Historical option data for IDFCFIRSTB
25 May 2026 04:10 PM IST
| IDFCFIRSTB 26-May-2026 68 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.78
Vega: 0
Theta: -0.22
Gamma: 0.1566
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 May | 69.46 | 1.66 | 0.66 (66.00%) | 45.34 | 286 | -108 | 411 | |||||||||
| 22 May | 68.88 | 1.31 | 0.31 (31.00%) | 23.66 | 686 | -114 | 521 | |||||||||
| 21 May | 68.30 | 1.14 | 0.14 (14.00%) | 27.57 | 783 | -119 | 636 | |||||||||
| 20 May | 68.21 | 1.32 | 0.32 (32.00%) | 30.88 | 1,562 | -32 | 753 | |||||||||
| 19 May | 67.81 | 1.17 | 0.17 (17.00%) | 32.09 | 858 | 22 | 782 | |||||||||
| 18 May | 67.59 | 1.33 | 0.33 (33.00%) | 34.51 | 1,074 | -15 | 759 | |||||||||
| 15 May | 67.65 | 1.48 | -0.52 (-26.00%) | 33.47 | 2,757 | 227 | 774 | |||||||||
| 14 May | 68.54 | 2.22 | 0.22 (11.00%) | 37.36 | 1,672 | 74 | 547 | |||||||||
| 13 May | 68.30 | 1.99 | -0.01 (-0.50%) | 0 | 596 | -19 | 472 | |||||||||
| 12 May | 67.68 | 1.83 | -1.17 (-39.00%) | 0 | 606 | 68 | 490 | |||||||||
| 11 May | 69.22 | 2.72 | -1.28 (-32.00%) | 0 | 146 | 13 | 422 | |||||||||
| 8 May | 71.27 | 4.23 | 0.52 (14.02%) | 33.37 | 148 | 0 | 409 | |||||||||
| 7 May | 70.39 | 4.03 | 0.79 (24.38%) | 33.23 | 159 | -12 | 409 | |||||||||
| 6 May | 69.59 | 3.22 | 0.52 (19.26%) | 33.79 | 312 | -23 | 421 | |||||||||
| 5 May | 68.75 | 2.74 | -0.55 (-16.72%) | 33.31 | 255 | 48 | 445 | |||||||||
| 4 May | 69.59 | 3.32 | -0.17 (-4.87%) | 33.2 | 205 | -14 | 396 | |||||||||
| 30 Apr | 69.64 | 3.52 | -0.15 (-4.09%) | 31.12 | 283 | -2 | 408 | |||||||||
| 29 Apr | 70.15 | 3.61 | 0.64 (21.55%) | 29.23 | 460 | -42 | 410 | |||||||||
| 28 Apr | 68.71 | 3.03 | -1.17 (-27.86%) | 30.9 | 312 | 101 | 451 | |||||||||
| 27 Apr | 70.27 | 4.19 | 1.3 (44.98%) | 33.4 | 557 | 149 | 349 | |||||||||
| 24 Apr | 67.23 | 2.87 | -0.33 (-10.31%) | 38.29 | 177 | 65 | 200 | |||||||||
| 23 Apr | 67.83 | 3.2 | -0.45 (-12.33%) | 37.89 | 79 | 32 | 135 | |||||||||
| 22 Apr | 68.38 | 3.65 | 0.22 (6.41%) | 39.88 | 103 | -24 | 104 | |||||||||
| 21 Apr | 67.94 | 3.52 | 0.12 (3.53%) | 37.83 | 112 | 70 | 128 | |||||||||
| 20 Apr | 67.50 | 3.33 | -0.56 (-14.40%) | 40.79 | 33 | 12 | 56 | |||||||||
| 17 Apr | 68.53 | 3.79 | 0.32 (9.22%) | 37.78 | 62 | 28 | 43 | |||||||||
| 16 Apr | 67.82 | 3.48 | 0.31 (9.78%) | 38.01 | 19 | 7 | 12 | |||||||||
| 15 Apr | 66.91 | 3.17 | 0.32 (11.23%) | 38.57 | 5 | 3 | 5 | |||||||||
| 13 Apr | 64.86 | 2.85 | -0.5 (-14.93%) | 37.19 | 0 | 0 | 2 | |||||||||
| 10 Apr | 66.21 | 2.85 | 0.5 (21.28%) | 37.19 | 2 | 0 | 1 | |||||||||
| 9 Apr | 65.28 | 2.35 | -5.32 (-69.36%) | - | 0 | 0 | 1 | |||||||||
| 8 Apr | 65.87 | 2.35 | -5.32 (-69.36%) | 29.21 | 1 | 0 | 0 | |||||||||
| 7 Apr | 61.19 | 7.67 | 0 (0.00%) | 7.87 | 0 | 0 | 0 | |||||||||
| 6 Apr | 61.08 | 7.67 | 0 (0.00%) | 7.72 | 0 | 0 | 0 | |||||||||
| 2 Apr | 60.22 | 7.67 | 0 (0.00%) | 8.26 | 0 | 0 | 0 | |||||||||
| 1 Apr | 60.18 | 7.67 | 0 (0.00%) | 8.48 | 0 | 0 | 0 | |||||||||
| 30 Mar | 58.85 | 7.67 | 0 (0.00%) | 10.69 | 0 | 0 | 0 | |||||||||
| 27 Mar | 61.87 | 7.67 | 0 (0.00%) | 6.44 | 0 | 0 | 0 | |||||||||
| 25 Mar | 63.24 | 7.67 | 0 (0.00%) | 4.25 | 0 | 0 | 0 | |||||||||
| 24 Mar | 62.09 | 7.67 | 0 (0.00%) | 6.25 | 0 | 0 | 0 | |||||||||
| 23 Mar | 60.24 | 7.67 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 62.95 | 7.67 | 0 (0.00%) | 3.91 | 0 | 0 | 0 | |||||||||
| 19 Mar | 62.61 | 7.67 | 0 (0.00%) | 5.18 | 0 | 0 | 0 | |||||||||
| 18 Mar | 65.26 | 7.67 | 0 (0.00%) | 2.76 | 0 | 0 | 0 | |||||||||
| 17 Mar | 63.66 | 7.67 | 0 (0.00%) | 4.29 | 0 | 0 | 0 | |||||||||
| 16 Mar | 62.81 | 7.67 | 0 (0.00%) | 5.91 | 0 | 0 | 0 | |||||||||
| 13 Mar | 62.57 | 7.67 | 0 (0.00%) | 4.62 | 0 | 0 | 0 | |||||||||
| 12 Mar | 64.78 | 7.67 | 0 (0.00%) | 2.23 | 0 | 0 | 0 | |||||||||
| 11 Mar | 66.16 | 7.67 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 67.27 | 7.67 | 0 (0.00%) | 0.33 | 0 | 0 | 0 | |||||||||
