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

62.94 -1.68 (-2.60%)

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Historical option data for IDFCFIRSTB

21 Nov 2024 04:11 PM IST
IDFCFIRSTB 28NOV2024 75 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 62.94 0.05 0.00 - 10 -7 1,209
20 Nov 64.62 0.05 0.00 48.91 144 -122 1,217
19 Nov 64.62 0.05 0.00 48.91 144 -121 1,217
18 Nov 65.53 0.05 0.00 41.48 85 -7 1,338
14 Nov 63.41 0.05 0.00 41.89 377 -128 1,347
13 Nov 63.62 0.05 0.00 37.81 448 -86 1,485
12 Nov 66.24 0.05 -0.05 30.95 66 16 1,573
11 Nov 66.56 0.1 0.00 32.36 114 -10 1,557
8 Nov 65.63 0.1 -0.05 32.34 317 9 1,566
7 Nov 66.52 0.15 0.00 31.62 3,229 -163 1,557
6 Nov 66.89 0.15 -0.05 29.14 2,983 18 1,717
5 Nov 66.31 0.2 -0.10 32.61 2,060 267 1,698
4 Nov 65.83 0.3 -0.05 37.62 2,061 -146 1,432
1 Nov 67.15 0.35 0.00 31.31 2,112 838 1,557
31 Oct 65.93 0.35 -0.35 - 154 -28 719
30 Oct 68.79 0.7 0.10 - 76 -15 747
29 Oct 67.60 0.6 0.00 - 11 -7 763
28 Oct 67.13 0.6 0.05 - 78 -76 771
25 Oct 65.50 0.55 -0.10 - 799 137 847
24 Oct 68.05 0.65 0.05 - 1,059 209 708
23 Oct 66.58 0.6 -0.65 - 926 370 499
22 Oct 68.32 1.25 -0.25 - 4 -1 132
21 Oct 70.40 1.5 -1.95 - 1 0 134
18 Oct 71.57 3.45 0.00 - 0 -1 0
17 Oct 71.74 3.45 1.50 - 1 0 135
16 Oct 72.22 1.95 0.00 - 0 -11 0
15 Oct 72.74 1.95 -1.00 - 11 -3 143
14 Oct 72.94 2.95 0.00 - 0 0 0
11 Oct 72.37 2.95 0.00 - 0 -1 0
10 Oct 73.14 2.95 0.15 - 1 0 147
9 Oct 72.39 2.8 0.40 - 3 -2 148
8 Oct 73.13 2.4 0.00 - 0 43 0
7 Oct 72.22 2.4 0.15 - 147 42 149
4 Oct 71.83 2.25 0.10 - 86 43 107
3 Oct 71.98 2.15 -0.75 - 72 47 64
1 Oct 73.44 2.9 -1.15 - 19 7 7
30 Sept 74.35 4.05 0.00 - 0 0 0
27 Sept 74.19 4.05 - 0 0 0


For Idfc First Bank Limited - strike price 75 expiring on 28NOV2024

Delta for 75 CE is -

Historical price for 75 CE is as follows

On 21 Nov IDFCFIRSTB was trading at 62.94. 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 -7 which decreased total open position to 1209


On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 48.91, the open interest changed by -122 which decreased total open position to 1217


On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 48.91, the open interest changed by -121 which decreased total open position to 1217


On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 41.48, the open interest changed by -7 which decreased total open position to 1338


On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 41.89, the open interest changed by -128 which decreased total open position to 1347


On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 37.81, the open interest changed by -86 which decreased total open position to 1485


On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 30.95, the open interest changed by 16 which increased total open position to 1573


On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 32.36, the open interest changed by -10 which decreased total open position to 1557


On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 32.34, the open interest changed by 9 which increased total open position to 1566


On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 31.62, the open interest changed by -163 which decreased total open position to 1557


On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 29.14, the open interest changed by 18 which increased total open position to 1717


On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 32.61, the open interest changed by 267 which increased total open position to 1698


On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 37.62, the open interest changed by -146 which decreased total open position to 1432


On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 31.31, the open interest changed by 838 which increased total open position to 1557


On 31 Oct IDFCFIRSTB was trading at 65.93. The strike last trading price was 0.35, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct IDFCFIRSTB was trading at 68.79. The strike last trading price was 0.7, which was 0.10 higher 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 0.6, 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 0.6, which was 0.05 higher 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 0.55, which was -0.10 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 0.65, which was 0.05 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 0.6, which was -0.65 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 1.25, which was -0.25 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 1.5, which was -1.95 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 3.45, 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 3.45, which was 1.50 higher 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 1.95, 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 1.95, which was -1.00 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 2.95, 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 2.95, 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 2.95, which was 0.15 higher 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 2.8, which was 0.40 higher 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 2.4, 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 2.4, which was 0.15 higher 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 2.25, which was 0.10 higher 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 2.15, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct IDFCFIRSTB was trading at 73.44. The strike last trading price was 2.9, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept IDFCFIRSTB was trading at 74.35. The strike last trading price was 4.05, 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 27 Sept IDFCFIRSTB was trading at 74.19. The strike last trading price was 4.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


