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[--[65.84.65.76]--]
IDFCFIRSTB
Idfc First Bank Limited

63.24 2.05 (3.35%)

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Historical option data for IDFCFIRSTB

31 Jan 2025 04:11 PM IST
IDFCFIRSTB 27FEB2025 70 CE
Delta: 0.13
Vega: 0.04
Theta: -0.02
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
31 Jan 63.24 0.3 0.05 28.94 2,135 175 1,753
30 Jan 61.19 0.25 0 34.22 1,979 194 1,592
29 Jan 59.82 0.25 0.05 37.23 1,064 325 1,398
28 Jan 58.27 0.2 -0.05 39.91 929 107 1,070
27 Jan 56.73 0.2 -0.6 43.52 1,050 43 929
24 Jan 62.27 0.8 -0.05 39.79 725 23 887
23 Jan 63.11 0.8 -0.10 36.44 534 74 856
22 Jan 62.82 0.9 -0.05 37.18 427 27 778
21 Jan 63.33 0.95 -0.10 36.27 257 -3 751
20 Jan 63.82 1.05 0.20 35.80 587 144 756
17 Jan 62.56 0.85 0.05 34.88 288 92 611
16 Jan 62.68 0.8 0.00 33.77 147 38 519
15 Jan 62.02 0.8 0.05 35.01 193 13 482
14 Jan 61.94 0.75 0.30 33.69 212 -22 470
13 Jan 59.33 0.45 -0.10 36.06 186 57 491
10 Jan 60.39 0.55 -0.25 33.57 186 85 435
9 Jan 62.37 0.8 -0.05 31.32 171 10 350
8 Jan 62.65 0.85 0.05 31.41 182 29 340
7 Jan 62.44 0.8 -0.15 30.89 228 27 312
6 Jan 62.61 0.95 -0.60 31.80 201 38 284
3 Jan 65.08 1.55 0.35 28.48 82 29 241
2 Jan 64.68 1.2 0.15 27.26 72 32 212
1 Jan 64.19 1.05 0.25 26.53 77 39 176
31 Dec 63.14 0.8 -0.15 26.36 37 -6 136
30 Dec 63.82 0.95 0.20 26.82 103 68 142
27 Dec 62.52 0.75 -0.15 26.60 27 18 75
26 Dec 61.75 0.9 0.00 30.25 3 2 56
24 Dec 62.29 0.9 -0.20 27.88 10 3 53
23 Dec 61.95 1.1 0.10 31.59 17 4 49
20 Dec 61.68 1 -0.55 29.86 32 7 42
19 Dec 65.07 1.55 0.05 25.72 4 1 34
18 Dec 64.66 1.5 0.40 26.92 34 12 33
17 Dec 63.61 1.1 -0.15 25.12 6 2 20
16 Dec 64.34 1.25 -0.05 24.71 9 5 18
13 Dec 64.23 1.3 -0.25 24.59 14 9 14
12 Dec 64.33 1.55 -0.45 26.32 3 2 4
11 Dec 65.20 2 -0.50 27.61 2 1 1
10 Dec 65.87 2.5 0.00 2.81 0 0 0
9 Dec 65.22 2.5 0.00 3.55 0 0 0
3 Dec 65.20 2.5 0.00 3.20 0 0 0
2 Dec 64.39 2.5 4.05 0 0 0


For Idfc First Bank Limited - strike price 70 expiring on 27FEB2025

Delta for 70 CE is 0.13

Historical price for 70 CE is as follows

On 31 Jan IDFCFIRSTB was trading at 63.24. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 28.94, the open interest changed by 175 which increased total open position to 1753


On 30 Jan IDFCFIRSTB was trading at 61.19. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 34.22, the open interest changed by 194 which increased total open position to 1592


On 29 Jan IDFCFIRSTB was trading at 59.82. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 37.23, the open interest changed by 325 which increased total open position to 1398


On 28 Jan IDFCFIRSTB was trading at 58.27. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 39.91, the open interest changed by 107 which increased total open position to 1070


