IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
21 Nov 2024 04:11 PM IST
| IDFCFIRSTB 28NOV2024 67 CE | ||||||||||
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Delta: 0.11
Vega: 0.02
Theta: -0.04
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 62.94 | 0.15 | -0.20 | 34.25 | 1,052 | -73 | 907 | |||
| 20 Nov | 64.62 | 0.35 | 0.00 | 28.45 | 2,006 | -8 | 982 | |||
| 19 Nov | 64.62 | 0.35 | -0.20 | 28.45 | 2,006 | -6 | 982 | |||
| 18 Nov | 65.53 | 0.55 | 0.25 | 24.31 | 2,559 | 51 | 993 | |||
| 14 Nov | 63.41 | 0.3 | -0.20 | 26.44 | 3,616 | -141 | 969 | |||
| 13 Nov | 63.62 | 0.5 | -0.50 | 26.39 | 5,818 | 218 | 1,107 | |||
| 12 Nov | 66.24 | 1 | -0.20 | 23.65 | 1,221 | 46 | 889 | |||
| 11 Nov | 66.56 | 1.2 | 0.10 | 22.54 | 2,196 | -71 | 846 | |||
| 8 Nov | 65.63 | 1.1 | -0.55 | 24.97 | 2,579 | 324 | 917 | |||
| 7 Nov | 66.52 | 1.65 | -0.30 | 27.12 | 1,180 | 53 | 591 | |||
| 6 Nov | 66.89 | 1.95 | -0.05 | 26.62 | 988 | 64 | 538 | |||
| 5 Nov | 66.31 | 2 | 0.05 | 31.90 | 974 | 132 | 476 | |||
| 4 Nov | 65.83 | 1.95 | -0.85 | 35.12 | 990 | 228 | 344 | |||
| 1 Nov | 67.15 | 2.8 | 0.30 | 32.62 | 110 | 55 | 115 | |||
| 31 Oct | 65.93 | 2.5 | -1.15 | - | 4 | -1 | 61 | |||
| 30 Oct | 68.79 | 3.65 | 0.65 | - | 9 | -4 | 62 | |||
| 29 Oct | 67.60 | 3 | 0.00 | - | 0 | -7 | 0 | |||
| 28 Oct | 67.13 | 3 | 0.50 | - | 19 | -5 | 67 | |||
| 25 Oct | 65.50 | 2.5 | -0.55 | - | 101 | 19 | 72 | |||
| 24 Oct | 68.05 | 3.05 | -5.95 | - | 72 | 52 | 52 | |||
| 23 Oct | 66.58 | 9 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 68.32 | 9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 70.40 | 9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 71.57 | 9 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 71.74 | 9 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 72.22 | 9 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 72.74 | 9 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 72.94 | 9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 72.37 | 9 | 0.00 | - | 0 | 0 | 0 | |||
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| 10 Oct | 73.14 | 9 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 72.39 | 9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 73.13 | 9 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 72.22 | 9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 71.83 | 9 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 71.98 | 9 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 73.44 | 9 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 74.35 | 9 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 74.19 | 9 | - | 0 | 0 | 0 | ||||
For Idfc First Bank Limited - strike price 67 expiring on 28NOV2024
Delta for 67 CE is 0.11
Historical price for 67 CE is as follows
On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 0.15, which was -0.20 lower than the previous day. The implied volatity was 34.25, the open interest changed by -73 which decreased total open position to 907
On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 28.45, the open interest changed by -8 which decreased total open position to 982
On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 0.35, which was -0.20 lower than the previous day. The implied volatity was 28.45, the open interest changed by -6 which decreased total open position to 982
On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 0.55, which was 0.25 higher than the previous day. The implied volatity was 24.31, the open interest changed by 51 which increased total open position to 993
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 26.44, the open interest changed by -141 which decreased total open position to 969
On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 0.5, which was -0.50 lower than the previous day. The implied volatity was 26.39, the open interest changed by 218 which increased total open position to 1107
On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 1, which was -0.20 lower than the previous day. The implied volatity was 23.65, the open interest changed by 46 which increased total open position to 889
On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 1.2, which was 0.10 higher than the previous day. The implied volatity was 22.54, the open interest changed by -71 which decreased total open position to 846
On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 1.1, which was -0.55 lower than the previous day. The implied volatity was 24.97, the open interest changed by 324 which increased total open position to 917
On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 1.65, which was -0.30 lower than the previous day. The implied volatity was 27.12, the open interest changed by 53 which increased total open position to 591
On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 1.95, which was -0.05 lower than the previous day. The implied volatity was 26.62, the open interest changed by 64 which increased total open position to 538
On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 2, which was 0.05 higher than the previous day. The implied volatity was 31.90, the open interest changed by 132 which increased total open position to 476
On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 1.95, which was -0.85 lower than the previous day. The implied volatity was 35.12, the open interest changed by 228 which increased total open position to 344
On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 2.8, which was 0.30 higher than the previous day. The implied volatity was 32.62, the open interest changed by 55 which increased total open position to 115
On 31 Oct IDFCFIRSTB was trading at 65.93. The strike last trading price was 2.5, 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 30 Oct IDFCFIRSTB was trading at 68.79. The strike last trading price was 3.65, which was 0.65 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, 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, which was 0.50 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 2.5, which was -0.55 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 3.05, which was -5.95 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 9, 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 9, 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 9, 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 9, 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 9, 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 9, 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 9, 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 9, 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 9, 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 9, 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 9, 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 9, 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 9, 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 9, 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 9, 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 9, 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 9, 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 9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IDFCFIRSTB 28NOV2024 67 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 0.02
