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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 04:01 PM IST
IDFCFIRSTB 28NOV2024 66 CE
Delta: 0.15
Vega: 0.02
Theta: -0.05
Gamma: 0.09
Date Close Ltp Change IV Volume Change OI OI
21 Nov 62.94 0.2 -0.30 30.55 2,804 205 1,069
20 Nov 64.62 0.5 0.00 25.50 2,509 83 889
19 Nov 64.62 0.5 -0.45 25.50 2,509 108 889
18 Nov 65.53 0.95 0.50 24.78 4,097 80 782
14 Nov 63.41 0.45 -0.35 25.21 1,999 7 704
13 Nov 63.62 0.8 -0.70 26.85 9,143 107 720
12 Nov 66.24 1.5 -0.25 24.16 853 80 615
11 Nov 66.56 1.75 0.25 22.97 1,020 -13 535
8 Nov 65.63 1.5 -0.60 24.38 754 212 548
7 Nov 66.52 2.1 -0.45 26.07 593 31 334
6 Nov 66.89 2.55 0.00 27.19 960 13 308
5 Nov 66.31 2.55 0.10 32.67 661 48 296
4 Nov 65.83 2.45 -0.80 35.82 537 125 248
1 Nov 67.15 3.25 0.80 30.90 48 16 124
31 Oct 65.93 2.45 -2.35 - 24 -20 108
30 Oct 68.79 4.8 1.35 - 26 -14 129
29 Oct 67.60 3.45 2.65 - 1 0 144
28 Oct 67.13 0.8 -2.30 - 8 -4 144
25 Oct 65.50 3.1 -0.60 - 265 98 148
24 Oct 68.05 3.7 0.45 - 16 -3 49
23 Oct 66.58 3.25 -6.80 - 64 51 51
22 Oct 68.32 10.05 0.00 - 0 0 0
21 Oct 70.40 10.05 0.00 - 0 0 0
18 Oct 71.57 10.05 0.00 - 0 0 0
17 Oct 71.74 10.05 0.00 - 0 0 0
16 Oct 72.22 10.05 0.00 - 0 0 0
15 Oct 72.74 10.05 0.00 - 0 0 0
14 Oct 72.94 10.05 0.00 - 0 0 0
11 Oct 72.37 10.05 0.00 - 0 0 0
10 Oct 73.14 10.05 0.00 - 0 0 0
9 Oct 72.39 10.05 0.00 - 0 0 0
8 Oct 73.13 10.05 0.00 - 0 0 0
7 Oct 72.22 10.05 0.00 - 0 0 0
4 Oct 71.83 10.05 0.00 - 0 0 0
3 Oct 71.98 10.05 0.00 - 0 0 0
1 Oct 73.44 10.05 0.00 - 0 0 0
30 Sept 74.35 10.05 0.00 - 0 0 0
27 Sept 74.19 10.05 0.00 - 0 0 0
26 Sept 74.03 10.05 0.00 - 0 0 0
25 Sept 73.02 10.05 0.00 - 0 0 0
24 Sept 73.68 10.05 0.00 - 0 0 0
19 Sept 73.82 10.05 - 0 0 0


For Idfc First Bank Limited - strike price 66 expiring on 28NOV2024

Delta for 66 CE is 0.15

Historical price for 66 CE is as follows

On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 0.2, which was -0.30 lower than the previous day. The implied volatity was 30.55, the open interest changed by 205 which increased total open position to 1069


On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 25.50, the open interest changed by 83 which increased total open position to 889


On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 0.5, which was -0.45 lower than the previous day. The implied volatity was 25.50, the open interest changed by 108 which increased total open position to 889


On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 0.95, which was 0.50 higher than the previous day. The implied volatity was 24.78, the open interest changed by 80 which increased total open position to 782


On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 0.45, which was -0.35 lower than the previous day. The implied volatity was 25.21, the open interest changed by 7 which increased total open position to 704


On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 0.8, which was -0.70 lower than the previous day. The implied volatity was 26.85, the open interest changed by 107 which increased total open position to 720


On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 1.5, which was -0.25 lower than the previous day. The implied volatity was 24.16, the open interest changed by 80 which increased total open position to 615


