IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
03 Dec 2024 04:11 PM IST
| IDFCFIRSTB 26DEC2024 71 CE | ||||||||||
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Delta: 0.12
Vega: 0.03
Theta: -0.02
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 65.20 | 0.25 | 0.05 | 26.38 | 283 | 100 | 460 | |||
| 2 Dec | 64.39 | 0.2 | -0.05 | 26.79 | 38 | 11 | 360 | |||
| 29 Nov | 64.08 | 0.25 | -0.05 | 28.03 | 249 | 96 | 347 | |||
| 28 Nov | 64.26 | 0.3 | 0.00 | 27.68 | 134 | 26 | 256 | |||
| 27 Nov | 64.15 | 0.3 | -0.10 | 27.48 | 164 | 66 | 231 | |||
| 26 Nov | 65.14 | 0.4 | -0.10 | 26.71 | 53 | 6 | 165 | |||
| 25 Nov | 64.65 | 0.5 | -0.05 | 29.26 | 112 | 69 | 159 | |||
| 22 Nov | 64.15 | 0.55 | 0.15 | 30.79 | 144 | 29 | 119 | |||
| 21 Nov | 62.94 | 0.4 | -0.15 | 31.09 | 41 | 1 | 89 | |||
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| 20 Nov | 64.62 | 0.55 | 0.00 | 28.33 | 38 | -6 | 89 | |||
| 19 Nov | 64.62 | 0.55 | -0.20 | 28.33 | 38 | -5 | 89 | |||
| 18 Nov | 65.53 | 0.75 | 0.20 | 27.53 | 107 | 70 | 94 | |||
| 14 Nov | 63.41 | 0.55 | -0.45 | 29.44 | 4 | -2 | 23 | |||
| 13 Nov | 63.62 | 1 | -0.10 | 34.06 | 5 | 4 | 24 | |||
| 12 Nov | 66.24 | 1.1 | -0.05 | 28.28 | 7 | 2 | 21 | |||
| 11 Nov | 66.56 | 1.15 | -0.05 | 26.66 | 17 | 10 | 19 | |||
| 8 Nov | 65.63 | 1.2 | -0.55 | 29.45 | 9 | 8 | 8 | |||
| 7 Nov | 66.52 | 1.75 | 0.00 | 4.73 | 0 | 0 | 0 | |||
| 6 Nov | 66.89 | 1.75 | 0.00 | 4.04 | 0 | 0 | 0 | |||
| 5 Nov | 66.31 | 1.75 | 0.00 | 4.72 | 0 | 0 | 0 | |||
| 4 Nov | 65.83 | 1.75 | 0.00 | 5.50 | 0 | 0 | 0 | |||
| 1 Nov | 67.15 | 1.75 | 3.35 | 0 | 0 | 0 | ||||
For Idfc First Bank Limited - strike price 71 expiring on 26DEC2024
Delta for 71 CE is 0.12
Historical price for 71 CE is as follows
On 3 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 26.38, the open interest changed by 100 which increased total open position to 460
On 2 Dec IDFCFIRSTB was trading at 64.39. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 26.79, the open interest changed by 11 which increased total open position to 360
On 29 Nov IDFCFIRSTB was trading at 64.08. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 28.03, the open interest changed by 96 which increased total open position to 347
On 28 Nov IDFCFIRSTB was trading at 64.26. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 27.68, the open interest changed by 26 which increased total open position to 256
On 27 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 27.48, the open interest changed by 66 which increased total open position to 231
On 26 Nov IDFCFIRSTB was trading at 65.14. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 26.71, the open interest changed by 6 which increased total open position to 165
On 25 Nov IDFCFIRSTB was trading at 64.65. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 29.26, the open interest changed by 69 which increased total open position to 159
On 22 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 30.79, the open interest changed by 29 which increased total open position to 119
On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 31.09, the open interest changed by 1 which increased total open position to 89
On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 28.33, the open interest changed by -6 which decreased total open position to 89
On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 28.33, the open interest changed by -5 which decreased total open position to 89
On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 0.75, which was 0.20 higher than the previous day. The implied volatity was 27.53, the open interest changed by 70 which increased total open position to 94
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 0.55, which was -0.45 lower than the previous day. The implied volatity was 29.44, the open interest changed by -2 which decreased total open position to 23
On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 34.06, the open interest changed by 4 which increased total open position to 24
On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 28.28, the open interest changed by 2 which increased total open position to 21
On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 26.66, the open interest changed by 10 which increased total open position to 19
On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 1.2, which was -0.55 lower than the previous day. The implied volatity was 29.45, the open interest changed by 8 which increased total open position to 8
On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 1.75, which was 0.00 lower than the previous day. The implied volatity was 4.73, the open interest changed by 0 which decreased total open position to 0
On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 1.75, which was 0.00 lower than the previous day. The implied volatity was 4.04, the open interest changed by 0 which decreased total open position to 0
