IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
03 Dec 2024 04:11 PM IST
| IDFCFIRSTB 26DEC2024 65 CE | ||||||||||
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Delta: 0.57
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 | 1.85 | 0.25 | 23.95 | 1,923 | 236 | 2,252 | |||
| 2 Dec | 64.39 | 1.6 | 0.05 | 25.56 | 1,231 | 119 | 2,016 | |||
| 29 Nov | 64.08 | 1.55 | -0.30 | 25.87 | 1,866 | 353 | 1,921 | |||
| 28 Nov | 64.26 | 1.85 | 0.05 | 27.06 | 1,538 | 350 | 1,563 | |||
| 27 Nov | 64.15 | 1.8 | -0.50 | 26.47 | 1,321 | 424 | 1,203 | |||
| 26 Nov | 65.14 | 2.3 | -0.20 | 27.10 | 484 | 230 | 774 | |||
| 25 Nov | 64.65 | 2.5 | 0.25 | 31.12 | 554 | 138 | 551 | |||
| 22 Nov | 64.15 | 2.25 | 0.40 | 30.12 | 382 | 8 | 421 | |||
| 21 Nov | 62.94 | 1.85 | -0.45 | 31.69 | 448 | 102 | 411 | |||
| 20 Nov | 64.62 | 2.3 | 0.00 | 27.28 | 198 | 0 | 308 | |||
| 19 Nov | 64.62 | 2.3 | -0.65 | 27.28 | 198 | -1 | 308 | |||
| 18 Nov | 65.53 | 2.95 | 0.90 | 27.29 | 286 | 81 | 311 | |||
| 14 Nov | 63.41 | 2.05 | -0.65 | 27.94 | 143 | 70 | 229 | |||
| 13 Nov | 63.62 | 2.7 | -0.90 | 30.52 | 153 | 85 | 158 | |||
| 12 Nov | 66.24 | 3.6 | 0.00 | 28.72 | 20 | 10 | 73 | |||
| 11 Nov | 66.56 | 3.6 | 0.15 | 24.80 | 15 | 10 | 62 | |||
| 8 Nov | 65.63 | 3.45 | -0.50 | 28.06 | 26 | 13 | 51 | |||
| 7 Nov | 66.52 | 3.95 | -0.55 | 27.59 | 35 | 26 | 36 | |||
| 6 Nov | 66.89 | 4.5 | 0.50 | 29.22 | 5 | 4 | 9 | |||
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| 5 Nov | 66.31 | 4 | -0.25 | 27.99 | 6 | 5 | 5 | |||
| 4 Nov | 65.83 | 4.25 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 67.15 | 4.25 | - | 0 | 0 | 0 | ||||
For Idfc First Bank Limited - strike price 65 expiring on 26DEC2024
Delta for 65 CE is 0.57
Historical price for 65 CE is as follows
On 3 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 1.85, which was 0.25 higher than the previous day. The implied volatity was 23.95, the open interest changed by 236 which increased total open position to 2252
On 2 Dec IDFCFIRSTB was trading at 64.39. The strike last trading price was 1.6, which was 0.05 higher than the previous day. The implied volatity was 25.56, the open interest changed by 119 which increased total open position to 2016
On 29 Nov IDFCFIRSTB was trading at 64.08. The strike last trading price was 1.55, which was -0.30 lower than the previous day. The implied volatity was 25.87, the open interest changed by 353 which increased total open position to 1921
On 28 Nov IDFCFIRSTB was trading at 64.26. The strike last trading price was 1.85, which was 0.05 higher than the previous day. The implied volatity was 27.06, the open interest changed by 350 which increased total open position to 1563
On 27 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 1.8, which was -0.50 lower than the previous day. The implied volatity was 26.47, the open interest changed by 424 which increased total open position to 1203
On 26 Nov IDFCFIRSTB was trading at 65.14. The strike last trading price was 2.3, which was -0.20 lower than the previous day. The implied volatity was 27.10, the open interest changed by 230 which increased total open position to 774
On 25 Nov IDFCFIRSTB was trading at 64.65. The strike last trading price was 2.5, which was 0.25 higher than the previous day. The implied volatity was 31.12, the open interest changed by 138 which increased total open position to 551
On 22 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 2.25, which was 0.40 higher than the previous day. The implied volatity was 30.12, the open interest changed by 8 which increased total open position to 421
On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 1.85, which was -0.45 lower than the previous day. The implied volatity was 31.69, the open interest changed by 102 which increased total open position to 411
On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 2.3, which was 0.00 lower than the previous day. The implied volatity was 27.28, the open interest changed by 0 which decreased total open position to 308
On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 2.3, which was -0.65 lower than the previous day. The implied volatity was 27.28, the open interest changed by -1 which decreased total open position to 308
