
| 1 Nov | 67.15 | 14.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 31 Oct | 65.93 | 14.1 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 68.79 | 14.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 67.60 | 14.1 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 67.13 | 14.1 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 65.50 | 14.1 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 68.05 | 14.1 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 66.58 | 14.1 | 14.10 | - | 0 | 0 | 0 | |||
| 17 Oct | 71.74 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 72.37 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 73.14 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 74.19 | 0 | - | 0 | 0 | 0 | ||||
For Idfc First Bank Limited - strike price 61 expiring on 28NOV2024
Delta for 61 CE is 0.82
Historical price for 61 CE is as follows
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 3.05, which was -0.80 lower than the previous day. The implied volatity was 25.57, the open interest changed by -5 which decreased total open position to 69
On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 3.85, which was -2.05 lower than the previous day. The implied volatity was 28.97, the open interest changed by 30 which increased total open position to 73
On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 5.9, which was 0.15 higher than the previous day. The implied volatity was 44.74, the open interest changed by 0 which decreased total open position to 43
On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 5.75, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 44
On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 5.2, which was -1.00 lower than the previous day. The implied volatity was 27.53, the open interest changed by 9 which increased total open position to 53
On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 6.2, which was -0.40 lower than the previous day. The implied volatity was 35.51, the open interest changed by 4 which increased total open position to 43
On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 6.6, which was 0.45 higher than the previous day. The implied volatity was 31.68, the open interest changed by -2 which decreased total open position to 39
On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 6.15, which was 0.35 higher than the previous day. The implied volatity was 34.86, the open interest changed by 2 which increased total open position to 44
On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 5.8, which was -8.30 lower than the previous day. The implied volatity was 38.69, the open interest changed by 40 which increased total open position to 40
On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 14.1, 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 14.1, 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 30 Oct IDFCFIRSTB was trading at 68.79. The strike last trading price was 14.1, 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 29 Oct IDFCFIRSTB was trading at 67.60. The strike last trading price was 14.1, 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 14.1, 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 25 Oct IDFCFIRSTB was trading at 65.50. The strike last trading price was 14.1, 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 24 Oct IDFCFIRSTB was trading at 68.05. The strike last trading price was 14.1, 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 23 Oct IDFCFIRSTB was trading at 66.58. The strike last trading price was 14.1, which was 14.10 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, 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, 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, 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, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IDFCFIRSTB 28NOV2024 61 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.25
Vega: 0.04
Theta: -0.04
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 63.41 | 0.65 | 0.20 | 34.42 | 669 | 37 | 254 |
| 13 Nov | 63.62 | 0.45 | 0.20 | 32.54 | 653 | 39 | 218 |
| 12 Nov | 66.24 | 0.25 | 0.00 | 33.38 | 36 | 6 | 178 |
| 11 Nov | 66.56 | 0.25 | -0.10 | 34.37 | 82 | 11 | 175 |
| 8 Nov | 65.63 | 0.35 | 0.05 | 31.85 | 186 | 30 | 166 |
| 7 Nov | 66.52 | 0.3 | 0.00 | 32.73 | 124 | 0 | 140 |
| 6 Nov | 66.89 | 0.3 | -0.20 | 33.98 | 76 | 0 | 143 |
| 5 Nov | 66.31 | 0.5 | -0.25 | 36.52 | 305 | 1 | 143 |
| 4 Nov | 65.83 | 0.75 | 0.15 | 38.90 | 504 | 105 | 142 |
| 1 Nov | 67.15 | 0.6 | -0.20 | 40.00 | 59 | 5 | 37 |
| 31 Oct | 65.93 | 0.8 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 68.79 | 0.8 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 67.60 | 0.8 | 0.00 | - | 0 | -18 | 0 |
| 28 Oct | 67.13 | 0.8 | -2.45 | - | 48 | -12 | 37 |
| 25 Oct | 65.50 | 3.25 | 2.95 | - | 89 | 49 | 49 |
| 24 Oct | 68.05 | 0.3 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 66.58 | 0.3 | 0.30 | - | 0 | 0 | 0 |
| 17 Oct | 71.74 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 72.37 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 73.14 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 74.19 | 0 | - | 0 | 0 | 0 | |
For Idfc First Bank Limited - strike price 61 expiring on 28NOV2024
Delta for 61 PE is -0.25
Historical price for 61 PE is as follows
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 0.65, which was 0.20 higher than the previous day. The implied volatity was 34.42, the open interest changed by 37 which increased total open position to 254
On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 0.45, which was 0.20 higher than the previous day. The implied volatity was 32.54, the open interest changed by 39 which increased total open position to 218
On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 33.38, the open interest changed by 6 which increased total open position to 178
On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 34.37, the open interest changed by 11 which increased total open position to 175
On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 31.85, the open interest changed by 30 which increased total open position to 166
On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 32.73, the open interest changed by 0 which decreased total open position to 140
On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 33.98, the open interest changed by 0 which decreased total open position to 143
On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 36.52, the open interest changed by 1 which increased total open position to 143
On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 38.90, the open interest changed by 105 which increased total open position to 142
On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 40.00, the open interest changed by 5 which increased total open position to 37
On 31 Oct IDFCFIRSTB was trading at 65.93. The strike last trading price was 0.8, 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 0.8, 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 0.8, 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 0.8, which was -2.45 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 3.25, which was 2.95 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 0.3, 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 23 Oct IDFCFIRSTB was trading at 66.58. The strike last trading price was 0.3, 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, 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, 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, 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, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
