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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 77 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 62.94 0.05 0.00 - 3 -2 83
20 Nov 64.62 0.05 0.00 55.97 1 -1 86
19 Nov 64.62 0.05 0.00 55.97 1 0 86
18 Nov 65.53 0.05 0.00 48.21 1 0 85
14 Nov 63.41 0.05 -0.05 47.44 22 18 84
13 Nov 63.62 0.1 0.05 48.63 23 -6 67
12 Nov 66.24 0.05 -0.05 36.27 6 1 73
11 Nov 66.56 0.1 0.05 38.09 11 -2 72
8 Nov 65.63 0.05 -0.05 33.34 2 1 73
7 Nov 66.52 0.1 -0.05 34.20 65 33 79
6 Nov 66.89 0.15 0.00 34.50 8 3 46
5 Nov 66.31 0.15 0.00 35.68 18 5 43
4 Nov 65.83 0.15 -0.10 36.87 57 13 38
1 Nov 67.15 0.25 0.10 33.78 25 14 18
31 Oct 65.93 0.15 -0.30 - 1 0 3
30 Oct 68.79 0.45 0.00 - 0 0 3
29 Oct 67.60 0.45 0.00 - 0 0 3
28 Oct 67.13 0.45 0.00 - 0 3 3
25 Oct 65.50 0.45 0.00 - 0 0 0
24 Oct 68.05 0.45 -1.00 - 3 1 4
23 Oct 66.58 1.45 0.00 - 0 0 0
22 Oct 68.32 1.45 0.00 - 0 0 3
21 Oct 70.40 1.45 0.00 - 0 0 3
18 Oct 71.57 1.45 0.00 - 0 0 3
17 Oct 71.74 1.45 0.00 - 0 0 3
16 Oct 72.22 1.45 0.00 - 0 0 3
15 Oct 72.74 1.45 0.00 - 0 0 3
14 Oct 72.94 1.45 0.00 - 0 0 3
11 Oct 72.37 1.45 0.00 - 0 0 3
10 Oct 73.14 1.45 0.00 - 0 0 3
9 Oct 72.39 1.45 0.00 - 0 0 0
8 Oct 73.13 1.45 0.00 - 0 0 3
7 Oct 72.22 1.45 0.00 - 0 0 0
4 Oct 71.83 1.45 0.00 - 0 2 0
3 Oct 71.98 1.45 -2.45 - 2 0 1
1 Oct 73.44 3.9 0.00 - 0 1 0
30 Sept 74.35 3.9 0.70 - 1 0 0
27 Sept 74.19 3.2 - 0 0 0


For Idfc First Bank Limited - strike price 77 expiring on 28NOV2024

Delta for 77 CE is -

Historical price for 77 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 -2 which decreased total open position to 83


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 55.97, the open interest changed by -1 which decreased total open position to 86


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 55.97, the open interest changed by 0 which decreased total open position to 86


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 48.21, the open interest changed by 0 which decreased total open position to 85


On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 47.44, the open interest changed by 18 which increased total open position to 84


On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 48.63, the open interest changed by -6 which decreased total open position to 67


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 36.27, the open interest changed by 1 which increased total open position to 73


On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 38.09, the open interest changed by -2 which decreased total open position to 72


On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 33.34, the open interest changed by 1 which increased total open position to 73


On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 34.20, the open interest changed by 33 which increased total open position to 79


On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 34.50, the open interest changed by 3 which increased total open position to 46


On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 35.68, the open interest changed by 5 which increased total open position to 43


On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 36.87, the open interest changed by 13 which increased total open position to 38


On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 0.25, which was 0.10 higher than the previous day. The implied volatity was 33.78, the open interest changed by 14 which increased total open position to 18