Theta: -0.05
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 62.94 | 4.2 | 1.15 | 42.17 | 186 | -29 | 389 |
| 20 Nov | 64.62 | 3.05 | 0.00 | 39.04 | 347 | -11 | 420 |
| 19 Nov | 64.62 | 3.05 | 0.90 | 39.04 | 347 | -9 | 420 |
| 18 Nov | 65.53 | 2.15 | -1.75 | 32.85 | 311 | -13 | 433 |
| 14 Nov | 63.41 | 3.9 | 0.80 | 36.02 | 220 | -10 | 448 |
| 13 Nov | 63.62 | 3.1 | 1.10 | 29.79 | 733 | 14 | 456 |
| 12 Nov | 66.24 | 2 | 0.25 | 29.58 | 448 | 14 | 444 |
| 11 Nov | 66.56 | 1.75 | -0.55 | 28.85 | 402 | -80 | 434 |
| 8 Nov | 65.63 | 2.3 | 0.30 | 28.58 | 520 | 134 | 516 |
| 7 Nov | 66.52 | 2 | 0.35 | 30.18 | 928 | 83 | 380 |
| 6 Nov | 66.89 | 1.65 | -0.70 | 28.20 | 788 | -123 | 298 |
| 5 Nov | 66.31 | 2.35 | -0.55 | 33.42 | 350 | 71 | 420 |
| 4 Nov | 65.83 | 2.9 | 0.65 | 35.85 | 822 | 257 | 349 |
| 1 Nov | 67.15 | 2.25 | 0.95 | 36.55 | 118 | 77 | 107 |
| 31 Oct | 65.93 | 1.3 | -4.10 | - | 2 | 0 | 29 |
| 30 Oct | 68.79 | 5.4 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 67.60 | 5.4 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 67.13 | 5.4 | 0.00 | - | 0 | -8 | 0 |
| 25 Oct | 65.50 | 5.4 | 2.55 | - | 37 | -8 | 29 |
| 24 Oct | 68.05 | 2.85 | -0.40 | - | 45 | 17 | 37 |
| 23 Oct | 66.58 | 3.25 | 2.15 | - | 34 | 19 | 19 |
| 22 Oct | 68.32 | 1.1 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 70.40 | 1.1 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 71.57 | 1.1 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 71.74 | 1.1 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 72.22 | 1.1 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 72.74 | 1.1 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 72.94 | 1.1 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 72.37 | 1.1 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 73.14 | 1.1 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 72.39 | 1.1 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 73.13 | 1.1 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 72.22 | 1.1 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 71.83 | 1.1 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 71.98 | 1.1 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 73.44 | 1.1 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 74.35 | 1.1 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 74.19 | 1.1 | - | 0 | 0 | 0 | |
For Idfc First Bank Limited - strike price 67 expiring on 28NOV2024
Delta for 67 PE is -0.84
Historical price for 67 PE is as follows
On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 4.2, which was 1.15 higher than the previous day. The implied volatity was 42.17, the open interest changed by -29 which decreased total open position to 389
On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 3.05, which was 0.00 lower than the previous day. The implied volatity was 39.04, the open interest changed by -11 which decreased total open position to 420
On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 3.05, which was 0.90 higher than the previous day. The implied volatity was 39.04, the open interest changed by -9 which decreased total open position to 420
On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 2.15, which was -1.75 lower than the previous day. The implied volatity was 32.85, the open interest changed by -13 which decreased total open position to 433
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 3.9, which was 0.80 higher than the previous day. The implied volatity was 36.02, the open interest changed by -10 which decreased total open position to 448
On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 3.1, which was 1.10 higher than the previous day. The implied volatity was 29.79, the open interest changed by 14 which increased total open position to 456
On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 2, which was 0.25 higher than the previous day. The implied volatity was 29.58, the open interest changed by 14 which increased total open position to 444
On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 1.75, which was -0.55 lower than the previous day. The implied volatity was 28.85, the open interest changed by -80 which decreased total open position to 434
On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 2.3, which was 0.30 higher than the previous day. The implied volatity was 28.58, the open interest changed by 134 which increased total open position to 516
On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 2, which was 0.35 higher than the previous day. The implied volatity was 30.18, the open interest changed by 83 which increased total open position to 380
On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 1.65, which was -0.70 lower than the previous day. The implied volatity was 28.20, the open interest changed by -123 which decreased total open position to 298
On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 2.35, which was -0.55 lower than the previous day. The implied volatity was 33.42, the open interest changed by 71 which increased total open position to 420
On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 2.9, which was 0.65 higher than the previous day. The implied volatity was 35.85, the open interest changed by 257 which increased total open position to 349
On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 2.25, which was 0.95 higher than the previous day. The implied volatity was 36.55, the open interest changed by 77 which increased total open position to 107
On 31 Oct IDFCFIRSTB was trading at 65.93. The strike last trading price was 1.3, which was -4.10 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 5.4, 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 29 Oct IDFCFIRSTB was trading at 67.60. The strike last trading price was 5.4, 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 5.4, 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 Oct IDFCFIRSTB was trading at 65.50. The strike last trading price was 5.4, which was 2.55 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 2.85, 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 3.25, which was 2.15 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 1.1, 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 1.1, 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 1.1, 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 1.1, 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 1.1, 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 1.1, 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 1.1, 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 1.1, 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 1.1, 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 1.1, 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 1.1, 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 1.1, 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 4 Oct IDFCFIRSTB was trading at 71.83. 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 3 Oct IDFCFIRSTB was trading at 71.98. 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 1 Oct IDFCFIRSTB was trading at 73.44. 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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
