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

61.68 -3.38 (-5.20%)

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Historical option data for IDFCFIRSTB

20 Dec 2024 04:11 PM IST
IDFCFIRSTB 26DEC2024 73 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 61.68 0.05 0.00 - 1 0 389
19 Dec 65.07 0.05 0.00 43.31 13 0 389
18 Dec 64.66 0.05 0.00 42.71 190 116 390
17 Dec 63.61 0.05 0.00 44.92 33 -30 275
16 Dec 64.34 0.05 0.00 39.56 41 -2 295
13 Dec 64.23 0.05 0.00 34.69 105 -67 297
12 Dec 64.33 0.05 0.00 32.86 3 0 364
11 Dec 65.20 0.05 -0.10 28.73 40 0 364
10 Dec 65.87 0.15 0.05 32.48 552 -77 379
9 Dec 65.22 0.1 0.00 30.60 65 47 456
6 Dec 65.90 0.1 -0.10 26.02 716 111 409
5 Dec 65.96 0.2 0.05 29.43 308 -2 297
4 Dec 66.21 0.15 0.00 26.04 109 32 301
3 Dec 65.20 0.15 0.00 28.79 53 43 268
2 Dec 64.39 0.15 0.05 30.51 29 9 224
29 Nov 64.08 0.1 -0.05 27.40 302 -3 215
28 Nov 64.26 0.15 -0.05 28.18 60 41 216
27 Nov 64.15 0.2 -0.05 29.86 229 43 174
26 Nov 65.14 0.25 -0.05 28.58 135 91 129
25 Nov 64.65 0.3 0.00 30.29 39 26 28
22 Nov 64.15 0.3 -0.15 30.54 25 13 15
21 Nov 62.94 0.45 0.00 0.00 0 2 0
20 Nov 64.62 0.45 0.00 32.28 2 2 0
19 Nov 64.62 0.45 -0.80 32.28 2 0 0
18 Nov 65.53 1.25 0.00 10.07 0 0 0
14 Nov 63.41 1.25 0.00 12.15 0 0 0
13 Nov 63.62 1.25 0.00 11.02 0 0 0
12 Nov 66.24 1.25 0.00 7.89 0 0 0
11 Nov 66.56 1.25 0.00 7.28 0 0 0
8 Nov 65.63 1.25 0.00 8.01 0 0 0
7 Nov 66.52 1.25 0.00 7.09 0 0 0
6 Nov 66.89 1.25 0.00 6.38 0 0 0
5 Nov 66.31 1.25 0.00 6.80 0 0 0
4 Nov 65.83 1.25 0.00 7.49 0 0 0
1 Nov 67.15 1.25 5.26 0 0 0


For Idfc First Bank Limited - strike price 73 expiring on 26DEC2024

Delta for 73 CE is -

Historical price for 73 CE is as follows

On 20 Dec IDFCFIRSTB was trading at 61.68. The strike last trading price was 0.05, 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 389


On 19 Dec IDFCFIRSTB was trading at 65.07. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 43.31, the open interest changed by 0 which decreased total open position to 389


On 18 Dec IDFCFIRSTB was trading at 64.66. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 42.71, the open interest changed by 116 which increased total open position to 390


On 17 Dec IDFCFIRSTB was trading at 63.61. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 44.92, the open interest changed by -30 which decreased total open position to 275


On 16 Dec IDFCFIRSTB was trading at 64.34. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 39.56, the open interest changed by -2 which decreased total open position to 295


On 13 Dec IDFCFIRSTB was trading at 64.23. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 34.69, the open interest changed by -67 which decreased total open position to 297


On 12 Dec IDFCFIRSTB was trading at 64.33. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 32.86, the open interest changed by 0 which decreased total open position to 364


On 11 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 0.05, which was -0.10 lower than the previous day. The implied volatity was 28.73, the open interest changed by 0 which decreased total open position to 364


On 10 Dec IDFCFIRSTB was trading at 65.87. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 32.48, the open interest changed by -77 which decreased total open position to 379


