IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
21 Nov 2024 04:11 PM IST
| IDFCFIRSTB 28NOV2024 71 CE | ||||||||||
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Delta: 0.03
Vega: 0.01
Theta: -0.02
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 62.94 | 0.05 | 0.00 | 45.57 | 83 | -54 | 380 | |||
| 20 Nov | 64.62 | 0.05 | 0.00 | 33.19 | 93 | 2 | 434 | |||
| 19 Nov | 64.62 | 0.05 | 0.00 | 33.19 | 93 | 2 | 434 | |||
| 18 Nov | 65.53 | 0.05 | 0.00 | 26.74 | 178 | 13 | 435 | |||
| 14 Nov | 63.41 | 0.05 | -0.10 | 29.89 | 329 | -36 | 424 | |||
| 13 Nov | 63.62 | 0.15 | 0.00 | 32.71 | 633 | 20 | 460 | |||
| 12 Nov | 66.24 | 0.15 | -0.10 | 24.52 | 338 | 21 | 452 | |||
| 11 Nov | 66.56 | 0.25 | 0.00 | 25.31 | 264 | -28 | 432 | |||
| 8 Nov | 65.63 | 0.25 | -0.20 | 26.52 | 791 | -11 | 462 | |||
| 7 Nov | 66.52 | 0.45 | -0.10 | 27.69 | 842 | 219 | 474 | |||
| 6 Nov | 66.89 | 0.55 | -0.15 | 26.73 | 504 | 39 | 257 | |||
| 5 Nov | 66.31 | 0.7 | -0.05 | 32.05 | 490 | 9 | 220 | |||
| 4 Nov | 65.83 | 0.75 | -0.25 | 35.27 | 785 | 108 | 207 | |||
| 1 Nov | 67.15 | 1 | -0.05 | 29.87 | 163 | 62 | 96 | |||
| 31 Oct | 65.93 | 1.05 | -0.60 | - | 20 | 4 | 33 | |||
| 30 Oct | 68.79 | 1.65 | 0.75 | - | 6 | 0 | 29 | |||
| 29 Oct | 67.60 | 0.9 | 0.00 | - | 0 | -10 | 0 | |||
| 28 Oct | 67.13 | 0.9 | -0.25 | - | 10 | -8 | 30 | |||
| 25 Oct | 65.50 | 1.15 | -0.35 | - | 67 | 9 | 38 | |||
| 24 Oct | 68.05 | 1.5 | 0.20 | - | 38 | 4 | 29 | |||
| 23 Oct | 66.58 | 1.3 | -3.15 | - | 41 | 21 | 24 | |||
| 22 Oct | 68.32 | 4.45 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 70.40 | 4.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 71.57 | 4.45 | 0.00 | - | 0 | 0 | 3 | |||
| 17 Oct | 71.74 | 4.45 | 0.00 | - | 1 | 0 | 3 | |||
| 16 Oct | 72.22 | 4.45 | 0.30 | - | 1 | 0 | 4 | |||
| 15 Oct | 72.74 | 4.15 | 0.00 | - | 0 | 0 | 4 | |||
| 14 Oct | 72.94 | 4.15 | 0.00 | - | 0 | 0 | 4 | |||
| 11 Oct | 72.37 | 4.15 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 73.14 | 4.15 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 72.39 | 4.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 73.13 | 4.15 | 0.00 | - | 0 | 2 | 0 | |||
| 7 Oct | 72.22 | 4.15 | 0.25 | - | 4 | 2 | 4 | |||
| 4 Oct | 71.83 | 3.9 | -1.35 | - | 2 | 1 | 2 | |||
| 3 Oct | 71.98 | 5.25 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 73.44 | 5.25 | -0.85 | - | 1 | 0 | 1 | |||
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| 30 Sept | 74.35 | 6.1 | 0.00 | - | 0 | 1 | 0 | |||
| 27 Sept | 74.19 | 6.1 | - | 1 | 0 | 0 | ||||
For Idfc First Bank Limited - strike price 71 expiring on 28NOV2024
Delta for 71 CE is 0.03
Historical price for 71 CE is as follows
On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 45.57, the open interest changed by -54 which decreased total open position to 380
On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 33.19, the open interest changed by 2 which increased total open position to 434
On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 33.19, the open interest changed by 2 which increased total open position to 434
On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 26.74, the open interest changed by 13 which increased total open position to 435
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 0.05, which was -0.10 lower than the previous day. The implied volatity was 29.89, the open interest changed by -36 which decreased total open position to 424
On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 32.71, the open interest changed by 20 which increased total open position to 460
On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 24.52, the open interest changed by 21 which increased total open position to 452
On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 25.31, the open interest changed by -28 which decreased total open position to 432
On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 0.25, which was -0.20 lower than the previous day. The implied volatity was 26.52, the open interest changed by -11 which decreased total open position to 462
On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 27.69, the open interest changed by 219 which increased total open position to 474
On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 26.73, the open interest changed by 39 which increased total open position to 257
On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 32.05, the open interest changed by 9 which increased total open position to 220
On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 35.27, the open interest changed by 108 which increased total open position to 207
On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 29.87, the open interest changed by 62 which increased total open position to 96
