IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
21 Nov 2024 04:11 PM IST
| IDFCFIRSTB 28NOV2024 69 CE | ||||||||||
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Delta: 0.06
Vega: 0.01
Theta: -0.03
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 62.94 | 0.1 | 0.00 | 41.77 | 168 | -5 | 596 | |||
| 20 Nov | 64.62 | 0.1 | 0.00 | 28.83 | 905 | -2 | 601 | |||
| 19 Nov | 64.62 | 0.1 | -0.10 | 28.83 | 905 | -2 | 601 | |||
| 18 Nov | 65.53 | 0.2 | 0.10 | 26.47 | 740 | 1 | 603 | |||
| 14 Nov | 63.41 | 0.1 | -0.15 | 26.88 | 329 | 1 | 602 | |||
| 13 Nov | 63.62 | 0.25 | -0.20 | 29.07 | 1,368 | 121 | 604 | |||
| 12 Nov | 66.24 | 0.45 | -0.10 | 24.84 | 877 | 57 | 481 | |||
| 11 Nov | 66.56 | 0.55 | 0.05 | 23.60 | 1,099 | 69 | 420 | |||
| 8 Nov | 65.63 | 0.5 | -0.35 | 24.81 | 906 | 49 | 351 | |||
| 7 Nov | 66.52 | 0.85 | -0.20 | 26.51 | 803 | 27 | 304 | |||
| 6 Nov | 66.89 | 1.05 | -0.20 | 26.03 | 456 | 96 | 269 | |||
| 5 Nov | 66.31 | 1.25 | 0.00 | 32.42 | 476 | -3 | 174 | |||
| 4 Nov | 65.83 | 1.25 | -0.45 | 35.35 | 430 | 82 | 176 | |||
| 1 Nov | 67.15 | 1.7 | 0.20 | 30.35 | 96 | 62 | 104 | |||
| 31 Oct | 65.93 | 1.5 | -1.10 | - | 11 | 3 | 43 | |||
| 30 Oct | 68.79 | 2.6 | 0.70 | - | 7 | -2 | 40 | |||
| 29 Oct | 67.60 | 1.9 | 1.50 | - | 2 | 0 | 44 | |||
| 28 Oct | 67.13 | 0.4 | -1.40 | - | 2 | -1 | 45 | |||
| 25 Oct | 65.50 | 1.8 | -0.40 | - | 67 | 0 | 46 | |||
| 24 Oct | 68.05 | 2.2 | 0.35 | - | 70 | 37 | 46 | |||
| 23 Oct | 66.58 | 1.85 | -5.70 | - | 12 | 8 | 8 | |||
| 22 Oct | 68.32 | 7.55 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 70.40 | 7.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 71.57 | 7.55 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 71.74 | 7.55 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 72.22 | 7.55 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 72.74 | 7.55 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 72.94 | 7.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 72.37 | 7.55 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 73.14 | 7.55 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 72.39 | 7.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 73.13 | 7.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 72.22 | 7.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 71.83 | 7.55 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 71.98 | 7.55 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 73.44 | 7.55 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 74.35 | 7.55 | 0.00 | - | 0 | 0 | 0 | |||
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| 27 Sept | 74.19 | 7.55 | - | 0 | 0 | 0 | ||||
For Idfc First Bank Limited - strike price 69 expiring on 28NOV2024
Delta for 69 CE is 0.06
Historical price for 69 CE is as follows
On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 41.77, the open interest changed by -5 which decreased total open position to 596
On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 28.83, the open interest changed by -2 which decreased total open position to 601
On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 28.83, the open interest changed by -2 which decreased total open position to 601
On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 0.2, which was 0.10 higher than the previous day. The implied volatity was 26.47, the open interest changed by 1 which increased total open position to 603
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 26.88, the open interest changed by 1 which increased total open position to 602
On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 0.25, which was -0.20 lower than the previous day. The implied volatity was 29.07, the open interest changed by 121 which increased total open position to 604
On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 24.84, the open interest changed by 57 which increased total open position to 481
On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 23.60, the open interest changed by 69 which increased total open position to 420
On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 0.5, which was -0.35 lower than the previous day. The implied volatity was 24.81, the open interest changed by 49 which increased total open position to 351
On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 26.51, the open interest changed by 27 which increased total open position to 304
On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 1.05, which was -0.20 lower than the previous day. The implied volatity was 26.03, the open interest changed by 96 which increased total open position to 269
On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was 32.42, the open interest changed by -3 which decreased total open position to 174
On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 1.25, which was -0.45 lower than the previous day. The implied volatity was 35.35, the open interest changed by 82 which increased total open position to 176
