IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
21 Nov 2024 04:11 PM IST
| IDFCFIRSTB 28NOV2024 65 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.24
Vega: 0.03
Theta: -0.06
Gamma: 0.12
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 62.94 | 0.35 | -0.55 | 29.33 | 4,183 | 115 | 1,396 | |||
| 20 Nov | 64.62 | 0.9 | 0.00 | 26.43 | 1,611 | 29 | 1,282 | |||
| 19 Nov | 64.62 | 0.9 | -0.55 | 26.43 | 1,611 | 30 | 1,282 | |||
| 18 Nov | 65.53 | 1.45 | 0.70 | 24.15 | 2,933 | -126 | 1,257 | |||
| 14 Nov | 63.41 | 0.75 | -0.40 | 25.62 | 3,083 | -30 | 1,386 | |||
| 13 Nov | 63.62 | 1.15 | -0.90 | 26.26 | 4,688 | 443 | 1,423 | |||
| 12 Nov | 66.24 | 2.05 | -0.35 | 23.58 | 575 | 26 | 980 | |||
| 11 Nov | 66.56 | 2.4 | 0.35 | 23.13 | 877 | -42 | 956 | |||
| 8 Nov | 65.63 | 2.05 | -0.70 | 24.56 | 1,085 | 84 | 1,006 | |||
| 7 Nov | 66.52 | 2.75 | -0.55 | 26.74 | 657 | 102 | 922 | |||
| 6 Nov | 66.89 | 3.3 | 0.20 | 28.97 | 540 | 49 | 818 | |||
| 5 Nov | 66.31 | 3.1 | 0.15 | 32.33 | 987 | 49 | 774 | |||
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| 4 Nov | 65.83 | 2.95 | -1.15 | 35.55 | 1,737 | 278 | 728 | |||
| 1 Nov | 67.15 | 4.1 | 0.55 | 34.18 | 383 | 52 | 455 | |||
| 31 Oct | 65.93 | 3.55 | -1.90 | - | 46 | 7 | 403 | |||
| 30 Oct | 68.79 | 5.45 | 1.05 | - | 97 | -62 | 396 | |||
| 29 Oct | 67.60 | 4.4 | -0.20 | - | 31 | -21 | 459 | |||
| 28 Oct | 67.13 | 4.6 | 1.10 | - | 66 | -47 | 481 | |||
| 25 Oct | 65.50 | 3.5 | -0.80 | - | 1,047 | 321 | 528 | |||
| 24 Oct | 68.05 | 4.3 | 0.55 | - | 297 | -38 | 205 | |||
| 23 Oct | 66.58 | 3.75 | -6.85 | - | 413 | 248 | 248 | |||
| 22 Oct | 68.32 | 10.6 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 70.40 | 10.6 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 71.57 | 10.6 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 71.74 | 10.6 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 72.22 | 10.6 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 72.74 | 10.6 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 72.94 | 10.6 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 72.37 | 10.6 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 73.14 | 10.6 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 72.39 | 10.6 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 73.13 | 10.6 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 72.22 | 10.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 71.83 | 10.6 | 10.60 | - | 0 | 0 | 0 | |||
| 3 Oct | 71.98 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 73.44 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 74.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 74.19 | 0 | - | 0 | 0 | 0 | ||||
For Idfc First Bank Limited - strike price 65 expiring on 28NOV2024
Delta for 65 CE is 0.24
Historical price for 65 CE is as follows
On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 0.35, which was -0.55 lower than the previous day. The implied volatity was 29.33, the open interest changed by 115 which increased total open position to 1396
On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 26.43, the open interest changed by 29 which increased total open position to 1282
On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 0.9, which was -0.55 lower than the previous day. The implied volatity was 26.43, the open interest changed by 30 which increased total open position to 1282
On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 1.45, which was 0.70 higher than the previous day. The implied volatity was 24.15, the open interest changed by -126 which decreased total open position to 1257
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 0.75, which was -0.40 lower than the previous day. The implied volatity was 25.62, the open interest changed by -30 which decreased total open position to 1386
On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 1.15, which was -0.90 lower than the previous day. The implied volatity was 26.26, the open interest changed by 443 which increased total open position to 1423
On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 2.05, which was -0.35 lower than the previous day. The implied volatity was 23.58, the open interest changed by 26 which increased total open position to 980
On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 2.4, which was 0.35 higher than the previous day. The implied volatity was 23.13, the open interest changed by -42 which decreased total open position to 956
On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 2.05, which was -0.70 lower than the previous day. The implied volatity was 24.56, the open interest changed by 84 which increased total open position to 1006
On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 2.75, which was -0.55 lower than the previous day. The implied volatity was 26.74, the open interest changed by 102 which increased total open position to 922
On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 3.3, which was 0.20 higher than the previous day. The implied volatity was 28.97, the open interest changed by 49 which increased total open position to 818
