Idfc First Bank Limited (IDFCFIRSTB) Option Chain - Strike Price 70 | NiftyInvest - Detailed Options Data & Historical Records

IDFCFIRSTB

Idfc First Bank Limited

62.94 -1.68 (-2.60%)

Back to Option Chain

Historical option data for IDFCFIRSTB
21 Nov 2024 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

IDFCFIRSTB 28NOV2024 70 CE
Delta: 0.04 Vega: 0.01 Theta: -0.02 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	Change OI	OI
21 Nov	62.94	0.05 ₹ 375	-0.05 -375.00	41.05	382 28,65,000	-161 -12,07,500	2,210 1,65,75,000
20 Nov	64.62	0.1 ₹ 750	0.00 0.00	33.51	2,002 1,50,15,000	31 2,32,500	2,373 1,77,97,500
19 Nov	64.62	0.1 ₹ 750	-0.05 -375.00	33.51	2,002 1,50,15,000	33 2,47,500	2,373 1,77,97,500
18 Nov	65.53	0.15 ₹ 1,125	0.05 375.00	29.26	4,107 3,08,02,500	-383 -28,72,500	2,338 1,75,35,000
14 Nov	63.41	0.1 ₹ 750	-0.05 -375.00	30.57	556 41,70,000	-133 -9,97,500	2,721 2,04,07,500
13 Nov	63.62	0.15 ₹ 1,125	-0.15 -1125.00	29.04	4,678 3,50,85,000	102 7,65,000	2,889 2,16,67,500
12 Nov	66.24	0.3 ₹ 2,250	-0.10 -750.00	25.60	3,321 2,49,07,500	-6 -45,000	2,782 2,08,65,000
11 Nov	66.56	0.4 ₹ 3,000	0.05 375.00	25.16	5,262 3,94,65,000	-148 -11,10,000	2,797 2,09,77,500
8 Nov	65.63	0.35 ₹ 2,625	-0.30 -2250.00	25.58	5,268 3,95,10,000	114 8,55,000	2,943 2,20,72,500
7 Nov	66.52	0.65 ₹ 4,875	-0.15 -1125.00	27.67	3,752 2,81,40,000	570 42,75,000	2,829 2,12,17,500
6 Nov	66.89	0.8 ₹ 6,000	-0.10 -750.00	26.98	2,854 2,14,05,000	382 28,65,000	2,266 1,69,95,000
5 Nov	66.31	0.9 ₹ 6,750	-0.05 -375.00	31.45	3,590 2,69,25,000	172 12,90,000	1,915 1,43,62,500
4 Nov	65.83	0.95 ₹ 7,125	-0.35 -2625.00	34.86	5,210 3,90,75,000	655 49,12,500	1,768 1,32,60,000
1 Nov	67.15	1.3 ₹ 9,750	0.00 0.00	29.86	2,196 1,64,70,000	286 21,45,000	1,119 83,92,500
31 Oct	65.93	1.3 ₹ 9,750	-0.85 -6375.00	-	125 9,37,500	-16 -1,20,000	834 62,55,000
30 Oct	68.79	2.15 ₹ 16,125	0.55 4125.00	-	139 10,42,500	-22 -1,65,000	851 63,82,500
29 Oct	67.60	1.6 ₹ 12,000	0.10 750.00	-	21 1,57,500	-14 -1,05,000	874 65,55,000
28 Oct	67.13	1.5 ₹ 11,250	-0.05 -375.00	-	288 21,60,000	-245 -18,37,500	893 66,97,500
25 Oct	65.50	1.55 ₹ 11,625	-0.25 -1875.00	-	2,237 1,67,77,500	357 26,77,500	1,138 85,35,000
24 Oct	68.05	1.8 ₹ 13,500	0.10 750.00	-	1,481 1,11,07,500	96 7,20,000	772 57,90,000
23 Oct	66.58	1.7 ₹ 12,750	-3.40 -25500.00	-	1,080 81,00,000	619 46,42,500	683 51,22,500
22 Oct	68.32	5.1 ₹ 38,250	0.00 0.00	-	0 0	0 0	0 0
21 Oct	70.40	5.1 ₹ 38,250	0.00 0.00	-	0 0	0 0	0 0
18 Oct	71.57	5.1 ₹ 38,250	0.00 0.00	-	0 0	0 0	0 0
17 Oct	71.74	5.1 ₹ 38,250	0.00 0.00	-	0 0	-1 -7,500	0 0
16 Oct	72.22	5.1 ₹ 38,250	0.35 2625.00	-	1 7,500	0 0	65 4,87,500
15 Oct	72.74	4.75 ₹ 35,625	0.00 0.00	-	0 0	0 0	0 0
14 Oct	72.94	4.75 ₹ 35,625	0.00 0.00	-	0 0	0 0	0 0
11 Oct	72.37	4.75 ₹ 35,625	0.00 0.00	-	0 0	0 0	0 0
10 Oct	73.14	4.75 ₹ 35,625	0.00 0.00	-	0 0	-2 -15,000	0 0
9 Oct	72.39	4.75 ₹ 35,625	0.00 0.00	-	2 15,000	0 0	67 5,02,500

