IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
11 Apr 2025 04:11 PM IST
| IDFCFIRSTB 24APR2025 65 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.03
Theta: -0.04
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 59.92 | 0.3 | 0 | 37.43 | 2,046 | 538 | 1,221 | |||
| 9 Apr | 59.25 | 0.35 | 0.05 | 39.78 | 1,588 | 45 | 683 | |||
| 8 Apr | 57.90 | 0.3 | 0.05 | 42.47 | 1,252 | 113 | 638 | |||
| 7 Apr | 56.49 | 0.25 | 0 | 46.23 | 1,395 | 61 | 525 | |||
| 4 Apr | 57.81 | 0.2 | -0.35 | 34.96 | 1,328 | 36 | 455 | |||
| 3 Apr | 60.35 | 0.55 | -0.9 | 33.41 | 1,265 | 419 | 419 | |||
| 2 Apr | 57.19 | 1.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 57.17 | 1.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 54.96 | 1.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 56.94 | 1.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 57.00 | 1.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 57.35 | 1.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 57.89 | 1.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 56.29 | 1.45 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 20 Mar | 55.71 | 1.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Mar | 55.42 | 1.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 54.62 | 1.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 52.89 | 1.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 53.48 | 1.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 54.63 | 1.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 55.36 | 1.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 56.37 | 1.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 57.34 | 1.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 57.77 | 1.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 57.95 | 1.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 56.83 | 1.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 57.69 | 1.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Feb | 58.39 | 1.45 | 0 | 7.34 | 0 | 0 | 0 | |||
For Idfc First Bank Limited - strike price 65 expiring on 24APR2025
Delta for 65 CE is 0.14
Historical price for 65 CE is as follows
On 11 Apr IDFCFIRSTB was trading at 59.92. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 37.43, the open interest changed by 538 which increased total open position to 1221
On 9 Apr IDFCFIRSTB was trading at 59.25. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 39.78, the open interest changed by 45 which increased total open position to 683
On 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 42.47, the open interest changed by 113 which increased total open position to 638
On 7 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 46.23, the open interest changed by 61 which increased total open position to 525
On 4 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 0.2, which was -0.35 lower than the previous day. The implied volatity was 34.96, the open interest changed by 36 which increased total open position to 455
On 3 Apr IDFCFIRSTB was trading at 60.35. The strike last trading price was 0.55, which was -0.9 lower than the previous day. The implied volatity was 33.41, the open interest changed by 419 which increased total open position to 419
On 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 1.45, which was 0 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 1 Apr IDFCFIRSTB was trading at 57.17. The strike last trading price was 1.45, which was 0 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 28 Mar IDFCFIRSTB was trading at 54.96. The strike last trading price was 1.45, which was 0 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 27 Mar IDFCFIRSTB was trading at 56.94. The strike last trading price was 1.45, which was 0 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 26 Mar IDFCFIRSTB was trading at 57.00. The strike last trading price was 1.45, which was 0 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 25 Mar IDFCFIRSTB was trading at 57.35. The strike last trading price was 1.45, which was 0 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 24 Mar IDFCFIRSTB was trading at 57.89. The strike last trading price was 1.45, which was 0 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 21 Mar IDFCFIRSTB was trading at 56.29. The strike last trading price was 1.45, which was 0 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 20 Mar IDFCFIRSTB was trading at 55.71. The strike last trading price was 1.45, which was 0 