| 9 Mar | 66.76 | 7.67 | 0 (0.00%) | 0.49 | 0 | 0 | 0 | |||||||||
| 6 Mar | 69.98 | 7.67 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 70.40 | 7.67 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 70.06 | 7.67 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 71.78 | 7.67 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 73.48 | 7.67 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Idfc First Bank Limited - strike price 68 expiring on 26MAY2026
Delta for 68 CE is 0.78
Historical price for 68 CE is as follows
On 25 May IDFCFIRSTB was trading at 69.46. The strike last trading price was 1.66, which was 0.66 higher than the previous day. The implied volatity was 45.34, the open interest changed by -108 which decreased total open position to 411
On 22 May IDFCFIRSTB was trading at 68.88. The strike last trading price was 1.31, which was 0.31 higher than the previous day. The implied volatity was 23.66, the open interest changed by -114 which decreased total open position to 521
On 21 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 1.14, which was 0.14 higher than the previous day. The implied volatity was 27.57, the open interest changed by -119 which decreased total open position to 636
On 20 May IDFCFIRSTB was trading at 68.21. The strike last trading price was 1.32, which was 0.32 higher than the previous day. The implied volatity was 30.88, the open interest changed by -32 which decreased total open position to 753
On 19 May IDFCFIRSTB was trading at 67.81. The strike last trading price was 1.17, which was 0.17 higher than the previous day. The implied volatity was 32.09, the open interest changed by 22 which increased total open position to 782
On 18 May IDFCFIRSTB was trading at 67.59. The strike last trading price was 1.33, which was 0.33 higher than the previous day. The implied volatity was 34.51, the open interest changed by -15 which decreased total open position to 759
On 15 May IDFCFIRSTB was trading at 67.65. The strike last trading price was 1.48, which was -0.52 lower than the previous day. The implied volatity was 33.47, the open interest changed by 227 which increased total open position to 774
On 14 May IDFCFIRSTB was trading at 68.54. The strike last trading price was 2.22, which was 0.22 higher than the previous day. The implied volatity was 37.36, the open interest changed by 74 which increased total open position to 547
On 13 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 1.99, which was -0.01 lower than the previous day. The implied volatity was 0, the open interest changed by -19 which decreased total open position to 472
On 12 May IDFCFIRSTB was trading at 67.68. The strike last trading price was 1.83, which was -1.17 lower than the previous day. The implied volatity was 0, the open interest changed by 68 which increased total open position to 490
On 11 May IDFCFIRSTB was trading at 69.22. The strike last trading price was 2.72, which was -1.28 lower than the previous day. The implied volatity was 0, the open interest changed by 13 which increased total open position to 422
On 8 May IDFCFIRSTB was trading at 71.27. The strike last trading price was 4.23, which was 0.52 higher than the previous day. The implied volatity was 33.37, the open interest changed by 0 which decreased total open position to 409
On 7 May IDFCFIRSTB was trading at 70.39. The strike last trading price was 4.03, which was 0.79 higher than the previous day. The implied volatity was 33.23, the open interest changed by -12 which decreased total open position to 409
On 6 May IDFCFIRSTB was trading at 69.59. The strike last trading price was 3.22, which was 0.52 higher than the previous day. The implied volatity was 33.79, the open interest changed by -23 which decreased total open position to 421
