IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
11 Apr 2025 04:11 PM IST
| IDFCFIRSTB 24APR2025 72 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.01
Theta: -0.01
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 59.92 | 0.05 | 0 | 47.51 | 55 | 20 | 409 | |||
| 9 Apr | 59.25 | 0.05 | 0 | 45.74 | 17 | 1 | 375 | |||
| 8 Apr | 57.90 | 0.05 | 0 | 49.44 | 129 | 9 | 374 | |||
| 7 Apr | 56.49 | 0.05 | 0 | - | 167 | -3 | 365 | |||
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| 4 Apr | 57.81 | 0.05 | -0.05 | 44.79 | 124 | -2 | 368 | |||
| 3 Apr | 60.35 | 0.1 | 0.05 | 40.35 | 363 | 261 | 366 | |||
| 2 Apr | 57.19 | 0.05 | 0 | 43.31 | 1 | 0 | 105 | |||
| 1 Apr | 57.17 | 0.05 | 0 | 0.00 | 0 | 4 | 0 | |||
| 28 Mar | 54.96 | 0.05 | 0 | 45.88 | 6 | 4 | 105 | |||
| 27 Mar | 56.94 | 0.05 | 0 | 40.08 | 3 | 2 | 100 | |||
| 26 Mar | 57.00 | 0.05 | 0 | 38.86 | 1 | 0 | 97 | |||
| 25 Mar | 57.35 | 0.05 | 0 | 37.51 | 18 | 2 | 103 | |||
| 24 Mar | 57.89 | 0.05 | 0 | 35.19 | 52 | 44 | 97 | |||
| 21 Mar | 56.29 | 0.05 | 0 | 37.39 | 26 | 24 | 51 | |||
| 20 Mar | 55.71 | 0.05 | -0.05 | 37.27 | 1 | 0 | 26 | |||
| 17 Mar | 52.89 | 0.1 | 0 | 48.09 | 26 | 2 | 14 | |||
| 27 Feb | 59.22 | 0.1 | -1.15 | 26.41 | 13 | 12 | 12 | |||
| 26 Feb | 58.77 | 1.25 | 0 | 14.27 | 0 | 0 | 0 | |||
| 25 Feb | 58.81 | 1.25 | 0 | 14.27 | 0 | 0 | 0 | |||
| 12 Feb | 62.16 | 1.25 | 0 | 8.90 | 0 | 0 | 0 | |||
| 10 Feb | 62.91 | 1.25 | 0 | 7.98 | 0 | 0 | 0 | |||
| 7 Feb | 64.09 | 1.25 | 0 | 6.48 | 0 | 0 | 0 | |||
| 6 Feb | 63.73 | 1.25 | 0 | 6.97 | 0 | 0 | 0 | |||
| 5 Feb | 63.33 | 1.25 | 0 | 7.33 | 0 | 0 | 0 | |||
| 4 Feb | 62.12 | 1.25 | 0 | 8.44 | 0 | 0 | 0 | |||
| 3 Feb | 62.26 | 1.25 | 0 | 8.03 | 0 | 0 | 0 | |||
For Idfc First Bank Limited - strike price 72 expiring on 24APR2025
Delta for 72 CE is 0.03
Historical price for 72 CE is as follows
On 11 Apr IDFCFIRSTB was trading at 59.92. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 47.51, the open interest changed by 20 which increased total open position to 409
On 9 Apr IDFCFIRSTB was trading at 59.25. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 45.74, the open interest changed by 1 which increased total open position to 375
On 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 49.44, the open interest changed by 9 which increased total open position to 374
On 7 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 365
On 4 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 44.79, the open interest changed by -2 which decreased total open position to 368
On 3 Apr IDFCFIRSTB was trading at 60.35. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 40.35, the open interest changed by 261 which increased total open position to 366
On 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 43.31, the open interest changed by 0 which decreased total open position to 105
On 1 Apr IDFCFIRSTB was trading at 57.17. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 28 Mar IDFCFIRSTB was trading at 54.96. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 45.88, the open interest changed by 4 which increased total open position to 105
On 27 Mar IDFCFIRSTB was trading at 56.94. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 40.08, the open interest changed by 2 which increased total open position to 100
On 26 Mar IDFCFIRSTB was trading at 57.00. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 38.86, the open interest changed by 0 which decreased total open position to 97
On 25 Mar IDFCFIRSTB was trading at 57.35. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 37.51, the open interest changed by 2 which increased total open position to 103
On 24 Mar IDFCFIRSTB was trading at 57.89. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 35.19, the open interest changed by 44 which increased total open position to 97
On 21 Mar IDFCFIRSTB was trading at 56.29. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 37.39, the open interest changed by 24 which increased total open position to 51