On 27 Jan IDFCFIRSTB was trading at 56.73. The strike last trading price was 0.2, which was -0.6 lower than the previous day. The implied volatity was 43.52, the open interest changed by 43 which increased total open position to 929


On 24 Jan IDFCFIRSTB was trading at 62.27. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 39.79, the open interest changed by 23 which increased total open position to 887


On 23 Jan IDFCFIRSTB was trading at 63.11. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 36.44, the open interest changed by 74 which increased total open position to 856


On 22 Jan IDFCFIRSTB was trading at 62.82. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 37.18, the open interest changed by 27 which increased total open position to 778


On 21 Jan IDFCFIRSTB was trading at 63.33. The strike last trading price was 0.95, which was -0.10 lower than the previous day. The implied volatity was 36.27, the open interest changed by -3 which decreased total open position to 751


On 20 Jan IDFCFIRSTB was trading at 63.82. The strike last trading price was 1.05, which was 0.20 higher than the previous day. The implied volatity was 35.80, the open interest changed by 144 which increased total open position to 756


On 17 Jan IDFCFIRSTB was trading at 62.56. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 34.88, the open interest changed by 92 which increased total open position to 611


On 16 Jan IDFCFIRSTB was trading at 62.68. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 33.77, the open interest changed by 38 which increased total open position to 519


On 15 Jan IDFCFIRSTB was trading at 62.02. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 35.01, the open interest changed by 13 which increased total open position to 482


On 14 Jan IDFCFIRSTB was trading at 61.94. The strike last trading price was 0.75, which was 0.30 higher than the previous day. The implied volatity was 33.69, the open interest changed by -22 which decreased total open position to 470


On 13 Jan IDFCFIRSTB was trading at 59.33. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 36.06, the open interest changed by 57 which increased total open position to 491


On 10 Jan IDFCFIRSTB was trading at 60.39. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 33.57, the open interest changed by 85 which increased total open position to 435


On 9 Jan IDFCFIRSTB was trading at 62.37. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 31.32, the open interest changed by 10 which increased total open position to 350


On 8 Jan IDFCFIRSTB was trading at 62.65. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 31.41, the open interest changed by 29 which increased total open position to 340


On 7 Jan IDFCFIRSTB was trading at 62.44. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 30.89, the open interest changed by 27 which increased total open position to 312


On 6 Jan IDFCFIRSTB was trading at 62.61. The strike last trading price was 0.95, which was -0.60 lower than the previous day. The implied volatity was 31.80, the open interest changed by 38 which increased total open position to 284


On 3 Jan IDFCFIRSTB was trading at 65.08. The strike last trading price was 1.55, which was 0.35 higher than the previous day. The implied volatity was 28.48, the open interest changed by 29 which increased total open position to 241


On 2 Jan IDFCFIRSTB was trading at 64.68. The strike last trading price was 1.2, which was 0.15 higher than the previous day. The implied volatity was 27.26, the open interest changed by 32 which increased total open position to 212


On 1 Jan IDFCFIRSTB was trading at 64.19. The strike last trading price was 1.05, which was 0.25 higher than the previous day. The implied volatity was 26.53, the open interest changed by 39 which increased total open position to 176


On 31 Dec IDFCFIRSTB was trading at 63.14. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 26.36, the open interest changed by -6 which decreased total open position to 136


On 30 Dec IDFCFIRSTB was trading at 63.82. The strike last trading price was 0.95, which was 0.20 higher than the previous day. The implied volatity was 26.82, the open interest changed by 68 which increased total open position to 142


On 27 Dec IDFCFIRSTB was trading at 62.52. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 26.60, the open interest changed by 18 which increased total open position to 75


On 26 Dec IDFCFIRSTB was trading at 61.75. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 30.25, the open interest changed by 2 which increased total open position to 56


On 24 Dec IDFCFIRSTB was trading at 62.29. The strike last trading price was 0.9, which was -0.20 lower than the previous day. The implied volatity was 27.88, the open interest changed by 3 which increased total open position to 53