On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 1.7, which was 0.20 higher than the previous day. The implied volatity was 30.35, the open interest changed by 62 which increased total open position to 104
On 31 Oct IDFCFIRSTB was trading at 65.93. The strike last trading price was 1.5, which was -1.10 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 2.6, which was 0.70 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 1.9, which was 1.50 higher 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 0.4, which was -1.40 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 1.8, 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 2.2, which was 0.35 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 1.85, which was -5.70 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 7.55, 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 7.55, 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 7.55, 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 7.55, 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 7.55, 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 7.55, 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 7.55, 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 7.55, 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 7.55, 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 7.55, 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 7.55, 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 7.55, 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 7.55, 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 7.55, 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 7.55, 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 7.55, 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 7.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IDFCFIRSTB 28NOV2024 69 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 0.02
Theta: -0.09
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 62.94 | 6.4 | 1.60 | 65.16 | 3 | -1 | 174 |
| 20 Nov | 64.62 | 4.8 | 0.00 | 40.70 | 11 | 5 | 173 |
| 19 Nov | 64.62 | 4.8 | 1.00 | 40.70 | 11 | 3 | 173 |
| 18 Nov | 65.53 | 3.8 | -1.80 | 38.41 | 7 | 0 | 171 |
| 14 Nov | 63.41 | 5.6 | 0.75 | 37.80 | 126 | 25 | 172 |
| 13 Nov | 63.62 | 4.85 | 1.55 | 33.99 | 209 | 20 | 149 |
| 12 Nov | 66.24 | 3.3 | 0.20 | 28.99 | 149 | -28 | 130 |
| 11 Nov | 66.56 | 3.1 | -0.70 | 31.03 | 138 | 12 | 159 |
| 8 Nov | 65.63 | 3.8 | 0.55 | 31.39 | 221 | 39 | 147 |
| 7 Nov | 66.52 | 3.25 | 0.50 | 30.92 | 281 | 13 | 107 |
| 6 Nov | 66.89 | 2.75 | -0.90 | 27.88 | 100 | -13 | 92 |
| 5 Nov | 66.31 | 3.65 | -0.50 | 35.03 | 105 | 22 | 101 |
| 4 Nov | 65.83 | 4.15 | 1.05 | 35.55 | 175 | 32 | 78 |
| 1 Nov | 67.15 | 3.1 | 0.05 | 33.77 | 5 | 3 | 45 |
| 31 Oct | 65.93 | 3.05 | -4.15 | - | 37 | 29 | 41 |
| 30 Oct | 68.79 | 7.2 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 67.60 | 7.2 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 67.13 | 7.2 | 0.00 | - | 0 | -2 | 0 |
| 25 Oct | 65.50 | 7.2 | 2.90 | - | 12 | -2 | 12 |
| 24 Oct | 68.05 | 4.3 | 2.65 | - | 18 | 13 | 13 |
| 23 Oct | 66.58 | 1.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 68.32 | 1.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 70.40 | 1.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 71.57 | 1.65 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 71.74 | 1.65 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 72.22 | 1.65 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 72.74 | 1.65 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 72.94 | 1.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 72.37 | 1.65 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 73.14 | 1.65 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 72.39 | 1.65 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 73.13 | 1.65 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 72.22 | 1.65 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 71.83 | 1.65 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 71.98 | 1.65 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 73.44 | 1.65 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 74.35 | 1.65 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 74.19 | 1.65 | - | 0 | 0 | 0 | |
For Idfc First Bank Limited - strike price 69 expiring on 28NOV2024
Delta for 69 PE is -0.83
Historical price for 69 PE is as follows
On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 6.4, which was 1.60 higher than the previous day. The implied volatity was 65.16, the open interest changed by -1 which decreased total open position to 174
On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 4.8, which was 0.00 lower than the previous day. The implied volatity was 40.70, the open interest changed by 5 which increased total open position to 173
