IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
26 Dec 2024 04:11 PM IST
| IDFCFIRSTB 30JAN2025 74 CE | ||||||||||
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Delta: 0.04
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 | 0.1 | 0.00 | 31.06 | 76 | 56 | 567 | |||
| 24 Dec | 62.29 | 0.1 | 0.00 | 28.23 | 226 | 38 | 512 | |||
| 23 Dec | 61.95 | 0.1 | -0.10 | 29.43 | 310 | 190 | 474 | |||
| 20 Dec | 61.68 | 0.2 | -0.10 | 32.36 | 138 | 60 | 285 | |||
| 19 Dec | 65.07 | 0.3 | -0.05 | 26.90 | 88 | 54 | 227 | |||
| 18 Dec | 64.66 | 0.35 | 0.15 | 28.82 | 66 | 23 | 173 | |||
| 17 Dec | 63.61 | 0.2 | 0.00 | 27.09 | 101 | 48 | 149 | |||
| 16 Dec | 64.34 | 0.2 | -0.05 | 25.23 | 41 | -10 | 93 | |||
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| 13 Dec | 64.23 | 0.25 | -0.05 | 25.78 | 10 | -3 | 102 | |||
| 12 Dec | 64.33 | 0.3 | -0.05 | 26.33 | 57 | 25 | 105 | |||
| 11 Dec | 65.20 | 0.35 | -0.10 | 24.92 | 21 | 2 | 73 | |||
| 10 Dec | 65.87 | 0.45 | -0.05 | 25.22 | 33 | 9 | 70 | |||
| 9 Dec | 65.22 | 0.5 | -0.10 | 27.15 | 11 | 6 | 61 | |||
| 6 Dec | 65.90 | 0.6 | 0.00 | 26.26 | 13 | 6 | 55 | |||
| 5 Dec | 65.96 | 0.6 | 0.05 | 25.74 | 12 | 2 | 49 | |||
| 4 Dec | 66.21 | 0.55 | 0.00 | 24.18 | 32 | 16 | 43 | |||
| 3 Dec | 65.20 | 0.55 | 0.05 | 26.59 | 6 | 3 | 26 | |||
| 2 Dec | 64.39 | 0.5 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 29 Nov | 64.08 | 0.5 | -0.05 | 26.78 | 3 | 2 | 22 | |||
| 28 Nov | 64.26 | 0.55 | 0.00 | 27.34 | 8 | 5 | 19 | |||
| 27 Nov | 64.15 | 0.55 | -0.20 | 27.47 | 7 | 5 | 13 | |||
| 26 Nov | 65.14 | 0.75 | -0.15 | 27.42 | 7 | 4 | 8 | |||
| 25 Nov | 64.65 | 0.9 | -0.25 | 30.05 | 3 | 1 | 4 | |||
| 22 Nov | 64.15 | 1.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 62.94 | 1.15 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 20 Nov | 64.62 | 1.15 | 0.00 | 32.46 | 2 | 2 | 2 | |||
| 19 Nov | 64.62 | 1.15 | -0.70 | 32.46 | 2 | 1 | 2 | |||
| 18 Nov | 65.53 | 1.85 | -0.10 | 36.49 | 1 | 0 | 0 | |||
| 14 Nov | 63.41 | 1.95 | 0.00 | 8.89 | 0 | 0 | 0 | |||
| 13 Nov | 63.62 | 1.95 | 0.00 | 8.32 | 0 | 0 | 0 | |||
| 12 Nov | 66.24 | 1.95 | 0.00 | 6.14 | 0 | 0 | 0 | |||
| 11 Nov | 66.56 | 1.95 | 0.00 | 5.53 | 0 | 0 | 0 | |||
| 8 Nov | 65.63 | 1.95 | 6.42 | 0 | 0 | 0 | ||||
For Idfc First Bank Limited - strike price 74 expiring on 30JAN2025
Delta for 74 CE is 0.04
Historical price for 74 CE is as follows
On 26 Dec IDFCFIRSTB was trading at 61.75. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 31.06, the open interest changed by 56 which increased total open position to 567
On 24 Dec IDFCFIRSTB was trading at 62.29. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 28.23, the open interest changed by 38 which increased total open position to 512
On 23 Dec IDFCFIRSTB was trading at 61.95. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 29.43, the open interest changed by 190 which increased total open position to 474
On 20 Dec IDFCFIRSTB was trading at 61.68. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 32.36, the open interest changed by 60 which increased total open position to 285
On 19 Dec IDFCFIRSTB was trading at 65.07. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 26.90, the open interest changed by 54 which increased total open position to 227
On 18 Dec IDFCFIRSTB was trading at 64.66. The strike last trading price was 0.35, which was 0.15 higher than the previous day. The implied volatity was 28.82, the open interest changed by 23 which increased total open position to 173
On 17 Dec IDFCFIRSTB was trading at 63.61. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 27.09, the open interest changed by 48 which increased total open position to 149
On 16 Dec IDFCFIRSTB was trading at 64.34. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 25.23, the open interest changed by -10 which decreased total open position to 93
On 13 Dec IDFCFIRSTB was trading at 64.23. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 25.78, the open interest changed by -3 which decreased total open position to 102
On 12 Dec IDFCFIRSTB was trading at 64.33. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 26.33, the open interest changed by 25 which increased total open position to 105
On 11 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 24.92, the open interest changed by 2 which increased total open position to 73
On 10 Dec IDFCFIRSTB was trading at 65.87. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 25.22, the open interest changed by 9 which increased total open position to 70
On 9 Dec IDFCFIRSTB was trading at 65.22. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 27.15, the open interest changed by 6 which increased total open position to 61