On 31 Oct IDFCFIRSTB was trading at 65.93. The strike last trading price was 1.05, 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 Oct IDFCFIRSTB was trading at 68.79. The strike last trading price was 1.65, 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 29 Oct IDFCFIRSTB was trading at 67.60. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct IDFCFIRSTB was trading at 67.13. The strike last trading price was 0.9, 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 Oct IDFCFIRSTB was trading at 65.50. The strike last trading price was 1.15, 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 24 Oct IDFCFIRSTB was trading at 68.05. The strike last trading price was 1.5, 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 23 Oct IDFCFIRSTB was trading at 66.58. The strike last trading price was 1.3, which was -3.15 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 4.45, 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 21 Oct IDFCFIRSTB was trading at 70.40. The strike last trading price was 4.45, 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 4.45, 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 4.45, 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 4.45, which was 0.30 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 4.15, 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 4.15, 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 4.15, 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 4.15, 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 4.15, 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 4.15, 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 4.15, 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 4 Oct IDFCFIRSTB was trading at 71.83. The strike last trading price was 3.9, which was -1.35 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 5.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct IDFCFIRSTB was trading at 73.44. The strike last trading price was 5.25, 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 Sept IDFCFIRSTB was trading at 74.35. The strike last trading price was 6.1, 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 27 Sept IDFCFIRSTB was trading at 74.19. The strike last trading price was 6.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IDFCFIRSTB 28NOV2024 71 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 62.94 | 7.5 | 1.10 | - | 3 | -1 | 58 |
| 20 Nov | 64.62 | 6.4 | 0.00 | 33.78 | 3 | 0 | 60 |
| 19 Nov | 64.62 | 6.4 | 0.75 | 33.78 | 3 | 1 | 60 |
| 18 Nov | 65.53 | 5.65 | -1.65 | 45.30 | 2 | 1 | 60 |
| 14 Nov | 63.41 | 7.3 | 0.65 | 31.11 | 9 | 2 | 59 |
| 13 Nov | 63.62 | 6.65 | 1.85 | 35.65 | 15 | -6 | 58 |
| 12 Nov | 66.24 | 4.8 | 0.05 | 24.12 | 4 | 0 | 65 |
| 11 Nov | 66.56 | 4.75 | -0.70 | 34.14 | 5 | -3 | 65 |
| 8 Nov | 65.63 | 5.45 | 0.60 | 33.01 | 42 | 9 | 66 |
| 7 Nov | 66.52 | 4.85 | 0.65 | 33.43 | 145 | 13 | 57 |
| 6 Nov | 66.89 | 4.2 | -0.90 | 28.26 | 89 | 4 | 45 |
| 5 Nov | 66.31 | 5.1 | -0.30 | 35.40 | 36 | 9 | 44 |
| 4 Nov | 65.83 | 5.4 | 1.00 | 30.64 | 36 | 28 | 34 |
| 1 Nov | 67.15 | 4.4 | -3.80 | 32.53 | 2 | 0 | 5 |
| 31 Oct | 65.93 | 8.2 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 68.79 | 8.2 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 67.60 | 8.2 | 0.00 | - | 0 | 0 | 5 |
| 28 Oct | 67.13 | 8.2 | 0.00 | - | 0 | 0 | 5 |
| 25 Oct | 65.50 | 8.2 | 3.20 | - | 3 | 1 | 5 |
| 24 Oct | 68.05 | 5 | -1.10 | - | 2 | 0 | 3 |
| 23 Oct | 66.58 | 6.1 | 3.10 | - | 3 | -1 | 3 |
| 22 Oct | 68.32 | 3 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 70.40 | 3 | 0.00 | - | 0 | 0 | 4 |
| 18 Oct | 71.57 | 3 | 0.00 | - | 0 | 0 | 4 |
| 17 Oct | 71.74 | 3 | 0.00 | - | 0 | 0 | 4 |
| 16 Oct | 72.22 | 3 | 0.00 | - | 0 | 0 | 4 |
| 15 Oct | 72.74 | 3 | 0.00 | - | 0 | 0 | 4 |
| 14 Oct | 72.94 | 3 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 72.37 | 3 | 0.00 | - | 0 | 0 | 4 |
| 10 Oct | 73.14 | 3 | 0.00 | - | 3 | 0 | 4 |
| 9 Oct | 72.39 | 3 | 0.00 | - | 3 | 0 | 4 |
| 8 Oct | 73.13 | 3 | 0.00 | - | 3 | 0 | 4 |
| 7 Oct | 72.22 | 3 | -0.45 | - | 3 | 0 | 3 |
| 4 Oct | 71.83 | 3.45 | 0.00 | - | 0 | 2 | 0 |
| 3 Oct | 71.98 | 3.45 | 1.25 | - | 2 | 1 | 2 |
| 1 Oct | 73.44 | 2.2 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 74.35 | 2.2 | 0.00 | - | 0 | 1 | 0 |
| 27 Sept | 74.19 | 2.2 | - | 1 | 0 | 0 | |
For Idfc First Bank Limited - strike price 71 expiring on 28NOV2024
Delta for 71 PE is -
Historical price for 71 PE is as follows
On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 7.5, which was 1.10 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 58
On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 6.4, which was 0.00 lower than the previous day. The implied volatity was 33.78, the open interest changed by 0 which decreased total open position to 60
