[--[65.84.65.76]--]

IDFCFIRSTB

Idfc First Bank Limited
67.11 -0.72 (-1.06%)
L: 67.05 H: 68.64

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Historical option data for IDFCFIRSTB

24 Apr 2026 01:30 PM IST
IDFCFIRSTB 28-Apr-2026 (4d) 70 CE
Delta: 0.24
Vega: 0
Theta: -0.13
Gamma: 0.0817
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 67.11 0.51 -0.07999999999999996 51.17 1,069 32 1,523
23 Apr 67.83 0.62 -0.26 42.83 1,384 35 1,496
22 Apr 68.38 0.88 0.030000000000000027 41.98 955 -96 1,468
21 Apr 67.94 0.9 0.030000000000000027 41.04 1,105 8 1,568
20 Apr 67.50 0.84 -0.35 44.1 1,449 -79 1,548
17 Apr 68.53 1.17 0.1399999999999999 36.93 1,820 -127 1,645
16 Apr 67.82 1 0.20999999999999996 36.74 5,243 101 1,771
15 Apr 66.91 0.81 0.31000000000000005 37.84 1,279 98 1,674
13 Apr 64.86 0.51 -0.24 38.01 1,055 -29 1,576
10 Apr 66.21 0.76 0.10999999999999999 33.78 1,251 -62 1,611
9 Apr 65.28 0.64 -0.19 35.28 1,053 -144 1,672
8 Apr 65.87 0.9 0.62 35.07 2,748 224 1,821
7 Apr 61.19 0.28 -0.03 40.77 389 59 1,595
6 Apr 61.08 0.32 0 41.02 848 270 1,543
2 Apr 60.22 0.34 0.01 40.86 1,139 43 1,272
1 Apr 60.18 0.34 0 40.97 1,152 -88 1,225
30 Mar 58.85 0.34 -0.4 44.18 872 231 1,311
27 Mar 61.87 0.75 -0.3 41.43 709 151 1,082
25 Mar 63.24 1.06 0.11 40.15 1,103 48 932
24 Mar 62.09 0.98 0.12 42.9 431 59 889
23 Mar 60.24 0.87 -0.35 47.5 524 148 829
20 Mar 62.95 1.22 0.04 40.45 161 -13 681
19 Mar 62.61 1.25 -0.4 40.83 350 3 695
18 Mar 65.26 1.64 0.22 35.92 290 84 692
17 Mar 63.66 1.42 0.04 39.02 202 76 608
16 Mar 62.81 1.36 -0.02 41.17 206 47 530
13 Mar 62.57 1.38 -0.62 40.78 263 25 483
12 Mar 64.78 2 -0.38 39.11 208 29 455
11 Mar 66.16 2.33 -0.47 37.92 357 112 427
10 Mar 67.27 2.81 0.05 35.71 130 24 305
9 Mar 66.76 2.8 -1.4 37.94 222 93 279
6 Mar 69.98 4.1 -0.35 33.85 40 21 185
5 Mar 70.40 4.5 -0.05 34.48 74 11 164
4 Mar 70.06 4.63 -0.92 37.74 71 60 152
2 Mar 71.78 5.6 -0.91 35.73 12 -2 91
27 Feb 73.48 6.42 0.22 33.16 45 -3 92
26 Feb 72.81 6.15 0.9 33.76 65 -16 96
25 Feb 70.22 5.2 -1.36 39.42 97 54 111
24 Feb 70.97 6.45 0.42 46.95 99 37 57
23 Feb 70.04 6 -9.23 45.95 28 19 19
3 Feb 84.85 - - - 0 0 0
2 Feb 81.21 0 0 - 0 0 0


For Idfc First Bank Limited - strike price 70 expiring on 28APR2026

Delta for 70 CE is 0.24

Historical price for 70 CE is as follows

On 24 Apr IDFCFIRSTB was trading at 67.11. The strike last trading price was 0.51, which was -0.07999999999999996 lower than the previous day. The implied volatity was 51.17, the open interest changed by 32 which increased total open position to 1523


