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IDFCFIRSTB
Idfc First Bank Limited

71.74 -0.48 (-0.66%)

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Historical option data for IDFCFIRSTB

17 Oct 2024 04:11 PM IST
IDFCFIRSTB 75 CE
Date Close Ltp Change Volume Change OI OI
17 Oct 71.74 0.4 -0.05 9,90,000 -9,30,000 3,62,17,500
16 Oct 72.22 0.45 -0.25 13,65,000 -12,45,000 3,72,67,500
15 Oct 72.74 0.7 -0.20 4,42,500 -4,35,000 3,85,20,000
14 Oct 72.94 0.9 0.25 12,45,000 -9,82,500 3,89,62,500
11 Oct 72.37 0.65 -0.25 4,80,000 -4,65,000 3,99,60,000
10 Oct 73.14 0.9 0.30 6,97,500 -6,37,500 4,04,77,500
9 Oct 72.39 0.6 -0.15 18,00,000 -15,37,500 4,11,45,000
8 Oct 73.13 0.75 -0.35 38,02,500 -37,57,500 4,26,90,000
7 Oct 72.22 1.1 0.00 9,86,32,500 10,35,000 4,64,55,000
4 Oct 71.83 1.1 0.10 5,04,97,500 27,97,500 4,51,05,000
3 Oct 71.98 1 -0.65 6,69,60,000 78,75,000 4,22,70,000
1 Oct 73.44 1.65 -0.35 3,47,10,000 7,35,000 3,45,75,000
30 Sept 74.35 2 0.25 9,12,00,000 39,00,000 3,38,47,500
27 Sept 74.19 1.75 -0.05 4,96,50,000 41,85,000 2,99,85,000
26 Sept 74.03 1.8 0.15 5,20,12,500 20,10,000 2,59,80,000
25 Sept 73.02 1.65 -0.25 2,85,15,000 83,40,000 2,39,25,000
24 Sept 73.68 1.9 -0.25 2,15,92,500 9,97,500 1,56,15,000
23 Sept 74.02 2.15 0.20 4,81,35,000 5,55,000 1,45,95,000
20 Sept 72.83 1.95 -0.10 1,59,82,500 45,75,000 1,40,40,000
19 Sept 73.82 2.05 0.00 4,90,50,000 -22,95,000 93,45,000
18 Sept 72.79 2.05 -0.10 1,98,15,000 15,52,500 1,15,35,000
17 Sept 73.28 2.15 -0.15 69,37,500 32,02,500 99,82,500
16 Sept 73.74 2.3 0.15 67,05,000 19,42,500 66,52,500
13 Sept 73.42 2.15 0.30 42,97,500 2,40,000 47,02,500
12 Sept 72.77 1.85 0.35 25,95,000 10,95,000 44,55,000
11 Sept 71.52 1.5 -0.50 30,60,000 9,67,500 33,67,500
10 Sept 72.59 2 -0.10 9,07,500 3,67,500 24,00,000
9 Sept 72.62 2.1 -0.25 12,60,000 2,62,500 20,17,500
6 Sept 73.66 2.35 -0.80 13,50,000 7,12,500 17,55,000
5 Sept 75.04 3.15 0.00 1,42,500 52,500 10,42,500
4 Sept 74.65 3.15 -0.25 5,10,000 3,82,500 9,82,500
3 Sept 75.07 3.4 0.00 3,30,000 1,80,000 5,62,500
2 Sept 75.01 3.4 -0.35 5,10,000 3,67,500 3,67,500
30 Aug 73.84 3.75 0 0 0


For Idfc First Bank Limited - strike price 75 expiring on 31OCT2024

Delta for 75 CE is -

Historical price for 75 CE is as follows

On 17 Oct IDFCFIRSTB was trading at 71.74. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -930000 which decreased total open position to 36217500


On 16 Oct IDFCFIRSTB was trading at 72.22. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -1245000 which decreased total open position to 37267500


On 15 Oct IDFCFIRSTB was trading at 72.74. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by -435000 which decreased total open position to 38520000


