IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
26 Dec 2024 04:11 PM IST
| IDFCFIRSTB 30JAN2025 70 CE | ||||||||||
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Delta: 0.09
Vega: 0.03
Theta: -0.01
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 61.75 | 0.2 | -0.05 | 26.54 | 1,545 | 387 | 1,977 | |||
| 24 Dec | 62.29 | 0.25 | -0.10 | 24.90 | 694 | 43 | 1,585 | |||
| 23 Dec | 61.95 | 0.35 | 0.00 | 29.08 | 1,665 | 312 | 1,541 | |||
| 20 Dec | 61.68 | 0.35 | -0.45 | 27.71 | 1,275 | 160 | 1,228 | |||
| 19 Dec | 65.07 | 0.8 | 0.05 | 25.21 | 899 | 105 | 1,068 | |||
| 18 Dec | 64.66 | 0.75 | 0.20 | 25.60 | 1,379 | 213 | 963 | |||
| 17 Dec | 63.61 | 0.55 | -0.10 | 25.47 | 461 | 120 | 749 | |||
| 16 Dec | 64.34 | 0.65 | -0.05 | 24.70 | 306 | 96 | 629 | |||
| 13 Dec | 64.23 | 0.7 | 0.00 | 24.64 | 346 | 96 | 534 | |||
| 12 Dec | 64.33 | 0.7 | -0.30 | 23.86 | 280 | 26 | 438 | |||
| 11 Dec | 65.20 | 1 | -0.10 | 24.52 | 116 | 16 | 413 | |||
| 10 Dec | 65.87 | 1.1 | -0.10 | 23.62 | 191 | 38 | 396 | |||
| 9 Dec | 65.22 | 1.2 | -0.15 | 26.39 | 144 | 52 | 329 | |||
| 6 Dec | 65.90 | 1.35 | 0.00 | 24.87 | 128 | 32 | 267 | |||
| 5 Dec | 65.96 | 1.35 | -0.10 | 24.27 | 99 | 32 | 234 | |||
| 4 Dec | 66.21 | 1.45 | 0.20 | 24.27 | 111 | 45 | 201 | |||
| 3 Dec | 65.20 | 1.25 | 0.10 | 25.57 | 127 | 58 | 155 | |||
| 2 Dec | 64.39 | 1.15 | -0.15 | 26.65 | 30 | 11 | 97 | |||
| 29 Nov | 64.08 | 1.3 | 0.00 | 28.82 | 55 | 28 | 78 | |||
| 28 Nov | 64.26 | 1.3 | 0.00 | 27.38 | 13 | 8 | 49 | |||
| 27 Nov | 64.15 | 1.3 | -0.25 | 27.49 | 30 | 16 | 40 | |||
| 26 Nov | 65.14 | 1.55 | 0.00 | 27.17 | 9 | 3 | 23 | |||
| 25 Nov | 64.65 | 1.55 | -0.15 | 27.58 | 13 | 12 | 17 | |||
| 22 Nov | 64.15 | 1.7 | 0.10 | 30.43 | 9 | 5 | 10 | |||
| 21 Nov | 62.94 | 1.6 | -0.10 | 33.17 | 1 | 0 | 4 | |||
| 20 Nov | 64.62 | 1.7 | 0.00 | 28.87 | 3 | 3 | 3 | |||
| 19 Nov | 64.62 | 1.7 | -0.55 | 28.87 | 3 | 2 | 3 | |||
| 18 Nov | 65.53 | 2.25 | -0.90 | 29.86 | 3 | 2 | 2 | |||
| 14 Nov | 63.41 | 3.15 | 0.00 | 5.41 | 0 | 0 | 0 | |||
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| 13 Nov | 63.62 | 3.15 | 0.00 | 4.67 | 0 | 0 | 0 | |||
| 12 Nov | 66.24 | 3.15 | 0.00 | 2.65 | 0 | 0 | 0 | |||
| 11 Nov | 66.56 | 3.15 | 0.00 | 2.37 | 0 | 0 | 0 | |||
| 8 Nov | 65.63 | 3.15 | 2.45 | 0 | 0 | 0 | ||||
For Idfc First Bank Limited - strike price 70 expiring on 30JAN2025
Delta for 70 CE is 0.09
Historical price for 70 CE is as follows
On 26 Dec IDFCFIRSTB was trading at 61.75. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 26.54, the open interest changed by 387 which increased total open position to 1977
On 24 Dec IDFCFIRSTB was trading at 62.29. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 24.90, the open interest changed by 43 which increased total open position to 1585
On 23 Dec IDFCFIRSTB was trading at 61.95. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 29.08, the open interest changed by 312 which increased total open position to 1541
On 20 Dec IDFCFIRSTB was trading at 61.68. The strike last trading price was 0.35, which was -0.45 lower than the previous day. The implied volatity was 27.71, the open interest changed by 160 which increased total open position to 1228
On 19 Dec IDFCFIRSTB was trading at 65.07. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 25.21, the open interest changed by 105 which increased total open position to 1068
On 18 Dec IDFCFIRSTB was trading at 64.66. The strike last trading price was 0.75, which was 0.20 higher than the previous day. The implied volatity was 25.60, the open interest changed by 213 which increased total open position to 963
On 17 Dec IDFCFIRSTB was trading at 63.61. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 25.47, the open interest changed by 120 which increased total open position to 749
On 16 Dec IDFCFIRSTB was trading at 64.34. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 24.70, the open interest changed by 96 which increased total open position to 629
On 13 Dec IDFCFIRSTB was trading at 64.23. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 24.64, the open interest changed by 96 which increased total open position to 534
On 12 Dec IDFCFIRSTB was trading at 64.33. The strike last trading price was 0.7, which was -0.30 lower than the previous day. The implied volatity was 23.86, the open interest changed by 26 which increased total open position to 438
