IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
11 Mar 2025 10:21 AM IST
| IDFCFIRSTB 27MAR2025 69 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.01
Theta: -0.01
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Mar | 55.31 | 0.05 | 0 | 49.74 | 1 | 0 | 71 | |||
| 10 Mar | 56.37 | 0.05 | 0 | 0.00 | 0 | -1 | 0 | |||
| 7 Mar | 57.34 | 0.05 | 0 | 38.78 | 2 | -1 | 71 | |||
| 6 Mar | 57.77 | 0.05 | 0 | 0.00 | 0 | -3 | 0 | |||
| 5 Mar | 57.95 | 0.05 | -0.05 | 34.89 | 3 | 0 | 75 | |||
| 4 Mar | 56.83 | 0.1 | 0 | 42.04 | 3 | 0 | 75 | |||
| 3 Mar | 57.69 | 0.1 | 0 | 0.00 | 0 | 1 | 0 | |||
|
|
||||||||||
| 28 Feb | 58.39 | 0.1 | -0.05 | 34.02 | 9 | 5 | 76 | |||
| 27 Feb | 59.22 | 0.15 | 0 | 34.33 | 15 | 0 | 71 | |||
| 26 Feb | 58.77 | 0.15 | -0.1 | 33.69 | 3 | 1 | 71 | |||
| 25 Feb | 58.81 | 0.15 | -0.1 | 33.69 | 3 | 1 | 71 | |||
| 24 Feb | 59.90 | 0.25 | -0.05 | 33.51 | 4 | 1 | 71 | |||
| 21 Feb | 60.63 | 0.3 | 0 | 31.52 | 101 | 62 | 69 | |||
| 20 Feb | 61.36 | 0.3 | 0.05 | 28.35 | 5 | 0 | 5 | |||
| 19 Feb | 59.99 | 0.25 | 0 | 30.75 | 2 | 1 | 5 | |||
| 18 Feb | 59.52 | 0.25 | -0.2 | 32.01 | 1 | 0 | 3 | |||
| 17 Feb | 61.50 | 0.45 | 0 | 0.00 | 0 | -1 | 0 | |||
| 14 Feb | 60.60 | 0.45 | 0 | 31.93 | 4 | -1 | 3 | |||
| 13 Feb | 61.49 | 0.45 | 0 | 0.00 | 0 | 3 | 0 | |||
| 12 Feb | 62.16 | 0.45 | -0.65 | 25.88 | 4 | 0 | 1 | |||
| 11 Feb | 61.64 | 1.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Feb | 62.91 | 1.1 | 0 | 0.00 | 0 | 1 | 0 | |||
| 7 Feb | 64.09 | 1.1 | 0 | 26.61 | 1 | 0 | 0 | |||
| 6 Feb | 63.73 | 1.1 | 0 | 5.60 | 0 | 0 | 0 | |||
| 5 Feb | 63.33 | 1.1 | 0 | 6.27 | 0 | 0 | 0 | |||
| 4 Feb | 62.12 | 1.1 | 0 | 7.62 | 0 | 0 | 0 | |||
| 3 Feb | 62.26 | 1.1 | 0 | 7.45 | 0 | 0 | 0 | |||
| 1 Feb | 61.95 | 1.1 | 0 | 7.47 | 0 | 0 | 0 | |||
For Idfc First Bank Limited - strike price 69 expiring on 27MAR2025
Delta for 69 CE is 0.02
Historical price for 69 CE is as follows
On 11 Mar IDFCFIRSTB was trading at 55.31. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 49.74, the open interest changed by 0 which decreased total open position to 71
On 10 Mar IDFCFIRSTB was trading at 56.37. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 7 Mar IDFCFIRSTB was trading at 57.34. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 38.78, the open interest changed by -1 which decreased total open position to 71
On 6 Mar IDFCFIRSTB was trading at 57.77. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 5 Mar IDFCFIRSTB was trading at 57.95. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 34.89, the open interest changed by 0 which decreased total open position to 75
On 4 Mar IDFCFIRSTB was trading at 56.83. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 42.04, the open interest changed by 0 which decreased total open position to 75
On 3 Mar IDFCFIRSTB was trading at 57.69. The strike last trading price was 0.1, which was 0 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 28 Feb IDFCFIRSTB was trading at 58.39. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 34.02, the open interest changed by 5 which increased total open position to 76
On 27 Feb IDFCFIRSTB was trading at 59.22. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 34.33, the open interest changed by 0 which decreased total open position to 71
On 26 Feb IDFCFIRSTB was trading at 58.77. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 33.69, the open interest changed by 1 which increased total open position to 71
On 25 Feb IDFCFIRSTB was trading at 58.81. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 33.69, the open interest changed by 1 which increased total open position to 71
On 24 Feb IDFCFIRSTB was trading at 59.90. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 33.51, the open interest changed by 1 which increased total open position to 71
On 21 Feb IDFCFIRSTB was trading at 60.63. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 31.52, the open interest changed by 62 which increased total open position to 69
On 20 Feb IDFCFIRSTB was trading at 61.36. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 28.35, the open interest changed by 0 which decreased total open position to 5
On 19 Feb IDFCFIRSTB was trading at 59.99. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 30.75, the open interest changed by 1 which increased total open position to 5