On 5 May IDFCFIRSTB was trading at 68.75. The strike last trading price was 2.74, which was -0.55 lower than the previous day. The implied volatity was 33.31, the open interest changed by 48 which increased total open position to 445
On 4 May IDFCFIRSTB was trading at 69.59. The strike last trading price was 3.32, which was -0.17 lower than the previous day. The implied volatity was 33.2, the open interest changed by -14 which decreased total open position to 396
On 30 Apr IDFCFIRSTB was trading at 69.64. The strike last trading price was 3.52, which was -0.15 lower than the previous day. The implied volatity was 31.12, the open interest changed by -2 which decreased total open position to 408
On 29 Apr IDFCFIRSTB was trading at 70.15. The strike last trading price was 3.61, which was 0.64 higher than the previous day. The implied volatity was 29.23, the open interest changed by -42 which decreased total open position to 410
On 28 Apr IDFCFIRSTB was trading at 68.71. The strike last trading price was 3.03, which was -1.17 lower than the previous day. The implied volatity was 30.9, the open interest changed by 101 which increased total open position to 451
On 27 Apr IDFCFIRSTB was trading at 70.27. The strike last trading price was 4.19, which was 1.3 higher than the previous day. The implied volatity was 33.4, the open interest changed by 149 which increased total open position to 349
On 24 Apr IDFCFIRSTB was trading at 67.23. The strike last trading price was 2.87, which was -0.33 lower than the previous day. The implied volatity was 38.29, the open interest changed by 65 which increased total open position to 200
On 23 Apr IDFCFIRSTB was trading at 67.83. The strike last trading price was 3.2, which was -0.45 lower than the previous day. The implied volatity was 37.89, the open interest changed by 32 which increased total open position to 135
On 22 Apr IDFCFIRSTB was trading at 68.38. The strike last trading price was 3.65, which was 0.22 higher than the previous day. The implied volatity was 39.88, the open interest changed by -24 which decreased total open position to 104
On 21 Apr IDFCFIRSTB was trading at 67.94. The strike last trading price was 3.52, which was 0.12 higher than the previous day. The implied volatity was 37.83, the open interest changed by 70 which increased total open position to 128
On 20 Apr IDFCFIRSTB was trading at 67.50. The strike last trading price was 3.33, which was -0.56 lower than the previous day. The implied volatity was 40.79, the open interest changed by 12 which increased total open position to 56
On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was 3.79, which was 0.32 higher than the previous day. The implied volatity was 37.78, the open interest changed by 28 which increased total open position to 43
On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was 3.48, which was 0.31 higher than the previous day. The implied volatity was 38.01, the open interest changed by 7 which increased total open position to 12
On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was 3.17, which was 0.32 higher than the previous day. The implied volatity was 38.57, the open interest changed by 3 which increased total open position to 5
On 13 Apr IDFCFIRSTB was trading at 64.86. The strike last trading price was 2.85, which was -0.5 lower than the previous day. The implied volatity was 37.19, the open interest changed by 0 which decreased total open position to 2
On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 2.85, which was 0.5 higher than the previous day. The implied volatity was 37.19, the open interest changed by 0 which decreased total open position to 1
On 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 2.35, which was -5.32 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Apr IDFCFIRSTB was trading at 65.87. The strike last trading price was 2.35, which was -5.32 lower than the previous day. The implied volatity was 29.21, the open interest changed by 0 which decreased total open position to 0