On 23 Apr IDFCFIRSTB was trading at 67.83. The strike last trading price was 0.62, which was -0.26 lower than the previous day. The implied volatity was 42.83, the open interest changed by 35 which increased total open position to 1496


On 22 Apr IDFCFIRSTB was trading at 68.38. The strike last trading price was 0.88, which was 0.030000000000000027 higher than the previous day. The implied volatity was 41.98, the open interest changed by -96 which decreased total open position to 1468


On 21 Apr IDFCFIRSTB was trading at 67.94. The strike last trading price was 0.9, which was 0.030000000000000027 higher than the previous day. The implied volatity was 41.04, the open interest changed by 8 which increased total open position to 1568


On 20 Apr IDFCFIRSTB was trading at 67.50. The strike last trading price was 0.84, which was -0.35 lower than the previous day. The implied volatity was 44.1, the open interest changed by -79 which decreased total open position to 1548


On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was 1.17, which was 0.1399999999999999 higher than the previous day. The implied volatity was 36.93, the open interest changed by -127 which decreased total open position to 1645


On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was 1, which was 0.20999999999999996 higher than the previous day. The implied volatity was 36.74, the open interest changed by 101 which increased total open position to 1771


On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was 0.81, which was 0.31000000000000005 higher than the previous day. The implied volatity was 37.84, the open interest changed by 98 which increased total open position to 1674


On 13 Apr IDFCFIRSTB was trading at 64.86. The strike last trading price was 0.51, which was -0.24 lower than the previous day. The implied volatity was 38.01, the open interest changed by -29 which decreased total open position to 1576


On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 0.76, which was 0.10999999999999999 higher than the previous day. The implied volatity was 33.78, the open interest changed by -62 which decreased total open position to 1611


On 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 0.64, which was -0.19 lower than the previous day. The implied volatity was 35.28, the open interest changed by -144 which decreased total open position to 1672


On 8 Apr IDFCFIRSTB was trading at 65.87. The strike last trading price was 0.9, which was 0.62 higher than the previous day. The implied volatity was 35.07, the open interest changed by 224 which increased total open position to 1821


On 7 Apr IDFCFIRSTB was trading at 61.19. The strike last trading price was 0.28, which was -0.03 lower than the previous day. The implied volatity was 40.77, the open interest changed by 59 which increased total open position to 1595


On 6 Apr IDFCFIRSTB was trading at 61.08. The strike last trading price was 0.32, which was 0 lower than the previous day. The implied volatity was 41.02, the open interest changed by 270 which increased total open position to 1543


On 2 Apr IDFCFIRSTB was trading at 60.22. The strike last trading price was 0.34, which was 0.01 higher than the previous day. The implied volatity was 40.86, the open interest changed by 43 which increased total open position to 1272


On 1 Apr IDFCFIRSTB was trading at 60.18. The strike last trading price was 0.34, which was 0 lower than the previous day. The implied volatity was 40.97, the open interest changed by -88 which decreased total open position to 1225


On 30 Mar IDFCFIRSTB was trading at 58.85. The strike last trading price was 0.34, which was -0.4 lower than the previous day. The implied volatity was 44.18, the open interest changed by 231 which increased total open position to 1311


On 27 Mar IDFCFIRSTB was trading at 61.87. The strike last trading price was 0.75, which was -0.3 lower than the previous day. The implied volatity was 41.43, the open interest changed by 151 which increased total open position to 1082


On 25 Mar IDFCFIRSTB was trading at 63.24. The strike last trading price was 1.06, which was 0.11 higher than the previous day. The implied volatity was 40.15, the open interest changed by 48 which increased total open position to 932


On 24 Mar IDFCFIRSTB was trading at 62.09. The strike last trading price was 0.98, which was 0.12 higher than the previous day. The implied volatity was 42.9, the open interest changed by 59 which increased total open position to 889


On 23 Mar IDFCFIRSTB was trading at 60.24. The strike last trading price was 0.87, which was -0.35 lower than the previous day. The implied volatity was 47.5, the open interest changed by 148 which increased total open position to 829