On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 1.75, which was 0.25 higher than the previous day. The implied volatity was 22.97, the open interest changed by -13 which decreased total open position to 535


On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 1.5, which was -0.60 lower than the previous day. The implied volatity was 24.38, the open interest changed by 212 which increased total open position to 548


On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 2.1, which was -0.45 lower than the previous day. The implied volatity was 26.07, the open interest changed by 31 which increased total open position to 334


On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 2.55, which was 0.00 lower than the previous day. The implied volatity was 27.19, the open interest changed by 13 which increased total open position to 308


On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 2.55, which was 0.10 higher than the previous day. The implied volatity was 32.67, the open interest changed by 48 which increased total open position to 296


On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 2.45, which was -0.80 lower than the previous day. The implied volatity was 35.82, the open interest changed by 125 which increased total open position to 248


On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 3.25, which was 0.80 higher than the previous day. The implied volatity was 30.90, the open interest changed by 16 which increased total open position to 124


On 31 Oct IDFCFIRSTB was trading at 65.93. The strike last trading price was 2.45, which was -2.35 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 4.8, 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 29 Oct IDFCFIRSTB was trading at 67.60. The strike last trading price was 3.45, 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 28 Oct IDFCFIRSTB was trading at 67.13. The strike last trading price was 0.8, which was -2.30 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 3.1, which was -0.60 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 3.7, which was 0.45 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 3.25, which was -6.80 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 10.05, 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 10.05, 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 10.05, 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 10.05, 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 10.05, 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 10.05, 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 10.05, 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 10.05, 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 10.05, 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 10.05, 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 10.05, 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 10.05, 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 10.05, 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 10.05, 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 10.05, 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 10.05, 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 10.05, 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 26 Sept IDFCFIRSTB was trading at 74.03. The strike last trading price was 10.05, 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 10.05, 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 10.05, 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 10.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


IDFCFIRSTB 28NOV2024 66 PE
Delta: -0.78
Vega: 0.03
Theta: -0.06
Gamma: 0.08
Date Close Ltp Change IV Volume Change OI OI
21 Nov 62.94 3.35 1.15 41.11 338 -54 191
20 Nov 64.62 2.2 0.00 34.77 1,001 -41 246
19 Nov 64.62 2.2 0.65 34.77 1,001 -40 246
18 Nov 65.53 1.55 -1.45 32.66 537 43 286
14 Nov 63.41 3 0.65 32.26 339 -34 244
13 Nov 63.62 2.35 0.90 28.72 1,649 -135 293
12 Nov 66.24 1.45 0.15 29.25 836 -15 427
11 Nov 66.56 1.3 -0.45 29.40 580 56 445
8 Nov 65.63 1.75 0.15 28.64 537 52 389
7 Nov 66.52 1.6 0.35 31.52 609 42 343
6 Nov 66.89 1.25 -0.60 28.74 376 79 301
5 Nov 66.31 1.85 -0.55 33.35 562 22 225
4 Nov 65.83 2.4 0.60 36.45 710 94 212
1 Nov 67.15 1.8 0.55 36.34 53 8 118
31 Oct 65.93 1.25 0.05 - 8 -3 109
30 Oct 68.79 1.2 -2.90 - 2 0 113
29 Oct 67.60 4.1 0.00 - 0 -3 0
28 Oct 67.13 4.1 -1.15 - 6 0 114
25 Oct 65.50 5.25 3.10 - 159 55 114
24 Oct 68.05 2.15 -0.70 - 30 1 60
23 Oct 66.58 2.85 1.50 - 70 26 59
22 Oct 68.32 1.35 0.00 - 0 0 0
21 Oct 70.40 1.35 0.00 - 0 0 33
18 Oct 71.57 1.35 0.00 - 0 0 33
17 Oct 71.74 1.35 0.00 - 0 0 33
16 Oct 72.22 1.35 0.00 - 0 0 0
15 Oct 72.74 1.35 0.00 - 0 0 33
14 Oct 72.94 1.35 0.00 - 0 0 33
11 Oct 72.37 1.35 0.00 - 0 0 33
10 Oct 73.14 1.35 0.00 - 0 0 0
9 Oct 72.39 1.35 0.00 - 0 0 0
8 Oct 73.13 1.35 0.00 - 0 0 33
7 Oct 72.22 1.35 0.00 - 4 0 33
4 Oct 71.83 1.35 0.05 - 2 0 31
3 Oct 71.98 1.3 0.45 - 31 17 31
1 Oct 73.44 0.85 -0.25 - 2 1 13
30 Sept 74.35 1.1 0.00 - 0 0 0
27 Sept 74.19 1.1 0.00 - 0 0 0
26 Sept 74.03 1.1 0.00 - 0 12 0
25 Sept 73.02 1.1 -0.50 - 12 11 11
24 Sept 73.68 1.6 0.00 - 0 0 0
19 Sept 73.82 1.6 - 0 0 0