On 7 Apr IDFCFIRSTB was trading at 61.19. The strike last trading price was 7.67, which was 0 lower than the previous day. The implied volatity was 7.87, the open interest changed by 0 which decreased total open position to 0
On 6 Apr IDFCFIRSTB was trading at 61.08. The strike last trading price was 7.67, which was 0 lower than the previous day. The implied volatity was 7.72, the open interest changed by 0 which decreased total open position to 0
On 2 Apr IDFCFIRSTB was trading at 60.22. The strike last trading price was 7.67, which was 0 lower than the previous day. The implied volatity was 8.26, the open interest changed by 0 which decreased total open position to 0
On 1 Apr IDFCFIRSTB was trading at 60.18. The strike last trading price was 7.67, which was 0 lower than the previous day. The implied volatity was 8.48, the open interest changed by 0 which decreased total open position to 0
On 30 Mar IDFCFIRSTB was trading at 58.85. The strike last trading price was 7.67, which was 0 lower than the previous day. The implied volatity was 10.69, the open interest changed by 0 which decreased total open position to 0
On 27 Mar IDFCFIRSTB was trading at 61.87. The strike last trading price was 7.67, which was 0 lower than the previous day. The implied volatity was 6.44, the open interest changed by 0 which decreased total open position to 0
On 25 Mar IDFCFIRSTB was trading at 63.24. The strike last trading price was 7.67, which was 0 lower than the previous day. The implied volatity was 4.25, the open interest changed by 0 which decreased total open position to 0
On 24 Mar IDFCFIRSTB was trading at 62.09. The strike last trading price was 7.67, which was 0 lower than the previous day. The implied volatity was 6.25, the open interest changed by 0 which decreased total open position to 0
On 23 Mar IDFCFIRSTB was trading at 60.24. The strike last trading price was 7.67, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar IDFCFIRSTB was trading at 62.95. The strike last trading price was 7.67, which was 0 lower than the previous day. The implied volatity was 3.91, the open interest changed by 0 which decreased total open position to 0
On 19 Mar IDFCFIRSTB was trading at 62.61. The strike last trading price was 7.67, which was 0 lower than the previous day. The implied volatity was 5.18, the open interest changed by 0 which decreased total open position to 0
On 18 Mar IDFCFIRSTB was trading at 65.26. The strike last trading price was 7.67, which was 0 lower than the previous day. The implied volatity was 2.76, the open interest changed by 0 which decreased total open position to 0
On 17 Mar IDFCFIRSTB was trading at 63.66. The strike last trading price was 7.67, which was 0 lower than the previous day. The implied volatity was 4.29, the open interest changed by 0 which decreased total open position to 0
On 16 Mar IDFCFIRSTB was trading at 62.81. The strike last trading price was 7.67, which was 0 lower than the previous day. The implied volatity was 5.91, the open interest changed by 0 which decreased total open position to 0
On 13 Mar IDFCFIRSTB was trading at 62.57. The strike last trading price was 7.67, which was 0 lower than the previous day. The implied volatity was 4.62, the open interest changed by 0 which decreased total open position to 0
On 12 Mar IDFCFIRSTB was trading at 64.78. The strike last trading price was 7.67, which was 0 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0
On 11 Mar IDFCFIRSTB was trading at 66.16. The strike last trading price was 7.67, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar IDFCFIRSTB was trading at 67.27. The strike last trading price was 7.67, which was 0 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0
On 9 Mar IDFCFIRSTB was trading at 66.76. The strike last trading price was 7.67, which was 0 lower than the previous day. The implied volatity was 0.49, the open interest changed by 0 which decreased total open position to 0