On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 2.95, which was 0.90 higher than the previous day. The implied volatity was 27.29, the open interest changed by 81 which increased total open position to 311
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 2.05, which was -0.65 lower than the previous day. The implied volatity was 27.94, the open interest changed by 70 which increased total open position to 229
On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 2.7, which was -0.90 lower than the previous day. The implied volatity was 30.52, the open interest changed by 85 which increased total open position to 158
On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 3.6, which was 0.00 lower than the previous day. The implied volatity was 28.72, the open interest changed by 10 which increased total open position to 73
On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 3.6, which was 0.15 higher than the previous day. The implied volatity was 24.80, the open interest changed by 10 which increased total open position to 62
On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 3.45, which was -0.50 lower than the previous day. The implied volatity was 28.06, the open interest changed by 13 which increased total open position to 51
On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 3.95, which was -0.55 lower than the previous day. The implied volatity was 27.59, the open interest changed by 26 which increased total open position to 36
On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 4.5, which was 0.50 higher than the previous day. The implied volatity was 29.22, the open interest changed by 4 which increased total open position to 9
On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 4, which was -0.25 lower than the previous day. The implied volatity was 27.99, the open interest changed by 5 which increased total open position to 5
On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 4.25, 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 4.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| IDFCFIRSTB 26DEC2024 65 PE | |||||||
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Delta: -0.44
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 | 1.6 | -0.35 | 28.73 | 700 | 75 | 1,658 |
| 2 Dec | 64.39 | 1.95 | -0.15 | 28.23 | 457 | 85 | 1,582 |
| 29 Nov | 64.08 | 2.1 | 0.10 | 26.14 | 648 | 149 | 1,502 |
| 28 Nov | 64.26 | 2 | -0.25 | 27.01 | 884 | 427 | 1,354 |
| 27 Nov | 64.15 | 2.25 | 0.15 | 29.44 | 835 | 405 | 922 |
| 26 Nov | 65.14 | 2.1 | -0.20 | 32.02 | 231 | 84 | 515 |
| 25 Nov | 64.65 | 2.3 | -0.45 | 32.72 | 375 | 147 | 400 |
| 22 Nov | 64.15 | 2.75 | -1.00 | 33.74 | 237 | 66 | 319 |
| 21 Nov | 62.94 | 3.75 | 1.10 | 38.07 | 203 | 39 | 253 |
| 20 Nov | 64.62 | 2.65 | 0.00 | 33.23 | 189 | 23 | 213 |
| 19 Nov | 64.62 | 2.65 | 0.40 | 33.23 | 189 | 22 | 213 |
| 18 Nov | 65.53 | 2.25 | -0.95 | 33.80 | 98 | 11 | 192 |
| 14 Nov | 63.41 | 3.2 | 0.30 | 32.41 | 64 | 18 | 181 |
| 13 Nov | 63.62 | 2.9 | 0.90 | 33.16 | 143 | 56 | 163 |
| 12 Nov | 66.24 | 2 | 0.15 | 31.24 | 50 | 17 | 107 |
| 11 Nov | 66.56 | 1.85 | -0.35 | 31.18 | 66 | 29 | 89 |
| 8 Nov | 65.63 | 2.2 | 0.20 | 30.78 | 26 | 11 | 59 |
| 7 Nov | 66.52 | 2 | 0.10 | 31.65 | 37 | 19 | 47 |
| 6 Nov | 66.89 | 1.9 | -0.65 | 32.39 | 20 | 5 | 27 |
| 5 Nov | 66.31 | 2.55 | 0.00 | 36.55 | 16 | 9 | 22 |
| 4 Nov | 65.83 | 2.55 | 0.05 | 33.60 | 15 | 11 | 12 |
| 1 Nov | 67.15 | 2.5 | 38.78 | 1 | 0 | 0 | |
For Idfc First Bank Limited - strike price 65 expiring on 26DEC2024
Delta for 65 PE is -0.44
Historical price for 65 PE is as follows
On 3 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 1.6, which was -0.35 lower than the previous day. The implied volatity was 28.73, the open interest changed by 75 which increased total open position to 1658
On 2 Dec IDFCFIRSTB was trading at 64.39. The strike last trading price was 1.95, which was -0.15 lower than the previous day. The implied volatity was 28.23, the open interest changed by 85 which increased total open position to 1582