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 19 Mar IDFCFIRSTB was trading at 55.42. The strike last trading price was 1.45, which was 0 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 18 Mar IDFCFIRSTB was trading at 54.62. The strike last trading price was 1.45, which was 0 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 17 Mar IDFCFIRSTB was trading at 52.89. The strike last trading price was 1.45, which was 0 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 13 Mar IDFCFIRSTB was trading at 53.48. The strike last trading price was 1.45, which was 0 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 12 Mar IDFCFIRSTB was trading at 54.63. The strike last trading price was 1.45, which was 0 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 11 Mar IDFCFIRSTB was trading at 55.36. The strike last trading price was 1.45, which was 0 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 10 Mar IDFCFIRSTB was trading at 56.37. The strike last trading price was 1.45, which was 0 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 Mar IDFCFIRSTB was trading at 57.34. The strike last trading price was 1.45, which was 0 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 Mar IDFCFIRSTB was trading at 57.77. The strike last trading price was 1.45, which was 0 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 Mar IDFCFIRSTB was trading at 57.95. The strike last trading price was 1.45, which was 0 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 4 Mar IDFCFIRSTB was trading at 56.83. The strike last trading price was 1.45, which was 0 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 3 Mar IDFCFIRSTB was trading at 57.69. The strike last trading price was 1.45, which was 0 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 28 Feb IDFCFIRSTB was trading at 58.39. The strike last trading price was 1.45, which was 0 lower than the previous day. The implied volatity was 7.34, the open interest changed by 0 which decreased total open position to 0
| IDFCFIRSTB 24APR2025 65 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.87
Vega: 0.02
Theta: -0.02
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 59.92 | 5.1 | -0.55 | 35.43 | 128 | 10 | 493 |
| 9 Apr | 59.25 | 5.7 | -1.3 | 36.23 | 65 | 13 | 480 |
| 8 Apr | 57.90 | 6.9 | -1.65 | 42.64 | 35 | 6 | 467 |
| 7 Apr | 56.49 | 8.55 | 1.4 | 53.82 | 16 | -2 | 461 |
| 4 Apr | 57.81 | 7.1 | 2.3 | 38.77 | 72 | 21 | 463 |
| 3 Apr | 60.35 | 4.8 | -3.3 | 33.24 | 321 | 213 | 443 |
| 2 Apr | 57.19 | 8.1 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 57.17 | 8.1 | 0 | 0.00 | 0 | 3 | 0 |
| 28 Mar | 54.96 | 8.1 | 0.5 | - | 10 | 3 | 230 |
| 27 Mar | 56.94 | 7.6 | 0.2 | - | 58 | 49 | 219 |
| 26 Mar | 57.00 | 7.4 | -0.3 | - | 3 | 1 | 169 |
| 25 Mar | 57.35 | 7.7 | 0.75 | 38.28 | 103 | 73 | 162 |
| 24 Mar | 57.89 | 6.95 | -1.45 | 33.44 | 119 | 68 | 83 |
| 21 Mar | 56.29 | 8.4 | -0.6 | 33.34 | 13 | 12 | 14 |
| 20 Mar | 55.71 | 9 | 0 | 34.79 | 2 | -1 | 1 |
| 19 Mar | 55.42 | 9 | -2.2 | 27.47 | 1 | 0 | 1 |
| 18 Mar | 54.62 | 11.2 | 3.9 | 65.53 | 1 | 0 | 2 |
| 17 Mar | 52.89 | 7.3 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 53.48 | 7.3 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 54.63 | 7.3 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 55.36 | 7.3 | 0 | 0.00 | 0 | 1 | 0 |
| 10 Mar | 56.37 | 7.3 | 0.3 | - | 1 | 1 | 1 |
| 7 Mar | 57.34 | 7 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 57.77 | 7 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 57.95 | 7 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 56.83 | 7 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 57.69 | 7 | 0 | 0.00 | 0 | 1 | 0 |
| 28 Feb | 58.39 | 7 | 0.45 | 37.76 | 1 | 0 | 0 |
For Idfc First Bank Limited - strike price 65 expiring on 24APR2025
Delta for 65 PE is -0.87
Historical price for 65 PE is as follows
On 11 Apr IDFCFIRSTB was trading at 59.92. The strike last trading price was 5.1, which was -0.55 lower than the previous day. The implied volatity was 35.43, the open interest changed by 10 which increased total open position to 493
On 9 Apr IDFCFIRSTB was trading at 59.25. The strike last trading price was 5.7, which was -1.3 lower than the previous day. The implied volatity was 36.23, the open interest changed by 13 which increased total open position to 480
On 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 6.9, which was -1.65 lower than the previous day. The implied volatity was 42.64, the open interest changed by 6 which increased total open position to 467
