IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
26 Dec 2024 04:11 PM IST
| IDFCFIRSTB 30JAN2025 63 CE | ||||||||||
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Delta: 0.47
Vega: 0.08
Theta: -0.03
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 61.75 | 1.65 | -0.20 | 25.04 | 992 | 292 | 729 | |||
| 24 Dec | 62.29 | 1.85 | -0.05 | 21.60 | 352 | 65 | 439 | |||
| 23 Dec | 61.95 | 1.9 | -0.20 | 26.17 | 359 | 101 | 370 | |||
| 20 Dec | 61.68 | 2.1 | -1.35 | 27.09 | 377 | 227 | 261 | |||
| 19 Dec | 65.07 | 3.45 | -0.25 | 19.45 | 11 | 6 | 34 | |||
| 18 Dec | 64.66 | 3.7 | 1.05 | 26.37 | 28 | 0 | 28 | |||
| 17 Dec | 63.61 | 2.65 | -0.45 | 21.31 | 15 | 13 | 28 | |||
| 16 Dec | 64.34 | 3.1 | 0.00 | 0.00 | 0 | 14 | 0 | |||
| 13 Dec | 64.23 | 3.1 | -0.60 | 20.62 | 28 | 14 | 15 | |||
| 12 Dec | 64.33 | 3.7 | -0.90 | 26.14 | 1 | 0 | 0 | |||
| 11 Dec | 65.20 | 4.6 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 65.87 | 4.6 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 65.22 | 4.6 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 65.90 | 4.6 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Dec | 65.96 | 4.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 66.21 | 4.6 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 65.20 | 4.6 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 64.39 | 4.6 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 64.08 | 4.6 | - | 0 | 0 | 0 | ||||
For Idfc First Bank Limited - strike price 63 expiring on 30JAN2025
Delta for 63 CE is 0.47
Historical price for 63 CE is as follows
On 26 Dec IDFCFIRSTB was trading at 61.75. The strike last trading price was 1.65, which was -0.20 lower than the previous day. The implied volatity was 25.04, the open interest changed by 292 which increased total open position to 729
On 24 Dec IDFCFIRSTB was trading at 62.29. The strike last trading price was 1.85, which was -0.05 lower than the previous day. The implied volatity was 21.60, the open interest changed by 65 which increased total open position to 439
On 23 Dec IDFCFIRSTB was trading at 61.95. The strike last trading price was 1.9, which was -0.20 lower than the previous day. The implied volatity was 26.17, the open interest changed by 101 which increased total open position to 370
On 20 Dec IDFCFIRSTB was trading at 61.68. The strike last trading price was 2.1, which was -1.35 lower than the previous day. The implied volatity was 27.09, the open interest changed by 227 which increased total open position to 261
On 19 Dec IDFCFIRSTB was trading at 65.07. The strike last trading price was 3.45, which was -0.25 lower than the previous day. The implied volatity was 19.45, the open interest changed by 6 which increased total open position to 34
On 18 Dec IDFCFIRSTB was trading at 64.66. The strike last trading price was 3.7, which was 1.05 higher than the previous day. The implied volatity was 26.37, the open interest changed by 0 which decreased total open position to 28
On 17 Dec IDFCFIRSTB was trading at 63.61. The strike last trading price was 2.65, which was -0.45 lower than the previous day. The implied volatity was 21.31, the open interest changed by 13 which increased total open position to 28
On 16 Dec IDFCFIRSTB was trading at 64.34. The strike last trading price was 3.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 13 Dec IDFCFIRSTB was trading at 64.23. The strike last trading price was 3.1, which was -0.60 lower than the previous day. The implied volatity was 20.62, the open interest changed by 14 which increased total open position to 15
On 12 Dec IDFCFIRSTB was trading at 64.33. The strike last trading price was 3.7, which was -0.90 lower than the previous day. The implied volatity was 26.14, the open interest changed by 0 which decreased total open position to 0
On 11 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 4.6, 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 10 Dec IDFCFIRSTB was trading at 65.87. The strike last trading price was 4.6, 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 9 Dec IDFCFIRSTB was trading at 65.22. The strike last trading price was 4.6, 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 Dec IDFCFIRSTB was trading at 65.90. The strike last trading price was 4.6, 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 Dec IDFCFIRSTB was trading at 65.96. The strike last trading price was 4.6, 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 Dec IDFCFIRSTB was trading at 66.21. The strike last trading price was 4.6, 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 3 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 4.6, 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 2 Dec IDFCFIRSTB was trading at 64.39. The strike last trading price was 4.6, 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 29 Nov IDFCFIRSTB was trading at 64.08. The strike last trading price was 4.6, 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 30JAN2025 63 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.53
Vega: 0.08
Theta: -0.02
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 61.75 | 2.25 | 0.00 | 25.45 | 572 | 291 | 595 |
| 24 Dec | 62.29 | 2.25 | -0.60 | 30.00 | 288 | 67 | 302 |
| 23 Dec | 61.95 | 2.85 | -0.35 | 33.10 | 228 | 54 | 233 |
| 20 Dec | 61.68 | 3.2 | 1.70 | 36.66 | 189 | 93 | 180 |
