IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
03 Dec 2024 04:11 PM IST
| IDFCFIRSTB 26DEC2024 62 CE | ||||||||||
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Delta: 0.86
Vega: 0.04
Theta: -0.03
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 65.20 | 3.8 | 0.40 | 21.36 | 112 | 54 | 229 | |||
| 2 Dec | 64.39 | 3.4 | 0.05 | 25.24 | 73 | 30 | 175 | |||
| 29 Nov | 64.08 | 3.35 | -0.30 | 27.59 | 93 | 66 | 144 | |||
| 28 Nov | 64.26 | 3.65 | 0.10 | 27.56 | 33 | 26 | 78 | |||
| 27 Nov | 64.15 | 3.55 | -0.60 | 26.44 | 47 | 38 | 51 | |||
| 26 Nov | 65.14 | 4.15 | -0.05 | 25.91 | 10 | 7 | 13 | |||
| 25 Nov | 64.65 | 4.2 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 22 Nov | 64.15 | 4.2 | 1.05 | 34.22 | 1 | 0 | 6 | |||
| 21 Nov | 62.94 | 3.15 | -10.65 | 29.75 | 12 | 5 | 5 | |||
| 20 Nov | 64.62 | 13.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 19 Nov | 64.62 | 13.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 65.53 | 13.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 63.41 | 13.8 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 63.62 | 13.8 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 66.24 | 13.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 66.56 | 13.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 65.63 | 13.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 66.52 | 13.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 66.89 | 13.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 66.31 | 13.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 65.83 | 13.8 | 13.80 | - | 0 | 0 | 0 | |||
| 1 Nov | 67.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 65.93 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 68.79 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 67.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 67.13 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 65.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 68.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 66.58 | 0 | - | 0 | 0 | 0 | ||||
For Idfc First Bank Limited - strike price 62 expiring on 26DEC2024
Delta for 62 CE is 0.86
Historical price for 62 CE is as follows
On 3 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 3.8, which was 0.40 higher than the previous day. The implied volatity was 21.36, the open interest changed by 54 which increased total open position to 229
On 2 Dec IDFCFIRSTB was trading at 64.39. The strike last trading price was 3.4, which was 0.05 higher than the previous day. The implied volatity was 25.24, the open interest changed by 30 which increased total open position to 175
On 29 Nov IDFCFIRSTB was trading at 64.08. The strike last trading price was 3.35, which was -0.30 lower than the previous day. The implied volatity was 27.59, the open interest changed by 66 which increased total open position to 144
On 28 Nov IDFCFIRSTB was trading at 64.26. The strike last trading price was 3.65, which was 0.10 higher than the previous day. The implied volatity was 27.56, the open interest changed by 26 which increased total open position to 78
On 27 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 3.55, which was -0.60 lower than the previous day. The implied volatity was 26.44, the open interest changed by 38 which increased total open position to 51
On 26 Nov IDFCFIRSTB was trading at 65.14. The strike last trading price was 4.15, which was -0.05 lower than the previous day. The implied volatity was 25.91, the open interest changed by 7 which increased total open position to 13
On 25 Nov IDFCFIRSTB was trading at 64.65. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 22 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 4.2, which was 1.05 higher than the previous day. The implied volatity was 34.22, the open interest changed by 0 which decreased total open position to 6
On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 3.15, which was -10.65 lower than the previous day. The implied volatity was 29.75, 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 13.8, 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 13.8, 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 13.8, 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 13.8, 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 13.8, 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 13.8, 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 13.8, 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 13.8, 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 13.8, 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 13.8, 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 13.8, 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 13.8, which was 13.80 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 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 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 30 Oct IDFCFIRSTB was trading at 68.79. 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 29 Oct IDFCFIRSTB was trading at 67.60. 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 28 Oct IDFCFIRSTB was trading at 67.13. 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 25 Oct IDFCFIRSTB was trading at 65.50. 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 24 Oct IDFCFIRSTB was trading at 68.05. 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 23 Oct IDFCFIRSTB was trading at 66.58. 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 26DEC2024 62 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 0.05
Theta: -0.03
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 65.20 | 0.6 | -0.15 | 29.28 | 470 | 30 | 516 |
| 2 Dec | 64.39 | 0.75 | -0.10 | 28.26 | 243 | 59 | 486 |
| 29 Nov | 64.08 | 0.85 | -0.10 | 26.70 | 307 | 31 | 418 |
| 28 Nov | 64.26 | 0.95 | -0.10 | 29.66 | 316 | 21 | 387 |
