IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
21 Nov 2024 04:11 PM IST
IDFCFIRSTB 28NOV2024 64 CE | ||||||||||
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Delta: 0.37
Vega: 0.03
Theta: -0.08
Gamma: 0.15
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
21 Nov | 62.94 | 0.65 | -0.75 | 29.72 | 2,089 | 182 | 627 | |||
20 Nov | 64.62 | 1.4 | 0.00 | 26.15 | 477 | -1 | 443 | |||
19 Nov | 64.62 | 1.4 | -0.70 | 26.15 | 477 | -3 | 443 | |||
18 Nov | 65.53 | 2.1 | 0.95 | 23.47 | 1,599 | -36 | 448 | |||
14 Nov | 63.41 | 1.15 | -0.50 | 25.72 | 1,445 | 177 | 483 | |||
13 Nov | 63.62 | 1.65 | -1.25 | 26.42 | 858 | 176 | 308 | |||
12 Nov | 66.24 | 2.9 | -0.25 | 26.86 | 32 | 3 | 132 | |||
11 Nov | 66.56 | 3.15 | 0.45 | 23.19 | 158 | 2 | 126 | |||
8 Nov | 65.63 | 2.7 | -1.60 | 24.71 | 205 | 10 | 124 | |||
7 Nov | 66.52 | 4.3 | 0.30 | 42.60 | 23 | -1 | 114 | |||
6 Nov | 66.89 | 4 | 0.25 | 28.66 | 101 | -10 | 115 | |||
5 Nov | 66.31 | 3.75 | 0.20 | 32.42 | 216 | 33 | 126 | |||
4 Nov | 65.83 | 3.55 | -1.15 | 35.81 | 245 | 59 | 93 | |||
1 Nov | 67.15 | 4.7 | 0.00 | 32.69 | 11 | 0 | 35 | |||
31 Oct | 65.93 | 4.7 | -1.30 | - | 31 | -7 | 36 | |||
30 Oct | 68.79 | 6 | 2.30 | - | 1 | 0 | 44 | |||
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29 Oct | 67.60 | 3.7 | 0.00 | - | 1 | 0 | 44 | |||
28 Oct | 67.13 | 3.7 | -0.20 | - | 5 | 4 | 47 | |||
25 Oct | 65.50 | 3.9 | -7.65 | - | 71 | 43 | 43 | |||
24 Oct | 68.05 | 11.55 | 0.00 | - | 0 | 0 | 0 | |||
23 Oct | 66.58 | 11.55 | 0.00 | - | 0 | 0 | 0 | |||
22 Oct | 68.32 | 11.55 | 0.00 | - | 0 | 0 | 0 | |||
21 Oct | 70.40 | 11.55 | 0.00 | - | 0 | 0 | 0 | |||
18 Oct | 71.57 | 11.55 | 0.00 | - | 0 | 0 | 0 | |||
17 Oct | 71.74 | 11.55 | 0.00 | - | 0 | 0 | 0 | |||
16 Oct | 72.22 | 11.55 | 0.00 | - | 0 | 0 | 0 | |||
15 Oct | 72.74 | 11.55 | 0.00 | - | 0 | 0 | 0 | |||
14 Oct | 72.94 | 11.55 | 0.00 | - | 0 | 0 | 0 | |||
11 Oct | 72.37 | 11.55 | 0.00 | - | 0 | 0 | 0 | |||
10 Oct | 73.14 | 11.55 | 0.00 | - | 0 | 0 | 0 | |||
7 Oct | 72.22 | 11.55 | 0.00 | - | 0 | 0 | 0 | |||
4 Oct | 71.83 | 11.55 | 0.00 | - | 0 | 0 | 0 | |||
3 Oct | 71.98 | 11.55 | 0.00 | - | 0 | 0 | 0 | |||
1 Oct | 73.44 | 11.55 | 0.00 | - | 0 | 0 | 0 | |||
30 Sept | 74.35 | 11.55 | 0.00 | - | 0 | 0 | 0 | |||
27 Sept | 74.19 | 11.55 | 11.55 | - | 0 | 0 | 0 | |||
26 Sept | 74.03 | 0 | 0.00 | - | 0 | 0 | 0 | |||
25 Sept | 73.02 | 0 | 0.00 | - | 0 | 0 | 0 | |||
24 Sept | 73.68 | 0 | 0.00 | - | 0 | 0 | 0 | |||
19 Sept | 73.82 | 0 | - | 0 | 0 | 0 |
For Idfc First Bank Limited - strike price 64 expiring on 28NOV2024
Delta for 64 CE is 0.37
Historical price for 64 CE is as follows
On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 0.65, which was -0.75 lower than the previous day. The implied volatity was 29.72, the open interest changed by 182 which increased total open position to 627
On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 26.15, the open interest changed by -1 which decreased total open position to 443
On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 1.4, which was -0.70 lower than the previous day. The implied volatity was 26.15, the open interest changed by -3 which decreased total open position to 443
On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 2.1, which was 0.95 higher than the previous day. The implied volatity was 23.47, the open interest changed by -36 which decreased total open position to 448
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 1.15, which was -0.50 lower than the previous day. The implied volatity was 25.72, the open interest changed by 177 which increased total open position to 483
On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 1.65, which was -1.25 lower than the previous day. The implied volatity was 26.42, the open interest changed by 176 which increased total open position to 308
On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 2.9, which was -0.25 lower than the previous day. The implied volatity was 26.86, the open interest changed by 3 which increased total open position to 132
