IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
15 Apr 2025 04:11 PM IST
| IDFCFIRSTB 24APR2025 63 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.40
Vega: 0.04
Theta: -0.07
Gamma: 0.13
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Apr | 61.93 | 0.85 | 0.25 | 31.37 | 6,289 | 435 | 1,310 | |||
| 11 Apr | 59.92 | 0.5 | -0.1 | 32.92 | 2,040 | -41 | 875 | |||
| 9 Apr | 59.25 | 0.6 | 0.1 | 37.13 | 3,011 | 77 | 918 | |||
| 8 Apr | 57.90 | 0.5 | 0.05 | 40.06 | 1,972 | 210 | 838 | |||
| 7 Apr | 56.49 | 0.45 | 0.05 | 45.68 | 1,939 | -223 | 628 | |||
| 4 Apr | 57.81 | 0.4 | -0.6 | 34.14 | 1,966 | 260 | 858 | |||
| 3 Apr | 60.35 | 1.05 | 0.7 | 33.67 | 3,288 | 140 | 596 | |||
| 2 Apr | 57.19 | 0.35 | -0.05 | 32.86 | 984 | -50 | 472 | |||
| 1 Apr | 57.17 | 0.4 | 0.2 | 34.57 | 1,488 | 31 | 528 | |||
| 28 Mar | 54.96 | 0.2 | -0.2 | 34.38 | 921 | 233 | 497 | |||
|
|
||||||||||
| 27 Mar | 56.94 | 0.35 | -0.05 | 33.20 | 662 | -44 | 264 | |||
| 26 Mar | 57.00 | 0.4 | -0.1 | 31.44 | 154 | 89 | 306 | |||
| 25 Mar | 57.35 | 0.45 | -0.15 | 30.91 | 185 | 93 | 214 | |||
| 24 Mar | 57.89 | 0.6 | 0.2 | 30.81 | 217 | 77 | 120 | |||
| 21 Mar | 56.29 | 0.35 | 0.05 | 29.92 | 29 | 15 | 42 | |||
| 20 Mar | 55.71 | 0.3 | -0.05 | 29.95 | 5 | 4 | 27 | |||
| 19 Mar | 55.42 | 0.35 | 0.05 | 31.98 | 23 | 20 | 23 | |||
| 18 Mar | 54.62 | 0.3 | 0 | 0.00 | 0 | -1 | 0 | |||
| 17 Mar | 52.89 | 0.3 | -0.1 | 38.31 | 1 | 0 | 4 | |||
| 13 Mar | 53.48 | 0.4 | 0 | 0.00 | 0 | 3 | 0 | |||
| 12 Mar | 54.63 | 0.4 | -0.15 | 32.72 | 3 | 1 | 2 | |||
| 11 Mar | 55.36 | 0.55 | -1.5 | 32.74 | 1 | 0 | 0 | |||
| 10 Mar | 56.37 | 2.05 | 0 | 9.82 | 0 | 0 | 0 | |||
| 7 Mar | 57.34 | 2.05 | 0 | 7.11 | 0 | 0 | 0 | |||
| 6 Mar | 57.77 | 2.05 | 0 | 6.39 | 0 | 0 | 0 | |||
| 5 Mar | 57.95 | 2.05 | 0 | 6.14 | 0 | 0 | 0 | |||
| 4 Mar | 56.83 | 2.05 | 0 | 7.48 | 0 | 0 | 0 | |||
| 3 Mar | 57.69 | 2.05 | 0 | 6.17 | 0 | 0 | 0 | |||
| 28 Feb | 58.39 | 2.05 | 0 | 5.13 | 0 | 0 | 0 | |||
For Idfc First Bank Limited - strike price 63 expiring on 24APR2025
Delta for 63 CE is 0.40
Historical price for 63 CE is as follows
On 15 Apr IDFCFIRSTB was trading at 61.93. The strike last trading price was 0.85, which was 0.25 higher than the previous day. The implied volatity was 31.37, the open interest changed by 435 which increased total open position to 1310
On 11 Apr IDFCFIRSTB was trading at 59.92. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 32.92, the open interest changed by -41 which decreased total open position to 875
On 9 Apr IDFCFIRSTB was trading at 59.25. The strike last trading price was 0.6, which was 0.1 higher than the previous day. The implied volatity was 37.13, the open interest changed by 77 which increased total open position to 918
On 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 40.06, the open interest changed by 210 which increased total open position to 838
On 7 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 45.68, the open interest changed by -223 which decreased total open position to 628
On 4 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 0.4, which was -0.6 lower than the previous day. The implied volatity was 34.14, the open interest changed by 260 which increased total open position to 858
On 3 Apr IDFCFIRSTB was trading at 60.35. The strike last trading price was 1.05, which was 0.7 higher than the previous day. The implied volatity was 33.67, the open interest changed by 140 which increased total open position to 596
On 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 32.86, the open interest changed by -50 which decreased total open position to 472
On 1 Apr IDFCFIRSTB was trading at 57.17. The strike last trading price was 0.4, which was 0.2 higher than the previous day. The implied volatity was 34.57, the open interest changed by 31 which increased total open position to 528