On 20 Mar IDFCFIRSTB was trading at 62.95. The strike last trading price was 1.22, which was 0.04 higher than the previous day. The implied volatity was 40.45, the open interest changed by -13 which decreased total open position to 681


On 19 Mar IDFCFIRSTB was trading at 62.61. The strike last trading price was 1.25, which was -0.4 lower than the previous day. The implied volatity was 40.83, the open interest changed by 3 which increased total open position to 695


On 18 Mar IDFCFIRSTB was trading at 65.26. The strike last trading price was 1.64, which was 0.22 higher than the previous day. The implied volatity was 35.92, the open interest changed by 84 which increased total open position to 692


On 17 Mar IDFCFIRSTB was trading at 63.66. The strike last trading price was 1.42, which was 0.04 higher than the previous day. The implied volatity was 39.02, the open interest changed by 76 which increased total open position to 608


On 16 Mar IDFCFIRSTB was trading at 62.81. The strike last trading price was 1.36, which was -0.02 lower than the previous day. The implied volatity was 41.17, the open interest changed by 47 which increased total open position to 530


On 13 Mar IDFCFIRSTB was trading at 62.57. The strike last trading price was 1.38, which was -0.62 lower than the previous day. The implied volatity was 40.78, the open interest changed by 25 which increased total open position to 483


On 12 Mar IDFCFIRSTB was trading at 64.78. The strike last trading price was 2, which was -0.38 lower than the previous day. The implied volatity was 39.11, the open interest changed by 29 which increased total open position to 455


On 11 Mar IDFCFIRSTB was trading at 66.16. The strike last trading price was 2.33, which was -0.47 lower than the previous day. The implied volatity was 37.92, the open interest changed by 112 which increased total open position to 427


On 10 Mar IDFCFIRSTB was trading at 67.27. The strike last trading price was 2.81, which was 0.05 higher than the previous day. The implied volatity was 35.71, the open interest changed by 24 which increased total open position to 305


On 9 Mar IDFCFIRSTB was trading at 66.76. The strike last trading price was 2.8, which was -1.4 lower than the previous day. The implied volatity was 37.94, the open interest changed by 93 which increased total open position to 279


On 6 Mar IDFCFIRSTB was trading at 69.98. The strike last trading price was 4.1, which was -0.35 lower than the previous day. The implied volatity was 33.85, the open interest changed by 21 which increased total open position to 185


On 5 Mar IDFCFIRSTB was trading at 70.40. The strike last trading price was 4.5, which was -0.05 lower than the previous day. The implied volatity was 34.48, the open interest changed by 11 which increased total open position to 164


On 4 Mar IDFCFIRSTB was trading at 70.06. The strike last trading price was 4.63, which was -0.92 lower than the previous day. The implied volatity was 37.74, the open interest changed by 60 which increased total open position to 152


On 2 Mar IDFCFIRSTB was trading at 71.78. The strike last trading price was 5.6, which was -0.91 lower than the previous day. The implied volatity was 35.73, the open interest changed by -2 which decreased total open position to 91


On 27 Feb IDFCFIRSTB was trading at 73.48. The strike last trading price was 6.42, which was 0.22 higher than the previous day. The implied volatity was 33.16, the open interest changed by -3 which decreased total open position to 92


On 26 Feb IDFCFIRSTB was trading at 72.81. The strike last trading price was 6.15, which was 0.9 higher than the previous day. The implied volatity was 33.76, the open interest changed by -16 which decreased total open position to 96


On 25 Feb IDFCFIRSTB was trading at 70.22. The strike last trading price was 5.2, which was -1.36 lower than the previous day. The implied volatity was 39.42, the open interest changed by 54 which increased total open position to 111


On 24 Feb IDFCFIRSTB was trading at 70.97. The strike last trading price was 6.45, which was 0.42 higher than the previous day. The implied volatity was 46.95, the open interest changed by 37 which increased total open position to 57


On 23 Feb IDFCFIRSTB was trading at 70.04. The strike last trading price was 6, which was -9.23 lower than the previous day. The implied volatity was 45.95, the open interest changed by 19 which increased total open position to 19