On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 4.8, which was 1.00 higher than the previous day. The implied volatity was 40.70, the open interest changed by 3 which increased total open position to 173
On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 3.8, which was -1.80 lower than the previous day. The implied volatity was 38.41, the open interest changed by 0 which decreased total open position to 171
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 5.6, which was 0.75 higher than the previous day. The implied volatity was 37.80, the open interest changed by 25 which increased total open position to 172
On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 4.85, which was 1.55 higher than the previous day. The implied volatity was 33.99, the open interest changed by 20 which increased total open position to 149
On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 3.3, which was 0.20 higher than the previous day. The implied volatity was 28.99, the open interest changed by -28 which decreased total open position to 130
On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 3.1, which was -0.70 lower than the previous day. The implied volatity was 31.03, the open interest changed by 12 which increased total open position to 159
On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 3.8, which was 0.55 higher than the previous day. The implied volatity was 31.39, the open interest changed by 39 which increased total open position to 147
On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 3.25, which was 0.50 higher than the previous day. The implied volatity was 30.92, the open interest changed by 13 which increased total open position to 107
On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 2.75, which was -0.90 lower than the previous day. The implied volatity was 27.88, the open interest changed by -13 which decreased total open position to 92
On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 3.65, which was -0.50 lower than the previous day. The implied volatity was 35.03, the open interest changed by 22 which increased total open position to 101
On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 4.15, which was 1.05 higher than the previous day. The implied volatity was 35.55, the open interest changed by 32 which increased total open position to 78
On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 3.1, which was 0.05 higher than the previous day. The implied volatity was 33.77, the open interest changed by 3 which increased total open position to 45
On 31 Oct IDFCFIRSTB was trading at 65.93. The strike last trading price was 3.05, which was -4.15 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 7.2, 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 29 Oct IDFCFIRSTB was trading at 67.60. The strike last trading price was 7.2, 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 28 Oct IDFCFIRSTB was trading at 67.13. The strike last trading price was 7.2, 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 25 Oct IDFCFIRSTB was trading at 65.50. The strike last trading price was 7.2, which was 2.90 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 4.3, which was 2.65 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 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 22 Oct IDFCFIRSTB was trading at 68.32. 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 21 Oct IDFCFIRSTB was trading at 70.40. 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 18 Oct IDFCFIRSTB was trading at 71.57. 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 17 Oct IDFCFIRSTB was trading at 71.74. 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 16 Oct IDFCFIRSTB was trading at 72.22. 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 15 Oct IDFCFIRSTB was trading at 72.74. 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 14 Oct IDFCFIRSTB was trading at 72.94. 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 11 Oct IDFCFIRSTB was trading at 72.37. 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 10 Oct IDFCFIRSTB was trading at 73.14. 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 9 Oct IDFCFIRSTB was trading at 72.39. 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 8 Oct IDFCFIRSTB was trading at 73.13. 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 7 Oct IDFCFIRSTB was trading at 72.22. 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 4 Oct IDFCFIRSTB was trading at 71.83. 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 3 Oct IDFCFIRSTB was trading at 71.98. 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 1 Oct IDFCFIRSTB was trading at 73.44. 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 30 Sept IDFCFIRSTB was trading at 74.35. 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 27 Sept IDFCFIRSTB was trading at 74.19. The strike last trading price was 1.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