On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 6.4, which was 0.75 higher than the previous day. The implied volatity was 33.78, the open interest changed by 1 which increased total open position to 60
On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 5.65, which was -1.65 lower than the previous day. The implied volatity was 45.30, the open interest changed by 1 which increased total open position to 60
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 7.3, which was 0.65 higher than the previous day. The implied volatity was 31.11, the open interest changed by 2 which increased total open position to 59
On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 6.65, which was 1.85 higher than the previous day. The implied volatity was 35.65, the open interest changed by -6 which decreased total open position to 58
On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 4.8, which was 0.05 higher than the previous day. The implied volatity was 24.12, the open interest changed by 0 which decreased total open position to 65
On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 4.75, which was -0.70 lower than the previous day. The implied volatity was 34.14, the open interest changed by -3 which decreased total open position to 65
On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 5.45, which was 0.60 higher than the previous day. The implied volatity was 33.01, the open interest changed by 9 which increased total open position to 66
On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 4.85, which was 0.65 higher than the previous day. The implied volatity was 33.43, the open interest changed by 13 which increased total open position to 57
On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 4.2, which was -0.90 lower than the previous day. The implied volatity was 28.26, the open interest changed by 4 which increased total open position to 45
On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 5.1, which was -0.30 lower than the previous day. The implied volatity was 35.40, the open interest changed by 9 which increased total open position to 44
On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 5.4, which was 1.00 higher than the previous day. The implied volatity was 30.64, the open interest changed by 28 which increased total open position to 34
On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 4.4, which was -3.80 lower than the previous day. The implied volatity was 32.53, the open interest changed by 0 which decreased total open position to 5
On 31 Oct IDFCFIRSTB was trading at 65.93. The strike last trading price was 8.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct IDFCFIRSTB was trading at 68.79. The strike last trading price was 8.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct IDFCFIRSTB was trading at 67.60. The strike last trading price was 8.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct IDFCFIRSTB was trading at 67.13. The strike last trading price was 8.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct IDFCFIRSTB was trading at 65.50. The strike last trading price was 8.2, which was 3.20 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 5, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct IDFCFIRSTB was trading at 66.58. The strike last trading price was 6.1, which was 3.10 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 3, 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 3, 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 3, 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 3, 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 3, 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 3, 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 3, 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 3, 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 3, 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 3, 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 3, 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 3, 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 4 Oct IDFCFIRSTB was trading at 71.83. The strike last trading price was 3.45, 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 3 Oct IDFCFIRSTB was trading at 71.98. The strike last trading price was 3.45, which was 1.25 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 2.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept IDFCFIRSTB was trading at 74.35. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept IDFCFIRSTB was trading at 74.19. The strike last trading price was 2.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
