IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
15 Apr 2025 04:11 PM IST
| IDFCFIRSTB 24APR2025 67 CE | ||||||||||
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Delta: 0.07
Vega: 0.01
Theta: -0.03
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Apr | 61.93 | 0.1 | 0 | 32.30 | 267 | -8 | 228 | |||
| 11 Apr | 59.92 | 0.1 | -0.05 | 35.86 | 331 | 165 | 236 | |||
| 9 Apr | 59.25 | 0.15 | 0 | 39.11 | 81 | -1 | 71 | |||
| 8 Apr | 57.90 | 0.15 | 0 | 42.81 | 119 | 33 | 66 | |||
| 7 Apr | 56.49 | 0.15 | 0 | 47.84 | 59 | -8 | 20 | |||
| 4 Apr | 57.81 | 0.1 | -0.2 | 35.97 | 54 | 21 | 25 | |||
| 3 Apr | 60.35 | 0.3 | -0.7 | 34.49 | 4 | 0 | 0 | |||
| 2 Apr | 57.19 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 57.17 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 54.96 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 56.94 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 57.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 57.35 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 57.89 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 56.29 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 55.71 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Mar | 55.42 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 54.62 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 52.89 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 53.48 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 54.63 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 55.36 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 56.37 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 57.34 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 57.77 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 57.95 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 4 Mar | 56.83 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 57.69 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Feb | 58.39 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Idfc First Bank Limited - strike price 67 expiring on 24APR2025
Delta for 67 CE is 0.07
Historical price for 67 CE is as follows
On 15 Apr IDFCFIRSTB was trading at 61.93. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 32.30, the open interest changed by -8 which decreased total open position to 228
On 11 Apr IDFCFIRSTB was trading at 59.92. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 35.86, the open interest changed by 165 which increased total open position to 236
On 9 Apr IDFCFIRSTB was trading at 59.25. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 39.11, the open interest changed by -1 which decreased total open position to 71
On 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 42.81, the open interest changed by 33 which increased total open position to 66
On 7 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 47.84, the open interest changed by -8 which decreased total open position to 20
On 4 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 0.1, which was -0.2 lower than the previous day. The implied volatity was 35.97, the open interest changed by 21 which increased total open position to 25
On 3 Apr IDFCFIRSTB was trading at 60.35. The strike last trading price was 0.3, which was -0.7 lower than the previous day. The implied volatity was 34.49, the open interest changed by 0 which decreased total open position to 0
On 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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
| IDFCFIRSTB 24APR2025 67 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Apr | 61.93 | 6.45 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Apr | 59.92 | 6.45 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 59.25 | 6.45 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 57.90 | 6.45 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 56.49 | 6.45 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 57.81 | 6.45 | 0 | 0.00 | 0 | 1 | 0 |
| 3 Apr | 60.35 | 6.45 | -1.6 | 31.05 | 1 | 0 | 0 |
| 2 Apr | 57.19 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 57.17 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 54.96 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 56.94 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 57.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 57.35 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 57.89 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 56.29 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 55.71 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 55.42 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 54.62 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 52.89 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 53.48 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 54.63 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 55.36 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 56.37 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 57.34 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 57.77 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 57.95 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 56.83 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 57.69 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 58.39 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Idfc First Bank Limited - strike price 67 expiring on 24APR2025
Delta for 67 PE is 0.00
Historical price for 67 PE is as follows
On 15 Apr IDFCFIRSTB was trading at 61.93. The strike last trading price was 6.45, 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 Apr IDFCFIRSTB was trading at 59.92. The strike last trading price was 6.45, 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 9 Apr IDFCFIRSTB was trading at 59.25. The strike last trading price was 6.45, 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 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 6.45, 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 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 6.45, 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 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 6.45, 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 3 Apr IDFCFIRSTB was trading at 60.35. The strike last trading price was 6.45, which was -1.6 lower than the previous day. The implied volatity was 31.05, the open interest changed by 0 which decreased total open position to 0
On 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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
