IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
14 Nov 2024 04:11 PM IST
| IDFCFIRSTB 28NOV2024 68 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.03
Theta: -0.03
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 63.41 | 0.25 | -0.10 | 29.54 | 3,052 | -846 | 1,054 | |||
| 13 Nov | 63.62 | 0.35 | -0.35 | 27.67 | 8,333 | 1,105 | 1,922 | |||
| 12 Nov | 66.24 | 0.7 | -0.10 | 24.61 | 1,584 | 115 | 819 | |||
| 11 Nov | 66.56 | 0.8 | 0.05 | 22.64 | 1,135 | 90 | 704 | |||
| 8 Nov | 65.63 | 0.75 | -0.45 | 24.77 | 925 | 69 | 617 | |||
| 7 Nov | 66.52 | 1.2 | -0.25 | 26.74 | 1,193 | 144 | 548 | |||
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| 6 Nov | 66.89 | 1.45 | -0.05 | 26.25 | 765 | 7 | 397 | |||
| 5 Nov | 66.31 | 1.5 | -0.05 | 30.76 | 981 | 61 | 389 | |||
| 4 Nov | 65.83 | 1.55 | -0.60 | 34.92 | 696 | 154 | 331 | |||
| 1 Nov | 67.15 | 2.15 | -0.15 | 30.57 | 212 | 65 | 176 | |||
| 31 Oct | 65.93 | 2.3 | -0.70 | - | 50 | 7 | 112 | |||
| 30 Oct | 68.79 | 3 | 1.00 | - | 9 | -4 | 105 | |||
| 29 Oct | 67.60 | 2 | -0.20 | - | 1 | 0 | 110 | |||
| 28 Oct | 67.13 | 2.2 | 0.05 | - | 22 | -12 | 110 | |||
| 25 Oct | 65.50 | 2.15 | -0.40 | - | 157 | 64 | 122 | |||
| 24 Oct | 68.05 | 2.55 | 0.25 | - | 87 | 35 | 57 | |||
| 23 Oct | 66.58 | 2.3 | -6.35 | - | 34 | 22 | 22 | |||
| 22 Oct | 68.32 | 8.65 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 70.40 | 8.65 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 71.57 | 8.65 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 71.74 | 8.65 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 72.22 | 8.65 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 72.74 | 8.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 72.94 | 8.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 72.37 | 8.65 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 73.14 | 8.65 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 72.39 | 8.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 73.13 | 8.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 72.22 | 8.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 71.83 | 8.65 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 71.98 | 8.65 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 73.44 | 8.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 74.35 | 8.65 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 74.19 | 8.65 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Sept | 74.03 | 8.65 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Sept | 73.02 | 8.65 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 73.68 | 8.65 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 72.83 | 8.65 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 73.82 | 8.65 | - | 0 | 0 | 0 | ||||
For Idfc First Bank Limited - strike price 68 expiring on 28NOV2024
Delta for 68 CE is 0.14
Historical price for 68 CE is as follows
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 29.54, the open interest changed by -846 which decreased total open position to 1054
On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 0.35, which was -0.35 lower than the previous day. The implied volatity was 27.67, the open interest changed by 1105 which increased total open position to 1922
On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was 24.61, the open interest changed by 115 which increased total open position to 819
On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 22.64, the open interest changed by 90 which increased total open position to 704
On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 0.75, which was -0.45 lower than the previous day. The implied volatity was 24.77, the open interest changed by 69 which increased total open position to 617
On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 1.2, which was -0.25 lower than the previous day. The implied volatity was 26.74, the open interest changed by 144 which increased total open position to 548
On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 1.45, which was -0.05 lower than the previous day. The implied volatity was 26.25, the open interest changed by 7 which increased total open position to 397
On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 1.5, which was -0.05 lower than the previous day. The implied volatity was 30.76, the open interest changed by 61 which increased total open position to 389
On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 1.55, which was -0.60 lower than the previous day. The implied volatity was 34.92, the open interest changed by 154 which increased total open position to 331
On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 2.15, which was -0.15 lower than the previous day. The implied volatity was 30.57, the open interest changed by 65 which increased total open position to 176
On 31 Oct IDFCFIRSTB was trading at 65.93. The strike last trading price was 2.3, 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 30 Oct IDFCFIRSTB was trading at 68.79. The strike last trading price was 3, which was 1.00 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 2, which was -0.20 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 2.2, 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 25 Oct IDFCFIRSTB was trading at 65.50. The strike last trading price was 2.15, 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 24 Oct IDFCFIRSTB was trading at 68.05. The strike last trading price was 2.55, which was 0.25 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 2.3, which was -6.35 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 8.65, 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 8.65, 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 8.65, 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 8.65, 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 8.65, 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 8.65, 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 8.65, 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 8.65, 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 8.65, 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 8.65, 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 8.65, 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 8.65, 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 8.65, 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 8.65, 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 8.65, 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 8.65, 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 8.65, 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 8.65, 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 8.65, 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 8.65, 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 20 Sept IDFCFIRSTB was trading at 72.83. The strike last trading price was 8.65, 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 8.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IDFCFIRSTB 28NOV2024 68 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 0.03