8 Oct	73.13	4.75 ₹ 35,625	0.00 0.00	-	0 0	18 1,35,000	0 0
7 Oct	72.22	4.75 ₹ 35,625	0.45 3375.00	-	67 5,02,500	19 1,42,500	68 5,10,000
4 Oct	71.83	4.3 ₹ 32,250	0.10 750.00	-	32 2,40,000	8 60,000	50 3,75,000
3 Oct	71.98	4.2 ₹ 31,500	-1.20 -9000.00	-	38 2,85,000	23 1,72,500	42 3,15,000
1 Oct	73.44	5.4 ₹ 40,500	-0.60 -4500.00	-	4 30,000	-2 -15,000	18 1,35,000
30 Sept	74.35	6 ₹ 45,000	0.50 3750.00	-	27 2,02,500	1 7,500	20 1,50,000
27 Sept	74.19	5.5 ₹ 41,250	0.45 3375.00	-	10 75,000	-1 -7,500	17 1,27,500
26 Sept	74.03	5.05 ₹ 37,875	0.00 0.00	-	0 0	11 82,500	0 0
25 Sept	73.02	5.05 ₹ 37,875	-0.95 -7125.00	-	11 82,500	10 75,000	17 1,27,500
24 Sept	73.68	6 ₹ 45,000	1.40 10500.00	-	4 30,000	0 0	3 22,500
23 Sept	74.02	4.6 ₹ 34,500	0.00 0.00	-	0 0	0 0	0 0
20 Sept	72.83	4.6 ₹ 34,500	0.00 0.00	-	0 0	2 15,000	0 0
19 Sept	73.82	4.6 ₹ 34,500	-0.90 -6750.00	-	2 15,000	0 0	1 7,500
18 Sept	72.79	5.5 ₹ 41,250	-1.90 -14250.00	-	1 7,500	0 0	0 0
17 Sept	73.28	7.4 ₹ 55,500	0.00 0.00	-	0 0	0 0	0 0
16 Sept	73.74	7.4 ₹ 55,500	0.00 0.00	-	0 0	0 0	0 0
13 Sept	73.42	7.4 ₹ 55,500	0.00 0.00	-	0 0	0 0	0 0
12 Sept	72.77	7.4 ₹ 55,500	0.00 0.00	-	0 0	0 0	0 0
11 Sept	71.52	7.4 ₹ 55,500	0.00 0.00	-	0 0	0 0	0 0
10 Sept	72.59	7.4 ₹ 55,500	0.00 0.00	-	0 0	0 0	0 0
9 Sept	72.62	7.4 ₹ 55,500	0.00 0.00	-	0 0	0 0	0 0
6 Sept	73.66	7.4 ₹ 55,500	0.00 0.00	-	0 0	0 0	0 0
5 Sept	75.04	7.4 ₹ 55,500	0.00 0.00	-	0 0	0 0	0 0
4 Sept	74.65	7.4 ₹ 55,500	0.00 0.00	-	0 0	0 0	0 0
3 Sept	75.07	7.4 ₹ 55,500	0.00 0.00	-	0 0	0 0	0 0
2 Sept	75.01	7.4 ₹ 55,500	0.00	-	0 0	0 0	0 0

For Idfc First Bank Limited - strike price 70 expiring on 28NOV2024

Delta for 70 CE is 0.04

Historical price for 70 CE is as follows

On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 41.05, the open interest changed by -161 which decreased total open position to 2210

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 33.51, the open interest changed by 31 which increased total open position to 2373

On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 33.51, the open interest changed by 33 which increased total open position to 2373