On 7 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 8.55, which was 1.4 higher than the previous day. The implied volatity was 53.82, the open interest changed by -2 which decreased total open position to 461
On 4 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 7.1, which was 2.3 higher than the previous day. The implied volatity was 38.77, the open interest changed by 21 which increased total open position to 463
On 3 Apr IDFCFIRSTB was trading at 60.35. The strike last trading price was 4.8, which was -3.3 lower than the previous day. The implied volatity was 33.24, the open interest changed by 213 which increased total open position to 443
On 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 8.1, which was 0 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 1 Apr IDFCFIRSTB was trading at 57.17. The strike last trading price was 8.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 28 Mar IDFCFIRSTB was trading at 54.96. The strike last trading price was 8.1, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 230
On 27 Mar IDFCFIRSTB was trading at 56.94. The strike last trading price was 7.6, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 49 which increased total open position to 219
On 26 Mar IDFCFIRSTB was trading at 57.00. The strike last trading price was 7.4, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 169
On 25 Mar IDFCFIRSTB was trading at 57.35. The strike last trading price was 7.7, which was 0.75 higher than the previous day. The implied volatity was 38.28, the open interest changed by 73 which increased total open position to 162
On 24 Mar IDFCFIRSTB was trading at 57.89. The strike last trading price was 6.95, which was -1.45 lower than the previous day. The implied volatity was 33.44, the open interest changed by 68 which increased total open position to 83
On 21 Mar IDFCFIRSTB was trading at 56.29. The strike last trading price was 8.4, which was -0.6 lower than the previous day. The implied volatity was 33.34, the open interest changed by 12 which increased total open position to 14
On 20 Mar IDFCFIRSTB was trading at 55.71. The strike last trading price was 9, which was 0 lower than the previous day. The implied volatity was 34.79, the open interest changed by -1 which decreased total open position to 1
On 19 Mar IDFCFIRSTB was trading at 55.42. The strike last trading price was 9, which was -2.2 lower than the previous day. The implied volatity was 27.47, the open interest changed by 0 which decreased total open position to 1
On 18 Mar IDFCFIRSTB was trading at 54.62. The strike last trading price was 11.2, which was 3.9 higher than the previous day. The implied volatity was 65.53, the open interest changed by 0 which decreased total open position to 2
On 17 Mar IDFCFIRSTB was trading at 52.89. The strike last trading price was 7.3, which was 0 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 13 Mar IDFCFIRSTB was trading at 53.48. The strike last trading price was 7.3, which was 0 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 12 Mar IDFCFIRSTB was trading at 54.63. The strike last trading price was 7.3, which was 0 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 11 Mar IDFCFIRSTB was trading at 55.36. The strike last trading price was 7.3, which was 0 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 10 Mar IDFCFIRSTB was trading at 56.37. The strike last trading price was 7.3, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 7 Mar IDFCFIRSTB was trading at 57.34. The strike last trading price was 7, which was 0 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 Mar IDFCFIRSTB was trading at 57.77. The strike last trading price was 7, which was 0 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 Mar IDFCFIRSTB was trading at 57.95. The strike last trading price was 7, which was 0 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 4 Mar IDFCFIRSTB was trading at 56.83. The strike last trading price was 7, which was 0 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 3 Mar IDFCFIRSTB was trading at 57.69. The strike last trading price was 7, which was 0 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 28 Feb IDFCFIRSTB was trading at 58.39. The strike last trading price was 7, which was 0.45 higher than the previous day. The implied volatity was 37.76, the open interest changed by 0 which decreased total open position to 0