On 28 Mar IDFCFIRSTB was trading at 54.96. The strike last trading price was 0.2, which was -0.2 lower than the previous day. The implied volatity was 34.38, the open interest changed by 233 which increased total open position to 497
On 27 Mar IDFCFIRSTB was trading at 56.94. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 33.20, the open interest changed by -44 which decreased total open position to 264
On 26 Mar IDFCFIRSTB was trading at 57.00. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 31.44, the open interest changed by 89 which increased total open position to 306
On 25 Mar IDFCFIRSTB was trading at 57.35. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 30.91, the open interest changed by 93 which increased total open position to 214
On 24 Mar IDFCFIRSTB was trading at 57.89. The strike last trading price was 0.6, which was 0.2 higher than the previous day. The implied volatity was 30.81, the open interest changed by 77 which increased total open position to 120
On 21 Mar IDFCFIRSTB was trading at 56.29. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 29.92, the open interest changed by 15 which increased total open position to 42
On 20 Mar IDFCFIRSTB was trading at 55.71. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 29.95, the open interest changed by 4 which increased total open position to 27
On 19 Mar IDFCFIRSTB was trading at 55.42. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 31.98, the open interest changed by 20 which increased total open position to 23
On 18 Mar IDFCFIRSTB was trading at 54.62. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 17 Mar IDFCFIRSTB was trading at 52.89. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 38.31, the open interest changed by 0 which decreased total open position to 4
On 13 Mar IDFCFIRSTB was trading at 53.48. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 12 Mar IDFCFIRSTB was trading at 54.63. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 32.72, the open interest changed by 1 which increased total open position to 2
On 11 Mar IDFCFIRSTB was trading at 55.36. The strike last trading price was 0.55, which was -1.5 lower than the previous day. The implied volatity was 32.74, the open interest changed by 0 which decreased total open position to 0
On 10 Mar IDFCFIRSTB was trading at 56.37. The strike last trading price was 2.05, which was 0 lower than the previous day. The implied volatity was 9.82, the open interest changed by 0 which decreased total open position to 0
On 7 Mar IDFCFIRSTB was trading at 57.34. The strike last trading price was 2.05, which was 0 lower than the previous day. The implied volatity was 7.11, the open interest changed by 0 which decreased total open position to 0
On 6 Mar IDFCFIRSTB was trading at 57.77. The strike last trading price was 2.05, which was 0 lower than the previous day. The implied volatity was 6.39, the open interest changed by 0 which decreased total open position to 0
On 5 Mar IDFCFIRSTB was trading at 57.95. The strike last trading price was 2.05, which was 0 lower than the previous day. The implied volatity was 6.14, the open interest changed by 0 which decreased total open position to 0
On 4 Mar IDFCFIRSTB was trading at 56.83. The strike last trading price was 2.05, which was 0 lower than the previous day. The implied volatity was 7.48, the open interest changed by 0 which decreased total open position to 0
On 3 Mar IDFCFIRSTB was trading at 57.69. The strike last trading price was 2.05, which was 0 lower than the previous day. The implied volatity was 6.17, the open interest changed by 0 which decreased total open position to 0