On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 1.75, which was 0.00 lower than the previous day. The implied volatity was 4.72, the open interest changed by 0 which decreased total open position to 0
On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 1.75, which was 0.00 lower than the previous day. The implied volatity was 5.50, the open interest changed by 0 which decreased total open position to 0
On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 1.75, which was lower than the previous day. The implied volatity was 3.35, the open interest changed by 0 which decreased total open position to 0
| IDFCFIRSTB 26DEC2024 71 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 65.20 | 6.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 64.39 | 6.65 | 0.00 | 0.00 | 0 | 39 | 0 |
| 29 Nov | 64.08 | 6.65 | 0.00 | 25.13 | 52 | 38 | 46 |
| 28 Nov | 64.26 | 6.65 | -0.35 | 33.49 | 1 | 0 | 8 |
| 27 Nov | 64.15 | 7 | 1.00 | 38.92 | 1 | 0 | 8 |
| 26 Nov | 65.14 | 6 | -2.40 | 31.07 | 1 | 0 | 7 |
| 25 Nov | 64.65 | 8.4 | 0.00 | 0.00 | 0 | 5 | 0 |
| 22 Nov | 64.15 | 8.4 | 0.00 | 0.00 | 0 | 5 | 0 |
| 21 Nov | 62.94 | 8.4 | 2.20 | 43.65 | 8 | 5 | 7 |
| 20 Nov | 64.62 | 6.2 | 0.00 | 25.33 | 2 | 2 | 0 |
| 19 Nov | 64.62 | 6.2 | 0.15 | 25.33 | 2 | 0 | 0 |
| 18 Nov | 65.53 | 6.05 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 63.41 | 6.05 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 63.62 | 6.05 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 66.24 | 6.05 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 66.56 | 6.05 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 65.63 | 6.05 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 66.52 | 6.05 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 66.89 | 6.05 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 66.31 | 6.05 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 65.83 | 6.05 | 6.05 | - | 0 | 0 | 0 |
| 1 Nov | 67.15 | 0 | - | 0 | 0 | 0 | |
For Idfc First Bank Limited - strike price 71 expiring on 26DEC2024
Delta for 71 PE is 0.00
Historical price for 71 PE is as follows
On 3 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 6.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 6.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 39 which increased total open position to 0
On 29 Nov IDFCFIRSTB was trading at 64.08. The strike last trading price was 6.65, which was 0.00 lower than the previous day. The implied volatity was 25.13, the open interest changed by 38 which increased total open position to 46
On 28 Nov IDFCFIRSTB was trading at 64.26. The strike last trading price was 6.65, which was -0.35 lower than the previous day. The implied volatity was 33.49, the open interest changed by 0 which decreased total open position to 8
On 27 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 7, which was 1.00 higher than the previous day. The implied volatity was 38.92, the open interest changed by 0 which decreased total open position to 8
On 26 Nov IDFCFIRSTB was trading at 65.14. The strike last trading price was 6, which was -2.40 lower than the previous day. The implied volatity was 31.07, the open interest changed by 0 which decreased total open position to 7
On 25 Nov IDFCFIRSTB was trading at 64.65. The strike last trading price was 8.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 22 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 8.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 8.4, which was 2.20 higher than the previous day. The implied volatity was 43.65, the open interest changed by 5 which increased total open position to 7
On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 6.2, which was 0.00 lower than the previous day. The implied volatity was 25.33, the open interest changed by 2 which increased total open position to 0
On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 6.2, which was 0.15 higher than the previous day. The implied volatity was 25.33, the open interest changed by 0 which decreased total open position to 0
On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 6.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 6.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 6.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 6.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 6.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 6.05, 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 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 6.05, 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 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 6.05, 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 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 6.05, 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 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 6.05, which was 6.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov IDFCFIRSTB was trading at 67.15. 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
