[--[65.84.65.76]--]
IDFCFIRSTB
IDFC FIRST BANK LIMITED

76.55 0.71 (0.94%)

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Historical option data for IDFCFIRSTB

10 May 2024 04:16 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
10 May 76.55 2.05 - 1,43,62,500 7,35,000 47,55,000
9 May 75.85 1.75 - 1,42,72,500 12,75,000 39,30,000
8 May 76.95 2.60 - 51,22,500 14,55,000 26,55,000
7 May 77.85 2.95 - 21,52,500 9,67,500 11,92,500
6 May 80.05 4.50 - 2,17,500 37,500 2,25,000
3 May 80.90 6.05 - 0 0 0
2 May 81.55 6.05 - 1,12,500 0 1,80,000
30 Apr 82.15 6.40 - 1,72,500 22,500 1,80,000
29 Apr 81.65 6.25 - 2,32,500 52,500 1,57,500
26 Apr 84.80 8.65 - 30,000 0 1,05,000
25 Apr 83.40 7.85 - 0 0 0
24 Apr 83.35 7.85 - 7,500 97,500 1,05,000
23 Apr 83.45 7.60 - 1,12,500 7,500 7,500
22 Apr 83.20 6.60 - 0 7,500 0
19 Apr 81.85 6.60 - 7,500 0 0
18 Apr 82.60 4.05 - 0 0 0
16 Apr 82.70 4.05 - 0 0 0
15 Apr 82.75 4.05 - 0 0 0


For IDFC FIRST BANK LIMITED - strike price 77 expiring on 30MAY2024

Delta for 77 CE is -

Historical price for 77 CE is as follows

On 10 May IDFCFIRSTB was trading at 76.55. The strike last trading price was 2.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 735000 which increased total open position to 4755000


On 9 May IDFCFIRSTB was trading at 75.85. The strike last trading price was 1.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1275000 which increased total open position to 3930000


On 8 May IDFCFIRSTB was trading at 76.95. The strike last trading price was 2.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 1455000 which increased total open position to 2655000


On 7 May IDFCFIRSTB was trading at 77.85. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 967500 which increased total open position to 1192500


On 6 May IDFCFIRSTB was trading at 80.05. The strike last trading price was 4.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 37500 which increased total open position to 225000


On 3 May IDFCFIRSTB was trading at 80.90. The strike last trading price was 6.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 May IDFCFIRSTB was trading at 81.55. The strike last trading price was 6.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 180000


On 30 Apr IDFCFIRSTB was trading at 82.15. The strike last trading price was 6.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 22500 which increased total open position to 180000


On 29 Apr IDFCFIRSTB was trading at 81.65. The strike last trading price was 6.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 52500 which increased total open position to 157500


On 26 Apr IDFCFIRSTB was trading at 84.80. 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 105000


On 25 Apr IDFCFIRSTB was trading at 83.40. The strike last trading price was 7.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Apr IDFCFIRSTB was trading at 83.35. The strike last trading price was 7.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 97500 which increased total open position to 105000


On 23 Apr IDFCFIRSTB was trading at 83.45. The strike last trading price was 7.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 7500


On 22 Apr IDFCFIRSTB was trading at 83.20. The strike last trading price was 6.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 0


On 19 Apr IDFCFIRSTB was trading at 81.85. The strike last trading price was 6.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Apr IDFCFIRSTB was trading at 82.60. The strike last trading price was 4.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Apr IDFCFIRSTB was trading at 82.70. The strike last trading price was 4.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Apr IDFCFIRSTB was trading at 82.75. The strike last trading price was 4.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
10 May 76.55 1.90 - 46,35,000 1,72,500 43,95,000
9 May 75.85 2.75 - 45,90,000 5,10,000 42,22,500
8 May 76.95 1.95 - 51,37,500 3,07,500 37,12,500
7 May 77.85 1.75 - 48,52,500 1,95,000 34,05,000
6 May 80.05 0.95 - 11,70,000 2,40,000 32,10,000
3 May 80.90 0.75 - 9,22,500 29,85,000 29,85,000
2 May 81.55 0.65 - 14,77,500 -1,20,000 30,75,000
30 Apr 82.15 0.70 - 17,17,500 1,27,500 31,95,000
29 Apr 81.65 0.95 - 57,37,500 13,42,500 30,67,500
26 Apr 84.80 0.85 - 17,70,000 6,75,000 17,32,500
25 Apr 83.40 1.00 - 10,65,000 5,47,500 10,57,500
24 Apr 83.35 0.95 - 4,95,000 3,00,000 4,72,500
23 Apr 83.45 0.90 - 2,40,000 37,500 1,72,500
22 Apr 83.20 1.30 - 2,32,500 97,500 1,35,000
19 Apr 81.85 1.70 - 52,500 37,500 37,500
18 Apr 82.60 4.70 - 0 0 0
16 Apr 82.70 4.70 - 0 0 0
15 Apr 82.75 4.70 - 0 0 0


For IDFC FIRST BANK LIMITED - strike price 77 expiring on 30MAY2024

Delta for 77 PE is -

Historical price for 77 PE is as follows

On 10 May IDFCFIRSTB was trading at 76.55. The strike last trading price was 1.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 172500 which increased total open position to 4395000


On 9 May IDFCFIRSTB was trading at 75.85. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 510000 which increased total open position to 4222500


On 8 May IDFCFIRSTB was trading at 76.95. The strike last trading price was 1.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 307500 which increased total open position to 3712500


On 7 May IDFCFIRSTB was trading at 77.85. The strike last trading price was 1.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 195000 which increased total open position to 3405000


On 6 May IDFCFIRSTB was trading at 80.05. The strike last trading price was 0.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 240000 which increased total open position to 3210000


On 3 May IDFCFIRSTB was trading at 80.90. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2985000 which increased total open position to 2985000


On 2 May IDFCFIRSTB was trading at 81.55. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -120000 which decreased total open position to 3075000


On 30 Apr IDFCFIRSTB was trading at 82.15. The strike last trading price was 0.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 127500 which increased total open position to 3195000


On 29 Apr IDFCFIRSTB was trading at 81.65. The strike last trading price was 0.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1342500 which increased total open position to 3067500


On 26 Apr IDFCFIRSTB was trading at 84.80. The strike last trading price was 0.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 675000 which increased total open position to 1732500


On 25 Apr IDFCFIRSTB was trading at 83.40. The strike last trading price was 1.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 547500 which increased total open position to 1057500


On 24 Apr IDFCFIRSTB was trading at 83.35. The strike last trading price was 0.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 300000 which increased total open position to 472500


On 23 Apr IDFCFIRSTB was trading at 83.45. The strike last trading price was 0.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 37500 which increased total open position to 172500


On 22 Apr IDFCFIRSTB was trading at 83.20. The strike last trading price was 1.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 97500 which increased total open position to 135000


On 19 Apr IDFCFIRSTB was trading at 81.85. The strike last trading price was 1.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 37500 which increased total open position to 37500


On 18 Apr IDFCFIRSTB was trading at 82.60. The strike last trading price was 4.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Apr IDFCFIRSTB was trading at 82.70. The strike last trading price was 4.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Apr IDFCFIRSTB was trading at 82.75. The strike last trading price was 4.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0