On 28 Feb IDFCFIRSTB was trading at 58.39. The strike last trading price was 2.05, which was 0 lower than the previous day. The implied volatity was 5.13, the open interest changed by 0 which decreased total open position to 0
| IDFCFIRSTB 24APR2025 63 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.59
Vega: 0.04
Theta: -0.06
Gamma: 0.12
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Apr | 61.93 | 1.8 | -1.65 | 34.17 | 370 | 106 | 215 |
| 11 Apr | 59.92 | 3.45 | -0.6 | 35.56 | 121 | -3 | 109 |
| 9 Apr | 59.25 | 3.9 | -1.4 | 32.90 | 116 | 29 | 103 |
| 8 Apr | 57.90 | 5.15 | -1.75 | 41.41 | 20 | -2 | 74 |
| 7 Apr | 56.49 | 6.9 | 1.55 | 55.54 | 26 | 0 | 77 |
| 4 Apr | 57.81 | 5.3 | 2.05 | 36.54 | 151 | -3 | 76 |
| 3 Apr | 60.35 | 3.25 | -2.55 | 32.37 | 139 | 25 | 80 |
| 2 Apr | 57.19 | 5.8 | -0.6 | 39.92 | 68 | -34 | 55 |
| 1 Apr | 57.17 | 6.4 | -0.15 | 49.09 | 8 | 0 | 88 |
| 28 Mar | 54.96 | 6.55 | 0 | - | 53 | 43 | 88 |
| 27 Mar | 56.94 | 6.55 | 0.7 | 33.53 | 10 | 4 | 44 |
| 26 Mar | 57.00 | 5.85 | 0.1 | 28.67 | 10 | 1 | 40 |
| 25 Mar | 57.35 | 5.75 | 0.65 | 32.20 | 57 | 26 | 37 |
| 24 Mar | 57.89 | 5.1 | -1.75 | 29.62 | 17 | 6 | 8 |
| 21 Mar | 56.29 | 6.85 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 55.71 | 6.85 | -0.35 | 27.56 | 2 | 0 | 2 |
| 19 Mar | 55.42 | 7.2 | -2.6 | 29.92 | 4 | -1 | 1 |
| 18 Mar | 54.62 | 9.8 | 0 | 0.00 | 0 | 2 | 0 |
| 17 Mar | 52.89 | 9.8 | 1.3 | 40.41 | 3 | 2 | 2 |
| 13 Mar | 53.48 | 8.5 | 0.25 | - | 2 | 0 | 2 |
| 12 Mar | 54.63 | 8.25 | 3.15 | 37.40 | 2 | 1 | 1 |
| 11 Mar | 55.36 | 5.1 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 56.37 | 5.1 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 57.34 | 5.1 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 57.77 | 5.1 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 57.95 | 5.1 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 56.83 | 5.1 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 57.69 | 5.1 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 58.39 | 5.1 | 0 | - | 0 | 0 | 0 |
For Idfc First Bank Limited - strike price 63 expiring on 24APR2025
Delta for 63 PE is -0.59
Historical price for 63 PE is as follows
On 15 Apr IDFCFIRSTB was trading at 61.93. The strike last trading price was 1.8, which was -1.65 lower than the previous day. The implied volatity was 34.17, the open interest changed by 106 which increased total open position to 215
On 11 Apr IDFCFIRSTB was trading at 59.92. The strike last trading price was 3.45, which was -0.6 lower than the previous day. The implied volatity was 35.56, the open interest changed by -3 which decreased total open position to 109
On 9 Apr IDFCFIRSTB was trading at 59.25. The strike last trading price was 3.9, which was -1.4 lower than the previous day. The implied volatity was 32.90, the open interest changed by 29 which increased total open position to 103
On 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 5.15, which was -1.75 lower than the previous day. The implied volatity was 41.41, the open interest changed by -2 which decreased total open position to 74
On 7 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 6.9, which was 1.55 higher than the previous day. The implied volatity was 55.54, the open interest changed by 0 which decreased total open position to 77
On 4 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 5.3, which was 2.05 higher than the previous day. The implied volatity was 36.54, the open interest changed by -3 which decreased total open position to 76
On 3 Apr IDFCFIRSTB was trading at 60.35. The strike last trading price was 3.25, which was -2.55 lower than the previous day. The implied volatity was 32.37, the open interest changed by 25 which increased total open position to 80