On 6 Dec IDFCFIRSTB was trading at 65.90. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 26.26, the open interest changed by 6 which increased total open position to 55
On 5 Dec IDFCFIRSTB was trading at 65.96. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 25.74, the open interest changed by 2 which increased total open position to 49
On 4 Dec IDFCFIRSTB was trading at 66.21. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 24.18, the open interest changed by 16 which increased total open position to 43
On 3 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 26.59, the open interest changed by 3 which increased total open position to 26
On 2 Dec IDFCFIRSTB was trading at 64.39. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 29 Nov IDFCFIRSTB was trading at 64.08. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 26.78, the open interest changed by 2 which increased total open position to 22
On 28 Nov IDFCFIRSTB was trading at 64.26. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 27.34, the open interest changed by 5 which increased total open position to 19
On 27 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 27.47, the open interest changed by 5 which increased total open position to 13
On 26 Nov IDFCFIRSTB was trading at 65.14. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 27.42, the open interest changed by 4 which increased total open position to 8
On 25 Nov IDFCFIRSTB was trading at 64.65. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 30.05, the open interest changed by 1 which increased total open position to 4
On 22 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 1.15, 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 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 1.15, 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 1.15, which was 0.00 lower than the previous day. The implied volatity was 32.46, the open interest changed by 2 which increased total open position to 2
On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 1.15, which was -0.70 lower than the previous day. The implied volatity was 32.46, the open interest changed by 1 which increased total open position to 2
On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 1.85, which was -0.10 lower than the previous day. The implied volatity was 36.49, 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 1.95, which was 0.00 lower than the previous day. The implied volatity was 8.89, 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 1.95, 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 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 1.95, which was 0.00 lower than the previous day. The implied volatity was 6.14, 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 1.95, which was 0.00 lower than the previous day. The implied volatity was 5.53, 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 1.95, which was lower than the previous day. The implied volatity was 6.42, the open interest changed by 0 which decreased total open position to 0
| IDFCFIRSTB 30JAN2025 74 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.97
Vega: 0.01
Theta: 0.01
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 61.75 | 11.5 | 0.20 | 28.07 | 96 | 91 | 569 |
| 24 Dec | 62.29 | 11.3 | -0.50 | 42.00 | 136 | 125 | 477 |
| 23 Dec | 61.95 | 11.8 | -0.35 | 42.99 | 314 | 299 | 351 |
| 20 Dec | 61.68 | 12.15 | 2.55 | 50.19 | 31 | 27 | 51 |
| 19 Dec | 65.07 | 9.6 | 0.20 | 48.34 | 6 | 4 | 22 |
| 18 Dec | 64.66 | 9.4 | -0.90 | 39.85 | 17 | 15 | 16 |
| 17 Dec | 63.61 | 10.3 | 0.30 | 40.51 | 1 | 0 | 1 |
| 16 Dec | 64.34 | 10 | -1.05 | 44.58 | 2 | 1 | 2 |
| 13 Dec | 64.23 | 11.05 | 2.40 | 55.92 | 1 | 0 | 0 |
| 12 Dec | 64.33 | 8.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 65.20 | 8.65 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 65.87 | 8.65 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 65.22 | 8.65 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 65.90 | 8.65 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 65.96 | 8.65 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 66.21 | 8.65 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 65.20 | 8.65 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 64.39 | 8.65 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 64.08 | 8.65 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 64.26 | 8.65 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 64.15 | 8.65 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 65.14 | 8.65 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 64.65 | 8.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 64.15 | 8.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 62.94 | 8.65 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 64.62 | 8.65 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 64.62 | 8.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 65.53 | 8.65 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 63.41 | 8.65 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 63.62 | 8.65 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 66.24 | 8.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 66.56 | 8.65 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 65.63 | 8.65 | - | 0 | 0 | 0 | |