On 3 Feb IDFCFIRSTB was trading at 84.85. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Feb IDFCFIRSTB was trading at 81.21. The strike last trading price was 0, 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


IDFCFIRSTB 28-Apr-2026 (4d) 70 PE
Delta: -0.77
Vega: 0
Theta: -0.12
Gamma: 0.08274
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 67.11 3.35 0.43999999999999995 49.69 131 -37 625
23 Apr 67.83 2.91 0.43999999999999995 49.17 111 -13 662
22 Apr 68.38 2.54 -0.3599999999999999 45.73 226 -15 676
21 Apr 67.94 2.76 -0.5800000000000001 46.12 180 -4 693
20 Apr 67.50 3.42 0.79 46.27 212 -7 697
17 Apr 68.53 2.7 -0.41999999999999993 38.42 305 38 703
16 Apr 67.82 3.25 -0.4900000000000002 39.37 537 10 664
15 Apr 66.91 3.84 -1.4800000000000004 37.38 158 -7 655
13 Apr 64.86 5.32 1.0200000000000005 35.14 121 4 661
10 Apr 66.21 4.27 -0.8500000000000005 34.31 273 -82 662
9 Apr 65.28 5.17 0.65 38.23 125 21 742
8 Apr 65.87 4.45 -4.24 36.26 196 -59 723
7 Apr 61.19 8.77 -0.09 43.71 58 6 782
6 Apr 61.08 8.73 -1.27 43.39 46 -1 776
2 Apr 60.22 10 0.36 57.47 55 -10 777
1 Apr 60.18 9.65 -1.35 42.73 357 -189 786
30 Mar 58.85 11.15 2.58 50.62 398 314 973
27 Mar 61.87 8.44 1.22 44.19 86 63 658
25 Mar 63.24 7.15 -1.31 39.97 113 83 594
24 Mar 62.09 8.46 -1.35 46.12 113 81 510
23 Mar 60.24 10.05 2.6 46.85 71 61 428
20 Mar 62.95 7.45 -0.66 40.51 22 8 367
19 Mar 62.61 8.01 2.16 46.88 22 0 359
18 Mar 65.26 5.85 -1.31 39.54 37 17 359
17 Mar 63.66 7.28 -0.47 43.82 15 1 343
16 Mar 62.81 7.7 -0.45 40.46 28 -13 343
13 Mar 62.57 8.15 1.66 43.42 40 -9 358
12 Mar 64.78 6.48 1.03 41.82 17 2 367
11 Mar 66.16 5.45 1.07 37.42 42 14 364
10 Mar 67.27 4.44 -0.71 35.85 35 2 351
9 Mar 66.76 5.15 1.92 39.4 37 0 349
6 Mar 69.98 3.36 0.35 36.42 45 4 348
5 Mar 70.40 3.05 -0.59 35.21 308 223 344
4 Mar 70.06 3.62 0.79 38.55 67 21 121
2 Mar 71.78 2.83 0.62 37.28 43 3 99
27 Feb 73.48 2.22 -0.42 35.3 65 -7 97
26 Feb 72.81 2.6 -1.6 37.03 55 -9 105
25 Feb 70.22 4.2 -0.28 42.42 113 74 114
24 Feb 70.97 4.45 -0.58 46.49 45 7 39
23 Feb 70.04 5.1 4.44 49.49 43 32 32
3 Feb 84.85 - - - 0 0 0
2 Feb 81.21 0 0 - 0 0 0


For Idfc First Bank Limited - strike price 70 expiring on 28APR2026

Delta for 70 PE is -0.77

Historical price for 70 PE is as follows

On 24 Apr IDFCFIRSTB was trading at 67.11. The strike last trading price was 3.35, which was 0.43999999999999995 higher than the previous day. The implied volatity was 49.69, the open interest changed by -37 which decreased total open position to 625


On 23 Apr IDFCFIRSTB was trading at 67.83. The strike last trading price was 2.91, which was 0.43999999999999995 higher than the previous day. The implied volatity was 49.17, the open interest changed by -13 which decreased total open position to 662