On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 3.15, which was 0.45 higher than the previous day. The implied volatity was 23.19, the open interest changed by 2 which increased total open position to 126
On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 2.7, which was -1.60 lower than the previous day. The implied volatity was 24.71, the open interest changed by 10 which increased total open position to 124
On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 4.3, which was 0.30 higher than the previous day. The implied volatity was 42.60, the open interest changed by -1 which decreased total open position to 114
On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 4, which was 0.25 higher than the previous day. The implied volatity was 28.66, the open interest changed by -10 which decreased total open position to 115
On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 3.75, which was 0.20 higher than the previous day. The implied volatity was 32.42, the open interest changed by 33 which increased total open position to 126
On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 3.55, which was -1.15 lower than the previous day. The implied volatity was 35.81, the open interest changed by 59 which increased total open position to 93
On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 4.7, which was 0.00 lower than the previous day. The implied volatity was 32.69, the open interest changed by 0 which decreased total open position to 35
On 31 Oct IDFCFIRSTB was trading at 65.93. The strike last trading price was 4.7, which was -1.30 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 6, which was 2.30 higher 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 3.7, 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 3.7, which was -0.20 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 3.9, which was -7.65 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 11.55, 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 11.55, 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 22 Oct IDFCFIRSTB was trading at 68.32. The strike last trading price was 11.55, 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 21 Oct IDFCFIRSTB was trading at 70.40. The strike last trading price was 11.55, 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 18 Oct IDFCFIRSTB was trading at 71.57. The strike last trading price was 11.55, 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 11.55, 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 16 Oct IDFCFIRSTB was trading at 72.22. The strike last trading price was 11.55, 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 15 Oct IDFCFIRSTB was trading at 72.74. The strike last trading price was 11.55, 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 14 Oct IDFCFIRSTB was trading at 72.94. The strike last trading price was 11.55, 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 11.55, 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 11.55, 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 7 Oct IDFCFIRSTB was trading at 72.22. The strike last trading price was 11.55, 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 4 Oct IDFCFIRSTB was trading at 71.83. The strike last trading price was 11.55, 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 3 Oct IDFCFIRSTB was trading at 71.98. The strike last trading price was 11.55, 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 1 Oct IDFCFIRSTB was trading at 73.44. The strike last trading price was 11.55, 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 Sept IDFCFIRSTB was trading at 74.35. The strike last trading price was 11.55, 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 11.55, which was 11.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept IDFCFIRSTB was trading at 74.03. 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 25 Sept IDFCFIRSTB was trading at 73.02. 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 24 Sept IDFCFIRSTB was trading at 73.68. 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 64 PE | |||||||