For Idfc First Bank Limited - strike price 74 expiring on 30JAN2025
Delta for 74 PE is -0.97
Historical price for 74 PE is as follows
On 26 Dec IDFCFIRSTB was trading at 61.75. The strike last trading price was 11.5, which was 0.20 higher than the previous day. The implied volatity was 28.07, the open interest changed by 91 which increased total open position to 569
On 24 Dec IDFCFIRSTB was trading at 62.29. The strike last trading price was 11.3, which was -0.50 lower than the previous day. The implied volatity was 42.00, the open interest changed by 125 which increased total open position to 477
On 23 Dec IDFCFIRSTB was trading at 61.95. The strike last trading price was 11.8, which was -0.35 lower than the previous day. The implied volatity was 42.99, the open interest changed by 299 which increased total open position to 351
On 20 Dec IDFCFIRSTB was trading at 61.68. The strike last trading price was 12.15, which was 2.55 higher than the previous day. The implied volatity was 50.19, the open interest changed by 27 which increased total open position to 51
On 19 Dec IDFCFIRSTB was trading at 65.07. The strike last trading price was 9.6, which was 0.20 higher than the previous day. The implied volatity was 48.34, the open interest changed by 4 which increased total open position to 22
On 18 Dec IDFCFIRSTB was trading at 64.66. The strike last trading price was 9.4, which was -0.90 lower than the previous day. The implied volatity was 39.85, the open interest changed by 15 which increased total open position to 16
On 17 Dec IDFCFIRSTB was trading at 63.61. The strike last trading price was 10.3, which was 0.30 higher than the previous day. The implied volatity was 40.51, the open interest changed by 0 which decreased total open position to 1
On 16 Dec IDFCFIRSTB was trading at 64.34. The strike last trading price was 10, which was -1.05 lower than the previous day. The implied volatity was 44.58, the open interest changed by 1 which increased total open position to 2
On 13 Dec IDFCFIRSTB was trading at 64.23. The strike last trading price was 11.05, which was 2.40 higher than the previous day. The implied volatity was 55.92, 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 8.65, 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 8.65, 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 8.65, 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 8.65, 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 8.65, 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 8.65, 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 Dec IDFCFIRSTB was trading at 66.21. The strike last trading price was 8.65, 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 3 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 8.65, 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 2 Dec IDFCFIRSTB was trading at 64.39. The strike last trading price was 8.65, 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 29 Nov IDFCFIRSTB was trading at 64.08. The strike last trading price was 8.65, 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 28 Nov IDFCFIRSTB was trading at 64.26. The strike last trading price was 8.65, 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 27 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 8.65, 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 26 Nov IDFCFIRSTB was trading at 65.14. The strike last trading price was 8.65, 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 25 Nov IDFCFIRSTB was trading at 64.65. The strike last trading price was 8.65, 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 22 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 8.65, 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 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 8.65, 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 8.65, 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 8.65, 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 8.65, 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 8.65, 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 8.65, 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 8.65, 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 8.65, 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 8.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