On 22 Apr IDFCFIRSTB was trading at 68.38. The strike last trading price was 2.54, which was -0.3599999999999999 lower than the previous day. The implied volatity was 45.73, the open interest changed by -15 which decreased total open position to 676


On 21 Apr IDFCFIRSTB was trading at 67.94. The strike last trading price was 2.76, which was -0.5800000000000001 lower than the previous day. The implied volatity was 46.12, the open interest changed by -4 which decreased total open position to 693


On 20 Apr IDFCFIRSTB was trading at 67.50. The strike last trading price was 3.42, which was 0.79 higher than the previous day. The implied volatity was 46.27, the open interest changed by -7 which decreased total open position to 697


On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was 2.7, which was -0.41999999999999993 lower than the previous day. The implied volatity was 38.42, the open interest changed by 38 which increased total open position to 703


On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was 3.25, which was -0.4900000000000002 lower than the previous day. The implied volatity was 39.37, the open interest changed by 10 which increased total open position to 664


On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was 3.84, which was -1.4800000000000004 lower than the previous day. The implied volatity was 37.38, the open interest changed by -7 which decreased total open position to 655


On 13 Apr IDFCFIRSTB was trading at 64.86. The strike last trading price was 5.32, which was 1.0200000000000005 higher than the previous day. The implied volatity was 35.14, the open interest changed by 4 which increased total open position to 661


On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 4.27, which was -0.8500000000000005 lower than the previous day. The implied volatity was 34.31, the open interest changed by -82 which decreased total open position to 662


On 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 5.17, which was 0.65 higher than the previous day. The implied volatity was 38.23, the open interest changed by 21 which increased total open position to 742


On 8 Apr IDFCFIRSTB was trading at 65.87. The strike last trading price was 4.45, which was -4.24 lower than the previous day. The implied volatity was 36.26, the open interest changed by -59 which decreased total open position to 723


On 7 Apr IDFCFIRSTB was trading at 61.19. The strike last trading price was 8.77, which was -0.09 lower than the previous day. The implied volatity was 43.71, the open interest changed by 6 which increased total open position to 782


On 6 Apr IDFCFIRSTB was trading at 61.08. The strike last trading price was 8.73, which was -1.27 lower than the previous day. The implied volatity was 43.39, the open interest changed by -1 which decreased total open position to 776


On 2 Apr IDFCFIRSTB was trading at 60.22. The strike last trading price was 10, which was 0.36 higher than the previous day. The implied volatity was 57.47, the open interest changed by -10 which decreased total open position to 777


On 1 Apr IDFCFIRSTB was trading at 60.18. The strike last trading price was 9.65, which was -1.35 lower than the previous day. The implied volatity was 42.73, the open interest changed by -189 which decreased total open position to 786


On 30 Mar IDFCFIRSTB was trading at 58.85. The strike last trading price was 11.15, which was 2.58 higher than the previous day. The implied volatity was 50.62, the open interest changed by 314 which increased total open position to 973


On 27 Mar IDFCFIRSTB was trading at 61.87. The strike last trading price was 8.44, which was 1.22 higher than the previous day. The implied volatity was 44.19, the open interest changed by 63 which increased total open position to 658


On 25 Mar IDFCFIRSTB was trading at 63.24. The strike last trading price was 7.15, which was -1.31 lower than the previous day. The implied volatity was 39.97, the open interest changed by 83 which increased total open position to 594


On 24 Mar IDFCFIRSTB was trading at 62.09. The strike last trading price was 8.46, which was -1.35 lower than the previous day. The implied volatity was 46.12, the open interest changed by 81 which increased total open position to 510


On 23 Mar IDFCFIRSTB was trading at 60.24. The strike last trading price was 10.05, which was 2.6 higher than the previous day. The implied volatity was 46.85, the open interest changed by 61 which increased total open position to 428


On 20 Mar IDFCFIRSTB was trading at 62.95. The strike last trading price was 7.45, which was -0.66 lower than the previous day. The implied volatity was 40.51, the open interest changed by 8 which increased total open position to 367