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Delta: -0.60
Vega: 0.03
Theta: -0.08
Gamma: 0.12
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Nov | 62.94 | 1.8 | 0.70 | 36.99 | 1,206 | -23 | 409 |
20 Nov | 64.62 | 1.1 | 0.00 | 34.74 | 1,276 | -137 | 436 |
19 Nov | 64.62 | 1.1 | 0.40 | 34.74 | 1,276 | -133 | 436 |
18 Nov | 65.53 | 0.7 | -1.00 | 32.77 | 1,793 | 141 | 569 |
14 Nov | 63.41 | 1.7 | 0.40 | 31.47 | 1,345 | 31 | 432 |
13 Nov | 63.62 | 1.3 | 0.55 | 30.00 | 1,605 | 173 | 397 |
12 Nov | 66.24 | 0.75 | 0.05 | 30.61 | 275 | -33 | 221 |
11 Nov | 66.56 | 0.7 | -0.25 | 31.34 | 438 | -17 | 256 |
8 Nov | 65.63 | 0.95 | 0.05 | 29.38 | 341 | 34 | 272 |
7 Nov | 66.52 | 0.9 | 0.20 | 32.21 | 410 | 3 | 237 |
6 Nov | 66.89 | 0.7 | -0.45 | 30.35 | 361 | 28 | 236 |
5 Nov | 66.31 | 1.15 | -0.40 | 34.72 | 388 | 62 | 205 |
4 Nov | 65.83 | 1.55 | 0.35 | 37.09 | 396 | 32 | 144 |
1 Nov | 67.15 | 1.2 | -0.30 | 37.96 | 48 | 30 | 112 |
31 Oct | 65.93 | 1.5 | 0.55 | - | 1 | 0 | 82 |
30 Oct | 68.79 | 0.95 | -0.85 | - | 9 | -3 | 84 |
29 Oct | 67.60 | 1.8 | 0.00 | - | 0 | -15 | 0 |
28 Oct | 67.13 | 1.8 | -2.40 | - | 19 | -11 | 91 |
25 Oct | 65.50 | 4.2 | 2.65 | - | 79 | 7 | 102 |
24 Oct | 68.05 | 1.55 | -0.45 | - | 40 | 12 | 95 |
23 Oct | 66.58 | 2 | 1.50 | - | 90 | 20 | 85 |
22 Oct | 68.32 | 0.5 | 0.00 | - | 0 | 0 | 65 |
21 Oct | 70.40 | 0.5 | 0.00 | - | 0 | 0 | 65 |
18 Oct | 71.57 | 0.5 | 0.00 | - | 0 | 0 | 65 |
17 Oct | 71.74 | 0.5 | 0.00 | - | 1 | 0 | 66 |
16 Oct | 72.22 | 0.5 | 0.00 | - | 0 | 0 | 66 |
15 Oct | 72.74 | 0.5 | 0.00 | - | 0 | 0 | 66 |
14 Oct | 72.94 | 0.5 | 0.00 | - | 0 | 0 | 66 |
11 Oct | 72.37 | 0.5 | -0.50 | - | 1 | 0 | 67 |
10 Oct | 73.14 | 1 | 0.00 | - | 0 | 0 | 0 |
7 Oct | 72.22 | 1 | 0.05 | - | 4 | 1 | 67 |
4 Oct | 71.83 | 0.95 | -0.05 | - | 22 | -5 | 66 |
3 Oct | 71.98 | 1 | 0.40 | - | 49 | 19 | 68 |
1 Oct | 73.44 | 0.6 | 0.10 | - | 35 | 23 | 54 |
30 Sept | 74.35 | 0.5 | 0.00 | - | 1 | 0 | 30 |
27 Sept | 74.19 | 0.5 | -0.35 | - | 2 | 0 | 29 |
26 Sept | 74.03 | 0.85 | 0.00 | - | 1 | 0 | 28 |
25 Sept | 73.02 | 0.85 | 0.10 | - | 26 | 21 | 27 |
24 Sept | 73.68 | 0.75 | -0.40 | - | 5 | 4 | 5 |
19 Sept | 73.82 | 1.15 | - | 1 | 0 | 1 |
For Idfc First Bank Limited - strike price 64 expiring on 28NOV2024
Delta for 64 PE is -0.60
Historical price for 64 PE is as follows
On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 1.8, which was 0.70 higher than the previous day. The implied volatity was 36.99, the open interest changed by -23 which decreased total open position to 409
On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 34.74, the open interest changed by -137 which decreased total open position to 436
On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 1.1, which was 0.40 higher than the previous day. The implied volatity was 34.74, the open interest changed by -133 which decreased total open position to 436
On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 0.7, which was -1.00 lower than the previous day. The implied volatity was 32.77, the open interest changed by 141 which increased total open position to 569
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 1.7, which was 0.40 higher than the previous day. The implied volatity was 31.47, the open interest changed by 31 which increased total open position to 432
On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 1.3, which was 0.55 higher than the previous day. The implied volatity was 30.00, the open interest changed by 173 which increased total open position to 397
On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 30.61, the open interest changed by -33 which decreased total open position to 221
On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 31.34, the open interest changed by -17 which decreased total open position to 256