On 23 Dec IDFCFIRSTB was trading at 61.95. The strike last trading price was 1.1, which was 0.10 higher than the previous day. The implied volatity was 31.59, the open interest changed by 4 which increased total open position to 49


On 20 Dec IDFCFIRSTB was trading at 61.68. The strike last trading price was 1, which was -0.55 lower than the previous day. The implied volatity was 29.86, the open interest changed by 7 which increased total open position to 42


On 19 Dec IDFCFIRSTB was trading at 65.07. The strike last trading price was 1.55, which was 0.05 higher than the previous day. The implied volatity was 25.72, the open interest changed by 1 which increased total open position to 34


On 18 Dec IDFCFIRSTB was trading at 64.66. The strike last trading price was 1.5, which was 0.40 higher than the previous day. The implied volatity was 26.92, the open interest changed by 12 which increased total open position to 33


On 17 Dec IDFCFIRSTB was trading at 63.61. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 25.12, the open interest changed by 2 which increased total open position to 20


On 16 Dec IDFCFIRSTB was trading at 64.34. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 24.71, the open interest changed by 5 which increased total open position to 18


On 13 Dec IDFCFIRSTB was trading at 64.23. The strike last trading price was 1.3, which was -0.25 lower than the previous day. The implied volatity was 24.59, the open interest changed by 9 which increased total open position to 14


On 12 Dec IDFCFIRSTB was trading at 64.33. The strike last trading price was 1.55, which was -0.45 lower than the previous day. The implied volatity was 26.32, the open interest changed by 2 which increased total open position to 4


On 11 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 2, which was -0.50 lower than the previous day. The implied volatity was 27.61, the open interest changed by 1 which increased total open position to 1


On 10 Dec IDFCFIRSTB was trading at 65.87. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was 2.81, the open interest changed by 0 which decreased total open position to 0


On 9 Dec IDFCFIRSTB was trading at 65.22. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was 3.55, the open interest changed by 0 which decreased total open position to 0


On 3 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was 3.20, 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 2.5, which was lower than the previous day. The implied volatity was 4.05, the open interest changed by 0 which decreased total open position to 0


IDFCFIRSTB 27FEB2025 70 PE
Delta: -0.83
Vega: 0.04
Theta: -0.01
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
31 Jan 63.24 6.7 -1.9 34.11 205 -67 976
30 Jan 61.19 8.5 -1.3 29.62 322 224 1,042
29 Jan 59.82 9.8 -1.7 40.09 238 199 816
28 Jan 58.27 11.45 -1.95 44.68 388 324 615
27 Jan 56.73 13.4 5.2 64.41 90 77 290
24 Jan 62.27 8.2 1 43.76 108 33 208
23 Jan 63.11 7.2 -0.20 35.87 73 35 172
22 Jan 62.82 7.4 0.20 40.43 3 2 136
21 Jan 63.33 7.2 0.85 40.59 12 9 133
20 Jan 63.82 6.35 -1.30 31.62 49 40 121
17 Jan 62.56 7.65 0.35 39.15 10 5 82
16 Jan 62.68 7.3 -0.55 32.52 1 0 76
15 Jan 62.02 7.85 -1.05 34.90 22 16 75
14 Jan 61.94 8.9 -1.90 49.34 17 7 59
13 Jan 59.33 10.8 2.10 47.08 16 10 58
10 Jan 60.39 8.7 0.50 19.71 4 0 48
9 Jan 62.37 8.2 0.45 42.91 1 0 47
8 Jan 62.65 7.75 -0.05 37.20 2 0 45
7 Jan 62.44 7.8 0.00 0.00 0 24 0
6 Jan 62.61 7.8 1.65 38.90 29 24 45
3 Jan 65.08 6.15 0.15 40.39 1 0 20
2 Jan 64.68 6 0.00 33.01 5 3 20
1 Jan 64.19 6 -0.70 29.84 9 4 16
31 Dec 63.14 6.7 0.20 28.49 1 0 11
30 Dec 63.82 6.5 -0.70 29.98 9 8 11
27 Dec 62.52 7.2 0.20 28.32 3 2 2
26 Dec 61.75 7 0.00 - 0 0 0
24 Dec 62.29 7 0.00 - 0 0 0
23 Dec 61.95 7 0.00 - 0 0 0
20 Dec 61.68 7 0.00 - 0 0 0
19 Dec 65.07 7 0.00 - 0 0 0
18 Dec 64.66 7 0.00 - 0 0 0
17 Dec 63.61 7 0.00 - 0 0 0
16 Dec 64.34 7 0.00 - 0 0 0
13 Dec 64.23 7 0.00 - 0 0 0
12 Dec 64.33 7 0.00 - 0 0 0
11 Dec 65.20 7 0.00 - 0 0 0
10 Dec 65.87 7 0.00 - 0 0 0
9 Dec 65.22 7 0.00 - 0 0 0
3 Dec 65.20 7 7.00 - 0 0 0
2 Dec 64.39 0 - 0 0 0