On 9 Dec IDFCFIRSTB was trading at 65.22. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 30.60, the open interest changed by 47 which increased total open position to 456


On 6 Dec IDFCFIRSTB was trading at 65.90. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 26.02, the open interest changed by 111 which increased total open position to 409


On 5 Dec IDFCFIRSTB was trading at 65.96. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 29.43, the open interest changed by -2 which decreased total open position to 297


On 4 Dec IDFCFIRSTB was trading at 66.21. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 26.04, the open interest changed by 32 which increased total open position to 301


On 3 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 28.79, the open interest changed by 43 which increased total open position to 268


On 2 Dec IDFCFIRSTB was trading at 64.39. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 30.51, the open interest changed by 9 which increased total open position to 224


On 29 Nov IDFCFIRSTB was trading at 64.08. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 27.40, the open interest changed by -3 which decreased total open position to 215


On 28 Nov IDFCFIRSTB was trading at 64.26. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 28.18, the open interest changed by 41 which increased total open position to 216


On 27 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 29.86, the open interest changed by 43 which increased total open position to 174


On 26 Nov IDFCFIRSTB was trading at 65.14. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 28.58, the open interest changed by 91 which increased total open position to 129


On 25 Nov IDFCFIRSTB was trading at 64.65. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 30.29, the open interest changed by 26 which increased total open position to 28


On 22 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 30.54, the open interest changed by 13 which increased total open position to 15


On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 0.45, 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 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 32.28, 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 0.45, which was -0.80 lower than the previous day. The implied volatity was 32.28, 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 1.25, which was 0.00 lower than the previous day. The implied volatity was 10.07, 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 1.25, which was 0.00 lower than the previous day. The implied volatity was 12.15, 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 1.25, which was 0.00 lower than the previous day. The implied volatity was 11.02, 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 1.25, which was 0.00 lower than the previous day. The implied volatity was 7.89, 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 1.25, which was 0.00 lower than the previous day. The implied volatity was 7.28, 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 1.25, which was 0.00 lower than the previous day. The implied volatity was 8.01, 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 1.25, which was 0.00 lower than the previous day. The implied volatity was 7.09, 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 1.25, which was 0.00 lower than the previous day. The implied volatity was 6.38, 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 1.25, which was 0.00 lower than the previous day. The implied volatity was 6.80, 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 1.25, which was 0.00 lower than the previous day. The implied volatity was 7.49, 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 1.25, which was lower than the previous day. The implied volatity was 5.26, the open interest changed by 0 which decreased total open position to 0


IDFCFIRSTB 26DEC2024 73 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 61.68 11.5 3.55 - 3 -1 36
19 Dec 65.07 7.95 0.00 0.00 0 -1 0
18 Dec 64.66 7.95 0.65 - 3 -1 37
17 Dec 63.61 7.3 0.00 0.00 0 0 0
16 Dec 64.34 7.3 0.00 0.00 0 0 0
13 Dec 64.23 7.3 0.00 0.00 0 0 0
12 Dec 64.33 7.3 0.00 0.00 0 0 0
11 Dec 65.20 7.3 0.00 0.00 0 0 0
10 Dec 65.87 7.3 0.00 0.00 0 0 0
9 Dec 65.22 7.3 0.00 0.00 0 0 0
6 Dec 65.90 7.3 0.20 42.41 3 0 38
5 Dec 65.96 7.1 0.35 38.69 3 1 37
4 Dec 66.21 6.75 -1.80 33.77 7 0 35
3 Dec 65.20 8.55 0.00 0.00 0 0 0
2 Dec 64.39 8.55 0.00 0.00 0 1 0
29 Nov 64.08 8.55 0.30 26.13 1 0 34
28 Nov 64.26 8.25 -0.10 28.51 1 0 33
27 Nov 64.15 8.35 0.80 29.06 19 7 21
26 Nov 65.14 7.55 -0.85 26.55 3 2 14
25 Nov 64.65 8.4 0.10 41.21 12 12 12
22 Nov 64.15 8.3 0.80 26.02 1 0 0
21 Nov 62.94 7.5 0.00 - 0 0 0
20 Nov 64.62 7.5 0.00 - 0 0 0
19 Nov 64.62 7.5 0.00 - 0 0 0
18 Nov 65.53 7.5 0.00 - 0 0 0
14 Nov 63.41 7.5 0.00 - 0 0 0
13 Nov 63.62 7.5 0.00 - 0 0 0
12 Nov 66.24 7.5 0.00 - 0 0 0
11 Nov 66.56 7.5 0.00 - 0 0 0
8 Nov 65.63 7.5 0.00 - 0 0 0
7 Nov 66.52 7.5 0.00 - 0 0 0
6 Nov 66.89 7.5 0.00 - 0 0 0
5 Nov 66.31 7.5 0.00 - 0 0 0
4 Nov 65.83 7.5 7.50 - 0 0 0
1 Nov 67.15 0 - 0 0 0