On 11 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 24.52, the open interest changed by 16 which increased total open position to 413
On 10 Dec IDFCFIRSTB was trading at 65.87. The strike last trading price was 1.1, which was -0.10 lower than the previous day. The implied volatity was 23.62, the open interest changed by 38 which increased total open position to 396
On 9 Dec IDFCFIRSTB was trading at 65.22. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 26.39, the open interest changed by 52 which increased total open position to 329
On 6 Dec IDFCFIRSTB was trading at 65.90. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 24.87, the open interest changed by 32 which increased total open position to 267
On 5 Dec IDFCFIRSTB was trading at 65.96. The strike last trading price was 1.35, which was -0.10 lower than the previous day. The implied volatity was 24.27, the open interest changed by 32 which increased total open position to 234
On 4 Dec IDFCFIRSTB was trading at 66.21. The strike last trading price was 1.45, which was 0.20 higher than the previous day. The implied volatity was 24.27, the open interest changed by 45 which increased total open position to 201
On 3 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 1.25, which was 0.10 higher than the previous day. The implied volatity was 25.57, the open interest changed by 58 which increased total open position to 155
On 2 Dec IDFCFIRSTB was trading at 64.39. The strike last trading price was 1.15, which was -0.15 lower than the previous day. The implied volatity was 26.65, the open interest changed by 11 which increased total open position to 97
On 29 Nov IDFCFIRSTB was trading at 64.08. The strike last trading price was 1.3, which was 0.00 lower than the previous day. The implied volatity was 28.82, the open interest changed by 28 which increased total open position to 78
On 28 Nov IDFCFIRSTB was trading at 64.26. The strike last trading price was 1.3, which was 0.00 lower than the previous day. The implied volatity was 27.38, the open interest changed by 8 which increased total open position to 49
On 27 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 1.3, which was -0.25 lower than the previous day. The implied volatity was 27.49, the open interest changed by 16 which increased total open position to 40
On 26 Nov IDFCFIRSTB was trading at 65.14. The strike last trading price was 1.55, which was 0.00 lower than the previous day. The implied volatity was 27.17, the open interest changed by 3 which increased total open position to 23
On 25 Nov IDFCFIRSTB was trading at 64.65. The strike last trading price was 1.55, which was -0.15 lower than the previous day. The implied volatity was 27.58, the open interest changed by 12 which increased total open position to 17
On 22 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 1.7, which was 0.10 higher than the previous day. The implied volatity was 30.43, the open interest changed by 5 which increased total open position to 10
On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 1.6, which was -0.10 lower than the previous day. The implied volatity was 33.17, the open interest changed by 0 which decreased total open position to 4
On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 1.7, which was 0.00 lower than the previous day. The implied volatity was 28.87, the open interest changed by 3 which increased total open position to 3
On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 1.7, which was -0.55 lower than the previous day. The implied volatity was 28.87, the open interest changed by 2 which increased total open position to 3
On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 2.25, which was -0.90 lower than the previous day. The implied volatity was 29.86, the open interest changed by 2 which increased total open position to 2
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 3.15, which was 0.00 lower than the previous day. The implied volatity was 5.41, 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 3.15, which was 0.00 lower than the previous day. The implied volatity was 4.67, 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 3.15, which was 0.00 lower than the previous day. The implied volatity was 2.65, the open interest changed by 0 which decreased total open position to 0