On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 29.26, the open interest changed by -383 which decreased total open position to 2338

On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 30.57, the open interest changed by -133 which decreased total open position to 2721

On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 29.04, the open interest changed by 102 which increased total open position to 2889

On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 25.60, the open interest changed by -6 which decreased total open position to 2782

On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 25.16, the open interest changed by -148 which decreased total open position to 2797

On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 0.35, which was -0.30 lower than the previous day. The implied volatity was 25.58, the open interest changed by 114 which increased total open position to 2943

On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 27.67, the open interest changed by 570 which increased total open position to 2829

On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 26.98, the open interest changed by 382 which increased total open position to 2266

On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 31.45, the open interest changed by 172 which increased total open position to 1915

On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 0.95, which was -0.35 lower than the previous day. The implied volatity was 34.86, the open interest changed by 655 which increased total open position to 1768

On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 1.3, which was 0.00 lower than the previous day. The implied volatity was 29.86, the open interest changed by 286 which increased total open position to 1119

On 31 Oct IDFCFIRSTB was trading at 65.93. The strike last trading price was 1.3, which was -0.85 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 2.15, which was 0.55 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 1.6, which was 0.10 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 1.5, which was -0.05 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 1.55, 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 24 Oct IDFCFIRSTB was trading at 68.05. The strike last trading price was 1.8, which was 0.10 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 1.7, which was -3.40 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 5.1, 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 21 Oct IDFCFIRSTB was trading at 70.40. The strike last trading price was 5.1, 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 18 Oct IDFCFIRSTB was trading at 71.57. The strike last trading price was 5.1, 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 17 Oct IDFCFIRSTB was trading at 71.74. The strike last trading price was 5.1, 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 16 Oct IDFCFIRSTB was trading at 72.22. The strike last trading price was 5.1, 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 15 Oct IDFCFIRSTB was trading at 72.74. The strike last trading price was 4.75, 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 4.75, 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 4.75, 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 4.75, 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 4.75, 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 4.75, 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 4.75, which was 0.45 higher 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 4.3, which was 0.10 higher 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 4.2, which was -1.20 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 5.4, which was -0.60 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 6, which was 0.50 higher 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 5.5, which was 0.45 higher 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 5.05, 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 5.05, which was -0.95 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 6, which was 1.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to

On 23 Sept IDFCFIRSTB was trading at 74.02. The strike last trading price was 4.6, 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 4.6, 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 4.6, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to

On 18 Sept IDFCFIRSTB was trading at 72.79. The strike last trading price was 5.5, which was -1.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to

On 17 Sept IDFCFIRSTB was trading at 73.28. The strike last trading price was 7.4, 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 Sept IDFCFIRSTB was trading at 73.74. The strike last trading price was 7.4, 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 13 Sept IDFCFIRSTB was trading at 73.42. The strike last trading price was 7.4, 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 12 Sept IDFCFIRSTB was trading at 72.77. The strike last trading price was 7.4, 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 Sept IDFCFIRSTB was trading at 71.52. The strike last trading price was 7.4, 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 Sept IDFCFIRSTB was trading at 72.59. The strike last trading price was 7.4, 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 Sept IDFCFIRSTB was trading at 72.62. The strike last trading price was 7.4, 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 6 Sept IDFCFIRSTB was trading at 73.66. The strike last trading price was 7.4, 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 5 Sept IDFCFIRSTB was trading at 75.04. The strike last trading price was 7.4, 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 Sept IDFCFIRSTB was trading at 74.65. The strike last trading price was 7.4, 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 Sept IDFCFIRSTB was trading at 75.07. The strike last trading price was 7.4, 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 2 Sept IDFCFIRSTB was trading at 75.01. The strike last trading price was 7.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to

