IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
14 Nov 2024 04:11 PM IST
| IDFCFIRSTB 28NOV2024 63 CE | ||||||||||
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Delta: 0.60
Vega: 0.05
Theta: -0.05
Gamma: 0.12
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 63.41 | 1.65 | -0.65 | 25.37 | 829 | 182 | 320 | |||
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| 13 Nov | 63.62 | 2.3 | -1.25 | 27.39 | 505 | 84 | 153 | |||
| 12 Nov | 66.24 | 3.55 | -0.35 | 23.57 | 28 | 3 | 69 | |||
| 11 Nov | 66.56 | 3.9 | 0.50 | 19.81 | 73 | 12 | 63 | |||
| 8 Nov | 65.63 | 3.4 | -0.80 | 23.90 | 68 | 19 | 49 | |||
| 7 Nov | 66.52 | 4.2 | -0.50 | 26.25 | 63 | -10 | 29 | |||
| 6 Nov | 66.89 | 4.7 | 0.20 | 26.38 | 50 | 20 | 39 | |||
| 5 Nov | 66.31 | 4.5 | 0.25 | 33.18 | 12 | -1 | 19 | |||
| 4 Nov | 65.83 | 4.25 | 0.30 | 36.73 | 32 | 19 | 20 | |||
| 1 Nov | 67.15 | 3.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 65.93 | 3.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 68.79 | 3.95 | 0.00 | - | 0 | 0 | 1 | |||
| 29 Oct | 67.60 | 3.95 | 0.00 | - | 0 | 0 | 1 | |||
| 28 Oct | 67.13 | 3.95 | 0.00 | - | 1 | 1 | 1 | |||
| 25 Oct | 65.50 | 3.95 | -8.35 | - | 1 | 0 | 0 | |||
| 24 Oct | 68.05 | 12.3 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 66.58 | 12.3 | 10.25 | - | 0 | 0 | 0 | |||
| 17 Oct | 71.74 | 2.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 72.37 | 2.05 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 73.14 | 2.05 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 74.19 | 2.05 | - | 0 | 0 | 0 | ||||
For Idfc First Bank Limited - strike price 63 expiring on 28NOV2024
Delta for 63 CE is 0.60
Historical price for 63 CE is as follows
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 1.65, which was -0.65 lower than the previous day. The implied volatity was 25.37, the open interest changed by 182 which increased total open position to 320
On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 2.3, which was -1.25 lower than the previous day. The implied volatity was 27.39, the open interest changed by 84 which increased total open position to 153
On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 3.55, which was -0.35 lower than the previous day. The implied volatity was 23.57, the open interest changed by 3 which increased total open position to 69
On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 3.9, which was 0.50 higher than the previous day. The implied volatity was 19.81, the open interest changed by 12 which increased total open position to 63
On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 3.4, which was -0.80 lower than the previous day. The implied volatity was 23.90, the open interest changed by 19 which increased total open position to 49
On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 4.2, which was -0.50 lower than the previous day. The implied volatity was 26.25, the open interest changed by -10 which decreased total open position to 29
On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 4.7, which was 0.20 higher than the previous day. The implied volatity was 26.38, the open interest changed by 20 which increased total open position to 39
On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 4.5, which was 0.25 higher than the previous day. The implied volatity was 33.18, the open interest changed by -1 which decreased total open position to 19
On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 4.25, which was 0.30 higher than the previous day. The implied volatity was 36.73, the open interest changed by 19 which increased total open position to 20
On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 3.95, which was 0.00 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 31 Oct IDFCFIRSTB was trading at 65.93. The strike last trading price was 3.95, 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 3.95, 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 3.95, 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 3.95, 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 3.95, which was -8.35 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 12.3, 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 12.3, which was 10.25 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 2.05, 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 2.05, 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 2.05, 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 2.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IDFCFIRSTB 28NOV2024 63 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 0.05
Theta: -0.05
Gamma: 0.10
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 63.41 | 1.2 | 0.30 | 31.19 | 1,380 | 106 | 669 |
| 13 Nov | 63.62 | 0.9 | 0.40 | 30.10 | 1,321 | 21 | 567 |
| 12 Nov | 66.24 | 0.5 | 0.05 | 30.76 | 269 | 36 | 526 |
| 11 Nov | 66.56 | 0.45 | -0.20 | 30.97 | 483 | 65 | 492 |
| 8 Nov | 65.63 | 0.65 | 0.05 | 29.32 | 316 | 37 | 431 |
| 7 Nov | 66.52 | 0.6 | 0.05 | 31.44 | 435 | 60 | 394 |
| 6 Nov | 66.89 | 0.55 | -0.35 | 32.02 | 317 | 93 | 341 |
| 5 Nov | 66.31 | 0.9 | -0.30 | 35.62 | 489 | 44 | 248 |
| 4 Nov | 65.83 | 1.2 | 0.25 | 37.13 | 472 | 93 | 207 |
| 1 Nov | 67.15 | 0.95 | -0.05 | 38.43 | 122 | 50 | 118 |
| 31 Oct | 65.93 | 1 | 0.05 | - | 11 | -1 | 59 |
| 30 Oct | 68.79 | 0.95 | -0.55 | - | 5 | 0 | 61 |
| 29 Oct | 67.60 | 1.5 | -0.10 | - | 3 | 0 | 61 |
| 28 Oct | 67.13 | 1.6 | -2.15 | - | 11 | -2 | 64 |
| 25 Oct | 65.50 | 3.75 | 2.50 | - | 94 | 30 | 66 |
| 24 Oct | 68.05 | 1.25 | -0.40 | - | 13 | 5 | 35 |
| 23 Oct | 66.58 | 1.65 | 1.65 | - | 38 | 30 | 30 |
| 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 63 expiring on 28NOV2024
Delta for 63 PE is -0.41
Historical price for 63 PE is as follows
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 1.2, which was 0.30 higher than the previous day. The implied volatity was 31.19, the open interest changed by 106 which increased total open position to 669
On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 0.9, which was 0.40 higher than the previous day. The implied volatity was 30.10, the open interest changed by 21 which increased total open position to 567
On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 30.76, the open interest changed by 36 which increased total open position to 526
On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 0.45, which was -0.20 lower than the previous day. The implied volatity was 30.97, the open interest changed by 65 which increased total open position to 492
On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 29.32, the open interest changed by 37 which increased total open position to 431
On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 31.44, the open interest changed by 60 which increased total open position to 394
On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 32.02, the open interest changed by 93 which increased total open position to 341
On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 0.9, which was -0.30 lower than the previous day. The implied volatity was 35.62, the open interest changed by 44 which increased total open position to 248
On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 1.2, which was 0.25 higher than the previous day. The implied volatity was 37.13, the open interest changed by 93 which increased total open position to 207
On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 38.43, the open interest changed by 50 which increased total open position to 118
On 31 Oct IDFCFIRSTB was trading at 65.93. The strike last trading price was 1, which was 0.05 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 0.95, which was -0.55 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 1.5, which was -0.10 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 1.6, which was -2.15 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 3.75, which was 2.50 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 1.25, 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 23 Oct IDFCFIRSTB was trading at 66.58. The strike last trading price was 1.65, which was 1.65 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