On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 3.15, which was 0.00 lower than the previous day. The implied volatity was 2.37, the open interest changed by 0 which decreased total open position to 0
On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 3.15, which was lower than the previous day. The implied volatity was 2.45, the open interest changed by 0 which decreased total open position to 0
| IDFCFIRSTB 30JAN2025 70 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.90
Vega: 0.03
Theta: 0.00
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 61.75 | 7.75 | 0.10 | 28.03 | 126 | 65 | 743 |
| 24 Dec | 62.29 | 7.65 | -0.50 | 39.49 | 209 | 174 | 678 |
| 23 Dec | 61.95 | 8.15 | -0.30 | 38.64 | 280 | 239 | 495 |
| 20 Dec | 61.68 | 8.45 | 2.95 | 43.27 | 122 | 99 | 255 |
| 19 Dec | 65.07 | 5.5 | -0.50 | 33.24 | 28 | 22 | 154 |
| 18 Dec | 64.66 | 6 | -0.75 | 35.70 | 56 | 40 | 131 |
| 17 Dec | 63.61 | 6.75 | 0.50 | 35.86 | 18 | 12 | 89 |
| 16 Dec | 64.34 | 6.25 | 0.25 | 35.26 | 5 | 3 | 77 |
| 13 Dec | 64.23 | 6 | 0.30 | 30.92 | 10 | 6 | 75 |
| 12 Dec | 64.33 | 5.7 | 0.55 | 28.34 | 8 | 6 | 68 |
| 11 Dec | 65.20 | 5.15 | 0.25 | 29.17 | 13 | 4 | 61 |
| 10 Dec | 65.87 | 4.9 | -0.40 | 30.00 | 13 | 9 | 56 |
| 9 Dec | 65.22 | 5.3 | 0.50 | 30.37 | 5 | 4 | 46 |
| 6 Dec | 65.90 | 4.8 | -0.25 | 29.06 | 25 | 16 | 41 |
| 5 Dec | 65.96 | 5.05 | 0.20 | 32.06 | 28 | 14 | 23 |
| 4 Dec | 66.21 | 4.85 | -1.10 | 31.17 | 12 | 8 | 8 |
| 3 Dec | 65.20 | 5.95 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 64.39 | 5.95 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 64.08 | 5.95 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 64.26 | 5.95 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 64.15 | 5.95 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 65.14 | 5.95 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 64.65 | 5.95 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 64.15 | 5.95 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 62.94 | 5.95 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 64.62 | 5.95 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 64.62 | 5.95 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 65.53 | 5.95 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 63.41 | 5.95 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 63.62 | 5.95 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 66.24 | 5.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 66.56 | 5.95 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 65.63 | 5.95 | - | 0 | 0 | 0 | |
For Idfc First Bank Limited - strike price 70 expiring on 30JAN2025
Delta for 70 PE is -0.90
Historical price for 70 PE is as follows
On 26 Dec IDFCFIRSTB was trading at 61.75. The strike last trading price was 7.75, which was 0.10 higher than the previous day. The implied volatity was 28.03, the open interest changed by 65 which increased total open position to 743
On 24 Dec IDFCFIRSTB was trading at 62.29. The strike last trading price was 7.65, which was -0.50 lower than the previous day. The implied volatity was 39.49, the open interest changed by 174 which increased total open position to 678
On 23 Dec IDFCFIRSTB was trading at 61.95. The strike last trading price was 8.15, which was -0.30 lower than the previous day. The implied volatity was 38.64, the open interest changed by 239 which increased total open position to 495
On 20 Dec IDFCFIRSTB was trading at 61.68. The strike last trading price was 8.45, which was 2.95 higher than the previous day. The implied volatity was 43.27, the open interest changed by 99 which increased total open position to 255
On 19 Dec IDFCFIRSTB was trading at 65.07. The strike last trading price was 5.5, which was -0.50 lower than the previous day. The implied volatity was 33.24, the open interest changed by 22 which increased total open position to 154
On 18 Dec IDFCFIRSTB was trading at 64.66. The strike last trading price was 6, which was -0.75 lower than the previous day. The implied volatity was 35.70, the open interest changed by 40 which increased total open position to 131