On 29 Nov IDFCFIRSTB was trading at 64.08. The strike last trading price was 2.1, which was 0.10 higher than the previous day. The implied volatity was 26.14, the open interest changed by 149 which increased total open position to 1502
On 28 Nov IDFCFIRSTB was trading at 64.26. The strike last trading price was 2, which was -0.25 lower than the previous day. The implied volatity was 27.01, the open interest changed by 427 which increased total open position to 1354
On 27 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 2.25, which was 0.15 higher than the previous day. The implied volatity was 29.44, the open interest changed by 405 which increased total open position to 922
On 26 Nov IDFCFIRSTB was trading at 65.14. The strike last trading price was 2.1, which was -0.20 lower than the previous day. The implied volatity was 32.02, the open interest changed by 84 which increased total open position to 515
On 25 Nov IDFCFIRSTB was trading at 64.65. The strike last trading price was 2.3, which was -0.45 lower than the previous day. The implied volatity was 32.72, the open interest changed by 147 which increased total open position to 400
On 22 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 2.75, which was -1.00 lower than the previous day. The implied volatity was 33.74, the open interest changed by 66 which increased total open position to 319
On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 3.75, which was 1.10 higher than the previous day. The implied volatity was 38.07, the open interest changed by 39 which increased total open position to 253
On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 2.65, which was 0.00 lower than the previous day. The implied volatity was 33.23, the open interest changed by 23 which increased total open position to 213
On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 2.65, which was 0.40 higher than the previous day. The implied volatity was 33.23, the open interest changed by 22 which increased total open position to 213
On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 2.25, which was -0.95 lower than the previous day. The implied volatity was 33.80, the open interest changed by 11 which increased total open position to 192
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 3.2, which was 0.30 higher than the previous day. The implied volatity was 32.41, the open interest changed by 18 which increased total open position to 181
On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 2.9, which was 0.90 higher than the previous day. The implied volatity was 33.16, the open interest changed by 56 which increased total open position to 163
On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 2, which was 0.15 higher than the previous day. The implied volatity was 31.24, the open interest changed by 17 which increased total open position to 107
On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 1.85, which was -0.35 lower than the previous day. The implied volatity was 31.18, the open interest changed by 29 which increased total open position to 89
On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 2.2, which was 0.20 higher than the previous day. The implied volatity was 30.78, the open interest changed by 11 which increased total open position to 59
On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 2, which was 0.10 higher than the previous day. The implied volatity was 31.65, the open interest changed by 19 which increased total open position to 47
On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 1.9, which was -0.65 lower than the previous day. The implied volatity was 32.39, the open interest changed by 5 which increased total open position to 27
On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 2.55, which was 0.00 lower than the previous day. The implied volatity was 36.55, the open interest changed by 9 which increased total open position to 22
On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 2.55, which was 0.05 higher than the previous day. The implied volatity was 33.60, the open interest changed by 11 which increased total open position to 12
On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was 38.78, the open interest changed by 0 which decreased total open position to 0