On 6 Mar IDFCFIRSTB was trading at 69.98. The strike last trading price was 7.67, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar IDFCFIRSTB was trading at 70.40. The strike last trading price was 7.67, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar IDFCFIRSTB was trading at 70.06. The strike last trading price was 7.67, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Mar IDFCFIRSTB was trading at 71.78. The strike last trading price was 7.67, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb IDFCFIRSTB was trading at 73.48. The strike last trading price was 7.67, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| IDFCFIRSTB 26-May-2026 68 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 0
Theta: -0.06
Gamma: 0.13687
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 May | 69.46 | 0.05 | -0.27 (-84.38%) | 28.24 | 745 | -51 | 531 |
| 22 May | 68.88 | 0.24 | -0.63 (-72.41%) | 20.61 | 1,272 | -70 | 594 |
| 21 May | 68.30 | 0.86 | -0.12 (-12.24%) | 32.35 | 1,373 | -45 | 664 |
| 20 May | 68.21 | 0.99 | -0.28 (-22.05%) | 32.99 | 625 | -6 | 706 |
| 19 May | 67.81 | 1.34 | -0.18 (-11.84%) | 33.27 | 907 | 32 | 712 |
| 18 May | 67.59 | 1.4 | -0.19 (-11.95%) | 30.92 | 582 | -21 | 681 |
| 15 May | 67.65 | 1.6 | 0.36 (29.03%) | 31.51 | 3,049 | -47 | 702 |
| 14 May | 68.54 | 1.15 | -0.27 (-19.01%) | 29.17 | 2,122 | 126 | 753 |
| 13 May | 68.30 | 1.53 | -0.32 (-17.30%) | 0 | 1,396 | -143 | 627 |
| 12 May | 67.68 | 1.76 | 0.57 (47.90%) | 32.42 | 1,397 | 85 | 772 |
| 11 May | 69.22 | 1.2 | 0.57 (90.48%) | 0 | 665 | 2 | 687 |
| 8 May | 71.27 | 0.64 | -0.21 (-24.71%) | 30.25 | 922 | 42 | 684 |
| 7 May | 70.39 | 0.73 | -0.39 (-34.82%) | 29.95 | 921 | 61 | 662 |
| 6 May | 69.59 | 1.13 | -0.42 (-27.10%) | 29.47 | 771 | -25 | 601 |
| 5 May | 68.75 | 1.53 | 0.27 (21.43%) | 30.22 | 669 | 19 | 624 |
| 4 May | 69.59 | 1.22 | -0.17 (-12.23%) | 29.93 | 1,062 | 21 | 599 |
| 30 Apr | 69.64 | 1.32 | -0.01 (-0.75%) | 30.13 | 793 | -14 | 564 |
| 29 Apr | 70.15 | 1.32 | -0.52 (-28.26%) | 31.25 | 1,337 | 69 | 580 |
| 28 Apr | 68.71 | 1.75 | 0.42 (31.58%) | 30.63 | 458 | 63 | 506 |
| 27 Apr | 70.27 | 1.32 | -1.81 (-57.83%) | 31.42 | 723 | 292 | 449 |
| 24 Apr | 67.23 | 3.18 | 0.12 (3.92%) | 36.53 | 126 | 63 | 155 |
| 23 Apr | 67.83 | 3.06 | 0.3 (10.87%) | 38.64 | 57 | 31 | 93 |
| 22 Apr | 68.38 | 2.81 | -0.23 (-7.57%) | 37.59 | 75 | 10 | 63 |
| 21 Apr | 67.94 | 2.95 | -0.34 (-10.33%) | 38.68 | 47 | 29 | 52 |
| 20 Apr | 67.50 | 3.41 | 0.66 (24.00%) | 38.56 | 31 | 3 | 22 |
| 17 Apr | 68.53 | 2.75 | -0.77 (-21.88%) | 36.18 | 17 | 5 | 17 |
| 16 Apr | 67.82 | 3.52 | -0.14 (-3.83%) | 39.39 | 9 | 6 | 13 |
| 15 Apr | 66.91 | 3.68 | -0.97 (-20.86%) | 36.57 | 6 | 0 | 5 |
| 13 Apr | 64.86 | 4.65 | 4.65 | - | 0 | 0 | 5 |
| 10 Apr | 66.21 | 4.65 | 4.65 (-6.06%) | - | 0 | 0 | 5 |
| 9 Apr | 65.28 | 4.65 | -0.3 (-6.06%) | 37.34 | 1 | 0 | 4 |
| 8 Apr | 65.87 | 4.95 | -2.45 (-33.11%) | 46.46 | 8 | 3 | 4 |
| 7 Apr | 61.19 | 7.4 | 5.8 (362.50%) | - | 0 | 0 | 1 |
| 6 Apr | 61.08 | 7.4 | 5.8 (362.50%) | - | 0 | 0 | 1 |
| 2 Apr | 60.22 | 7.4 | 5.8 (362.50%) | - | 0 | 0 | 1 |
| 1 Apr | 60.18 | 7.4 | 5.8 (362.50%) | 28.77 | 1 | 0 | 1 |
| 30 Mar | 58.85 | 1.6 | -1.98 (-55.31%) | - | 0 | 0 | 1 |
| 27 Mar | 61.87 | 1.6 | -1.98 (-55.31%) | - | 0 | 0 | 1 |
| 25 Mar | 63.24 | 1.6 | -1.98 (-55.31%) | - | 0 | 0 | 1 |
| 24 Mar | 62.09 | 1.6 | -1.98 (-55.31%) | - | 0 | 0 | 1 |
| 23 Mar | 60.24 | 1.6 | -1.98 (-55.31%) | - | 0 | 0 | 1 |
| 20 Mar | 62.95 | 1.6 | -1.98 (-55.31%) | - | 0 | 0 | 1 |
| 19 Mar | 62.61 | 1.6 | -1.98 (-55.31%) | - | 1 | 0 | 0 |
| 18 Mar | 65.26 | 3.58 | 0 (0.00%) | - | 0 | 0 | 0 |
| 17 Mar | 63.66 | 3.58 | 0 (0.00%) | - | 0 | 0 | 0 |
