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

65.2 0.81 (1.26%)

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Historical option data for IDFCFIRSTB

03 Dec 2024 04:11 PM IST
IDFCFIRSTB 26DEC2024 72 CE
Delta: 0.10
Vega: 0.03
Theta: -0.02
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
3 Dec 65.20 0.2 0.05 27.87 192 -35 411
2 Dec 64.39 0.15 -0.05 27.77 159 19 450
29 Nov 64.08 0.2 -0.05 29.21 227 99 430
28 Nov 64.26 0.25 0.00 29.14 84 8 331
27 Nov 64.15 0.25 -0.05 28.87 95 -26 322
26 Nov 65.14 0.3 -0.05 27.29 140 -42 348
25 Nov 64.65 0.35 -0.05 28.86 340 226 389
22 Nov 64.15 0.4 0.10 30.44 123 27 190
21 Nov 62.94 0.3 -0.10 31.14 56 -1 162
20 Nov 64.62 0.4 0.00 28.50 89 3 164
19 Nov 64.62 0.4 -0.20 28.50 89 4 164
18 Nov 65.53 0.6 0.20 28.08 105 28 159
14 Nov 63.41 0.4 -0.10 28.98 63 48 130
13 Nov 63.62 0.5 -0.30 28.32 64 58 82
12 Nov 66.24 0.8 -0.10 27.30 26 -8 25
11 Nov 66.56 0.9 0.00 26.76 46 28 34
8 Nov 65.63 0.9 -5.70 28.50 10 7 7
7 Nov 66.52 6.6 0.00 5.87 0 0 0
6 Nov 66.89 6.6 0.00 5.23 0 0 0
5 Nov 66.31 6.6 0.00 5.88 0 0 0
4 Nov 65.83 6.6 0.00 6.59 0 0 0
1 Nov 67.15 6.6 0.00 4.48 0 0 0
31 Oct 65.93 6.6 0.00 - 0 0 0
29 Oct 67.60 6.6 0.00 - 0 0 0
28 Oct 67.13 6.6 0.00 - 0 0 0
25 Oct 65.50 6.6 0.00 - 0 0 0
24 Oct 68.05 6.6 0.00 - 0 0 0
23 Oct 66.58 6.6 0.00 - 0 0 0
22 Oct 68.32 6.6 0.00 - 0 0 0
21 Oct 70.40 6.6 0.00 - 0 0 0
18 Oct 71.57 6.6 0.00 - 0 0 0
17 Oct 71.74 6.6 0.00 - 0 0 0
16 Oct 72.22 6.6 0.00 - 0 0 0
15 Oct 72.74 6.6 0.00 - 0 0 0
14 Oct 72.94 6.6 0.00 - 0 0 0
11 Oct 72.37 6.6 0.00 - 0 0 0
10 Oct 73.14 6.6 0.00 - 0 0 0
9 Oct 72.39 6.6 0.00 - 0 0 0
8 Oct 73.13 6.6 0.00 - 0 0 0
7 Oct 72.22 6.6 0.00 - 0 0 0
4 Oct 71.83 6.6 0.00 - 0 0 0
3 Oct 71.98 6.6 - 0 0 0


For Idfc First Bank Limited - strike price 72 expiring on 26DEC2024

Delta for 72 CE is 0.10

Historical price for 72 CE is as follows

On 3 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 27.87, the open interest changed by -35 which decreased total open position to 411


On 2 Dec IDFCFIRSTB was trading at 64.39. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 27.77, the open interest changed by 19 which increased total open position to 450


On 29 Nov IDFCFIRSTB was trading at 64.08. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 29.21, the open interest changed by 99 which increased total open position to 430


On 28 Nov IDFCFIRSTB was trading at 64.26. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 29.14, the open interest changed by 8 which increased total open position to 331


On 27 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 28.87, the open interest changed by -26 which decreased total open position to 322


On 26 Nov IDFCFIRSTB was trading at 65.14. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 27.29, the open interest changed by -42 which decreased total open position to 348


On 25 Nov IDFCFIRSTB was trading at 64.65. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 28.86, the open interest changed by 226 which increased total open position to 389


On 22 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 0.4, which was 0.10 higher than the previous day. The implied volatity was 30.44, the open interest changed by 27 which increased total open position to 190


On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 31.14, the open interest changed by -1 which decreased total open position to 162


On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 28.50, the open interest changed by 3 which increased total open position to 164


On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 28.50, the open interest changed by 4 which increased total open position to 164


On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 0.6, which was 0.20 higher than the previous day. The implied volatity was 28.08, the open interest changed by 28 which increased total open position to 159


On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 28.98, the open interest changed by 48 which increased total open position to 130


On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 0.5, which was -0.30 lower than the previous day. The implied volatity was 28.32, the open interest changed by 58 which increased total open position to 82


On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 27.30, the open interest changed by -8 which decreased total open position to 25


On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 26.76, the open interest changed by 28 which increased total open position to 34