On 14 Oct IDFCFIRSTB was trading at 72.94. The strike last trading price was 0.9, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by -982500 which decreased total open position to 38962500


On 11 Oct IDFCFIRSTB was trading at 72.37. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -465000 which decreased total open position to 39960000


On 10 Oct IDFCFIRSTB was trading at 73.14. The strike last trading price was 0.9, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by -637500 which decreased total open position to 40477500


On 9 Oct IDFCFIRSTB was trading at 72.39. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -1537500 which decreased total open position to 41145000


On 8 Oct IDFCFIRSTB was trading at 73.13. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by -3757500 which decreased total open position to 42690000


On 7 Oct IDFCFIRSTB was trading at 72.22. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1035000 which increased total open position to 46455000


On 4 Oct IDFCFIRSTB was trading at 71.83. The strike last trading price was 1.1, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 2797500 which increased total open position to 45105000


On 3 Oct IDFCFIRSTB was trading at 71.98. The strike last trading price was 1, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 7875000 which increased total open position to 42270000


On 1 Oct IDFCFIRSTB was trading at 73.44. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 735000 which increased total open position to 34575000


On 30 Sept IDFCFIRSTB was trading at 74.35. The strike last trading price was 2, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 3900000 which increased total open position to 33847500


On 27 Sept IDFCFIRSTB was trading at 74.19. The strike last trading price was 1.75, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 4185000 which increased total open position to 29985000


On 26 Sept IDFCFIRSTB was trading at 74.03. The strike last trading price was 1.8, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 2010000 which increased total open position to 25980000


On 25 Sept IDFCFIRSTB was trading at 73.02. The strike last trading price was 1.65, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 8340000 which increased total open position to 23925000


On 24 Sept IDFCFIRSTB was trading at 73.68. The strike last trading price was 1.9, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 997500 which increased total open position to 15615000


On 23 Sept IDFCFIRSTB was trading at 74.02. The strike last trading price was 2.15, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 555000 which increased total open position to 14595000


On 20 Sept IDFCFIRSTB was trading at 72.83. The strike last trading price was 1.95, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 4575000 which increased total open position to 14040000


On 19 Sept IDFCFIRSTB was trading at 73.82. The strike last trading price was 2.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2295000 which decreased total open position to 9345000


On 18 Sept IDFCFIRSTB was trading at 72.79. The strike last trading price was 2.05, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 1552500 which increased total open position to 11535000


On 17 Sept IDFCFIRSTB was trading at 73.28. The strike last trading price was 2.15, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 3202500 which increased total open position to 9982500


On 16 Sept IDFCFIRSTB was trading at 73.74. The strike last trading price was 2.3, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 1942500 which increased total open position to 6652500


On 13 Sept IDFCFIRSTB was trading at 73.42. The strike last trading price was 2.15, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by 240000 which increased total open position to 4702500


On 12 Sept IDFCFIRSTB was trading at 72.77. The strike last trading price was 1.85, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 1095000 which increased total open position to 4455000


On 11 Sept IDFCFIRSTB was trading at 71.52. The strike last trading price was 1.5, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 967500 which increased total open position to 3367500


On 10 Sept IDFCFIRSTB was trading at 72.59. The strike last trading price was 2, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 367500 which increased total open position to 2400000


On 9 Sept IDFCFIRSTB was trading at 72.62. The strike last trading price was 2.1, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 262500 which increased total open position to 2017500


On 6 Sept IDFCFIRSTB was trading at 73.66. The strike last trading price was 2.35, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by 712500 which increased total open position to 1755000


On 5 Sept IDFCFIRSTB was trading at 75.04. The strike last trading price was 3.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 52500 which increased total open position to 1042500


On 4 Sept IDFCFIRSTB was trading at 74.65. The strike last trading price was 3.15, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 382500 which increased total open position to 982500


On 3 Sept IDFCFIRSTB was trading at 75.07. The strike last trading price was 3.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 180000 which increased total open position to 562500


On 2 Sept IDFCFIRSTB was trading at 75.01. The strike last trading price was 3.4, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 367500 which increased total open position to 367500


On 30 Aug IDFCFIRSTB was trading at 73.84. The strike last trading price was 3.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


