IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
14 Nov 2024 04:11 PM IST
| IDFCFIRSTB 28NOV2024 75 CE | ||||||||||
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Delta: 0.03
Vega: 0.01
Theta: -0.01
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.03
Historical price for 75 CE is as follows
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: -0.90
Vega: 0.02
Theta: -0.03
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.90
Historical price for 75 PE is as follows
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
