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

73.66 -1.38 (-1.84%)

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Historical option data for IDFCFIRSTB

06 Sep 2024 04:11 PM IST
IDFCFIRSTB 77 CE
Date Close Ltp Change Volume Change OI OI
6 Sept 73.66 0.7 -0.45 97,72,500 6,22,500 82,20,000
5 Sept 75.04 1.15 0.10 67,12,500 9,15,000 75,45,000
4 Sept 74.65 1.05 -0.25 62,25,000 -67,500 66,52,500
3 Sept 75.07 1.3 -0.10 76,57,500 -2,55,000 67,42,500
2 Sept 75.01 1.4 0.30 1,05,90,000 7,65,000 70,27,500
30 Aug 73.84 1.1 0.25 74,17,500 12,07,500 61,50,000
29 Aug 73.23 0.85 -0.15 28,65,000 8,02,500 49,42,500
28 Aug 74.09 1 -0.25 11,02,500 5,70,000 41,40,000
27 Aug 74.58 1.25 -0.05 30,37,500 14,32,500 35,62,500
26 Aug 74.11 1.3 -0.10 18,52,500 9,00,000 21,30,000
23 Aug 74.42 1.4 -0.30 8,10,000 1,72,500 12,22,500
22 Aug 75.36 1.7 0.35 12,37,500 3,82,500 10,50,000
21 Aug 73.63 1.35 0.00 1,57,500 52,500 6,75,000
20 Aug 73.35 1.35 0.20 2,25,000 60,000 6,22,500
19 Aug 72.01 1.15 0.00 1,95,000 60,000 5,70,000
16 Aug 71.96 1.15 0.15 2,17,500 30,000 4,95,000
14 Aug 70.60 1 -0.20 1,65,000 0 4,65,000
13 Aug 71.37 1.2 -0.20 1,42,500 15,000 4,65,000
12 Aug 71.79 1.4 -0.35 1,65,000 45,000 4,50,000
9 Aug 72.86 1.75 0.05 52,500 15,000 4,05,000
8 Aug 72.03 1.7 0.00 0 7,500 0
7 Aug 72.53 1.7 0.05 45,000 7,500 3,90,000
6 Aug 71.76 1.65 -0.10 7,500 0 3,75,000
5 Aug 72.01 1.75 -0.65 2,77,500 2,10,000 3,37,500
2 Aug 74.31 2.4 -0.80 22,500 15,000 1,20,000
1 Aug 75.39 3.2 0.00 0 97,500 0
31 Jul 75.99 3.2 -0.10 1,72,500 90,000 97,500
30 Jul 76.04 3.3 -0.25 7,500 7,500 7,500
29 Jul 74.83 3.55 -0.15 7,500 0 0
26 Jul 74.48 3.7 0 0 0


For Idfc First Bank Limited - strike price 77 expiring on 26SEP2024

Delta for 77 CE is -

Historical price for 77 CE is as follows

On 6 Sept IDFCFIRSTB was trading at 73.66. The strike last trading price was 0.7, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 622500 which increased total open position to 8220000


On 5 Sept IDFCFIRSTB was trading at 75.04. The strike last trading price was 1.15, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 915000 which increased total open position to 7545000


On 4 Sept IDFCFIRSTB was trading at 74.65. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -67500 which decreased total open position to 6652500


On 3 Sept IDFCFIRSTB was trading at 75.07. The strike last trading price was 1.3, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -255000 which decreased total open position to 6742500


On 2 Sept IDFCFIRSTB was trading at 75.01. The strike last trading price was 1.4, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by 765000 which increased total open position to 7027500


On 30 Aug IDFCFIRSTB was trading at 73.84. The strike last trading price was 1.1, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 1207500 which increased total open position to 6150000


On 29 Aug IDFCFIRSTB was trading at 73.23. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 802500 which increased total open position to 4942500


On 28 Aug IDFCFIRSTB was trading at 74.09. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 570000 which increased total open position to 4140000


On 27 Aug IDFCFIRSTB was trading at 74.58. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 1432500 which increased total open position to 3562500


On 26 Aug IDFCFIRSTB was trading at 74.11. The strike last trading price was 1.3, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 900000 which increased total open position to 2130000


