IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
03 Dec 2024 04:11 PM IST
| IDFCFIRSTB 26DEC2024 67 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.37
Vega: 0.06
Theta: -0.04
Gamma: 0.09
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 65.20 | 1 | 0.15 | 24.49 | 1,190 | 113 | 621 | |||
| 2 Dec | 64.39 | 0.85 | 0.00 | 25.66 | 617 | 71 | 507 | |||
| 29 Nov | 64.08 | 0.85 | -0.20 | 26.01 | 697 | 77 | 431 | |||
| 28 Nov | 64.26 | 1.05 | 0.00 | 26.76 | 702 | 87 | 341 | |||
| 27 Nov | 64.15 | 1.05 | -0.30 | 26.72 | 411 | 152 | 254 | |||
| 26 Nov | 65.14 | 1.35 | -0.20 | 26.34 | 112 | -26 | 101 | |||
| 25 Nov | 64.65 | 1.55 | 0.00 | 29.98 | 130 | 52 | 129 | |||
| 22 Nov | 64.15 | 1.55 | 0.45 | 31.43 | 48 | 15 | 92 | |||
| 21 Nov | 62.94 | 1.1 | -0.35 | 30.41 | 67 | 21 | 77 | |||
| 20 Nov | 64.62 | 1.45 | 0.00 | 27.13 | 54 | 38 | 52 | |||
| 19 Nov | 64.62 | 1.45 | -0.45 | 27.13 | 54 | 34 | 52 | |||
| 18 Nov | 65.53 | 1.9 | 0.60 | 26.56 | 21 | 12 | 17 | |||
| 14 Nov | 63.41 | 1.3 | -1.95 | 27.69 | 5 | 4 | 4 | |||
| 13 Nov | 63.62 | 3.25 | 0.00 | 3.43 | 0 | 0 | 0 | |||
| 12 Nov | 66.24 | 3.25 | 0.00 | 0.31 | 0 | 0 | 0 | |||
| 11 Nov | 66.56 | 3.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 65.63 | 3.25 | 0.00 | 0.88 | 0 | 0 | 0 | |||
| 7 Nov | 66.52 | 3.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 66.89 | 3.25 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 5 Nov | 66.31 | 3.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 65.83 | 3.25 | 3.25 | 0.70 | 0 | 0 | 0 | |||
| 1 Nov | 67.15 | 0 | - | 0 | 0 | 0 | ||||
For Idfc First Bank Limited - strike price 67 expiring on 26DEC2024
Delta for 67 CE is 0.37
Historical price for 67 CE is as follows
On 3 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 1, which was 0.15 higher than the previous day. The implied volatity was 24.49, the open interest changed by 113 which increased total open position to 621
On 2 Dec IDFCFIRSTB was trading at 64.39. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 25.66, the open interest changed by 71 which increased total open position to 507
On 29 Nov IDFCFIRSTB was trading at 64.08. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 26.01, the open interest changed by 77 which increased total open position to 431
On 28 Nov IDFCFIRSTB was trading at 64.26. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 26.76, the open interest changed by 87 which increased total open position to 341
On 27 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 1.05, which was -0.30 lower than the previous day. The implied volatity was 26.72, the open interest changed by 152 which increased total open position to 254
On 26 Nov IDFCFIRSTB was trading at 65.14. The strike last trading price was 1.35, which was -0.20 lower than the previous day. The implied volatity was 26.34, the open interest changed by -26 which decreased total open position to 101
On 25 Nov IDFCFIRSTB was trading at 64.65. The strike last trading price was 1.55, which was 0.00 lower than the previous day. The implied volatity was 29.98, the open interest changed by 52 which increased total open position to 129
On 22 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 1.55, which was 0.45 higher than the previous day. The implied volatity was 31.43, the open interest changed by 15 which increased total open position to 92
On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 1.1, which was -0.35 lower than the previous day. The implied volatity was 30.41, the open interest changed by 21 which increased total open position to 77
On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 1.45, which was 0.00 lower than the previous day. The implied volatity was 27.13, the open interest changed by 38 which increased total open position to 52
On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 1.45, which was -0.45 lower than the previous day. The implied volatity was 27.13, the open interest changed by 34 which increased total open position to 52
On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 1.9, which was 0.60 higher than the previous day. The implied volatity was 26.56, the open interest changed by 12 which increased total open position to 17
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 1.3, which was -1.95 lower than the previous day. The implied volatity was 27.69, the open interest changed by 4 which increased total open position to 4
On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 3.25, which was 0.00 lower than the previous day. The implied volatity was 3.43, the open interest changed by 0 which decreased total open position to 0
On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 3.25, which was 0.00 lower than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0
On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 3.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 3.25, which was 0.00 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0
On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 3.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 3.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 3.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 3.25, which was 3.25 higher than the previous day. The implied volatity was 0.70, the open interest changed by 0 which decreased total open position to 0
