IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
03 Dec 2024 04:11 PM IST
| IDFCFIRSTB 26DEC2024 64 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.67
Vega: 0.06
Theta: -0.04
Gamma: 0.10
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 65.20 | 2.4 | 0.25 | 23.24 | 513 | 42 | 615 | |||
| 2 Dec | 64.39 | 2.15 | 0.10 | 26.12 | 499 | 110 | 574 | |||
| 29 Nov | 64.08 | 2.05 | -0.30 | 26.17 | 686 | 124 | 456 | |||
| 28 Nov | 64.26 | 2.35 | 0.05 | 26.92 | 368 | 93 | 332 | |||
| 27 Nov | 64.15 | 2.3 | -0.55 | 26.43 | 387 | 178 | 233 | |||
| 26 Nov | 65.14 | 2.85 | -0.10 | 26.92 | 36 | 12 | 56 | |||
| 25 Nov | 64.65 | 2.95 | 0.15 | 29.97 | 62 | 17 | 43 | |||
| 22 Nov | 64.15 | 2.8 | 0.65 | 30.83 | 66 | 8 | 34 | |||
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| 21 Nov | 62.94 | 2.15 | -0.60 | 30.17 | 64 | 24 | 25 | |||
| 20 Nov | 64.62 | 2.75 | 0.00 | 27.12 | 1 | 1 | 0 | |||
| 19 Nov | 64.62 | 2.75 | -9.40 | 27.12 | 1 | 0 | 0 | |||
| 18 Nov | 65.53 | 12.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 63.41 | 12.15 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 63.62 | 12.15 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 66.24 | 12.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 66.56 | 12.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 65.63 | 12.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 66.52 | 12.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 66.89 | 12.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 66.31 | 12.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 65.83 | 12.15 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 67.15 | 12.15 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 65.93 | 12.15 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 68.79 | 12.15 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 67.60 | 12.15 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 67.13 | 12.15 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 65.50 | 12.15 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 68.05 | 12.15 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 66.58 | 12.15 | - | 0 | 0 | 0 | ||||
For Idfc First Bank Limited - strike price 64 expiring on 26DEC2024
Delta for 64 CE is 0.67
Historical price for 64 CE is as follows
On 3 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 2.4, which was 0.25 higher than the previous day. The implied volatity was 23.24, the open interest changed by 42 which increased total open position to 615
On 2 Dec IDFCFIRSTB was trading at 64.39. The strike last trading price was 2.15, which was 0.10 higher than the previous day. The implied volatity was 26.12, the open interest changed by 110 which increased total open position to 574
On 29 Nov IDFCFIRSTB was trading at 64.08. The strike last trading price was 2.05, which was -0.30 lower than the previous day. The implied volatity was 26.17, the open interest changed by 124 which increased total open position to 456
On 28 Nov IDFCFIRSTB was trading at 64.26. The strike last trading price was 2.35, which was 0.05 higher than the previous day. The implied volatity was 26.92, the open interest changed by 93 which increased total open position to 332
On 27 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 2.3, which was -0.55 lower than the previous day. The implied volatity was 26.43, the open interest changed by 178 which increased total open position to 233
On 26 Nov IDFCFIRSTB was trading at 65.14. The strike last trading price was 2.85, which was -0.10 lower than the previous day. The implied volatity was 26.92, the open interest changed by 12 which increased total open position to 56
On 25 Nov IDFCFIRSTB was trading at 64.65. The strike last trading price was 2.95, which was 0.15 higher than the previous day. The implied volatity was 29.97, the open interest changed by 17 which increased total open position to 43
On 22 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 2.8, which was 0.65 higher than the previous day. The implied volatity was 30.83, the open interest changed by 8 which increased total open position to 34
On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 2.15, which was -0.60 lower than the previous day. The implied volatity was 30.17, the open interest changed by 24 which increased total open position to 25
On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 2.75, which was 0.00 lower than the previous day. The implied volatity was 27.12, the open interest changed by 1 which increased total open position to 0
On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 2.75, which was -9.40 lower than the previous day. The implied volatity was 27.12, 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 12.15, 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 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 12.15, 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 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 12.15, 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 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 12.15, 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 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 12.15, 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 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 12.15, 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 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 12.15, 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 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 12.15, 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 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 12.15, 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 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 12.15, 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 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 12.15, 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 12.15, 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 12.15, 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 12.15, 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 12.15, 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 12.15, 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 12.15, 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 12.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IDFCFIRSTB 26DEC2024 64 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.36
Vega: 0.06
Theta: -0.03
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 65.20 | 1.2 | -0.20 | 29.09 | 753 | 6 | 775 |