IDFCFIRSTB 75 PE
Date Close Ltp Change Volume Change OI OI
17 Oct 71.74 3.1 0.35 7,500 0 1,43,40,000
16 Oct 72.22 2.75 -0.50 37,500 -22,500 1,43,55,000
15 Oct 72.74 3.25 0.05 90,000 -82,500 1,43,85,000
14 Oct 72.94 3.2 -0.45 9,22,500 -8,92,500 1,44,97,500
11 Oct 72.37 3.65 0.35 15,000 0 1,54,05,000
10 Oct 73.14 3.3 -0.60 1,20,000 -67,500 1,54,57,500
9 Oct 72.39 3.9 0.10 1,42,500 -1,35,000 1,55,32,500
8 Oct 73.13 3.8 0.00 1,50,000 -1,42,500 1,56,75,000
7 Oct 72.22 3.8 -0.70 48,00,000 7,12,500 1,54,12,500
4 Oct 71.83 4.5 -0.45 28,35,000 4,72,500 1,46,17,500
3 Oct 71.98 4.95 1.55 51,97,500 90,000 1,41,60,000
1 Oct 73.44 3.4 0.25 58,27,500 3,07,500 1,40,62,500
30 Sept 74.35 3.15 -0.05 1,55,40,000 22,57,500 1,37,85,000
27 Sept 74.19 3.2 -0.50 94,65,000 16,50,000 1,15,27,500
26 Sept 74.03 3.7 -0.45 77,10,000 21,75,000 98,85,000
25 Sept 73.02 4.15 0.50 29,85,000 8,55,000 76,80,000
24 Sept 73.68 3.65 0.15 22,95,000 10,12,500 68,70,000
23 Sept 74.02 3.5 -0.90 39,67,500 15,22,500 58,50,000
20 Sept 72.83 4.4 0.80 21,60,000 8,77,500 43,20,000
19 Sept 73.82 3.6 -0.60 18,37,500 3,67,500 34,35,000
18 Sept 72.79 4.2 0.15 11,85,000 5,02,500 30,60,000
17 Sept 73.28 4.05 0.20 16,57,500 10,42,500 25,57,500
16 Sept 73.74 3.85 0.10 2,92,500 1,42,500 14,92,500
13 Sept 73.42 3.75 -0.75 5,70,000 82,500 13,35,000
12 Sept 72.77 4.5 -0.80 52,500 -22,500 12,60,000
11 Sept 71.52 5.3 1.00 2,77,500 1,35,000 12,67,500
10 Sept 72.59 4.3 -0.10 1,42,500 90,000 11,32,500
9 Sept 72.62 4.4 0.10 2,77,500 30,000 9,67,500
6 Sept 73.66 4.3 1.25 3,00,000 1,87,500 9,30,000
5 Sept 75.04 3.05 -0.70 1,35,000 30,000 7,42,500
4 Sept 74.65 3.75 0.35 2,47,500 1,42,500 7,12,500
3 Sept 75.07 3.4 0.15 4,50,000 3,22,500 5,62,500
2 Sept 75.01 3.25 -0.35 3,37,500 1,65,000 2,17,500
30 Aug 73.84 3.6 60,000 52,500 52,500


For Idfc First Bank Limited - strike price 75 expiring on 31OCT2024

Delta for 75 PE is -

Historical price for 75 PE is as follows

On 17 Oct IDFCFIRSTB was trading at 71.74. The strike last trading price was 3.1, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14340000


On 16 Oct IDFCFIRSTB was trading at 72.22. The strike last trading price was 2.75, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by -22500 which decreased total open position to 14355000


On 15 Oct IDFCFIRSTB was trading at 72.74. The strike last trading price was 3.25, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -82500 which decreased total open position to 14385000


On 14 Oct IDFCFIRSTB was trading at 72.94. The strike last trading price was 3.2, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by -892500 which decreased total open position to 14497500


On 11 Oct IDFCFIRSTB was trading at 72.37. The strike last trading price was 3.65, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15405000


On 10 Oct IDFCFIRSTB was trading at 73.14. The strike last trading price was 3.3, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by -67500 which decreased total open position to 15457500