IDFCFIRSTB 28NOV2024 75 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 62.94 11.9 2.65 - 9 -3 568
20 Nov 64.62 9.25 0.00 - 54 -21 572
19 Nov 64.62 9.25 -0.35 - 54 -20 572
18 Nov 65.53 9.6 -1.95 63.32 20 -11 593
14 Nov 63.41 11.55 0.15 61.00 34 -8 604
13 Nov 63.62 11.4 3.00 77.36 13 -4 613
12 Nov 66.24 8.4 -0.20 - 6 2 619
11 Nov 66.56 8.6 -0.60 46.90 12 -2 615
8 Nov 65.63 9.2 0.85 39.64 14 10 616
7 Nov 66.52 8.35 0.60 35.40 112 81 605
6 Nov 66.89 7.75 -0.95 31.18 48 22 524
5 Nov 66.31 8.7 -0.40 41.96 17 4 501
4 Nov 65.83 9.1 1.40 35.95 248 171 495
1 Nov 67.15 7.7 -1.65 36.98 87 43 320
31 Oct 65.93 9.35 3.15 - 6 0 273
30 Oct 68.79 6.2 -6.80 - 38 -22 275
29 Oct 67.60 13 0.00 - 0 -3 0
28 Oct 67.13 13 1.35 - 3 0 299
25 Oct 65.50 11.65 3.45 - 255 121 299
24 Oct 68.05 8.2 -1.00 - 121 102 172
23 Oct 66.58 9.2 3.55 - 70 50 69
22 Oct 68.32 5.65 0.00 - 0 0 0
21 Oct 70.40 5.65 0.00 - 0 0 0
18 Oct 71.57 5.65 0.00 - 0 0 0
17 Oct 71.74 5.65 0.00 - 0 0 0
16 Oct 72.22 5.65 0.00 - 0 0 0
15 Oct 72.74 5.65 0.00 - 0 0 0
14 Oct 72.94 5.65 0.00 - 0 0 0
11 Oct 72.37 5.65 0.00 - 0 0 0
10 Oct 73.14 5.65 0.00 - 0 0 0
9 Oct 72.39 5.65 0.00 - 0 0 0
8 Oct 73.13 5.65 0.00 - 0 1 0
7 Oct 72.22 5.65 0.10 - 1 0 18
4 Oct 71.83 5.55 0.10 - 8 1 17
3 Oct 71.98 5.45 0.50 - 8 4 16
1 Oct 73.44 4.95 0.95 - 8 6 12
30 Sept 74.35 4 0.00 - 6 4 5
27 Sept 74.19 4 - 1 0 0


For Idfc First Bank Limited - strike price 75 expiring on 28NOV2024

Delta for 75 PE is -

Historical price for 75 PE is as follows

On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 11.9, which was 2.65 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 568


On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 9.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 572


On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 9.25, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 572


On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 9.6, which was -1.95 lower than the previous day. The implied volatity was 63.32, the open interest changed by -11 which decreased total open position to 593


On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 11.55, which was 0.15 higher than the previous day. The implied volatity was 61.00, the open interest changed by -8 which decreased total open position to 604


On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 11.4, which was 3.00 higher than the previous day. The implied volatity was 77.36, the open interest changed by -4 which decreased total open position to 613


On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 8.4, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 619


On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 8.6, which was -0.60 lower than the previous day. The implied volatity was 46.90, the open interest changed by -2 which decreased total open position to 615


On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 9.2, which was 0.85 higher than the previous day. The implied volatity was 39.64, the open interest changed by 10 which increased total open position to 616


On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 8.35, which was 0.60 higher than the previous day. The implied volatity was 35.40, the open interest changed by 81 which increased total open position to 605


On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 7.75, which was -0.95 lower than the previous day. The implied volatity was 31.18, the open interest changed by 22 which increased total open position to 524


On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 8.7, which was -0.40 lower than the previous day. The implied volatity was 41.96, the open interest changed by 4 which increased total open position to 501


On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 9.1, which was 1.40 higher than the previous day. The implied volatity was 35.95, the open interest changed by 171 which increased total open position to 495


On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 7.7, which was -1.65 lower than the previous day. The implied volatity was 36.98, the open interest changed by 43 which increased total open position to 320


On 31 Oct IDFCFIRSTB was trading at 65.93. The strike last trading price was 9.35, which was 3.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct IDFCFIRSTB was trading at 68.79. The strike last trading price was 6.2, which was -6.80 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 13, 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 13, which was 1.35 higher 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 11.65, which was 3.45 higher 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 8.2, which was -1.00 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 9.2, which was 3.55 higher 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 5.65, 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 5.65, 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 5.65, 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 5.65, 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 5.65, 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 5.65, 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 5.65, 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 5.65, 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 5.65, 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 5.65, 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 5.65, 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 5.65, which was 0.10 higher 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 5.55, which was 0.10 higher 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 5.45, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct IDFCFIRSTB was trading at 73.44. The strike last trading price was 4.95, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept IDFCFIRSTB was trading at 74.35. The strike last trading price was 4, 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 27 Sept IDFCFIRSTB was trading at 74.19. The strike last trading price was 4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to