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

62.94 -1.68 (-2.60%)

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Historical option data for IDFCFIRSTB

21 Nov 2024 04:11 PM IST
IDFCFIRSTB 28NOV2024 68 CE
Delta: 0.07
Vega: 0.01
Theta: -0.03
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
21 Nov 62.94 0.1 -0.10 36.44 736 60 1,347
20 Nov 64.62 0.2 0.00 28.96 2,533 258 1,286
19 Nov 64.62 0.2 -0.20 28.96 2,533 257 1,286
18 Nov 65.53 0.4 0.15 27.41 3,300 -26 1,028
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
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 0.07

Historical price for 68 CE is as follows

On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 36.44, the open interest changed by 60 which increased total open position to 1347


On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 28.96, the open interest changed by 258 which increased total open position to 1286


On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 0.2, which was -0.20 lower than the previous day. The implied volatity was 28.96, the open interest changed by 257 which increased total open position to 1286


On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 0.4, which was 0.15 higher than the previous day. The implied volatity was 27.41, the open interest changed by -26 which decreased total open position to 1028


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: -0.87
Vega: 0.02
Theta: -0.04
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
21 Nov 62.94 5.15 1.40 46.31 71 -4 434
20 Nov 64.62 3.75 0.00 36.71 199 -4 439
19 Nov 64.62 3.75 0.85 36.71 199 -3 439
18 Nov 65.53 2.9 -1.80 34.38 122 -13 448
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 -0.87

Historical price for 68 PE is as follows

On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 5.15, which was 1.40 higher than the previous day. The implied volatity was 46.31, the open interest changed by -4 which decreased total open position to 434


On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 3.75, which was 0.00 lower than the previous day. The implied volatity was 36.71, the open interest changed by -4 which decreased total open position to 439


On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 3.75, which was 0.85 higher than the previous day. The implied volatity was 36.71, the open interest changed by -3 which decreased total open position to 439


On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 2.9, which was -1.80 lower than the previous day. The implied volatity was 34.38, the open interest changed by -13 which decreased total open position to 448


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