On 23 Aug IDFCFIRSTB was trading at 74.42. The strike last trading price was 1.4, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 172500 which increased total open position to 1222500


On 22 Aug IDFCFIRSTB was trading at 75.36. The strike last trading price was 1.7, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 382500 which increased total open position to 1050000


On 21 Aug IDFCFIRSTB was trading at 73.63. The strike last trading price was 1.35, 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 675000


On 20 Aug IDFCFIRSTB was trading at 73.35. The strike last trading price was 1.35, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 60000 which increased total open position to 622500


On 19 Aug IDFCFIRSTB was trading at 72.01. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 60000 which increased total open position to 570000


On 16 Aug IDFCFIRSTB was trading at 71.96. The strike last trading price was 1.15, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 30000 which increased total open position to 495000


On 14 Aug IDFCFIRSTB was trading at 70.60. The strike last trading price was 1, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 465000


On 13 Aug IDFCFIRSTB was trading at 71.37. The strike last trading price was 1.2, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 15000 which increased total open position to 465000


On 12 Aug IDFCFIRSTB was trading at 71.79. The strike last trading price was 1.4, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 45000 which increased total open position to 450000


On 9 Aug IDFCFIRSTB was trading at 72.86. The strike last trading price was 1.75, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 15000 which increased total open position to 405000


On 8 Aug IDFCFIRSTB was trading at 72.03. The strike last trading price was 1.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 0


On 7 Aug IDFCFIRSTB was trading at 72.53. The strike last trading price was 1.7, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 390000


On 6 Aug IDFCFIRSTB was trading at 71.76. The strike last trading price was 1.65, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 375000


On 5 Aug IDFCFIRSTB was trading at 72.01. The strike last trading price was 1.75, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 210000 which increased total open position to 337500


On 2 Aug IDFCFIRSTB was trading at 74.31. The strike last trading price was 2.4, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by 15000 which increased total open position to 120000


On 1 Aug IDFCFIRSTB was trading at 75.39. The strike last trading price was 3.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 97500 which increased total open position to 0


On 31 Jul IDFCFIRSTB was trading at 75.99. The strike last trading price was 3.2, 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 97500


On 30 Jul IDFCFIRSTB was trading at 76.04. The strike last trading price was 3.3, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 7500


On 29 Jul IDFCFIRSTB was trading at 74.83. The strike last trading price was 3.55, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Jul IDFCFIRSTB was trading at 74.48. The strike last trading price was 3.7, 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 77 PE
Date Close Ltp Change Volume Change OI OI
6 Sept 73.66 4.35 1.30 6,52,500 97,500 45,30,000
5 Sept 75.04 3.05 -0.65 5,47,500 -15,000 44,40,000
4 Sept 74.65 3.7 0.50 6,75,000 -1,20,000 44,55,000
3 Sept 75.07 3.2 0.10 10,87,500 2,40,000 45,82,500
2 Sept 75.01 3.1 -0.70 18,67,500 3,67,500 43,42,500
30 Aug 73.84 3.8 -0.30 13,80,000 15,000 39,67,500
29 Aug 73.23 4.1 -0.40 9,30,000 4,20,000 39,52,500
28 Aug 74.09 4.5 0.80 4,72,500 97,500 35,32,500
27 Aug 74.58 3.7 -0.35 20,25,000 10,50,000 34,27,500
26 Aug 74.11 4.05 -0.05 18,00,000 11,40,000 23,77,500
23 Aug 74.42 4.1 0.50 10,42,500 8,25,000 12,30,000
22 Aug 75.36 3.6 -3.40 5,92,500 3,82,500 3,97,500
21 Aug 73.63 7 0.00 0 0 0
20 Aug 73.35 7 0.00 0 0 0
19 Aug 72.01 7 0.00 0 0 0
16 Aug 71.96 7 0.00 0 7,500 0
14 Aug 70.60 7 0.00 15,000 7,500 15,000
13 Aug 71.37 7 1.90 7,500 0 0
12 Aug 71.79 5.1 0.00 0 0 0
9 Aug 72.86 5.1 0.00 0 0 0
8 Aug 72.03 5.1 0.00 0 0 0
7 Aug 72.53 5.1 0.00 0 0 0
6 Aug 71.76 5.1 0.00 0 0 0
5 Aug 72.01 5.1 0.00 0 0 0
2 Aug 74.31 5.1 0.00 0 0 0
1 Aug 75.39 5.1 0.00 0 0 0
31 Jul 75.99 5.1 0.00 0 0 0
30 Jul 76.04 5.1 0.00 0 0 0
29 Jul 74.83 5.1 0.00 0 0 0
26 Jul 74.48 5.1 0 0 0