On 18 Feb IDFCFIRSTB was trading at 59.52. The strike last trading price was 0.25, which was -0.2 lower than the previous day. The implied volatity was 32.01, the open interest changed by 0 which decreased total open position to 3
On 17 Feb IDFCFIRSTB was trading at 61.50. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 14 Feb IDFCFIRSTB was trading at 60.60. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 31.93, the open interest changed by -1 which decreased total open position to 3
On 13 Feb IDFCFIRSTB was trading at 61.49. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 12 Feb IDFCFIRSTB was trading at 62.16. The strike last trading price was 0.45, which was -0.65 lower than the previous day. The implied volatity was 25.88, the open interest changed by 0 which decreased total open position to 1
On 11 Feb IDFCFIRSTB was trading at 61.64. The strike last trading price was 1.1, which was 0 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 10 Feb IDFCFIRSTB was trading at 62.91. The strike last trading price was 1.1, which was 0 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 7 Feb IDFCFIRSTB was trading at 64.09. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 26.61, the open interest changed by 0 which decreased total open position to 0
On 6 Feb IDFCFIRSTB was trading at 63.73. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 5.60, the open interest changed by 0 which decreased total open position to 0
On 5 Feb IDFCFIRSTB was trading at 63.33. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 6.27, the open interest changed by 0 which decreased total open position to 0
On 4 Feb IDFCFIRSTB was trading at 62.12. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 7.62, the open interest changed by 0 which decreased total open position to 0
On 3 Feb IDFCFIRSTB was trading at 62.26. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 7.45, the open interest changed by 0 which decreased total open position to 0
On 1 Feb IDFCFIRSTB was trading at 61.95. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 7.47, the open interest changed by 0 which decreased total open position to 0
| IDFCFIRSTB 27MAR2025 69 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Mar | 55.31 | 11.65 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 56.37 | 11.65 | 0.55 | - | 4 | 0 | 7 |
| 7 Mar | 57.34 | 11.1 | 0.4 | - | 4 | 0 | 7 |
| 6 Mar | 57.77 | 10.7 | -0.2 | - | 2 | 0 | 8 |
| 5 Mar | 57.95 | 10.9 | -0.85 | 50.38 | 2 | 0 | 8 |
| 4 Mar | 56.83 | 11.75 | 0.75 | 46.42 | 8 | -1 | 8 |
| 3 Mar | 57.69 | 11 | 0.85 | 46.69 | 4 | 0 | 8 |
| 28 Feb | 58.39 | 10.15 | 1.95 | 39.10 | 12 | 8 | 8 |
| 27 Feb | 59.22 | 8.2 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Feb | 58.77 | 8.2 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Feb | 58.81 | 8.2 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Feb | 59.90 | 8.2 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Feb | 60.63 | 8.2 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Feb | 61.36 | 8.2 | 0 | 0.00 | 0 | 1 | 0 |
| 19 Feb | 59.99 | 8.2 | -0.95 | - | 1 | 0 | 4 |
| 18 Feb | 59.52 | 9.15 | 2.65 | 30.55 | 1 | 0 | 3 |
| 17 Feb | 61.50 | 6.5 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Feb | 60.60 | 6.5 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Feb | 61.49 | 6.5 | 0 | 0.00 | 0 | 1 | 0 |
| 12 Feb | 62.16 | 6.5 | 1.3 | 26.97 | 1 | 0 | 2 |
| 11 Feb | 61.64 | 5.2 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Feb | 62.91 | 5.2 | 0 | 0.00 | 0 | 1 | 0 |
| 7 Feb | 64.09 | 5.2 | -0.5 | 30.87 | 1 | 0 | 1 |
| 6 Feb | 63.73 | 5.7 | -2.45 | 32.95 | 1 | 0 | 0 |
| 5 Feb | 63.33 | 8.15 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 62.12 | 8.15 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 62.26 | 8.15 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 61.95 | 8.15 | 0 | - | 0 | 0 | 0 |
For Idfc First Bank Limited - strike price 69 expiring on 27MAR2025
Delta for 69 PE is 0.00
Historical price for 69 PE is as follows
