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[--[65.84.65.76]--]
IDFCFIRSTB
Idfc First Bank Limited

65.2 0.81 (1.26%)

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Historical option data for IDFCFIRSTB

03 Dec 2024 04:11 PM IST
IDFCFIRSTB 26DEC2024 68 CE
Delta: 0.29
Vega: 0.06
Theta: -0.04
Gamma: 0.08
Date Close Ltp Change IV Volume Change OI OI
3 Dec 65.20 0.75 0.10 25.48 742 94 938
2 Dec 64.39 0.65 0.05 26.76 515 177 844
29 Nov 64.08 0.6 -0.25 25.92 678 182 669
28 Nov 64.26 0.85 0.05 28.10 531 114 425
27 Nov 64.15 0.8 -0.25 27.17 329 92 311
26 Nov 65.14 1.05 -0.15 26.84 171 66 216
25 Nov 64.65 1.2 0.00 29.77 165 80 150
22 Nov 64.15 1.2 0.30 30.92 73 10 80
21 Nov 62.94 0.9 -0.25 31.14 75 25 69
20 Nov 64.62 1.15 0.00 27.99 38 12 45
19 Nov 64.62 1.15 -0.35 27.99 38 13 45
18 Nov 65.53 1.5 0.45 26.47 26 9 32
14 Nov 63.41 1.05 -0.30 28.09 27 5 23
13 Nov 63.62 1.35 -0.65 28.39 15 11 17
12 Nov 66.24 2 0.00 27.50 1 0 5
11 Nov 66.56 2 -0.15 24.77 2 0 5
8 Nov 65.63 2.15 -0.50 29.39 6 3 4
7 Nov 66.52 2.65 1.40 30.60 1 0 1
6 Nov 66.89 1.25 -7.90 13.00 1 0 0
5 Nov 66.31 9.15 0.00 1.09 0 0 0
4 Nov 65.83 9.15 0.00 2.09 0 0 0
1 Nov 67.15 9.15 0.00 - 0 0 0
31 Oct 65.93 9.15 0.00 - 0 0 0
30 Oct 68.79 9.15 0.00 - 0 0 0
29 Oct 67.60 9.15 0.00 - 0 0 0
28 Oct 67.13 9.15 0.00 - 0 0 0
25 Oct 65.50 9.15 0.00 - 0 0 0
24 Oct 68.05 9.15 0.00 - 0 0 0
23 Oct 66.58 9.15 0.00 - 0 0 0
22 Oct 68.32 9.15 0.00 - 0 0 0
21 Oct 70.40 9.15 0.00 - 0 0 0
18 Oct 71.57 9.15 0.00 - 0 0 0
17 Oct 71.74 9.15 0.00 - 0 0 0
16 Oct 72.22 9.15 0.00 - 0 0 0
15 Oct 72.74 9.15 0.00 - 0 0 0
14 Oct 72.94 9.15 0.00 - 0 0 0
11 Oct 72.37 9.15 0.00 - 0 0 0
10 Oct 73.14 9.15 0.00 - 0 0 0
9 Oct 72.39 9.15 0.00 - 0 0 0
8 Oct 73.13 9.15 0.00 - 0 0 0
4 Oct 71.83 9.15 0.00 - 0 0 0
3 Oct 71.98 9.15 - 0 0 0


For Idfc First Bank Limited - strike price 68 expiring on 26DEC2024

Delta for 68 CE is 0.29

Historical price for 68 CE is as follows

On 3 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 0.75, which was 0.10 higher than the previous day. The implied volatity was 25.48, the open interest changed by 94 which increased total open position to 938


On 2 Dec IDFCFIRSTB was trading at 64.39. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 26.76, the open interest changed by 177 which increased total open position to 844


On 29 Nov IDFCFIRSTB was trading at 64.08. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 25.92, the open interest changed by 182 which increased total open position to 669


On 28 Nov IDFCFIRSTB was trading at 64.26. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 28.10, the open interest changed by 114 which increased total open position to 425


On 27 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 27.17, the open interest changed by 92 which increased total open position to 311


On 26 Nov IDFCFIRSTB was trading at 65.14. The strike last trading price was 1.05, which was -0.15 lower than the previous day. The implied volatity was 26.84, the open interest changed by 66 which increased total open position to 216


On 25 Nov IDFCFIRSTB was trading at 64.65. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 29.77, the open interest changed by 80 which increased total open position to 150