For Idfc First Bank Limited - strike price 70 expiring on 27FEB2025

Delta for 70 PE is -0.83

Historical price for 70 PE is as follows

On 31 Jan IDFCFIRSTB was trading at 63.24. The strike last trading price was 6.7, which was -1.9 lower than the previous day. The implied volatity was 34.11, the open interest changed by -67 which decreased total open position to 976


On 30 Jan IDFCFIRSTB was trading at 61.19. The strike last trading price was 8.5, which was -1.3 lower than the previous day. The implied volatity was 29.62, the open interest changed by 224 which increased total open position to 1042


On 29 Jan IDFCFIRSTB was trading at 59.82. The strike last trading price was 9.8, which was -1.7 lower than the previous day. The implied volatity was 40.09, the open interest changed by 199 which increased total open position to 816


On 28 Jan IDFCFIRSTB was trading at 58.27. The strike last trading price was 11.45, which was -1.95 lower than the previous day. The implied volatity was 44.68, the open interest changed by 324 which increased total open position to 615


On 27 Jan IDFCFIRSTB was trading at 56.73. The strike last trading price was 13.4, which was 5.2 higher than the previous day. The implied volatity was 64.41, the open interest changed by 77 which increased total open position to 290


On 24 Jan IDFCFIRSTB was trading at 62.27. The strike last trading price was 8.2, which was 1 higher than the previous day. The implied volatity was 43.76, the open interest changed by 33 which increased total open position to 208


On 23 Jan IDFCFIRSTB was trading at 63.11. The strike last trading price was 7.2, which was -0.20 lower than the previous day. The implied volatity was 35.87, the open interest changed by 35 which increased total open position to 172


On 22 Jan IDFCFIRSTB was trading at 62.82. The strike last trading price was 7.4, which was 0.20 higher than the previous day. The implied volatity was 40.43, the open interest changed by 2 which increased total open position to 136


On 21 Jan IDFCFIRSTB was trading at 63.33. The strike last trading price was 7.2, which was 0.85 higher than the previous day. The implied volatity was 40.59, the open interest changed by 9 which increased total open position to 133


On 20 Jan IDFCFIRSTB was trading at 63.82. The strike last trading price was 6.35, which was -1.30 lower than the previous day. The implied volatity was 31.62, the open interest changed by 40 which increased total open position to 121


On 17 Jan IDFCFIRSTB was trading at 62.56. The strike last trading price was 7.65, which was 0.35 higher than the previous day. The implied volatity was 39.15, the open interest changed by 5 which increased total open position to 82


On 16 Jan IDFCFIRSTB was trading at 62.68. The strike last trading price was 7.3, which was -0.55 lower than the previous day. The implied volatity was 32.52, the open interest changed by 0 which decreased total open position to 76