On 20 Mar IDFCFIRSTB was trading at 55.71. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 37.27, the open interest changed by 0 which decreased total open position to 26
On 17 Mar IDFCFIRSTB was trading at 52.89. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 48.09, the open interest changed by 2 which increased total open position to 14
On 27 Feb IDFCFIRSTB was trading at 59.22. The strike last trading price was 0.1, which was -1.15 lower than the previous day. The implied volatity was 26.41, the open interest changed by 12 which increased total open position to 12
On 26 Feb IDFCFIRSTB was trading at 58.77. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 14.27, the open interest changed by 0 which decreased total open position to 0
On 25 Feb IDFCFIRSTB was trading at 58.81. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 14.27, the open interest changed by 0 which decreased total open position to 0
On 12 Feb IDFCFIRSTB was trading at 62.16. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 8.90, the open interest changed by 0 which decreased total open position to 0
On 10 Feb IDFCFIRSTB was trading at 62.91. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 7.98, the open interest changed by 0 which decreased total open position to 0
On 7 Feb IDFCFIRSTB was trading at 64.09. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 6.48, the open interest changed by 0 which decreased total open position to 0
On 6 Feb IDFCFIRSTB was trading at 63.73. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 6.97, the open interest changed by 0 which decreased total open position to 0
On 5 Feb IDFCFIRSTB was trading at 63.33. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 7.33, the open interest changed by 0 which decreased total open position to 0
On 4 Feb IDFCFIRSTB was trading at 62.12. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 8.44, the open interest changed by 0 which decreased total open position to 0
On 3 Feb IDFCFIRSTB was trading at 62.26. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 8.03, the open interest changed by 0 which decreased total open position to 0
| IDFCFIRSTB 24APR2025 72 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 |
| 11 Apr | 59.92 | 12.55 | 0 | 0.00 | 0 | 13 | 0 |
| 9 Apr | 59.25 | 12.55 | -1.3 | 55.38 | 27 | 12 | 302 |
| 8 Apr | 57.90 | 13.65 | -1.85 | 53.42 | 82 | 40 | 289 |
| 7 Apr | 56.49 | 15.5 | 1.45 | - | 36 | -5 | 280 |
| 4 Apr | 57.81 | 14.05 | 2.75 | 61.59 | 18 | 7 | 285 |
| 3 Apr | 60.35 | 11.3 | -3.75 | 39.00 | 12 | 5 | 277 |
| 2 Apr | 57.19 | 15.05 | 0.7 | - | 29 | 18 | 271 |
| 1 Apr | 57.17 | 14.35 | -1.75 | 30.00 | 5 | 6 | 249 |
| 28 Mar | 54.96 | 16.1 | 1.7 | - | 12 | -1 | 243 |
| 27 Mar | 56.94 | 14.4 | 0.15 | - | 69 | 61 | 238 |
| 26 Mar | 57.00 | 14.25 | 0.45 | - | 25 | 21 | 173 |
| 25 Mar | 57.35 | 13.8 | 0.2 | - | 107 | 72 | 151 |
| 24 Mar | 57.89 | 13.6 | -1.4 | 40.71 | 55 | 49 | 75 |
| 21 Mar | 56.29 | 14.95 | -0.15 | - | 23 | 21 | 24 |
| 20 Mar | 55.71 | 15.1 | 3.25 | - | 1 | 0 | 2 |
| 17 Mar | 52.89 | 11.85 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Feb | 59.22 | 11.85 | 0 | 0.00 | 0 | 2 | 0 |
| 26 Feb | 58.77 | 11.85 | 1 | - | 4 | 2 | 2 |
| 25 Feb | 58.81 | 11.85 | 1 | - | 4 | 2 | 2 |
| 12 Feb | 62.16 | 10.85 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 62.91 | 10.85 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 64.09 | 10.85 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 63.73 | 10.85 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 63.33 | 10.85 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 62.12 | 10.85 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 62.26 | 10.85 | 0 | - | 0 | 0 | 0 |
For Idfc First Bank Limited - strike price 72 expiring on 24APR2025
Delta for 72 PE is 0.00
Historical price for 72 PE is as follows