| 16 Mar | 62.81 | 3.58 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 Mar | 62.57 | 3.58 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 Mar | 64.78 | 3.58 | 0 (0.00%) | - | 0 | 0 | 0 |
| 11 Mar | 66.16 | 3.58 | 0 (0.00%) | 0.09 | 0 | 0 | 0 |
| 10 Mar | 67.27 | 3.58 | 0 (0.00%) | 0.74 | 0 | 0 | 0 |
| 9 Mar | 66.76 | 3.58 | 0 (0.00%) | 0.33 | 0 | 0 | 0 |
| 6 Mar | 69.98 | 3.58 | 0 (0.00%) | 3.61 | 0 | 0 | 0 |
| 5 Mar | 70.40 | 3.58 | 0 (0.00%) | 3.61 | 0 | 0 | 0 |
| 4 Mar | 70.06 | 3.58 | 0 (0.00%) | 3.62 | 0 | 0 | 0 |
| 2 Mar | 71.78 | 3.58 | 0 (0.00%) | 5.93 | 0 | 0 | 0 |
| 27 Feb | 73.48 | 3.58 | 0 (0.00%) | 6.6 | 0 | 0 | 0 |
For Idfc First Bank Limited - strike price 68 expiring on 26MAY2026
Delta for 68 PE is -0.09
Historical price for 68 PE is as follows
On 25 May IDFCFIRSTB was trading at 69.46. The strike last trading price was 0.05, which was -0.27 lower than the previous day. The implied volatity was 28.24, the open interest changed by -51 which decreased total open position to 531
On 22 May IDFCFIRSTB was trading at 68.88. The strike last trading price was 0.24, which was -0.63 lower than the previous day. The implied volatity was 20.61, the open interest changed by -70 which decreased total open position to 594
On 21 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 0.86, which was -0.12 lower than the previous day. The implied volatity was 32.35, the open interest changed by -45 which decreased total open position to 664
On 20 May IDFCFIRSTB was trading at 68.21. The strike last trading price was 0.99, which was -0.28 lower than the previous day. The implied volatity was 32.99, the open interest changed by -6 which decreased total open position to 706
On 19 May IDFCFIRSTB was trading at 67.81. The strike last trading price was 1.34, which was -0.18 lower than the previous day. The implied volatity was 33.27, the open interest changed by 32 which increased total open position to 712
On 18 May IDFCFIRSTB was trading at 67.59. The strike last trading price was 1.4, which was -0.19 lower than the previous day. The implied volatity was 30.92, the open interest changed by -21 which decreased total open position to 681
On 15 May IDFCFIRSTB was trading at 67.65. The strike last trading price was 1.6, which was 0.36 higher than the previous day. The implied volatity was 31.51, the open interest changed by -47 which decreased total open position to 702
On 14 May IDFCFIRSTB was trading at 68.54. The strike last trading price was 1.15, which was -0.27 lower than the previous day. The implied volatity was 29.17, the open interest changed by 126 which increased total open position to 753
On 13 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 1.53, which was -0.32 lower than the previous day. The implied volatity was 0, the open interest changed by -143 which decreased total open position to 627
On 12 May IDFCFIRSTB was trading at 67.68. The strike last trading price was 1.76, which was 0.57 higher than the previous day. The implied volatity was 32.42, the open interest changed by 85 which increased total open position to 772
On 11 May IDFCFIRSTB was trading at 69.22. The strike last trading price was 1.2, which was 0.57 higher than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 687
On 8 May IDFCFIRSTB was trading at 71.27. The strike last trading price was 0.64, which was -0.21 lower than the previous day. The implied volatity was 30.25, the open interest changed by 42 which increased total open position to 684
On 7 May IDFCFIRSTB was trading at 70.39. The strike last trading price was 0.73, which was -0.39 lower than the previous day. The implied volatity was 29.95, the open interest changed by 61 which increased total open position to 662
On 6 May IDFCFIRSTB was trading at 69.59. The strike last trading price was 1.13, which was -0.42 lower than the previous day. The implied volatity was 29.47, the open interest changed by -25 which decreased total open position to 601