On 19 Mar IDFCFIRSTB was trading at 62.61. The strike last trading price was 8.01, which was 2.16 higher than the previous day. The implied volatity was 46.88, the open interest changed by 0 which decreased total open position to 359


On 18 Mar IDFCFIRSTB was trading at 65.26. The strike last trading price was 5.85, which was -1.31 lower than the previous day. The implied volatity was 39.54, the open interest changed by 17 which increased total open position to 359


On 17 Mar IDFCFIRSTB was trading at 63.66. The strike last trading price was 7.28, which was -0.47 lower than the previous day. The implied volatity was 43.82, the open interest changed by 1 which increased total open position to 343


On 16 Mar IDFCFIRSTB was trading at 62.81. The strike last trading price was 7.7, which was -0.45 lower than the previous day. The implied volatity was 40.46, the open interest changed by -13 which decreased total open position to 343


On 13 Mar IDFCFIRSTB was trading at 62.57. The strike last trading price was 8.15, which was 1.66 higher than the previous day. The implied volatity was 43.42, the open interest changed by -9 which decreased total open position to 358


On 12 Mar IDFCFIRSTB was trading at 64.78. The strike last trading price was 6.48, which was 1.03 higher than the previous day. The implied volatity was 41.82, the open interest changed by 2 which increased total open position to 367


On 11 Mar IDFCFIRSTB was trading at 66.16. The strike last trading price was 5.45, which was 1.07 higher than the previous day. The implied volatity was 37.42, the open interest changed by 14 which increased total open position to 364


On 10 Mar IDFCFIRSTB was trading at 67.27. The strike last trading price was 4.44, which was -0.71 lower than the previous day. The implied volatity was 35.85, the open interest changed by 2 which increased total open position to 351


On 9 Mar IDFCFIRSTB was trading at 66.76. The strike last trading price was 5.15, which was 1.92 higher than the previous day. The implied volatity was 39.4, the open interest changed by 0 which decreased total open position to 349


On 6 Mar IDFCFIRSTB was trading at 69.98. The strike last trading price was 3.36, which was 0.35 higher than the previous day. The implied volatity was 36.42, the open interest changed by 4 which increased total open position to 348


On 5 Mar IDFCFIRSTB was trading at 70.40. The strike last trading price was 3.05, which was -0.59 lower than the previous day. The implied volatity was 35.21, the open interest changed by 223 which increased total open position to 344


On 4 Mar IDFCFIRSTB was trading at 70.06. The strike last trading price was 3.62, which was 0.79 higher than the previous day. The implied volatity was 38.55, the open interest changed by 21 which increased total open position to 121


On 2 Mar IDFCFIRSTB was trading at 71.78. The strike last trading price was 2.83, which was 0.62 higher than the previous day. The implied volatity was 37.28, the open interest changed by 3 which increased total open position to 99


On 27 Feb IDFCFIRSTB was trading at 73.48. The strike last trading price was 2.22, which was -0.42 lower than the previous day. The implied volatity was 35.3, the open interest changed by -7 which decreased total open position to 97


On 26 Feb IDFCFIRSTB was trading at 72.81. The strike last trading price was 2.6, which was -1.6 lower than the previous day. The implied volatity was 37.03, the open interest changed by -9 which decreased total open position to 105


On 25 Feb IDFCFIRSTB was trading at 70.22. The strike last trading price was 4.2, which was -0.28 lower than the previous day. The implied volatity was 42.42, the open interest changed by 74 which increased total open position to 114


On 24 Feb IDFCFIRSTB was trading at 70.97. The strike last trading price was 4.45, which was -0.58 lower than the previous day. The implied volatity was 46.49, the open interest changed by 7 which increased total open position to 39


On 23 Feb IDFCFIRSTB was trading at 70.04. The strike last trading price was 5.1, which was 4.44 higher than the previous day. The implied volatity was 49.49, the open interest changed by 32 which increased total open position to 32


On 3 Feb IDFCFIRSTB was trading at 84.85. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Feb IDFCFIRSTB was trading at 81.21. The strike last trading price was 0, 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