On 11 Apr IDFCFIRSTB was trading at 59.92. The strike last trading price was 12.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 9 Apr IDFCFIRSTB was trading at 59.25. The strike last trading price was 12.55, which was -1.3 lower than the previous day. The implied volatity was 55.38, the open interest changed by 12 which increased total open position to 302
On 8 Apr IDFCFIRSTB was trading at 57.90. The strike last trading price was 13.65, which was -1.85 lower than the previous day. The implied volatity was 53.42, the open interest changed by 40 which increased total open position to 289
On 7 Apr IDFCFIRSTB was trading at 56.49. The strike last trading price was 15.5, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 280
On 4 Apr IDFCFIRSTB was trading at 57.81. The strike last trading price was 14.05, which was 2.75 higher than the previous day. The implied volatity was 61.59, the open interest changed by 7 which increased total open position to 285
On 3 Apr IDFCFIRSTB was trading at 60.35. The strike last trading price was 11.3, which was -3.75 lower than the previous day. The implied volatity was 39.00, the open interest changed by 5 which increased total open position to 277
On 2 Apr IDFCFIRSTB was trading at 57.19. The strike last trading price was 15.05, which was 0.7 higher than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 271
On 1 Apr IDFCFIRSTB was trading at 57.17. The strike last trading price was 14.35, which was -1.75 lower than the previous day. The implied volatity was 30.00, the open interest changed by 6 which increased total open position to 249
On 28 Mar IDFCFIRSTB was trading at 54.96. The strike last trading price was 16.1, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 243
On 27 Mar IDFCFIRSTB was trading at 56.94. The strike last trading price was 14.4, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 61 which increased total open position to 238
On 26 Mar IDFCFIRSTB was trading at 57.00. The strike last trading price was 14.25, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 173
On 25 Mar IDFCFIRSTB was trading at 57.35. The strike last trading price was 13.8, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 72 which increased total open position to 151
On 24 Mar IDFCFIRSTB was trading at 57.89. The strike last trading price was 13.6, which was -1.4 lower than the previous day. The implied volatity was 40.71, the open interest changed by 49 which increased total open position to 75
On 21 Mar IDFCFIRSTB was trading at 56.29. The strike last trading price was 14.95, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 24
On 20 Mar IDFCFIRSTB was trading at 55.71. The strike last trading price was 15.1, which was 3.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Mar IDFCFIRSTB was trading at 52.89. The strike last trading price was 11.85, which was 0 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 27 Feb IDFCFIRSTB was trading at 59.22. The strike last trading price was 11.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 26 Feb IDFCFIRSTB was trading at 58.77. The strike last trading price was 11.85, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 25 Feb IDFCFIRSTB was trading at 58.81. The strike last trading price was 11.85, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 12 Feb IDFCFIRSTB was trading at 62.16. The strike last trading price was 10.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb IDFCFIRSTB was trading at 62.91. The strike last trading price was 10.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Feb IDFCFIRSTB was trading at 64.09. The strike last trading price was 10.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb IDFCFIRSTB was trading at 63.73. The strike last trading price was 10.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb IDFCFIRSTB was trading at 63.33. The strike last trading price was 10.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb IDFCFIRSTB was trading at 62.12. The strike last trading price was 10.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb IDFCFIRSTB was trading at 62.26. The strike last trading price was 10.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