| 27 Nov | 64.15 | 1.05 | 0.05 | 30.39 | 361 | 163 | 366 |
| 26 Nov | 65.14 | 1 | -0.20 | 32.62 | 179 | 100 | 197 |
| 25 Nov | 64.65 | 1.2 | -0.25 | 34.23 | 89 | 47 | 98 |
| 22 Nov | 64.15 | 1.45 | -0.60 | 34.00 | 49 | 10 | 61 |
| 21 Nov | 62.94 | 2.05 | 0.60 | 35.96 | 57 | 31 | 52 |
| 20 Nov | 64.62 | 1.45 | 0.00 | 34.13 | 31 | 20 | 18 |
| 19 Nov | 64.62 | 1.45 | 0.05 | 34.13 | 31 | 17 | 18 |
| 18 Nov | 65.53 | 1.4 | -0.60 | 37.40 | 1 | 0 | 1 |
| 14 Nov | 63.41 | 2 | 0.00 | 0.00 | 0 | 1 | 0 |
| 13 Nov | 63.62 | 2 | 1.35 | 38.23 | 1 | 0 | 0 |
| 12 Nov | 66.24 | 0.65 | 0.00 | 6.89 | 0 | 0 | 0 |
| 11 Nov | 66.56 | 0.65 | 0.00 | 7.37 | 0 | 0 | 0 |
| 8 Nov | 65.63 | 0.65 | 0.00 | 6.23 | 0 | 0 | 0 |
| 7 Nov | 66.52 | 0.65 | 0.00 | 7.09 | 0 | 0 | 0 |
| 6 Nov | 66.89 | 0.65 | 0.00 | 7.73 | 0 | 0 | 0 |
| 5 Nov | 66.31 | 0.65 | 0.00 | 6.92 | 0 | 0 | 0 |
| 4 Nov | 65.83 | 0.65 | 0.00 | 6.10 | 0 | 0 | 0 |
| 1 Nov | 67.15 | 0.65 | 0.00 | 7.63 | 0 | 0 | 0 |
| 31 Oct | 65.93 | 0.65 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 68.79 | 0.65 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 67.60 | 0.65 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 67.13 | 0.65 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 65.50 | 0.65 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 68.05 | 0.65 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 66.58 | 0.65 | - | 0 | 0 | 0 | |
For Idfc First Bank Limited - strike price 62 expiring on 26DEC2024
Delta for 62 PE is -0.21
Historical price for 62 PE is as follows
On 3 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 29.28, the open interest changed by 30 which increased total open position to 516
On 2 Dec IDFCFIRSTB was trading at 64.39. The strike last trading price was 0.75, which was -0.10 lower than the previous day. The implied volatity was 28.26, the open interest changed by 59 which increased total open position to 486
On 29 Nov IDFCFIRSTB was trading at 64.08. The strike last trading price was 0.85, which was -0.10 lower than the previous day. The implied volatity was 26.70, the open interest changed by 31 which increased total open position to 418
On 28 Nov IDFCFIRSTB was trading at 64.26. The strike last trading price was 0.95, which was -0.10 lower than the previous day. The implied volatity was 29.66, the open interest changed by 21 which increased total open position to 387
On 27 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 30.39, the open interest changed by 163 which increased total open position to 366
On 26 Nov IDFCFIRSTB was trading at 65.14. The strike last trading price was 1, which was -0.20 lower than the previous day. The implied volatity was 32.62, the open interest changed by 100 which increased total open position to 197
On 25 Nov IDFCFIRSTB was trading at 64.65. The strike last trading price was 1.2, which was -0.25 lower than the previous day. The implied volatity was 34.23, the open interest changed by 47 which increased total open position to 98
On 22 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 1.45, which was -0.60 lower than the previous day. The implied volatity was 34.00, the open interest changed by 10 which increased total open position to 61
On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 2.05, which was 0.60 higher than the previous day. The implied volatity was 35.96, the open interest changed by 31 which increased total open position to 52
On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 1.45, which was 0.00 lower than the previous day. The implied volatity was 34.13, the open interest changed by 20 which increased total open position to 18
On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 1.45, which was 0.05 higher than the previous day. The implied volatity was 34.13, the open interest changed by 17 which increased total open position to 18
On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 1.4, which was -0.60 lower than the previous day. The implied volatity was 37.40, the open interest changed by 0 which decreased total open position to 1
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 2, which was 0.00 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 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 2, which was 1.35 higher than the previous day. The implied volatity was 38.23, 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 0.65, which was 0.00 lower than the previous day. The implied volatity was 6.89, 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 0.65, which was 0.00 lower than the previous day. The implied volatity was 7.37, 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 0.65, which was 0.00 lower than the previous day. The implied volatity was 6.23, 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 0.65, which was 0.00 lower than the previous day. The implied volatity was 7.09, 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 0.65, which was 0.00 lower than the previous day. The implied volatity was 7.73, 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 0.65, which was 0.00 lower than the previous day. The implied volatity was 6.92, 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 0.65, which was 0.00 lower than the previous day. The implied volatity was 6.10, 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 0.65, which was 0.00 lower than the previous day. The implied volatity was 7.63, 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 0.65, 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 0.65, 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 0.65, 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 0.65, 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 0.65, 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 0.65, 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 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