For Idfc First Bank Limited - strike price 66 expiring on 28NOV2024

Delta for 66 PE is -0.78

Historical price for 66 PE is as follows

On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 3.35, which was 1.15 higher than the previous day. The implied volatity was 41.11, the open interest changed by -54 which decreased total open position to 191


On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was 34.77, the open interest changed by -41 which decreased total open position to 246


On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 2.2, which was 0.65 higher than the previous day. The implied volatity was 34.77, the open interest changed by -40 which decreased total open position to 246


On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 1.55, which was -1.45 lower than the previous day. The implied volatity was 32.66, the open interest changed by 43 which increased total open position to 286


On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 3, which was 0.65 higher than the previous day. The implied volatity was 32.26, the open interest changed by -34 which decreased total open position to 244


On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 2.35, which was 0.90 higher than the previous day. The implied volatity was 28.72, the open interest changed by -135 which decreased total open position to 293


On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 1.45, which was 0.15 higher than the previous day. The implied volatity was 29.25, the open interest changed by -15 which decreased total open position to 427


On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 1.3, which was -0.45 lower than the previous day. The implied volatity was 29.40, the open interest changed by 56 which increased total open position to 445


On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 1.75, which was 0.15 higher than the previous day. The implied volatity was 28.64, the open interest changed by 52 which increased total open position to 389


On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 1.6, which was 0.35 higher than the previous day. The implied volatity was 31.52, the open interest changed by 42 which increased total open position to 343


On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 1.25, which was -0.60 lower than the previous day. The implied volatity was 28.74, the open interest changed by 79 which increased total open position to 301


On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 1.85, which was -0.55 lower than the previous day. The implied volatity was 33.35, the open interest changed by 22 which increased total open position to 225


On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 2.4, which was 0.60 higher than the previous day. The implied volatity was 36.45, the open interest changed by 94 which increased total open position to 212


On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 1.8, which was 0.55 higher than the previous day. The implied volatity was 36.34, the open interest changed by 8 which increased total open position to 118


On 31 Oct IDFCFIRSTB was trading at 65.93. The strike last trading price was 1.25, 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 30 Oct IDFCFIRSTB was trading at 68.79. The strike last trading price was 1.2, which was -2.90 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 4.1, 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 28 Oct IDFCFIRSTB was trading at 67.13. The strike last trading price was 4.1, which was -1.15 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 5.25, which was 3.10 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 2.15, which was -0.70 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 2.85, 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 1.35, 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 1.35, 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 1.35, 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 1.35, 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 1.35, 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 1.35, 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 1.35, 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 1.35, 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 1.35, 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 1.35, 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 1.35, 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 1.35, 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 1.35, 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 3 Oct IDFCFIRSTB was trading at 71.98. The strike last trading price was 1.3, which was 0.45 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 0.85, which was -0.25 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 1.1, 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 27 Sept IDFCFIRSTB was trading at 74.19. The strike last trading price was 1.1, 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 26 Sept IDFCFIRSTB was trading at 74.03. The strike last trading price was 1.1, 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 25 Sept IDFCFIRSTB was trading at 73.02. The strike last trading price was 1.1, 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 24 Sept IDFCFIRSTB was trading at 73.68. The strike last trading price was 1.6, 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 19 Sept IDFCFIRSTB was trading at 73.82. The strike last trading price was 1.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to