On 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 5.8, which was -0.6 lower than the previous day. The implied volatity was 39.92, the open interest changed by -34 which decreased total open position to 55
On 1 Apr IDFCFIRSTB was trading at 57.17. The strike last trading price was 6.4, which was -0.15 lower than the previous day. The implied volatity was 49.09, the open interest changed by 0 which decreased total open position to 88
On 28 Mar IDFCFIRSTB was trading at 54.96. The strike last trading price was 6.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 43 which increased total open position to 88
On 27 Mar IDFCFIRSTB was trading at 56.94. The strike last trading price was 6.55, which was 0.7 higher than the previous day. The implied volatity was 33.53, the open interest changed by 4 which increased total open position to 44
On 26 Mar IDFCFIRSTB was trading at 57.00. The strike last trading price was 5.85, which was 0.1 higher than the previous day. The implied volatity was 28.67, the open interest changed by 1 which increased total open position to 40
On 25 Mar IDFCFIRSTB was trading at 57.35. The strike last trading price was 5.75, which was 0.65 higher than the previous day. The implied volatity was 32.20, the open interest changed by 26 which increased total open position to 37
On 24 Mar IDFCFIRSTB was trading at 57.89. The strike last trading price was 5.1, which was -1.75 lower than the previous day. The implied volatity was 29.62, the open interest changed by 6 which increased total open position to 8
On 21 Mar IDFCFIRSTB was trading at 56.29. The strike last trading price was 6.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Mar IDFCFIRSTB was trading at 55.71. The strike last trading price was 6.85, which was -0.35 lower than the previous day. The implied volatity was 27.56, the open interest changed by 0 which decreased total open position to 2
On 19 Mar IDFCFIRSTB was trading at 55.42. The strike last trading price was 7.2, which was -2.6 lower than the previous day. The implied volatity was 29.92, the open interest changed by -1 which decreased total open position to 1
On 18 Mar IDFCFIRSTB was trading at 54.62. The strike last trading price was 9.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 17 Mar IDFCFIRSTB was trading at 52.89. The strike last trading price was 9.8, which was 1.3 higher than the previous day. The implied volatity was 40.41, the open interest changed by 2 which increased total open position to 2
On 13 Mar IDFCFIRSTB was trading at 53.48. The strike last trading price was 8.5, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Mar IDFCFIRSTB was trading at 54.63. The strike last trading price was 8.25, which was 3.15 higher than the previous day. The implied volatity was 37.40, the open interest changed by 1 which increased total open position to 1
On 11 Mar IDFCFIRSTB was trading at 55.36. The strike last trading price was 5.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar IDFCFIRSTB was trading at 56.37. The strike last trading price was 5.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Mar IDFCFIRSTB was trading at 57.34. The strike last trading price was 5.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar IDFCFIRSTB was trading at 57.77. The strike last trading price was 5.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar IDFCFIRSTB was trading at 57.95. The strike last trading price was 5.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar IDFCFIRSTB was trading at 56.83. The strike last trading price was 5.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Mar IDFCFIRSTB was trading at 57.69. The strike last trading price was 5.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Feb IDFCFIRSTB was trading at 58.39. The strike last trading price was 5.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