On 11 Mar IDFCFIRSTB was trading at 55.31. The strike last trading price was 11.65, which was 0 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 10 Mar IDFCFIRSTB was trading at 56.37. The strike last trading price was 11.65, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 7 Mar IDFCFIRSTB was trading at 57.34. The strike last trading price was 11.1, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 6 Mar IDFCFIRSTB was trading at 57.77. The strike last trading price was 10.7, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 5 Mar IDFCFIRSTB was trading at 57.95. The strike last trading price was 10.9, which was -0.85 lower than the previous day. The implied volatity was 50.38, the open interest changed by 0 which decreased total open position to 8
On 4 Mar IDFCFIRSTB was trading at 56.83. The strike last trading price was 11.75, which was 0.75 higher than the previous day. The implied volatity was 46.42, the open interest changed by -1 which decreased total open position to 8
On 3 Mar IDFCFIRSTB was trading at 57.69. The strike last trading price was 11, which was 0.85 higher than the previous day. The implied volatity was 46.69, the open interest changed by 0 which decreased total open position to 8
On 28 Feb IDFCFIRSTB was trading at 58.39. The strike last trading price was 10.15, which was 1.95 higher than the previous day. The implied volatity was 39.10, the open interest changed by 8 which increased total open position to 8
On 27 Feb IDFCFIRSTB was trading at 59.22. The strike last trading price was 8.2, which was 0 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 26 Feb IDFCFIRSTB was trading at 58.77. The strike last trading price was 8.2, which was 0 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 25 Feb IDFCFIRSTB was trading at 58.81. The strike last trading price was 8.2, which was 0 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 24 Feb IDFCFIRSTB was trading at 59.90. The strike last trading price was 8.2, which was 0 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 21 Feb IDFCFIRSTB was trading at 60.63. The strike last trading price was 8.2, which was 0 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 20 Feb IDFCFIRSTB was trading at 61.36. The strike last trading price was 8.2, which was 0 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 19 Feb IDFCFIRSTB was trading at 59.99. The strike last trading price was 8.2, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 18 Feb IDFCFIRSTB was trading at 59.52. The strike last trading price was 9.15, which was 2.65 higher than the previous day. The implied volatity was 30.55, the open interest changed by 0 which decreased total open position to 3
On 17 Feb IDFCFIRSTB was trading at 61.50. The strike last trading price was 6.5, which was 0 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 14 Feb IDFCFIRSTB was trading at 60.60. The strike last trading price was 6.5, which was 0 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 Feb IDFCFIRSTB was trading at 61.49. The strike last trading price was 6.5, which was 0 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 12 Feb IDFCFIRSTB was trading at 62.16. The strike last trading price was 6.5, which was 1.3 higher than the previous day. The implied volatity was 26.97, the open interest changed by 0 which decreased total open position to 2
On 11 Feb IDFCFIRSTB was trading at 61.64. The strike last trading price was 5.2, which was 0 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 10 Feb IDFCFIRSTB was trading at 62.91. The strike last trading price was 5.2, which was 0 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 7 Feb IDFCFIRSTB was trading at 64.09. The strike last trading price was 5.2, which was -0.5 lower than the previous day. The implied volatity was 30.87, the open interest changed by 0 which decreased total open position to 1
On 6 Feb IDFCFIRSTB was trading at 63.73. The strike last trading price was 5.7, which was -2.45 lower than the previous day. The implied volatity was 32.95, the open interest changed by 0 which decreased total open position to 0
On 5 Feb IDFCFIRSTB was trading at 63.33. The strike last trading price was 8.15, 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 Feb IDFCFIRSTB was trading at 62.12. The strike last trading price was 8.15, 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 3 Feb IDFCFIRSTB was trading at 62.26. The strike last trading price was 8.15, 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 1 Feb IDFCFIRSTB was trading at 61.95. The strike last trading price was 8.15, 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