On 22 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 1.2, which was 0.30 higher than the previous day. The implied volatity was 30.92, the open interest changed by 10 which increased total open position to 80


On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 31.14, the open interest changed by 25 which increased total open position to 69


On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was 27.99, the open interest changed by 12 which increased total open position to 45


On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 1.15, which was -0.35 lower than the previous day. The implied volatity was 27.99, the open interest changed by 13 which increased total open position to 45


On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 1.5, which was 0.45 higher than the previous day. The implied volatity was 26.47, the open interest changed by 9 which increased total open position to 32


On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 1.05, which was -0.30 lower than the previous day. The implied volatity was 28.09, the open interest changed by 5 which increased total open position to 23


On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 1.35, which was -0.65 lower than the previous day. The implied volatity was 28.39, the open interest changed by 11 which increased total open position to 17


On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 27.50, the open interest changed by 0 which decreased total open position to 5


On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 2, which was -0.15 lower than the previous day. The implied volatity was 24.77, the open interest changed by 0 which decreased total open position to 5


On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 2.15, which was -0.50 lower than the previous day. The implied volatity was 29.39, the open interest changed by 3 which increased total open position to 4


On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 2.65, which was 1.40 higher than the previous day. The implied volatity was 30.60, the open interest changed by 0 which decreased total open position to 1


On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 1.25, which was -7.90 lower than the previous day. The implied volatity was 13.00, 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 9.15, which was 0.00 lower than the previous day. The implied volatity was 1.09, 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 9.15, which was 0.00 lower than the previous day. The implied volatity was 2.09, 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 9.15, 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 31 Oct IDFCFIRSTB was trading at 65.93. The strike last trading price was 9.15, 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 Oct IDFCFIRSTB was trading at 68.79. The strike last trading price was 9.15, 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 9.15, 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 9.15, 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 9.15, 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 Oct IDFCFIRSTB was trading at 68.05. The strike last trading price was 9.15, 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 23 Oct IDFCFIRSTB was trading at 66.58. The strike last trading price was 9.15, 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 9.15, 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 9.15, 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 9.15, 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 9.15, 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 9.15, 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 9.15, 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 9.15, 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 9.15, 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 9.15, 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 9.15, 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 9.15, 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 9.15, 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 9.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


IDFCFIRSTB 26DEC2024 68 PE
Delta: -0.67
Vega: 0.06
Theta: -0.03
Gamma: 0.07
Date Close Ltp Change IV Volume Change OI OI
3 Dec 65.20 3.5 -0.35 31.11 67 10 249
2 Dec 64.39 3.85 -0.25 27.62 78 43 241
29 Nov 64.08 4.1 0.20 25.76 127 98 198
28 Nov 64.26 3.9 -0.30 26.75 14 11 100
27 Nov 64.15 4.2 0.40 30.22 48 24 89
26 Nov 65.14 3.8 -0.15 31.74 46 35 65
25 Nov 64.65 3.95 -0.35 31.14 8 9 31
22 Nov 64.15 4.3 -1.35 29.63 6 3 25
21 Nov 62.94 5.65 1.15 36.78 3 0 21
20 Nov 64.62 4.5 0.00 33.14 23 8 21
19 Nov 64.62 4.5 0.75 33.14 23 8 21
18 Nov 65.53 3.75 0.65 32.73 3 1 12
14 Nov 63.41 3.1 0.00 0.00 0 0 0
13 Nov 63.62 3.1 0.00 0.00 0 0 0
12 Nov 66.24 3.1 0.00 0.00 0 1 0
11 Nov 66.56 3.1 0.05 29.48 1 0 10
8 Nov 65.63 3.05 0.00 0.00 0 5 0
7 Nov 66.52 3.05 0.05 27.47 8 5 10
6 Nov 66.89 3 -2.00 29.94 3 2 4
5 Nov 66.31 5 0.00 0.00 0 0 0
4 Nov 65.83 5 0.00 0.00 0 0 0
1 Nov 67.15 5 0.00 0.00 0 0 0
31 Oct 65.93 5 0.00 - 0 0 0
30 Oct 68.79 5 0.00 - 0 0 2
29 Oct 67.60 5 0.00 - 0 0 2
28 Oct 67.13 5 0.00 - 0 2 2
25 Oct 65.50 5 0.00 - 0 0 0
24 Oct 68.05 5 0.00 - 0 1 0
23 Oct 66.58 5 2.50 - 1 0 1
22 Oct 68.32 2.5 0.00 - 0 0 1
21 Oct 70.40 2.5 0.00 - 0 0 1
18 Oct 71.57 2.5 0.00 - 0 0 1
17 Oct 71.74 2.5 0.00 - 0 0 1
16 Oct 72.22 2.5 0.00 - 0 0 1
15 Oct 72.74 2.5 0.00 - 0 0 1
14 Oct 72.94 2.5 0.00 - 0 0 1
11 Oct 72.37 2.5 0.00 - 0 0 1
10 Oct 73.14 2.5 0.00 - 0 0 1
9 Oct 72.39 2.5 0.00 - 0 0 1
8 Oct 73.13 2.5 0.00 - 0 0 1
4 Oct 71.83 2.5 0.00 - 0 1 0
3 Oct 71.98 2.5 - 1 0 0