For Idfc First Bank Limited - strike price 73 expiring on 26DEC2024

Delta for 73 PE is -

Historical price for 73 PE is as follows

On 20 Dec IDFCFIRSTB was trading at 61.68. The strike last trading price was 11.5, which was 3.55 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 36


On 19 Dec IDFCFIRSTB was trading at 65.07. The strike last trading price was 7.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 18 Dec IDFCFIRSTB was trading at 64.66. The strike last trading price was 7.95, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 37


On 17 Dec IDFCFIRSTB was trading at 63.61. The strike last trading price was 7.3, 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 16 Dec IDFCFIRSTB was trading at 64.34. The strike last trading price was 7.3, 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 Dec IDFCFIRSTB was trading at 64.23. The strike last trading price was 7.3, 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 12 Dec IDFCFIRSTB was trading at 64.33. The strike last trading price was 7.3, 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 11 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 7.3, 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 10 Dec IDFCFIRSTB was trading at 65.87. The strike last trading price was 7.3, 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 9 Dec IDFCFIRSTB was trading at 65.22. The strike last trading price was 7.3, 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 6 Dec IDFCFIRSTB was trading at 65.90. The strike last trading price was 7.3, which was 0.20 higher than the previous day. The implied volatity was 42.41, the open interest changed by 0 which decreased total open position to 38


On 5 Dec IDFCFIRSTB was trading at 65.96. The strike last trading price was 7.1, which was 0.35 higher than the previous day. The implied volatity was 38.69, the open interest changed by 1 which increased total open position to 37


On 4 Dec IDFCFIRSTB was trading at 66.21. The strike last trading price was 6.75, which was -1.80 lower than the previous day. The implied volatity was 33.77, the open interest changed by 0 which decreased total open position to 35


On 3 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 8.55, 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 8.55, 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 29 Nov IDFCFIRSTB was trading at 64.08. The strike last trading price was 8.55, which was 0.30 higher than the previous day. The implied volatity was 26.13, the open interest changed by 0 which decreased total open position to 34


On 28 Nov IDFCFIRSTB was trading at 64.26. The strike last trading price was 8.25, which was -0.10 lower than the previous day. The implied volatity was 28.51, the open interest changed by 0 which decreased total open position to 33


On 27 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 8.35, which was 0.80 higher than the previous day. The implied volatity was 29.06, the open interest changed by 7 which increased total open position to 21


On 26 Nov IDFCFIRSTB was trading at 65.14. The strike last trading price was 7.55, which was -0.85 lower than the previous day. The implied volatity was 26.55, the open interest changed by 2 which increased total open position to 14


On 25 Nov IDFCFIRSTB was trading at 64.65. The strike last trading price was 8.4, which was 0.10 higher than the previous day. The implied volatity was 41.21, the open interest changed by 12 which increased total open position to 12


On 22 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 8.3, which was 0.80 higher than the previous day. The implied volatity was 26.02, the open interest changed by 0 which decreased total open position to 0


On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 7.5, 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 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 7.5, 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 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 7.5, 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 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 7.5, 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 7.5, 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 7.5, 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 7.5, 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 7.5, 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 7.5, 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 7.5, 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 7.5, 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 7.5, 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 7.5, which was 7.50 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