IDFCFIRSTB 28NOV2024 70 PE
Delta: -0.91 Vega: 0.01 Theta: -0.04 Gamma: 0.03
Date	Close	Ltp	Change	IV	Volume	Change OI	OI
21 Nov	62.94	7.1 ₹ 53,250	1.35 10125.00	55.27	61 4,57,500	-35 -2,62,500	600 45,00,000
20 Nov	64.62	5.75 ₹ 43,125	0.00 0.00	49.05	285 21,37,500	-37 -2,77,500	636 47,70,000
19 Nov	64.62	5.75 ₹ 43,125	1.10 8250.00	49.05	285 21,37,500	-36 -2,70,000	636 47,70,000
18 Nov	65.53	4.65 ₹ 34,875	-2.05 -15375.00	39.66	166 12,45,000	-5 -37,500	670 50,25,000
14 Nov	63.41	6.7 ₹ 50,250	1.05 7875.00	45.89	96 7,20,000	-6 -45,000	676 50,70,000
13 Nov	63.62	5.65 ₹ 42,375	1.40 10500.00	31.55	462 34,65,000	-93 -6,97,500	682 51,15,000
12 Nov	66.24	4.25 ₹ 31,875	0.40 3000.00	33.29	297 22,27,500	8 60,000	777 58,27,500
11 Nov	66.56	3.85 ₹ 28,875	-0.70 -5250.00	31.49	280 21,00,000	-40 -3,00,000	771 57,82,500
8 Nov	65.63	4.55 ₹ 34,125	0.50 3750.00	31.06	275 20,62,500	39 2,92,500	812 60,90,000
7 Nov	66.52	4.05 ₹ 30,375	0.60 4500.00	32.61	471 35,32,500	141 10,57,500	772 57,90,000
6 Nov	66.89	3.45 ₹ 25,875	-0.85 -6375.00	28.23	291 21,82,500	-21 -1,57,500	632 47,40,000
5 Nov	66.31	4.3 ₹ 32,250	-0.60 -4500.00	34.38	430 32,25,000	-50 -3,75,000	653 48,97,500
4 Nov	65.83	4.9 ₹ 36,750	1.10 8250.00	36.08	775 58,12,500	195 14,62,500	704 52,80,000
1 Nov	67.15	3.8 ₹ 28,500	-1.20 -9000.00	34.95	333 24,97,500	68 5,10,000	509 38,17,500
31 Oct	65.93	5 ₹ 37,500	1.85 13875.00	-	44 3,30,000	11 82,500	440 33,00,000
30 Oct	68.79	3.15 ₹ 23,625	-1.10 -8250.00	-	31 2,32,500	-19 -1,42,500	430 32,25,000
29 Oct	67.60	4.25 ₹ 31,875	-0.30 -2250.00	-	19 1,42,500	3 22,500	451 33,82,500
28 Oct	67.13	4.55 ₹ 34,125	-3.40 -25500.00	-	66 4,95,000	-49 -3,67,500	454 34,05,000
25 Oct	65.50	7.95 ₹ 59,625	3.60 27000.00	-	560 42,00,000	112 8,40,000	503 37,72,500
24 Oct	68.05	4.35 ₹ 32,625	-0.75 -5625.00	-	247 18,52,500	80 6,00,000	390 29,25,000
23 Oct	66.58	5.1 ₹ 38,250	0.80 6000.00	-	229 17,17,500	102 7,65,000	309 23,17,500
22 Oct	68.32	4.3 ₹ 32,250	1.85 13875.00	-	8 60,000	-7 -52,500	208 15,60,000
21 Oct	70.40	2.45 ₹ 18,375	0.00 0.00	-	0 0	0 0	0 0
18 Oct	71.57	2.45 ₹ 18,375	0.00 0.00	-	0 0	0 0	0 0
17 Oct	71.74	2.45 ₹ 18,375	0.00 0.00	-	0 0	0 0	0 0
16 Oct	72.22	2.45 ₹ 18,375	0.00 0.00	-	0 0	-2 -15,000	0 0