For Idfc First Bank Limited - strike price 68 expiring on 26DEC2024

Delta for 68 PE is -0.67

Historical price for 68 PE is as follows

On 3 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 3.5, which was -0.35 lower than the previous day. The implied volatity was 31.11, the open interest changed by 10 which increased total open position to 249


On 2 Dec IDFCFIRSTB was trading at 64.39. The strike last trading price was 3.85, which was -0.25 lower than the previous day. The implied volatity was 27.62, the open interest changed by 43 which increased total open position to 241


On 29 Nov IDFCFIRSTB was trading at 64.08. The strike last trading price was 4.1, which was 0.20 higher than the previous day. The implied volatity was 25.76, the open interest changed by 98 which increased total open position to 198


On 28 Nov IDFCFIRSTB was trading at 64.26. The strike last trading price was 3.9, which was -0.30 lower than the previous day. The implied volatity was 26.75, the open interest changed by 11 which increased total open position to 100


On 27 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 4.2, which was 0.40 higher than the previous day. The implied volatity was 30.22, the open interest changed by 24 which increased total open position to 89


On 26 Nov IDFCFIRSTB was trading at 65.14. The strike last trading price was 3.8, which was -0.15 lower than the previous day. The implied volatity was 31.74, the open interest changed by 35 which increased total open position to 65


On 25 Nov IDFCFIRSTB was trading at 64.65. The strike last trading price was 3.95, which was -0.35 lower than the previous day. The implied volatity was 31.14, the open interest changed by 9 which increased total open position to 31


On 22 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 4.3, which was -1.35 lower than the previous day. The implied volatity was 29.63, the open interest changed by 3 which increased total open position to 25


On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 5.65, which was 1.15 higher than the previous day. The implied volatity was 36.78, the open interest changed by 0 which decreased total open position to 21


On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 4.5, which was 0.00 lower than the previous day. The implied volatity was 33.14, the open interest changed by 8 which increased total open position to 21


On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 4.5, which was 0.75 higher than the previous day. The implied volatity was 33.14, the open interest changed by 8 which increased total open position to 21


On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 3.75, which was 0.65 higher than the previous day. The implied volatity was 32.73, the open interest changed by 1 which increased total open position to 12


On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 3.1, which was 0.00 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 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 3.1, which was 0.00 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 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 3.1, which was 0.00 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 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 3.1, which was 0.05 higher than the previous day. The implied volatity was 29.48, the open interest changed by 0 which decreased total open position to 10


On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 3.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 3.05, which was 0.05 higher than the previous day. The implied volatity was 27.47, the open interest changed by 5 which increased total open position to 10


On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 3, which was -2.00 lower than the previous day. The implied volatity was 29.94, the open interest changed by 2 which increased total open position to 4


On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 5, which was 0.00 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 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 5, which was 0.00 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 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 5, which was 0.00 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 31 Oct IDFCFIRSTB was trading at 65.93. The strike last trading price was 5, 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 Oct IDFCFIRSTB was trading at 68.79. The strike last trading price was 5, 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, 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, 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, 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 Oct IDFCFIRSTB was trading at 68.05. The strike last trading price was 5, 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 23 Oct IDFCFIRSTB was trading at 66.58. The strike last trading price was 5, which was 2.50 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 2.5, 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 2.5, 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 2.5, 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 2.5, 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 2.5, 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 2.5, 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 2.5, 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 2.5, 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 2.5, 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 2.5, 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 2.5, 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 2.5, 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 2.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to