On 5 May IDFCFIRSTB was trading at 68.75. The strike last trading price was 1.53, which was 0.27 higher than the previous day. The implied volatity was 30.22, the open interest changed by 19 which increased total open position to 624
On 4 May IDFCFIRSTB was trading at 69.59. The strike last trading price was 1.22, which was -0.17 lower than the previous day. The implied volatity was 29.93, the open interest changed by 21 which increased total open position to 599
On 30 Apr IDFCFIRSTB was trading at 69.64. The strike last trading price was 1.32, which was -0.01 lower than the previous day. The implied volatity was 30.13, the open interest changed by -14 which decreased total open position to 564
On 29 Apr IDFCFIRSTB was trading at 70.15. The strike last trading price was 1.32, which was -0.52 lower than the previous day. The implied volatity was 31.25, the open interest changed by 69 which increased total open position to 580
On 28 Apr IDFCFIRSTB was trading at 68.71. The strike last trading price was 1.75, which was 0.42 higher than the previous day. The implied volatity was 30.63, the open interest changed by 63 which increased total open position to 506
On 27 Apr IDFCFIRSTB was trading at 70.27. The strike last trading price was 1.32, which was -1.81 lower than the previous day. The implied volatity was 31.42, the open interest changed by 292 which increased total open position to 449
On 24 Apr IDFCFIRSTB was trading at 67.23. The strike last trading price was 3.18, which was 0.12 higher than the previous day. The implied volatity was 36.53, the open interest changed by 63 which increased total open position to 155
On 23 Apr IDFCFIRSTB was trading at 67.83. The strike last trading price was 3.06, which was 0.3 higher than the previous day. The implied volatity was 38.64, the open interest changed by 31 which increased total open position to 93
On 22 Apr IDFCFIRSTB was trading at 68.38. The strike last trading price was 2.81, which was -0.23 lower than the previous day. The implied volatity was 37.59, the open interest changed by 10 which increased total open position to 63
On 21 Apr IDFCFIRSTB was trading at 67.94. The strike last trading price was 2.95, which was -0.34 lower than the previous day. The implied volatity was 38.68, the open interest changed by 29 which increased total open position to 52
On 20 Apr IDFCFIRSTB was trading at 67.50. The strike last trading price was 3.41, which was 0.66 higher than the previous day. The implied volatity was 38.56, the open interest changed by 3 which increased total open position to 22
On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was 2.75, which was -0.77 lower than the previous day. The implied volatity was 36.18, the open interest changed by 5 which increased total open position to 17
On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was 3.52, which was -0.14 lower than the previous day. The implied volatity was 39.39, the open interest changed by 6 which increased total open position to 13
On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was 3.68, which was -0.97 lower than the previous day. The implied volatity was 36.57, the open interest changed by 0 which decreased total open position to 5
On 13 Apr IDFCFIRSTB was trading at 64.86. The strike last trading price was 4.65, which was 4.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 4.65, which was 4.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 4.65, which was -0.3 lower than the previous day. The implied volatity was 37.34, the open interest changed by 0 which decreased total open position to 4
On 8 Apr IDFCFIRSTB was trading at 65.87. The strike last trading price was 4.95, which was -2.45 lower than the previous day. The implied volatity was 46.46, the open interest changed by 3 which increased total open position to 4