For Idfc First Bank Limited - strike price 77 expiring on 26SEP2024

Delta for 77 PE is -

Historical price for 77 PE is as follows

On 6 Sept IDFCFIRSTB was trading at 73.66. The strike last trading price was 4.35, which was 1.30 higher than the previous day. The implied volatity was -, the open interest changed by 97500 which increased total open position to 4530000


On 5 Sept IDFCFIRSTB was trading at 75.04. The strike last trading price was 3.05, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by -15000 which decreased total open position to 4440000


On 4 Sept IDFCFIRSTB was trading at 74.65. The strike last trading price was 3.7, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by -120000 which decreased total open position to 4455000


On 3 Sept IDFCFIRSTB was trading at 75.07. The strike last trading price was 3.2, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 240000 which increased total open position to 4582500


On 2 Sept IDFCFIRSTB was trading at 75.01. The strike last trading price was 3.1, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by 367500 which increased total open position to 4342500


On 30 Aug IDFCFIRSTB was trading at 73.84. The strike last trading price was 3.8, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 15000 which increased total open position to 3967500


On 29 Aug IDFCFIRSTB was trading at 73.23. The strike last trading price was 4.1, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 420000 which increased total open position to 3952500


On 28 Aug IDFCFIRSTB was trading at 74.09. The strike last trading price was 4.5, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by 97500 which increased total open position to 3532500


On 27 Aug IDFCFIRSTB was trading at 74.58. The strike last trading price was 3.7, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 1050000 which increased total open position to 3427500


On 26 Aug IDFCFIRSTB was trading at 74.11. The strike last trading price was 4.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 1140000 which increased total open position to 2377500


On 23 Aug IDFCFIRSTB was trading at 74.42. The strike last trading price was 4.1, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by 825000 which increased total open position to 1230000


On 22 Aug IDFCFIRSTB was trading at 75.36. The strike last trading price was 3.6, which was -3.40 lower than the previous day. The implied volatity was -, the open interest changed by 382500 which increased total open position to 397500


On 21 Aug IDFCFIRSTB was trading at 73.63. The strike last trading price was 7, 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 Aug IDFCFIRSTB was trading at 73.35. The strike last trading price was 7, 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 Aug IDFCFIRSTB was trading at 72.01. The strike last trading price was 7, 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 16 Aug IDFCFIRSTB was trading at 71.96. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 0


On 14 Aug IDFCFIRSTB was trading at 70.60. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 15000


On 13 Aug IDFCFIRSTB was trading at 71.37. The strike last trading price was 7, which was 1.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Aug IDFCFIRSTB was trading at 71.79. The strike last trading price was 5.1, 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 Aug IDFCFIRSTB was trading at 72.86. The strike last trading price was 5.1, 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 Aug IDFCFIRSTB was trading at 72.03. The strike last trading price was 5.1, 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 Aug IDFCFIRSTB was trading at 72.53. The strike last trading price was 5.1, 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 Aug IDFCFIRSTB was trading at 71.76. The strike last trading price was 5.1, 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 Aug IDFCFIRSTB was trading at 72.01. The strike last trading price was 5.1, 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 Aug IDFCFIRSTB was trading at 74.31. The strike last trading price was 5.1, 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 1 Aug IDFCFIRSTB was trading at 75.39. The strike last trading price was 5.1, 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 31 Jul IDFCFIRSTB was trading at 75.99. The strike last trading price was 5.1, 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 30 Jul IDFCFIRSTB was trading at 76.04. The strike last trading price was 5.1, 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 Jul IDFCFIRSTB was trading at 74.83. The strike last trading price was 5.1, 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 Jul IDFCFIRSTB was trading at 74.48. The strike last trading price was 5.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0