On 9 Oct IDFCFIRSTB was trading at 72.39. The strike last trading price was 3.9, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by -135000 which decreased total open position to 15532500


On 8 Oct IDFCFIRSTB was trading at 73.13. The strike last trading price was 3.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -142500 which decreased total open position to 15675000


On 7 Oct IDFCFIRSTB was trading at 72.22. The strike last trading price was 3.8, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by 712500 which increased total open position to 15412500


On 4 Oct IDFCFIRSTB was trading at 71.83. The strike last trading price was 4.5, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 472500 which increased total open position to 14617500


On 3 Oct IDFCFIRSTB was trading at 71.98. The strike last trading price was 4.95, which was 1.55 higher than the previous day. The implied volatity was -, the open interest changed by 90000 which increased total open position to 14160000


On 1 Oct IDFCFIRSTB was trading at 73.44. The strike last trading price was 3.4, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 307500 which increased total open position to 14062500


On 30 Sept IDFCFIRSTB was trading at 74.35. The strike last trading price was 3.15, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 2257500 which increased total open position to 13785000


On 27 Sept IDFCFIRSTB was trading at 74.19. The strike last trading price was 3.2, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 1650000 which increased total open position to 11527500


On 26 Sept IDFCFIRSTB was trading at 74.03. The strike last trading price was 3.7, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 2175000 which increased total open position to 9885000


On 25 Sept IDFCFIRSTB was trading at 73.02. The strike last trading price was 4.15, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by 855000 which increased total open position to 7680000


On 24 Sept IDFCFIRSTB was trading at 73.68. The strike last trading price was 3.65, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 1012500 which increased total open position to 6870000


On 23 Sept IDFCFIRSTB was trading at 74.02. The strike last trading price was 3.5, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by 1522500 which increased total open position to 5850000


On 20 Sept IDFCFIRSTB was trading at 72.83. The strike last trading price was 4.4, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by 877500 which increased total open position to 4320000


On 19 Sept IDFCFIRSTB was trading at 73.82. The strike last trading price was 3.6, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by 367500 which increased total open position to 3435000


On 18 Sept IDFCFIRSTB was trading at 72.79. The strike last trading price was 4.2, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 502500 which increased total open position to 3060000


On 17 Sept IDFCFIRSTB was trading at 73.28. The strike last trading price was 4.05, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 1042500 which increased total open position to 2557500


On 16 Sept IDFCFIRSTB was trading at 73.74. The strike last trading price was 3.85, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 142500 which increased total open position to 1492500


On 13 Sept IDFCFIRSTB was trading at 73.42. The strike last trading price was 3.75, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 82500 which increased total open position to 1335000


On 12 Sept IDFCFIRSTB was trading at 72.77. The strike last trading price was 4.5, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by -22500 which decreased total open position to 1260000


On 11 Sept IDFCFIRSTB was trading at 71.52. The strike last trading price was 5.3, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by 135000 which increased total open position to 1267500


On 10 Sept IDFCFIRSTB was trading at 72.59. The strike last trading price was 4.3, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 90000 which increased total open position to 1132500


On 9 Sept IDFCFIRSTB was trading at 72.62. The strike last trading price was 4.4, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 30000 which increased total open position to 967500


On 6 Sept IDFCFIRSTB was trading at 73.66. The strike last trading price was 4.3, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by 187500 which increased total open position to 930000


On 5 Sept IDFCFIRSTB was trading at 75.04. The strike last trading price was 3.05, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by 30000 which increased total open position to 742500


On 4 Sept IDFCFIRSTB was trading at 74.65. The strike last trading price was 3.75, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 142500 which increased total open position to 712500


On 3 Sept IDFCFIRSTB was trading at 75.07. The strike last trading price was 3.4, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 322500 which increased total open position to 562500


On 2 Sept IDFCFIRSTB was trading at 75.01. The strike last trading price was 3.25, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 165000 which increased total open position to 217500


On 30 Aug IDFCFIRSTB was trading at 73.84. The strike last trading price was 3.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 52500 which increased total open position to 52500