On 7 Apr IDFCFIRSTB was trading at 61.19. The strike last trading price was 7.4, which was 5.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Apr IDFCFIRSTB was trading at 61.08. The strike last trading price was 7.4, which was 5.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Apr IDFCFIRSTB was trading at 60.22. The strike last trading price was 7.4, which was 5.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Apr IDFCFIRSTB was trading at 60.18. The strike last trading price was 7.4, which was 5.8 higher than the previous day. The implied volatity was 28.77, the open interest changed by 0 which decreased total open position to 1
On 30 Mar IDFCFIRSTB was trading at 58.85. The strike last trading price was 1.6, which was -1.98 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Mar IDFCFIRSTB was trading at 61.87. The strike last trading price was 1.6, which was -1.98 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Mar IDFCFIRSTB was trading at 63.24. The strike last trading price was 1.6, which was -1.98 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Mar IDFCFIRSTB was trading at 62.09. The strike last trading price was 1.6, which was -1.98 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Mar IDFCFIRSTB was trading at 60.24. The strike last trading price was 1.6, which was -1.98 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Mar IDFCFIRSTB was trading at 62.95. The strike last trading price was 1.6, which was -1.98 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Mar IDFCFIRSTB was trading at 62.61. The strike last trading price was 1.6, which was -1.98 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar IDFCFIRSTB was trading at 65.26. The strike last trading price was 3.58, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar IDFCFIRSTB was trading at 63.66. The strike last trading price was 3.58, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Mar IDFCFIRSTB was trading at 62.81. The strike last trading price was 3.58, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar IDFCFIRSTB was trading at 62.57. The strike last trading price was 3.58, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar IDFCFIRSTB was trading at 64.78. The strike last trading price was 3.58, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar IDFCFIRSTB was trading at 66.16. The strike last trading price was 3.58, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
On 10 Mar IDFCFIRSTB was trading at 67.27. The strike last trading price was 3.58, which was 0 lower than the previous day. The implied volatity was 0.74, the open interest changed by 0 which decreased total open position to 0
On 9 Mar IDFCFIRSTB was trading at 66.76. The strike last trading price was 3.58, which was 0 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0
On 6 Mar IDFCFIRSTB was trading at 69.98. The strike last trading price was 3.58, which was 0 lower than the previous day. The implied volatity was 3.61, the open interest changed by 0 which decreased total open position to 0
On 5 Mar IDFCFIRSTB was trading at 70.40. The strike last trading price was 3.58, which was 0 lower than the previous day. The implied volatity was 3.61, the open interest changed by 0 which decreased total open position to 0
On 4 Mar IDFCFIRSTB was trading at 70.06. The strike last trading price was 3.58, which was 0 lower than the previous day. The implied volatity was 3.62, the open interest changed by 0 which decreased total open position to 0
On 2 Mar IDFCFIRSTB was trading at 71.78. The strike last trading price was 3.58, which was 0 lower than the previous day. The implied volatity was 5.93, the open interest changed by 0 which decreased total open position to 0
On 27 Feb IDFCFIRSTB was trading at 73.48. The strike last trading price was 3.58, which was 0 lower than the previous day. The implied volatity was 6.6, the open interest changed by 0 which decreased total open position to 0