15 Oct	72.74	2.45 ₹ 18,375	0.75 5625.00	-	2 15,000	-1 -7,500	216 16,20,000
14 Oct	72.94	1.7 ₹ 12,750	0.00 0.00	-	0 0	-3 -22,500	0 0
11 Oct	72.37	1.7 ₹ 12,750	-0.45 -3375.00	-	3 22,500	-2 -15,000	218 16,35,000
10 Oct	73.14	2.15 ₹ 16,125	0.65 4875.00	-	2 15,000	-1 -7,500	221 16,57,500
9 Oct	72.39	1.5 ₹ 11,250	-0.90 -6750.00	-	5 37,500	0 0	227 17,02,500
8 Oct	73.13	2.4 ₹ 18,000	0.00 0.00	-	0 0	14 1,05,000	0 0
7 Oct	72.22	2.4 ₹ 18,000	-0.20 -1500.00	-	56 4,20,000	12 90,000	225 16,87,500
4 Oct	71.83	2.6 ₹ 19,500	-0.10 -750.00	-	47 3,52,500	12 90,000	213 15,97,500
3 Oct	71.98	2.7 ₹ 20,250	0.70 5250.00	-	87 6,52,500	29 2,17,500	200 15,00,000
1 Oct	73.44	2 ₹ 15,000	0.20 1500.00	-	45 3,37,500	9 67,500	170 12,75,000
30 Sept	74.35	1.8 ₹ 13,500	-0.10 -750.00	-	67 5,02,500	22 1,65,000	160 12,00,000
27 Sept	74.19	1.9 ₹ 14,250	-0.30 -2250.00	-	44 3,30,000	17 1,27,500	136 10,20,000
26 Sept	74.03	2.2 ₹ 16,500	-0.25 -1875.00	-	45 3,37,500	9 67,500	119 8,92,500
25 Sept	73.02	2.45 ₹ 18,375	0.15 1125.00	-	34 2,55,000	27 2,02,500	110 8,25,000
24 Sept	73.68	2.3 ₹ 17,250	-0.10 -750.00	-	16 1,20,000	10 75,000	82 6,15,000
23 Sept	74.02	2.4 ₹ 18,000	-0.35 -2625.00	-	3 22,500	2 15,000	72 5,40,000
20 Sept	72.83	2.75 ₹ 20,625	0.50 3750.00	-	9 67,500	1 7,500	69 5,17,500
19 Sept	73.82	2.25 ₹ 16,875	-0.35 -2625.00	-	26 1,95,000	12 90,000	69 5,17,500
18 Sept	72.79	2.6 ₹ 19,500	0.25 1875.00	-	9 67,500	3 22,500	57 4,27,500
17 Sept	73.28	2.35 ₹ 17,625	0.05 375.00	-	4 30,000	1 7,500	53 3,97,500
16 Sept	73.74	2.3 ₹ 17,250	0.05 375.00	-	11 82,500	2 15,000	52 3,90,000
13 Sept	73.42	2.25 ₹ 16,875	-0.45 -3375.00	-	10 75,000	-1 -7,500	50 3,75,000
12 Sept	72.77	2.7 ₹ 20,250	-0.25 -1875.00	-	1 7,500	0 0	52 3,90,000
11 Sept	71.52	2.95 ₹ 22,125	0.55 4125.00	-	13 97,500	9 67,500	51 3,82,500
10 Sept	72.59	2.4 ₹ 18,000	-0.05 -375.00	-	5 37,500	4 30,000	42 3,15,000
9 Sept	72.62	2.45 ₹ 18,375	0.25 1875.00	-	9 67,500	2 15,000	33 2,47,500
6 Sept	73.66	2.2 ₹ 16,500	0.40 3000.00	-	11 82,500	6 45,000	30 2,25,000
5 Sept	75.04	1.8 ₹ 13,500	-0.30 -2250.00	-	3 22,500	2 15,000	23 1,72,500
4 Sept	74.65	2.1 ₹ 15,750	-0.05 -375.00	-	10 75,000	8 60,000	21 1,57,500
3 Sept	75.07	2.15 ₹ 16,125	0.15 1125.00	-	11 82,500	9 67,500	13 97,500
2 Sept	75.01	2 ₹ 15,000	0.00	-	4 30,000	3 22,500	3 22,500