Theta: -0.03
Gamma: 0.06
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 63.41 | 4.7 | 0.85 | 36.07 | 194 | -24 | 461 |
| 13 Nov | 63.62 | 3.85 | 1.20 | 29.07 | 553 | -33 | 485 |
| 12 Nov | 66.24 | 2.65 | 0.30 | 30.27 | 266 | -1 | 518 |
| 11 Nov | 66.56 | 2.35 | -0.60 | 29.31 | 257 | 14 | 521 |
| 8 Nov | 65.63 | 2.95 | 0.30 | 28.77 | 203 | 14 | 508 |
| 7 Nov | 66.52 | 2.65 | 0.55 | 31.55 | 589 | -4 | 494 |
| 6 Nov | 66.89 | 2.1 | -0.80 | 27.15 | 562 | 218 | 498 |
| 5 Nov | 66.31 | 2.9 | -0.65 | 33.18 | 202 | 52 | 280 |
| 4 Nov | 65.83 | 3.55 | 0.95 | 36.54 | 363 | 45 | 229 |
| 1 Nov | 67.15 | 2.6 | -1.35 | 34.53 | 102 | 34 | 185 |
| 31 Oct | 65.93 | 3.95 | 1.70 | - | 39 | 28 | 151 |
| 30 Oct | 68.79 | 2.25 | -0.65 | - | 4 | -2 | 125 |
| 29 Oct | 67.60 | 2.9 | -0.25 | - | 1 | 0 | 126 |
| 28 Oct | 67.13 | 3.15 | -3.15 | - | 6 | -5 | 126 |
| 25 Oct | 65.50 | 6.3 | 2.95 | - | 43 | 3 | 131 |
| 24 Oct | 68.05 | 3.35 | -0.35 | - | 46 | 17 | 128 |
| 23 Oct | 66.58 | 3.7 | 1.35 | - | 120 | 15 | 108 |
| 22 Oct | 68.32 | 2.35 | 1.00 | - | 1 | 0 | 94 |
| 21 Oct | 70.40 | 1.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 71.57 | 1.35 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 71.74 | 1.35 | 0.00 | - | 0 | -1 | 0 |
| 16 Oct | 72.22 | 1.35 | 0.00 | - | 1 | 0 | 95 |
| 15 Oct | 72.74 | 1.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 72.94 | 1.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 72.37 | 1.35 | 0.00 | - | 0 | -1 | 0 |
| 10 Oct | 73.14 | 1.35 | -0.45 | - | 1 | 0 | 96 |
| 9 Oct | 72.39 | 1.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 73.13 | 1.8 | 0.00 | - | 0 | 11 | 0 |
| 7 Oct | 72.22 | 1.8 | -0.20 | - | 24 | 13 | 98 |
| 4 Oct | 71.83 | 2 | 0.00 | - | 1 | 0 | 84 |
| 3 Oct | 71.98 | 2 | 0.65 | - | 57 | 37 | 84 |
| 1 Oct | 73.44 | 1.35 | 0.15 | - | 21 | 15 | 47 |
| 30 Sept | 74.35 | 1.2 | 0.00 | - | 10 | 6 | 32 |
| 27 Sept | 74.19 | 1.2 | -0.45 | - | 14 | 12 | 25 |
| 26 Sept | 74.03 | 1.65 | 0.00 | - | 0 | 11 | 0 |
| 25 Sept | 73.02 | 1.65 | -0.45 | - | 12 | 9 | 11 |
| 24 Sept | 73.68 | 2.1 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 72.83 | 2.1 | -0.10 | - | 2 | 1 | 1 |
| 19 Sept | 73.82 | 2.2 | - | 0 | 0 | 0 | |
For Idfc First Bank Limited - strike price 68 expiring on 28NOV2024
Delta for 68 PE is -0.81
Historical price for 68 PE is as follows
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 4.7, which was 0.85 higher than the previous day. The implied volatity was 36.07, the open interest changed by -24 which decreased total open position to 461
On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 3.85, which was 1.20 higher than the previous day. The implied volatity was 29.07, the open interest changed by -33 which decreased total open position to 485
On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 2.65, which was 0.30 higher than the previous day. The implied volatity was 30.27, the open interest changed by -1 which decreased total open position to 518
On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 2.35, which was -0.60 lower than the previous day. The implied volatity was 29.31, the open interest changed by 14 which increased total open position to 521
On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 2.95, which was 0.30 higher than the previous day. The implied volatity was 28.77, the open interest changed by 14 which increased total open position to 508
On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 2.65, which was 0.55 higher than the previous day. The implied volatity was 31.55, the open interest changed by -4 which decreased total open position to 494
On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 2.1, which was -0.80 lower than the previous day. The implied volatity was 27.15, the open interest changed by 218 which increased total open position to 498
On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 2.9, which was -0.65 lower than the previous day. The implied volatity was 33.18, the open interest changed by 52 which increased total open position to 280
On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 3.55, which was 0.95 higher than the previous day. The implied volatity was 36.54, the open interest changed by 45 which increased total open position to 229
On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 2.6, which was -1.35 lower than the previous day. The implied volatity was 34.53, the open interest changed by 34 which increased total open position to 185
On 31 Oct IDFCFIRSTB was trading at 65.93. The strike last trading price was 3.95, which was 1.70 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 2.25, which was -0.65 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 2.9, 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 28 Oct IDFCFIRSTB was trading at 67.13. The strike last trading price was 3.15, which was -3.15 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 6.3, which was 2.95 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 3.35, which was -0.35 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 3.7, 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 22 Oct IDFCFIRSTB was trading at 68.32. The strike last trading price was 2.35, which was 1.00 higher 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 -0.45 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 1.8, 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 1.8, 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 1.8, which was -0.20 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 2, 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 2, 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 1 Oct IDFCFIRSTB was trading at 73.44. The strike last trading price was 1.35, which was 0.15 higher 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 1.2, 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 1.2, which was -0.45 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 1.65, 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 1.65, which was -0.45 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 2.1, 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 20 Sept IDFCFIRSTB was trading at 72.83. The strike last trading price was 2.1, which was -0.10 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 2.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
