IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
26 Dec 2024 04:11 PM IST
| IDFCFIRSTB 30JAN2025 73 CE | ||||||||||
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Delta: 0.03
Vega: 0.01
Theta: -0.00
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 61.75 | 0.05 | -0.10 | 25.80 | 17 | -7 | 14 | |||
| 24 Dec | 62.29 | 0.15 | 0.00 | 28.51 | 2 | 0 | 20 | |||
| 23 Dec | 61.95 | 0.15 | -0.05 | 29.81 | 21 | 14 | 20 | |||
| 20 Dec | 61.68 | 0.2 | -0.15 | 30.33 | 5 | 2 | 4 | |||
| 19 Dec | 65.07 | 0.35 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 18 Dec | 64.66 | 0.35 | -0.75 | 26.61 | 3 | 2 | 2 | |||
| 17 Dec | 63.61 | 1.1 | 0.00 | 11.74 | 0 | 0 | 0 | |||
| 16 Dec | 64.34 | 1.1 | 0.00 | 10.72 | 0 | 0 | 0 | |||
| 13 Dec | 64.23 | 1.1 | 0.00 | 10.49 | 0 | 0 | 0 | |||
| 12 Dec | 64.33 | 1.1 | 0.00 | 10.19 | 0 | 0 | 0 | |||
| 11 Dec | 65.20 | 1.1 | 0.00 | 8.32 | 0 | 0 | 0 | |||
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| 10 Dec | 65.87 | 1.1 | 0.00 | 7.68 | 0 | 0 | 0 | |||
| 9 Dec | 65.22 | 1.1 | 0.00 | 8.04 | 0 | 0 | 0 | |||
| 6 Dec | 65.90 | 1.1 | 0.00 | 7.15 | 0 | 0 | 0 | |||
| 5 Dec | 65.96 | 1.1 | 1.10 | 6.97 | 0 | 0 | 0 | |||
| 4 Dec | 66.21 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 65.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 64.39 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 64.08 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Idfc First Bank Limited - strike price 73 expiring on 30JAN2025
Delta for 73 CE is 0.03
Historical price for 73 CE is as follows
On 26 Dec IDFCFIRSTB was trading at 61.75. The strike last trading price was 0.05, which was -0.10 lower than the previous day. The implied volatity was 25.80, the open interest changed by -7 which decreased total open position to 14
On 24 Dec IDFCFIRSTB was trading at 62.29. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 28.51, the open interest changed by 0 which decreased total open position to 20
On 23 Dec IDFCFIRSTB was trading at 61.95. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 29.81, the open interest changed by 14 which increased total open position to 20
On 20 Dec IDFCFIRSTB was trading at 61.68. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 30.33, the open interest changed by 2 which increased total open position to 4
On 19 Dec IDFCFIRSTB was trading at 65.07. The strike last trading price was 0.35, which was 0.00 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 18 Dec IDFCFIRSTB was trading at 64.66. The strike last trading price was 0.35, which was -0.75 lower than the previous day. The implied volatity was 26.61, the open interest changed by 2 which increased total open position to 2
On 17 Dec IDFCFIRSTB was trading at 63.61. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 11.74, 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 1.1, which was 0.00 lower than the previous day. The implied volatity was 10.72, 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 1.1, which was 0.00 lower than the previous day. The implied volatity was 10.49, 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 1.1, which was 0.00 lower than the previous day. The implied volatity was 10.19, 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 1.1, which was 0.00 lower than the previous day. The implied volatity was 8.32, 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 1.1, which was 0.00 lower than the previous day. The implied volatity was 7.68, 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 1.1, which was 0.00 lower than the previous day. The implied volatity was 8.04, the open interest changed by 0 which decreased total open position to 0
On 6 Dec IDFCFIRSTB was trading at 65.90. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 7.15, the open interest changed by 0 which decreased total open position to 0
On 5 Dec IDFCFIRSTB was trading at 65.96. The strike last trading price was 1.1, which was 1.10 higher than the previous day. The implied volatity was 6.97, the open interest changed by 0 which decreased total open position to 0
On 4 Dec IDFCFIRSTB was trading at 66.21. The strike last trading price was 0, 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 3 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 0, 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 0, 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 29 Nov IDFCFIRSTB was trading at 64.08. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| IDFCFIRSTB 30JAN2025 73 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.95
Vega: 0.02
Theta: 0.01
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 61.75 | 10.6 | -0.20 | 30.44 | 4 | 2 | 21 |
| 24 Dec | 62.29 | 10.8 | -0.20 | 51.57 | 14 | 13 | 18 |
| 23 Dec | 61.95 | 11 | 1.55 | 45.37 | 2 | 1 | 4 |
| 20 Dec | 61.68 | 9.45 | 1.45 | - | 1 | 0 | 2 |
| 19 Dec | 65.07 | 8 | 0.00 | 0.00 | 0 | 2 | 0 |
| 18 Dec | 64.66 | 8 | -0.90 | 29.31 | 2 | 1 | 1 |
| 17 Dec | 63.61 | 8.9 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 64.34 | 8.9 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 64.23 | 8.9 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 64.33 | 8.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 65.20 | 8.9 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 65.87 | 8.9 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 65.22 | 8.9 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 65.90 | 8.9 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 65.96 | 8.9 | 8.90 | - | 0 | 0 | 0 |
| 4 Dec | 66.21 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 65.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 64.39 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 64.08 | 0 | 0.00 | 0 | 0 | 0 | |
For Idfc First Bank Limited - strike price 73 expiring on 30JAN2025
Delta for 73 PE is -0.95
Historical price for 73 PE is as follows
On 26 Dec IDFCFIRSTB was trading at 61.75. The strike last trading price was 10.6, which was -0.20 lower than the previous day. The implied volatity was 30.44, the open interest changed by 2 which increased total open position to 21
On 24 Dec IDFCFIRSTB was trading at 62.29. The strike last trading price was 10.8, which was -0.20 lower than the previous day. The implied volatity was 51.57, the open interest changed by 13 which increased total open position to 18
On 23 Dec IDFCFIRSTB was trading at 61.95. The strike last trading price was 11, which was 1.55 higher than the previous day. The implied volatity was 45.37, the open interest changed by 1 which increased total open position to 4
On 20 Dec IDFCFIRSTB was trading at 61.68. The strike last trading price was 9.45, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Dec IDFCFIRSTB was trading at 65.07. The strike last trading price was 8, which was 0.00 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 18 Dec IDFCFIRSTB was trading at 64.66. The strike last trading price was 8, which was -0.90 lower than the previous day. The implied volatity was 29.31, the open interest changed by 1 which increased total open position to 1
On 17 Dec IDFCFIRSTB was trading at 63.61. The strike last trading price was 8.9, 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 8.9, 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 8.9, 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 8.9, 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 8.9, 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 8.9, 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 8.9, 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 Dec IDFCFIRSTB was trading at 65.90. The strike last trading price was 8.9, 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 Dec IDFCFIRSTB was trading at 65.96. The strike last trading price was 8.9, which was 8.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec IDFCFIRSTB was trading at 66.21. The strike last trading price was 0, 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 3 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 0, 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 0, 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 29 Nov IDFCFIRSTB was trading at 64.08. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