For Idfc First Bank Limited - strike price 70 expiring on 28NOV2024

Delta for 70 PE is -0.91

Historical price for 70 PE is as follows

On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 7.1, which was 1.35 higher than the previous day. The implied volatity was 55.27, the open interest changed by -35 which decreased total open position to 600

On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 5.75, which was 0.00 lower than the previous day. The implied volatity was 49.05, the open interest changed by -37 which decreased total open position to 636

On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 5.75, which was 1.10 higher than the previous day. The implied volatity was 49.05, the open interest changed by -36 which decreased total open position to 636

On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 4.65, which was -2.05 lower than the previous day. The implied volatity was 39.66, the open interest changed by -5 which decreased total open position to 670

On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 6.7, which was 1.05 higher than the previous day. The implied volatity was 45.89, the open interest changed by -6 which decreased total open position to 676

On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 5.65, which was 1.40 higher than the previous day. The implied volatity was 31.55, the open interest changed by -93 which decreased total open position to 682

On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 4.25, which was 0.40 higher than the previous day. The implied volatity was 33.29, the open interest changed by 8 which increased total open position to 777

On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 3.85, which was -0.70 lower than the previous day. The implied volatity was 31.49, the open interest changed by -40 which decreased total open position to 771

On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 4.55, which was 0.50 higher than the previous day. The implied volatity was 31.06, the open interest changed by 39 which increased total open position to 812

On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 4.05, which was 0.60 higher than the previous day. The implied volatity was 32.61, the open interest changed by 141 which increased total open position to 772

On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 3.45, which was -0.85 lower than the previous day. The implied volatity was 28.23, the open interest changed by -21 which decreased total open position to 632

On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 4.3, which was -0.60 lower than the previous day. The implied volatity was 34.38, the open interest changed by -50 which decreased total open position to 653

On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 4.9, which was 1.10 higher than the previous day. The implied volatity was 36.08, the open interest changed by 195 which increased total open position to 704

On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 3.8, which was -1.20 lower than the previous day. The implied volatity was 34.95, the open interest changed by 68 which increased total open position to 509

On 31 Oct IDFCFIRSTB was trading at 65.93. The strike last trading price was 5, which was 1.85 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 3.15, 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 29 Oct IDFCFIRSTB was trading at 67.60. The strike last trading price was 4.25, which was -0.30 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 4.55, which was -3.40 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 7.95, which was 3.60 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 4.35, which was -0.75 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 5.1, which was 0.80 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 4.3, which was 1.85 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 2.45, 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 2.45, 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 2.45, 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 2.45, 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 2.45, which was 0.75 higher 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 1.7, 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 1.7, 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 10 Oct IDFCFIRSTB was trading at 73.14. The strike last trading price was 2.15, 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 9 Oct IDFCFIRSTB was trading at 72.39. The strike last trading price was 1.5, which was -0.90 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 2.4, 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 2.4, 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 2.6, 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 3 Oct IDFCFIRSTB was trading at 71.98. The strike last trading price was 2.7, 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 1 Oct IDFCFIRSTB was trading at 73.44. The strike last trading price was 2, which was 0.20 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 1.8, 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 27 Sept IDFCFIRSTB was trading at 74.19. The strike last trading price was 1.9, which was -0.30 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 2.2, 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 25 Sept IDFCFIRSTB was trading at 73.02. The strike last trading price was 2.45, 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 24 Sept IDFCFIRSTB was trading at 73.68. The strike last trading price was 2.3, 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 23 Sept IDFCFIRSTB was trading at 74.02. The strike last trading price was 2.4, 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 20 Sept IDFCFIRSTB was trading at 72.83. The strike last trading price was 2.75, which was 0.50 higher 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 2.25, 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 18 Sept IDFCFIRSTB was trading at 72.79. The strike last trading price was 2.6, 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 17 Sept IDFCFIRSTB was trading at 73.28. The strike last trading price was 2.35, 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 16 Sept IDFCFIRSTB was trading at 73.74. The strike last trading price was 2.3, 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 13 Sept IDFCFIRSTB was trading at 73.42. The strike last trading price was 2.25, 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 12 Sept IDFCFIRSTB was trading at 72.77. The strike last trading price was 2.7, 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 11 Sept IDFCFIRSTB was trading at 71.52. The strike last trading price was 2.95, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to

On 10 Sept IDFCFIRSTB was trading at 72.59. The strike last trading price was 2.4, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to

On 9 Sept IDFCFIRSTB was trading at 72.62. The strike last trading price was 2.45, 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 6 Sept IDFCFIRSTB was trading at 73.66. The strike last trading price was 2.2, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to

On 5 Sept IDFCFIRSTB was trading at 75.04. The strike last trading price was 1.8, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to

On 4 Sept IDFCFIRSTB was trading at 74.65. The strike last trading price was 2.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to

On 3 Sept IDFCFIRSTB was trading at 75.07. The strike last trading price was 2.15, 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 2 Sept IDFCFIRSTB was trading at 75.01. The strike last trading price was 2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to

Related Pages for IDFCFIRSTB

IDFCFIRSTB

Idfc First Bank Limited

IDFCFIRSTB

Idfc First Bank Limited

Nifty 50

Bank Nifty

Mid Cap Select Nifty

Finnifty

Sensex

Bankex

IDFCFIRSTB

Idfc First Bank Limited

Historical option data for IDFCFIRSTB

Transcript 70 CE

Transcript 70 PE