On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| IDFCFIRSTB 26DEC2024 67 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.60
Vega: 0.06
Theta: -0.03
Gamma: 0.08
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 65.20 | 2.75 | -0.40 | 29.61 | 108 | 6 | 140 |
| 2 Dec | 64.39 | 3.15 | -0.20 | 28.01 | 58 | 11 | 134 |
| 29 Nov | 64.08 | 3.35 | 0.15 | 25.75 | 90 | 23 | 122 |
| 28 Nov | 64.26 | 3.2 | -0.30 | 26.95 | 106 | 67 | 99 |
| 27 Nov | 64.15 | 3.5 | 0.50 | 29.97 | 33 | 10 | 24 |
| 26 Nov | 65.14 | 3 | -0.45 | 29.50 | 4 | 1 | 13 |
| 25 Nov | 64.65 | 3.45 | -0.25 | 33.22 | 11 | 8 | 11 |
| 22 Nov | 64.15 | 3.7 | 0.55 | 30.78 | 3 | 1 | 4 |
| 21 Nov | 62.94 | 3.15 | 0.00 | 0.00 | 0 | 3 | 0 |
| 20 Nov | 64.62 | 3.15 | 0.00 | 25.29 | 4 | 3 | 2 |
| 19 Nov | 64.62 | 3.15 | -0.40 | 25.29 | 4 | 2 | 2 |
| 18 Nov | 65.53 | 3.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 63.41 | 3.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 63.62 | 3.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 66.24 | 3.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 66.56 | 3.55 | 0.00 | 0.61 | 0 | 0 | 0 |
| 8 Nov | 65.63 | 3.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 66.52 | 3.55 | 0.00 | 0.63 | 0 | 0 | 0 |
| 6 Nov | 66.89 | 3.55 | 0.00 | 1.29 | 0 | 0 | 0 |
| 5 Nov | 66.31 | 3.55 | 0.00 | 0.50 | 0 | 0 | 0 |
| 4 Nov | 65.83 | 3.55 | 3.55 | - | 0 | 0 | 0 |
| 1 Nov | 67.15 | 0 | 1.42 | 0 | 0 | 0 | |
For Idfc First Bank Limited - strike price 67 expiring on 26DEC2024
Delta for 67 PE is -0.60
Historical price for 67 PE is as follows
On 3 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 2.75, which was -0.40 lower than the previous day. The implied volatity was 29.61, the open interest changed by 6 which increased total open position to 140
On 2 Dec IDFCFIRSTB was trading at 64.39. The strike last trading price was 3.15, which was -0.20 lower than the previous day. The implied volatity was 28.01, the open interest changed by 11 which increased total open position to 134
On 29 Nov IDFCFIRSTB was trading at 64.08. The strike last trading price was 3.35, which was 0.15 higher than the previous day. The implied volatity was 25.75, the open interest changed by 23 which increased total open position to 122
On 28 Nov IDFCFIRSTB was trading at 64.26. The strike last trading price was 3.2, which was -0.30 lower than the previous day. The implied volatity was 26.95, the open interest changed by 67 which increased total open position to 99
On 27 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 3.5, which was 0.50 higher than the previous day. The implied volatity was 29.97, the open interest changed by 10 which increased total open position to 24
On 26 Nov IDFCFIRSTB was trading at 65.14. The strike last trading price was 3, which was -0.45 lower than the previous day. The implied volatity was 29.50, the open interest changed by 1 which increased total open position to 13
On 25 Nov IDFCFIRSTB was trading at 64.65. The strike last trading price was 3.45, which was -0.25 lower than the previous day. The implied volatity was 33.22, the open interest changed by 8 which increased total open position to 11
On 22 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 3.7, which was 0.55 higher than the previous day. The implied volatity was 30.78, the open interest changed by 1 which increased total open position to 4
On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 3.15, which was 0.00 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 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 3.15, which was 0.00 lower than the previous day. The implied volatity was 25.29, the open interest changed by 3 which increased total open position to 2
On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 3.15, which was -0.40 lower than the previous day. The implied volatity was 25.29, the open interest changed by 2 which increased total open position to 2
On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 3.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 3.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 3.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 3.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 3.55, which was 0.00 lower than the previous day. The implied volatity was 0.61, the open interest changed by 0 which decreased total open position to 0
On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 3.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 3.55, which was 0.00 lower than the previous day. The implied volatity was 0.63, the open interest changed by 0 which decreased total open position to 0
On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 3.55, which was 0.00 lower than the previous day. The implied volatity was 1.29, the open interest changed by 0 which decreased total open position to 0
On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 3.55, which was 0.00 lower than the previous day. The implied volatity was 0.50, the open interest changed by 0 which decreased total open position to 0
On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 3.55, which was 3.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 1.42, the open interest changed by 0 which decreased total open position to 0