On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 3.1, which was 0.15 higher than the previous day. The implied volatity was 32.33, the open interest changed by 49 which increased total open position to 774
On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 2.95, which was -1.15 lower than the previous day. The implied volatity was 35.55, the open interest changed by 278 which increased total open position to 728
On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 4.1, which was 0.55 higher than the previous day. The implied volatity was 34.18, the open interest changed by 52 which increased total open position to 455
On 31 Oct IDFCFIRSTB was trading at 65.93. The strike last trading price was 3.55, which was -1.90 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 5.45, which was 1.05 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 4.4, 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 28 Oct IDFCFIRSTB was trading at 67.13. The strike last trading price was 4.6, which was 1.10 higher 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 3.5, which was -0.80 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 4.3, 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 23 Oct IDFCFIRSTB was trading at 66.58. The strike last trading price was 3.75, which was -6.85 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 10.6, 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 10.6, 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 10.6, 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 10.6, 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 10.6, 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 10.6, 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 10.6, 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 10.6, 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 10.6, 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 9 Oct IDFCFIRSTB was trading at 72.39. The strike last trading price was 10.6, 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 8 Oct IDFCFIRSTB was trading at 73.13. The strike last trading price was 10.6, 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 10.6, 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 10.6, which was 10.60 higher 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 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 1 Oct IDFCFIRSTB was trading at 73.44. 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 30 Sept IDFCFIRSTB was trading at 74.35. 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 27 Sept IDFCFIRSTB was trading at 74.19. 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 65 PE | |||||||
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Delta: -0.71
Vega: 0.03
Theta: -0.07
Gamma: 0.10
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 62.94 | 2.5 | 0.90 | 37.86 | 1,042 | -253 | 999 |
| 20 Nov | 64.62 | 1.6 | 0.00 | 33.14 | 1,959 | -53 | 1,252 |
| 19 Nov | 64.62 | 1.6 | 0.50 | 33.14 | 1,959 | -53 | 1,252 |
| 18 Nov | 65.53 | 1.1 | -1.25 | 33.44 | 1,661 | 89 | 1,297 |
| 14 Nov | 63.41 | 2.35 | 0.60 | 32.82 | 859 | -42 | 1,207 |
| 13 Nov | 63.62 | 1.75 | 0.70 | 28.89 | 2,527 | -98 | 1,245 |
| 12 Nov | 66.24 | 1.05 | 0.10 | 29.73 | 628 | 9 | 1,347 |
| 11 Nov | 66.56 | 0.95 | -0.35 | 30.13 | 890 | 29 | 1,344 |
| 8 Nov | 65.63 | 1.3 | 0.15 | 28.89 | 891 | 87 | 1,305 |
| 7 Nov | 66.52 | 1.15 | 0.20 | 30.77 | 1,151 | 128 | 1,217 |
| 6 Nov | 66.89 | 0.95 | -0.55 | 29.68 | 910 | 152 | 1,094 |
| 5 Nov | 66.31 | 1.5 | -0.45 | 34.54 | 853 | 24 | 943 |
| 4 Nov | 65.83 | 1.95 | 0.40 | 36.87 | 1,653 | 297 | 912 |
| 1 Nov | 67.15 | 1.55 | -0.45 | 38.29 | 666 | 318 | 615 |
| 31 Oct | 65.93 | 2 | 1.10 | - | 44 | 10 | 302 |
| 30 Oct | 68.79 | 0.9 | -1.10 | - | 94 | -17 | 294 |
| 29 Oct | 67.60 | 2 | 0.25 | - | 5 | 0 | 316 |
| 28 Oct | 67.13 | 1.75 | -3.25 | - | 85 | -61 | 322 |
| 25 Oct | 65.50 | 5 | 3.05 | - | 584 | 175 | 383 |
| 24 Oct | 68.05 | 1.95 | -0.40 | - | 169 | 4 | 205 |
| 23 Oct | 66.58 | 2.35 | 1.35 | - | 343 | 199 | 204 |
| 22 Oct | 68.32 | 1 | 0.00 | - | 0 | 0 | 5 |
| 21 Oct | 70.40 | 1 | 0.00 | - | 5 | 0 | 5 |
| 18 Oct | 71.57 | 1 | 0.00 | - | 5 | 0 | 5 |
| 17 Oct | 71.74 | 1 | 0.00 | - | 5 | 0 | 5 |
| 16 Oct | 72.22 | 1 | 0.00 | - | 5 | 0 | 5 |
| 15 Oct | 72.74 | 1 | 0.00 | - | 5 | 0 | 5 |
| 14 Oct | 72.94 | 1 | 0.00 | - | 5 | 0 | 5 |
| 11 Oct | 72.37 | 1 | 0.00 | - | 5 | 0 | 5 |
| 10 Oct | 73.14 | 1 | 0.00 | - | 5 | 0 | 5 |
| 9 Oct | 72.39 | 1 | 0.00 | - | 5 | 0 | 5 |
| 8 Oct | 73.13 | 1 | 0.00 | - | 5 | 0 | 5 |
| 7 Oct | 72.22 | 1 | 0.25 | - | 5 | 4 | 4 |
| 4 Oct | 71.83 | 0.75 | 0.75 | - | 0 | 0 | 0 |
| 3 Oct | 71.98 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 73.44 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 74.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 74.19 | 0 | - | 0 | 0 | 0 | |
For Idfc First Bank Limited - strike price 65 expiring on 28NOV2024
Delta for 65 PE is -0.71
Historical price for 65 PE is as follows