On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 0.95, which was 0.05 higher than the previous day. The implied volatity was 29.38, the open interest changed by 34 which increased total open position to 272
On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 0.9, which was 0.20 higher than the previous day. The implied volatity was 32.21, the open interest changed by 3 which increased total open position to 237
On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 0.7, which was -0.45 lower than the previous day. The implied volatity was 30.35, the open interest changed by 28 which increased total open position to 236
On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 1.15, which was -0.40 lower than the previous day. The implied volatity was 34.72, the open interest changed by 62 which increased total open position to 205
On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 1.55, which was 0.35 higher than the previous day. The implied volatity was 37.09, the open interest changed by 32 which increased total open position to 144
On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 1.2, which was -0.30 lower than the previous day. The implied volatity was 37.96, the open interest changed by 30 which increased total open position to 112
On 31 Oct IDFCFIRSTB was trading at 65.93. The strike last trading price was 1.5, which was 0.55 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 -0.85 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 1.8, 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 28 Oct IDFCFIRSTB was trading at 67.13. The strike last trading price was 1.8, which was -2.40 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 4.2, 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 1.55, which was -0.45 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 2, which was 1.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct IDFCFIRSTB was trading at 68.32. The strike last trading price was 0.5, 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 21 Oct IDFCFIRSTB was trading at 70.40. The strike last trading price was 0.5, 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 18 Oct IDFCFIRSTB was trading at 71.57. The strike last trading price was 0.5, 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 0.5, 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 16 Oct IDFCFIRSTB was trading at 72.22. The strike last trading price was 0.5, 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 15 Oct IDFCFIRSTB was trading at 72.74. The strike last trading price was 0.5, 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 14 Oct IDFCFIRSTB was trading at 72.94. The strike last trading price was 0.5, 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 0.5, which was -0.50 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 1, 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 7 Oct IDFCFIRSTB was trading at 72.22. 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 4 Oct IDFCFIRSTB was trading at 71.83. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct IDFCFIRSTB was trading at 71.98. The strike last trading price was 1, 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 1 Oct IDFCFIRSTB was trading at 73.44. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept IDFCFIRSTB was trading at 74.35. The strike last trading price was 0.5, 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 0.5, 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 26 Sept IDFCFIRSTB was trading at 74.03. The strike last trading price was 0.85, 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 Sept IDFCFIRSTB was trading at 73.02. The strike last trading price was 0.85, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept IDFCFIRSTB was trading at 73.68. 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 19 Sept IDFCFIRSTB was trading at 73.82. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to