| 2 Dec | 64.39 | 1.4 | -0.20 | 27.20 | 733 | 69 | 771 |
| 29 Nov | 64.08 | 1.6 | 0.00 | 26.34 | 705 | 218 | 689 |
| 28 Nov | 64.26 | 1.6 | -0.15 | 28.20 | 315 | 62 | 471 |
| 27 Nov | 64.15 | 1.75 | 0.10 | 29.34 | 534 | 203 | 405 |
| 26 Nov | 65.14 | 1.65 | -0.25 | 31.93 | 60 | 31 | 201 |
| 25 Nov | 64.65 | 1.9 | -0.30 | 33.58 | 59 | 59 | 170 |
| 22 Nov | 64.15 | 2.2 | -0.90 | 33.08 | 119 | 41 | 152 |
| 21 Nov | 62.94 | 3.1 | 1.00 | 36.99 | 44 | 7 | 109 |
| 20 Nov | 64.62 | 2.1 | 0.00 | 32.34 | 90 | 35 | 102 |
| 19 Nov | 64.62 | 2.1 | 0.25 | 32.34 | 90 | 35 | 102 |
| 18 Nov | 65.53 | 1.85 | -0.90 | 34.05 | 68 | -7 | 67 |
| 14 Nov | 63.41 | 2.75 | 0.40 | 33.36 | 56 | 27 | 74 |
| 13 Nov | 63.62 | 2.35 | 1.15 | 32.44 | 66 | 43 | 47 |
| 12 Nov | 66.24 | 1.2 | -0.20 | 26.31 | 1 | 0 | 4 |
| 11 Nov | 66.56 | 1.4 | -0.75 | 30.15 | 3 | 2 | 3 |
| 8 Nov | 65.63 | 2.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 66.52 | 2.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 66.89 | 2.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 66.31 | 2.15 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Nov | 65.83 | 2.15 | 1.20 | 33.80 | 2 | 0 | 0 |
| 1 Nov | 67.15 | 0.95 | 0.00 | 5.35 | 0 | 0 | 0 |
| 31 Oct | 65.93 | 0.95 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 68.79 | 0.95 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 67.60 | 0.95 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 67.13 | 0.95 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 65.50 | 0.95 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 68.05 | 0.95 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 66.58 | 0.95 | - | 0 | 0 | 0 | |
For Idfc First Bank Limited - strike price 64 expiring on 26DEC2024
Delta for 64 PE is -0.36
Historical price for 64 PE is as follows
On 3 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 1.2, which was -0.20 lower than the previous day. The implied volatity was 29.09, the open interest changed by 6 which increased total open position to 775
On 2 Dec IDFCFIRSTB was trading at 64.39. The strike last trading price was 1.4, which was -0.20 lower than the previous day. The implied volatity was 27.20, the open interest changed by 69 which increased total open position to 771
On 29 Nov IDFCFIRSTB was trading at 64.08. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was 26.34, the open interest changed by 218 which increased total open position to 689
On 28 Nov IDFCFIRSTB was trading at 64.26. The strike last trading price was 1.6, which was -0.15 lower than the previous day. The implied volatity was 28.20, the open interest changed by 62 which increased total open position to 471
On 27 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 1.75, which was 0.10 higher than the previous day. The implied volatity was 29.34, the open interest changed by 203 which increased total open position to 405
On 26 Nov IDFCFIRSTB was trading at 65.14. The strike last trading price was 1.65, which was -0.25 lower than the previous day. The implied volatity was 31.93, the open interest changed by 31 which increased total open position to 201
On 25 Nov IDFCFIRSTB was trading at 64.65. The strike last trading price was 1.9, which was -0.30 lower than the previous day. The implied volatity was 33.58, the open interest changed by 59 which increased total open position to 170
On 22 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 2.2, which was -0.90 lower than the previous day. The implied volatity was 33.08, the open interest changed by 41 which increased total open position to 152
On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 3.1, which was 1.00 higher than the previous day. The implied volatity was 36.99, the open interest changed by 7 which increased total open position to 109
On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 32.34, the open interest changed by 35 which increased total open position to 102
On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 2.1, which was 0.25 higher than the previous day. The implied volatity was 32.34, the open interest changed by 35 which increased total open position to 102
On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 1.85, which was -0.90 lower than the previous day. The implied volatity was 34.05, the open interest changed by -7 which decreased total open position to 67
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 2.75, which was 0.40 higher than the previous day. The implied volatity was 33.36, the open interest changed by 27 which increased total open position to 74
On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 2.35, which was 1.15 higher than the previous day. The implied volatity was 32.44, the open interest changed by 43 which increased total open position to 47
On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 1.2, which was -0.20 lower than the previous day. The implied volatity was 26.31, the open interest changed by 0 which decreased total open position to 4
On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 1.4, which was -0.75 lower than the previous day. The implied volatity was 30.15, the open interest changed by 2 which increased total open position to 3
On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 2.15, 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 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 2.15, 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 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 2.15, 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 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 2.15, 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 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 2.15, which was 1.20 higher than the previous day. The implied volatity was 33.80, 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 0.95, which was 0.00 lower than the previous day. The implied volatity was 5.35, 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 0.95, 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 0.95, 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 0.95, 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 0.95, 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 0.95, 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 24 Oct IDFCFIRSTB was trading at 68.05. The strike last trading price was 0.95, 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 23 Oct IDFCFIRSTB was trading at 66.58. The strike last trading price was 0.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