On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 2.5, which was 0.90 higher than the previous day. The implied volatity was 37.86, the open interest changed by -253 which decreased total open position to 999
On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was 33.14, the open interest changed by -53 which decreased total open position to 1252
On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 1.6, which was 0.50 higher than the previous day. The implied volatity was 33.14, the open interest changed by -53 which decreased total open position to 1252
On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 1.1, which was -1.25 lower than the previous day. The implied volatity was 33.44, the open interest changed by 89 which increased total open position to 1297
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 2.35, which was 0.60 higher than the previous day. The implied volatity was 32.82, the open interest changed by -42 which decreased total open position to 1207
On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 1.75, which was 0.70 higher than the previous day. The implied volatity was 28.89, the open interest changed by -98 which decreased total open position to 1245
On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 1.05, which was 0.10 higher than the previous day. The implied volatity was 29.73, the open interest changed by 9 which increased total open position to 1347
On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 0.95, which was -0.35 lower than the previous day. The implied volatity was 30.13, the open interest changed by 29 which increased total open position to 1344
On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 1.3, which was 0.15 higher than the previous day. The implied volatity was 28.89, the open interest changed by 87 which increased total open position to 1305
On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 1.15, which was 0.20 higher than the previous day. The implied volatity was 30.77, the open interest changed by 128 which increased total open position to 1217
On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 0.95, which was -0.55 lower than the previous day. The implied volatity was 29.68, the open interest changed by 152 which increased total open position to 1094
On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 1.5, which was -0.45 lower than the previous day. The implied volatity was 34.54, the open interest changed by 24 which increased total open position to 943
On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 1.95, which was 0.40 higher than the previous day. The implied volatity was 36.87, the open interest changed by 297 which increased total open position to 912
On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 1.55, which was -0.45 lower than the previous day. The implied volatity was 38.29, the open interest changed by 318 which increased total open position to 615
On 31 Oct IDFCFIRSTB was trading at 65.93. The strike last trading price was 2, which was 1.10 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 0.9, which was -1.10 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 2, which was 0.25 higher 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 1.75, which was -3.25 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 5, which was 3.05 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 1.95, 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 23 Oct IDFCFIRSTB was trading at 66.58. The strike last trading price was 2.35, which was 1.35 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 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 21 Oct IDFCFIRSTB was trading at 70.40. 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 18 Oct IDFCFIRSTB was trading at 71.57. 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 17 Oct IDFCFIRSTB was trading at 71.74. 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 16 Oct IDFCFIRSTB was trading at 72.22. 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 15 Oct IDFCFIRSTB was trading at 72.74. 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 14 Oct IDFCFIRSTB was trading at 72.94. 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 11 Oct IDFCFIRSTB was trading at 72.37. 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 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 9 Oct IDFCFIRSTB was trading at 72.39. 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 8 Oct IDFCFIRSTB was trading at 73.13. 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 0.25 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 0.75, which was 0.75 higher 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 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 1 Oct IDFCFIRSTB was trading at 73.44. 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 30 Sept IDFCFIRSTB was trading at 74.35. 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 27 Sept IDFCFIRSTB was trading at 74.19. 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