On 17 Dec IDFCFIRSTB was trading at 63.61. The strike last trading price was 6.75, which was 0.50 higher than the previous day. The implied volatity was 35.86, the open interest changed by 12 which increased total open position to 89
On 16 Dec IDFCFIRSTB was trading at 64.34. The strike last trading price was 6.25, which was 0.25 higher than the previous day. The implied volatity was 35.26, the open interest changed by 3 which increased total open position to 77
On 13 Dec IDFCFIRSTB was trading at 64.23. The strike last trading price was 6, which was 0.30 higher than the previous day. The implied volatity was 30.92, the open interest changed by 6 which increased total open position to 75
On 12 Dec IDFCFIRSTB was trading at 64.33. The strike last trading price was 5.7, which was 0.55 higher than the previous day. The implied volatity was 28.34, the open interest changed by 6 which increased total open position to 68
On 11 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 5.15, which was 0.25 higher than the previous day. The implied volatity was 29.17, the open interest changed by 4 which increased total open position to 61
On 10 Dec IDFCFIRSTB was trading at 65.87. The strike last trading price was 4.9, which was -0.40 lower than the previous day. The implied volatity was 30.00, the open interest changed by 9 which increased total open position to 56
On 9 Dec IDFCFIRSTB was trading at 65.22. The strike last trading price was 5.3, which was 0.50 higher than the previous day. The implied volatity was 30.37, the open interest changed by 4 which increased total open position to 46
On 6 Dec IDFCFIRSTB was trading at 65.90. The strike last trading price was 4.8, which was -0.25 lower than the previous day. The implied volatity was 29.06, the open interest changed by 16 which increased total open position to 41
On 5 Dec IDFCFIRSTB was trading at 65.96. The strike last trading price was 5.05, which was 0.20 higher than the previous day. The implied volatity was 32.06, the open interest changed by 14 which increased total open position to 23
On 4 Dec IDFCFIRSTB was trading at 66.21. The strike last trading price was 4.85, which was -1.10 lower than the previous day. The implied volatity was 31.17, the open interest changed by 8 which increased total open position to 8
On 3 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 5.95, 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 2 Dec IDFCFIRSTB was trading at 64.39. The strike last trading price was 5.95, 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 29 Nov IDFCFIRSTB was trading at 64.08. The strike last trading price was 5.95, 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 28 Nov IDFCFIRSTB was trading at 64.26. The strike last trading price was 5.95, 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 27 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 5.95, 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 26 Nov IDFCFIRSTB was trading at 65.14. The strike last trading price was 5.95, 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 25 Nov IDFCFIRSTB was trading at 64.65. The strike last trading price was 5.95, 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 22 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 5.95, 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 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 5.95, 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 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 5.95, 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 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 5.95, 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 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 5.95, 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 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 5.95, 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 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 5.95, 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 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 5.95, 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 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 5.95, 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 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 5.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
