IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
14 Nov 2024 04:11 PM IST
| IDFCFIRSTB 28NOV2024 62 CE | ||||||||||
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Delta: 0.72
Vega: 0.04
Theta: -0.05
Gamma: 0.11
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 63.41 | 2.3 | -0.75 | 25.58 | 233 | 10 | 133 | |||
| 13 Nov | 63.62 | 3.05 | -1.50 | 28.33 | 235 | 52 | 123 | |||
| 12 Nov | 66.24 | 4.55 | -0.25 | 28.26 | 8 | -1 | 70 | |||
| 11 Nov | 66.56 | 4.8 | 0.55 | 16.00 | 44 | -13 | 70 | |||
| 8 Nov | 65.63 | 4.25 | -1.45 | 24.73 | 32 | 17 | 80 | |||
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| 7 Nov | 66.52 | 5.7 | 0.00 | 42.74 | 33 | 20 | 63 | |||
| 6 Nov | 66.89 | 5.7 | 0.50 | 30.74 | 44 | 8 | 43 | |||
| 5 Nov | 66.31 | 5.2 | 0.15 | 31.58 | 42 | 16 | 32 | |||
| 4 Nov | 65.83 | 5.05 | -8.10 | 38.60 | 62 | 13 | 13 | |||
| 1 Nov | 67.15 | 13.15 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 65.93 | 13.15 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 68.79 | 13.15 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 67.60 | 13.15 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 67.13 | 13.15 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 65.50 | 13.15 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 68.05 | 13.15 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 66.58 | 13.15 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 71.74 | 13.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 72.37 | 13.15 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 73.14 | 13.15 | 13.15 | - | 0 | 0 | 0 | |||
| 27 Sept | 74.19 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 73.82 | 0 | - | 0 | 0 | 0 | ||||
For Idfc First Bank Limited - strike price 62 expiring on 28NOV2024
Delta for 62 CE is 0.72
Historical price for 62 CE is as follows
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 2.3, which was -0.75 lower than the previous day. The implied volatity was 25.58, the open interest changed by 10 which increased total open position to 133
On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 3.05, which was -1.50 lower than the previous day. The implied volatity was 28.33, the open interest changed by 52 which increased total open position to 123
On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 4.55, which was -0.25 lower than the previous day. The implied volatity was 28.26, the open interest changed by -1 which decreased total open position to 70
On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 4.8, which was 0.55 higher than the previous day. The implied volatity was 16.00, the open interest changed by -13 which decreased total open position to 70
On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 4.25, which was -1.45 lower than the previous day. The implied volatity was 24.73, the open interest changed by 17 which increased total open position to 80
On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 5.7, which was 0.00 lower than the previous day. The implied volatity was 42.74, the open interest changed by 20 which increased total open position to 63
On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 5.7, which was 0.50 higher than the previous day. The implied volatity was 30.74, the open interest changed by 8 which increased total open position to 43
On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 5.2, which was 0.15 higher than the previous day. The implied volatity was 31.58, the open interest changed by 16 which increased total open position to 32
On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 5.05, which was -8.10 lower than the previous day. The implied volatity was 38.60, the open interest changed by 13 which increased total open position to 13
On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 13.15, 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 13.15, 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 13.15, 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 13.15, 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 13.15, 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 13.15, 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 13.15, 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 13.15, 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 13.15, 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 13.15, 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 13.15, which was 13.15 higher 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 0.00 lower 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 62 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.32
Vega: 0.04
Theta: -0.05
Gamma: 0.09
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 63.41 | 0.9 | 0.25 | 33.10 | 983 | -3 | 410 |
| 13 Nov | 63.62 | 0.65 | 0.30 | 31.55 | 866 | 28 | 413 |
| 12 Nov | 66.24 | 0.35 | -0.05 | 31.97 | 211 | 31 | 385 |
| 11 Nov | 66.56 | 0.4 | -0.10 | 34.94 | 338 | 6 | 354 |
| 8 Nov | 65.63 | 0.5 | 0.05 | 31.14 | 316 | 23 | 348 |
| 7 Nov | 66.52 | 0.45 | 0.05 | 32.65 | 224 | 2 | 326 |
| 6 Nov | 66.89 | 0.4 | -0.25 | 32.78 | 260 | 28 | 329 |
| 5 Nov | 66.31 | 0.65 | -0.30 | 35.48 | 452 | 10 | 295 |
| 4 Nov | 65.83 | 0.95 | 0.20 | 37.95 | 618 | 25 | 295 |
| 1 Nov | 67.15 | 0.75 | -0.25 | 39.07 | 96 | 26 | 268 |
| 31 Oct | 65.93 | 1 | 0.25 | - | 11 | -1 | 232 |
| 30 Oct | 68.79 | 0.75 | -0.40 | - | 5 | 0 | 233 |
| 29 Oct | 67.60 | 1.15 | -0.35 | - | 1 | 0 | 234 |
| 28 Oct | 67.13 | 1.5 | -2.10 | - | 16 | 0 | 235 |
| 25 Oct | 65.50 | 3.6 | 2.65 | - | 316 | 204 | 235 |
| 24 Oct | 68.05 | 0.95 | -0.25 | - | 52 | 27 | 33 |
| 23 Oct | 66.58 | 1.2 | 0.40 | - | 8 | 5 | 5 |
| 17 Oct | 71.74 | 0.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 72.37 | 0.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 73.14 | 0.8 | 0.80 | - | 0 | 0 | 0 |
| 27 Sept | 74.19 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 73.82 | 0 | - | 0 | 0 | 0 | |
For Idfc First Bank Limited - strike price 62 expiring on 28NOV2024
Delta for 62 PE is -0.32
Historical price for 62 PE is as follows
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 0.9, which was 0.25 higher than the previous day. The implied volatity was 33.10, the open interest changed by -3 which decreased total open position to 410
On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 0.65, which was 0.30 higher than the previous day. The implied volatity was 31.55, the open interest changed by 28 which increased total open position to 413
On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 31.97, the open interest changed by 31 which increased total open position to 385
On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 34.94, the open interest changed by 6 which increased total open position to 354
On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 31.14, the open interest changed by 23 which increased total open position to 348
On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 32.65, the open interest changed by 2 which increased total open position to 326
On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 32.78, the open interest changed by 28 which increased total open position to 329
On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 0.65, which was -0.30 lower than the previous day. The implied volatity was 35.48, the open interest changed by 10 which increased total open position to 295
On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 0.95, which was 0.20 higher than the previous day. The implied volatity was 37.95, the open interest changed by 25 which increased total open position to 295
On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 39.07, the open interest changed by 26 which increased total open position to 268
On 31 Oct IDFCFIRSTB was trading at 65.93. The strike last trading price was 1, which was 0.25 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 0.75, which was -0.40 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 1.15, which was -0.35 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 1.5, which was -2.10 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 3.6, which was 2.65 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 0.95, 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 1.2, which was 0.40 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 0.8, 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 11 Oct IDFCFIRSTB was trading at 72.37. 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 10 Oct IDFCFIRSTB was trading at 73.14. The strike last trading price was 0.8, which was 0.80 higher 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 0.00 lower 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