On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 0.9, which was -5.70 lower than the previous day. The implied volatity was 28.50, the open interest changed by 7 which increased total open position to 7


On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 6.6, which was 0.00 lower than the previous day. The implied volatity was 5.87, 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 6.6, which was 0.00 lower than the previous day. The implied volatity was 5.23, 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 6.6, which was 0.00 lower than the previous day. The implied volatity was 5.88, 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 6.6, which was 0.00 lower than the previous day. The implied volatity was 6.59, 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 6.6, which was 0.00 lower than the previous day. The implied volatity was 4.48, the open interest changed by 0 which decreased total open position to 0


On 31 Oct IDFCFIRSTB was trading at 65.93. The strike last trading price was 6.6, 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 29 Oct IDFCFIRSTB was trading at 67.60. The strike last trading price was 6.6, 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 28 Oct IDFCFIRSTB was trading at 67.13. The strike last trading price was 6.6, 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 25 Oct IDFCFIRSTB was trading at 65.50. The strike last trading price was 6.6, 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 24 Oct IDFCFIRSTB was trading at 68.05. The strike last trading price was 6.6, 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 23 Oct IDFCFIRSTB was trading at 66.58. The strike last trading price was 6.6, 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 22 Oct IDFCFIRSTB was trading at 68.32. The strike last trading price was 6.6, 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 21 Oct IDFCFIRSTB was trading at 70.40. The strike last trading price was 6.6, 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 18 Oct IDFCFIRSTB was trading at 71.57. The strike last trading price was 6.6, 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 17 Oct IDFCFIRSTB was trading at 71.74. The strike last trading price was 6.6, 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 16 Oct IDFCFIRSTB was trading at 72.22. The strike last trading price was 6.6, 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 15 Oct IDFCFIRSTB was trading at 72.74. The strike last trading price was 6.6, 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 14 Oct IDFCFIRSTB was trading at 72.94. The strike last trading price was 6.6, 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 11 Oct IDFCFIRSTB was trading at 72.37. The strike last trading price was 6.6, 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 10 Oct IDFCFIRSTB was trading at 73.14. The strike last trading price was 6.6, 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 9 Oct IDFCFIRSTB was trading at 72.39. The strike last trading price was 6.6, 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 8 Oct IDFCFIRSTB was trading at 73.13. The strike last trading price was 6.6, 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 7 Oct IDFCFIRSTB was trading at 72.22. The strike last trading price was 6.6, 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 4 Oct IDFCFIRSTB was trading at 71.83. The strike last trading price was 6.6, 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 3 Oct IDFCFIRSTB was trading at 71.98. The strike last trading price was 6.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


IDFCFIRSTB 26DEC2024 72 PE
Delta: -0.82
Vega: 0.04
Theta: -0.02
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
3 Dec 65.20 7 -0.60 38.97 17 5 128
2 Dec 64.39 7.6 0.00 0.00 0 46 0
29 Nov 64.08 7.6 0.30 25.99 50 37 114
28 Nov 64.26 7.3 0.65 27.50 17 13 73
27 Nov 64.15 6.65 -0.35 - 6 2 56
26 Nov 65.14 7 0.30 34.47 7 6 53
25 Nov 64.65 6.7 -0.90 20.06 26 29 43
22 Nov 64.15 7.6 -1.30 31.52 7 2 16
21 Nov 62.94 8.9 0.20 37.35 8 6 14
20 Nov 64.62 8.7 0.00 0.00 0 0 0
19 Nov 64.62 8.7 0.00 0.00 0 0 0
18 Nov 65.53 8.7 0.00 0.00 0 0 0
14 Nov 63.41 8.7 0.00 0.00 0 0 0
13 Nov 63.62 8.7 3.00 47.89 2 0 8
12 Nov 66.24 5.7 0.60 24.33 4 2 6
11 Nov 66.56 5.1 0.00 0.00 0 0 0
8 Nov 65.63 5.1 0.00 0.00 0 1 0
7 Nov 66.52 5.1 -1.90 19.61 1 0 3
6 Nov 66.89 7 0.00 0.00 0 0 0
5 Nov 66.31 7 0.00 0.00 0 0 0
4 Nov 65.83 7 1.65 36.54 1 0 3
1 Nov 67.15 5.35 -1.65 30.39 5 2 3
31 Oct 65.93 7 0.00 - 0 0 1
29 Oct 67.60 7 0.00 - 1 0 1
28 Oct 67.13 7 0.00 - 1 0 1
25 Oct 65.50 7 0.00 - 1 0 1
24 Oct 68.05 7 3.75 - 2 1 1
23 Oct 66.58 3.25 0.00 - 0 0 0
22 Oct 68.32 3.25 0.00 - 0 0 0
21 Oct 70.40 3.25 0.00 - 0 0 0
18 Oct 71.57 3.25 0.00 - 0 0 0
17 Oct 71.74 3.25 0.00 - 0 0 0
16 Oct 72.22 3.25 0.00 - 0 0 0
15 Oct 72.74 3.25 0.00 - 0 0 0
14 Oct 72.94 3.25 0.00 - 0 0 0
11 Oct 72.37 3.25 0.00 - 0 0 0
10 Oct 73.14 3.25 0.00 - 0 0 0
9 Oct 72.39 3.25 0.00 - 0 0 0
8 Oct 73.13 3.25 0.00 - 0 0 0
7 Oct 72.22 3.25 0.00 - 0 0 0
4 Oct 71.83 3.25 0.00 - 0 0 0
3 Oct 71.98 3.25 - 0 0 0


