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[--[65.84.65.76]--]
IDFCFIRSTB
Idfc First Bank Limited

62.94 -1.68 (-2.60%)

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Historical option data for IDFCFIRSTB

21 Nov 2024 04:11 PM IST
IDFCFIRSTB 28NOV2024 64 CE
Delta: 0.37
Vega: 0.03
Theta: -0.08
Gamma: 0.15
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
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
Delta: -0.60
Vega: 0.03
Theta: -0.08
Gamma: 0.12
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