| 19 Dec | 65.07 | 1.5 | -0.20 | 31.09 | 28 | 14 | 86 |
| 18 Dec | 64.66 | 1.7 | -0.35 | 31.56 | 53 | 30 | 73 |
| 17 Dec | 63.61 | 2.05 | 0.45 | 30.97 | 23 | 18 | 42 |
| 16 Dec | 64.34 | 1.6 | 0.05 | 28.24 | 6 | 2 | 27 |
| 13 Dec | 64.23 | 1.55 | 0.00 | 26.78 | 37 | 24 | 25 |
| 12 Dec | 64.33 | 1.55 | -1.00 | 27.18 | 1 | 0 | 0 |
| 11 Dec | 65.20 | 2.55 | 0.00 | 4.22 | 0 | 0 | 0 |
| 10 Dec | 65.87 | 2.55 | 0.00 | 4.90 | 0 | 0 | 0 |
| 9 Dec | 65.22 | 2.55 | 0.00 | 4.35 | 0 | 0 | 0 |
| 6 Dec | 65.90 | 2.55 | 0.00 | 5.03 | 0 | 0 | 0 |
| 5 Dec | 65.96 | 2.55 | 0.00 | 5.14 | 0 | 0 | 0 |
| 4 Dec | 66.21 | 2.55 | 0.00 | 5.34 | 0 | 0 | 0 |
| 3 Dec | 65.20 | 2.55 | 0.00 | 4.10 | 0 | 0 | 0 |
| 2 Dec | 64.39 | 2.55 | 0.00 | 3.17 | 0 | 0 | 0 |
| 29 Nov | 64.08 | 2.55 | 3.11 | 0 | 0 | 0 | |
For Idfc First Bank Limited - strike price 63 expiring on 30JAN2025
Delta for 63 PE is -0.53
Historical price for 63 PE is as follows
On 26 Dec IDFCFIRSTB was trading at 61.75. The strike last trading price was 2.25, which was 0.00 lower than the previous day. The implied volatity was 25.45, the open interest changed by 291 which increased total open position to 595
On 24 Dec IDFCFIRSTB was trading at 62.29. The strike last trading price was 2.25, which was -0.60 lower than the previous day. The implied volatity was 30.00, the open interest changed by 67 which increased total open position to 302
On 23 Dec IDFCFIRSTB was trading at 61.95. The strike last trading price was 2.85, which was -0.35 lower than the previous day. The implied volatity was 33.10, the open interest changed by 54 which increased total open position to 233
On 20 Dec IDFCFIRSTB was trading at 61.68. The strike last trading price was 3.2, which was 1.70 higher than the previous day. The implied volatity was 36.66, the open interest changed by 93 which increased total open position to 180
On 19 Dec IDFCFIRSTB was trading at 65.07. The strike last trading price was 1.5, which was -0.20 lower than the previous day. The implied volatity was 31.09, the open interest changed by 14 which increased total open position to 86
On 18 Dec IDFCFIRSTB was trading at 64.66. The strike last trading price was 1.7, which was -0.35 lower than the previous day. The implied volatity was 31.56, the open interest changed by 30 which increased total open position to 73
On 17 Dec IDFCFIRSTB was trading at 63.61. The strike last trading price was 2.05, which was 0.45 higher than the previous day. The implied volatity was 30.97, the open interest changed by 18 which increased total open position to 42
On 16 Dec IDFCFIRSTB was trading at 64.34. The strike last trading price was 1.6, which was 0.05 higher than the previous day. The implied volatity was 28.24, the open interest changed by 2 which increased total open position to 27
On 13 Dec IDFCFIRSTB was trading at 64.23. The strike last trading price was 1.55, which was 0.00 lower than the previous day. The implied volatity was 26.78, the open interest changed by 24 which increased total open position to 25
On 12 Dec IDFCFIRSTB was trading at 64.33. The strike last trading price was 1.55, which was -1.00 lower than the previous day. The implied volatity was 27.18, the open interest changed by 0 which decreased total open position to 0
On 11 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 2.55, which was 0.00 lower than the previous day. The implied volatity was 4.22, the open interest changed by 0 which decreased total open position to 0
On 10 Dec IDFCFIRSTB was trading at 65.87. The strike last trading price was 2.55, which was 0.00 lower than the previous day. The implied volatity was 4.90, the open interest changed by 0 which decreased total open position to 0
On 9 Dec IDFCFIRSTB was trading at 65.22. The strike last trading price was 2.55, which was 0.00 lower than the previous day. The implied volatity was 4.35, the open interest changed by 0 which decreased total open position to 0
On 6 Dec IDFCFIRSTB was trading at 65.90. The strike last trading price was 2.55, which was 0.00 lower than the previous day. The implied volatity was 5.03, the open interest changed by 0 which decreased total open position to 0
On 5 Dec IDFCFIRSTB was trading at 65.96. The strike last trading price was 2.55, which was 0.00 lower than the previous day. The implied volatity was 5.14, the open interest changed by 0 which decreased total open position to 0
On 4 Dec IDFCFIRSTB was trading at 66.21. The strike last trading price was 2.55, which was 0.00 lower than the previous day. The implied volatity was 5.34, the open interest changed by 0 which decreased total open position to 0
On 3 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 2.55, which was 0.00 lower than the previous day. The implied volatity was 4.10, the open interest changed by 0 which decreased total open position to 0
On 2 Dec IDFCFIRSTB was trading at 64.39. The strike last trading price was 2.55, which was 0.00 lower than the previous day. The implied volatity was 3.17, the open interest changed by 0 which decreased total open position to 0
On 29 Nov IDFCFIRSTB was trading at 64.08. The strike last trading price was 2.55, which was lower than the previous day. The implied volatity was 3.11, the open interest changed by 0 which decreased total open position to 0