For Idfc First Bank Limited - strike price 72 expiring on 26DEC2024

Delta for 72 PE is -0.82

Historical price for 72 PE is as follows

On 3 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 7, which was -0.60 lower than the previous day. The implied volatity was 38.97, the open interest changed by 5 which increased total open position to 128


On 2 Dec IDFCFIRSTB was trading at 64.39. The strike last trading price was 7.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 46 which increased total open position to 0


On 29 Nov IDFCFIRSTB was trading at 64.08. The strike last trading price was 7.6, which was 0.30 higher than the previous day. The implied volatity was 25.99, the open interest changed by 37 which increased total open position to 114


On 28 Nov IDFCFIRSTB was trading at 64.26. The strike last trading price was 7.3, which was 0.65 higher than the previous day. The implied volatity was 27.50, the open interest changed by 13 which increased total open position to 73


On 27 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 6.65, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 56


On 26 Nov IDFCFIRSTB was trading at 65.14. The strike last trading price was 7, which was 0.30 higher than the previous day. The implied volatity was 34.47, the open interest changed by 6 which increased total open position to 53


On 25 Nov IDFCFIRSTB was trading at 64.65. The strike last trading price was 6.7, which was -0.90 lower than the previous day. The implied volatity was 20.06, the open interest changed by 29 which increased total open position to 43


On 22 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 7.6, which was -1.30 lower than the previous day. The implied volatity was 31.52, the open interest changed by 2 which increased total open position to 16


On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 8.9, which was 0.20 higher than the previous day. The implied volatity was 37.35, the open interest changed by 6 which increased total open position to 14


On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 8.7, 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 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 8.7, 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 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 8.7, 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 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 8.7, 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 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 8.7, which was 3.00 higher than the previous day. The implied volatity was 47.89, the open interest changed by 0 which decreased total open position to 8


On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 5.7, which was 0.60 higher than the previous day. The implied volatity was 24.33, the open interest changed by 2 which increased total open position to 6


On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 5.1, 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 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 5.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 5.1, which was -1.90 lower than the previous day. The implied volatity was 19.61, the open interest changed by 0 which decreased total open position to 3


On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 7, 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 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 7, 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 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 7, which was 1.65 higher than the previous day. The implied volatity was 36.54, the open interest changed by 0 which decreased total open position to 3


On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 5.35, which was -1.65 lower than the previous day. The implied volatity was 30.39, the open interest changed by 2 which increased total open position to 3


On 31 Oct IDFCFIRSTB was trading at 65.93. 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 which decreased total open position to


On 29 Oct IDFCFIRSTB was trading at 67.60. 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 which decreased total open position to


On 28 Oct IDFCFIRSTB was trading at 67.13. 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 which decreased total open position to


On 25 Oct IDFCFIRSTB was trading at 65.50. 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 which decreased total open position to


On 24 Oct IDFCFIRSTB was trading at 68.05. The strike last trading price was 7, which was 3.75 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 3.25, 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 22 Oct IDFCFIRSTB was trading at 68.32. The strike last trading price was 3.25, 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 21 Oct IDFCFIRSTB was trading at 70.40. The strike last trading price was 3.25, 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 18 Oct IDFCFIRSTB was trading at 71.57. The strike last trading price was 3.25, 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 17 Oct IDFCFIRSTB was trading at 71.74. The strike last trading price was 3.25, 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 16 Oct IDFCFIRSTB was trading at 72.22. The strike last trading price was 3.25, 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 15 Oct IDFCFIRSTB was trading at 72.74. The strike last trading price was 3.25, 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 14 Oct IDFCFIRSTB was trading at 72.94. The strike last trading price was 3.25, 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 11 Oct IDFCFIRSTB was trading at 72.37. The strike last trading price was 3.25, 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 10 Oct IDFCFIRSTB was trading at 73.14. The strike last trading price was 3.25, 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 9 Oct IDFCFIRSTB was trading at 72.39. The strike last trading price was 3.25, 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 8 Oct IDFCFIRSTB was trading at 73.13. The strike last trading price was 3.25, 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 7 Oct IDFCFIRSTB was trading at 72.22. The strike last trading price was 3.25, 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 4 Oct IDFCFIRSTB was trading at 71.83. The strike last trading price was 3.25, 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 3 Oct IDFCFIRSTB was trading at 71.98. The strike last trading price was 3.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to