On 15 Jan IDFCFIRSTB was trading at 62.02. The strike last trading price was 7.85, which was -1.05 lower than the previous day. The implied volatity was 34.90, the open interest changed by 16 which increased total open position to 75


On 14 Jan IDFCFIRSTB was trading at 61.94. The strike last trading price was 8.9, which was -1.90 lower than the previous day. The implied volatity was 49.34, the open interest changed by 7 which increased total open position to 59


On 13 Jan IDFCFIRSTB was trading at 59.33. The strike last trading price was 10.8, which was 2.10 higher than the previous day. The implied volatity was 47.08, the open interest changed by 10 which increased total open position to 58


On 10 Jan IDFCFIRSTB was trading at 60.39. The strike last trading price was 8.7, which was 0.50 higher than the previous day. The implied volatity was 19.71, the open interest changed by 0 which decreased total open position to 48


On 9 Jan IDFCFIRSTB was trading at 62.37. The strike last trading price was 8.2, which was 0.45 higher than the previous day. The implied volatity was 42.91, the open interest changed by 0 which decreased total open position to 47


On 8 Jan IDFCFIRSTB was trading at 62.65. The strike last trading price was 7.75, which was -0.05 lower than the previous day. The implied volatity was 37.20, the open interest changed by 0 which decreased total open position to 45


On 7 Jan IDFCFIRSTB was trading at 62.44. The strike last trading price was 7.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 24 which increased total open position to 0


On 6 Jan IDFCFIRSTB was trading at 62.61. The strike last trading price was 7.8, which was 1.65 higher than the previous day. The implied volatity was 38.90, the open interest changed by 24 which increased total open position to 45


On 3 Jan IDFCFIRSTB was trading at 65.08. The strike last trading price was 6.15, which was 0.15 higher than the previous day. The implied volatity was 40.39, the open interest changed by 0 which decreased total open position to 20


On 2 Jan IDFCFIRSTB was trading at 64.68. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was 33.01, the open interest changed by 3 which increased total open position to 20


On 1 Jan IDFCFIRSTB was trading at 64.19. The strike last trading price was 6, which was -0.70 lower than the previous day. The implied volatity was 29.84, the open interest changed by 4 which increased total open position to 16


On 31 Dec IDFCFIRSTB was trading at 63.14. The strike last trading price was 6.7, which was 0.20 higher than the previous day. The implied volatity was 28.49, the open interest changed by 0 which decreased total open position to 11


On 30 Dec IDFCFIRSTB was trading at 63.82. The strike last trading price was 6.5, which was -0.70 lower than the previous day. The implied volatity was 29.98, the open interest changed by 8 which increased total open position to 11


On 27 Dec IDFCFIRSTB was trading at 62.52. The strike last trading price was 7.2, which was 0.20 higher than the previous day. The implied volatity was 28.32, the open interest changed by 2 which increased total open position to 2


On 26 Dec IDFCFIRSTB was trading at 61.75. The strike last trading price was 7, 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 24 Dec IDFCFIRSTB was trading at 62.29. The strike last trading price was 7, 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 23 Dec IDFCFIRSTB was trading at 61.95. The strike last trading price was 7, 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 Dec IDFCFIRSTB was trading at 61.68. The strike last trading price was 7, 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 Dec IDFCFIRSTB was trading at 65.07. The strike last trading price was 7, 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 Dec IDFCFIRSTB was trading at 64.66. The strike last trading price was 7, 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 17 Dec IDFCFIRSTB was trading at 63.61. The strike last trading price was 7, 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 16 Dec IDFCFIRSTB was trading at 64.34. The strike last trading price was 7, 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 Dec IDFCFIRSTB was trading at 64.23. The strike last trading price was 7, 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 Dec IDFCFIRSTB was trading at 64.33. The strike last trading price was 7, 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 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 7, 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 10 Dec IDFCFIRSTB was trading at 65.87. The strike last trading price was 7, 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 9 Dec IDFCFIRSTB was trading at 65.22. The strike last trading price was 7, 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 3 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 7, which was 7.00 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0