On 31 Oct IDFCFIRSTB was trading at 65.93. The strike last trading price was 0.15, which was -0.30 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 0.45, 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 29 Oct IDFCFIRSTB was trading at 67.60. The strike last trading price was 0.45, 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 28 Oct IDFCFIRSTB was trading at 67.13. The strike last trading price was 0.45, 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 25 Oct IDFCFIRSTB was trading at 65.50. The strike last trading price was 0.45, 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 24 Oct IDFCFIRSTB was trading at 68.05. The strike last trading price was 0.45, 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 1.45, 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 22 Oct IDFCFIRSTB was trading at 68.32. The strike last trading price was 1.45, 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 21 Oct IDFCFIRSTB was trading at 70.40. The strike last trading price was 1.45, 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 18 Oct IDFCFIRSTB was trading at 71.57. The strike last trading price was 1.45, 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 1.45, 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 16 Oct IDFCFIRSTB was trading at 72.22. The strike last trading price was 1.45, 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 15 Oct IDFCFIRSTB was trading at 72.74. The strike last trading price was 1.45, 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 14 Oct IDFCFIRSTB was trading at 72.94. The strike last trading price was 1.45, 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 11 Oct IDFCFIRSTB was trading at 72.37. The strike last trading price was 1.45, 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 10 Oct IDFCFIRSTB was trading at 73.14. The strike last trading price was 1.45, 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 9 Oct IDFCFIRSTB was trading at 72.39. The strike last trading price was 1.45, 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 8 Oct IDFCFIRSTB was trading at 73.13. The strike last trading price was 1.45, 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 7 Oct IDFCFIRSTB was trading at 72.22. The strike last trading price was 1.45, 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 4 Oct IDFCFIRSTB was trading at 71.83. The strike last trading price was 1.45, 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 3 Oct IDFCFIRSTB was trading at 71.98. The strike last trading price was 1.45, which was -2.45 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 3.9, 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 30 Sept IDFCFIRSTB was trading at 74.35. The strike last trading price was 3.9, which was 0.70 higher 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 3.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


IDFCFIRSTB 28NOV2024 77 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 62.94 11.15 0.00 0.00 0 -1 0
20 Nov 64.62 11.15 0.00 - 2 -1 9
19 Nov 64.62 11.15 1.25 - 2 -1 9
18 Nov 65.53 9.9 0.00 0.00 0 0 0
14 Nov 63.41 9.9 0.00 0.00 0 0 0
13 Nov 63.62 9.9 0.00 0.00 0 0 0
12 Nov 66.24 9.9 0.00 0.00 0 0 0
11 Nov 66.56 9.9 0.00 0.00 0 0 0
8 Nov 65.63 9.9 0.00 0.00 0 1 0
7 Nov 66.52 9.9 0.15 - 1 0 9
6 Nov 66.89 9.75 0.75 37.27 1 0 8
5 Nov 66.31 9 0.00 0.00 0 0 0
4 Nov 65.83 9 0.00 0.00 0 0 0
1 Nov 67.15 9 0.00 0.00 0 1 0
31 Oct 65.93 9 -3.45 - 1 0 7
30 Oct 68.79 12.45 0.00 - 0 0 0
29 Oct 67.60 12.45 0.00 - 0 0 0
28 Oct 67.13 12.45 0.00 - 4 4 7
25 Oct 65.50 12.45 2.45 - 4 0 3
24 Oct 68.05 10 3.75 - 2 1 3
23 Oct 66.58 6.25 0.00 - 0 0 0
22 Oct 68.32 6.25 0.00 - 0 0 0
21 Oct 70.40 6.25 0.00 - 0 0 0
18 Oct 71.57 6.25 0.00 - 0 0 2
17 Oct 71.74 6.25 0.00 - 0 0 0
16 Oct 72.22 6.25 0.00 - 0 0 0
15 Oct 72.74 6.25 0.00 - 0 0 0
14 Oct 72.94 6.25 0.00 - 0 0 0
11 Oct 72.37 6.25 0.00 - 0 0 0
10 Oct 73.14 6.25 0.00 - 0 0 2
9 Oct 72.39 6.25 0.00 - 0 0 2
8 Oct 73.13 6.25 0.00 - 0 0 2
7 Oct 72.22 6.25 0.00 - 0 1 0
4 Oct 71.83 6.25 1.25 - 1 0 1
3 Oct 71.98 5 0.00 - 0 0 0
1 Oct 73.44 5 0.00 - 0 0 0
30 Sept 74.35 5 0.00 - 0 1 0
27 Sept 74.19 5 - 1 0 0


For Idfc First Bank Limited - strike price 77 expiring on 28NOV2024

Delta for 77 PE is 0.00

Historical price for 77 PE is as follows

On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 11.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 11.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 9


On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 11.15, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 9


On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 9.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 9.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 9.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 9.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 9.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 9.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 9.9, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 9.75, which was 0.75 higher than the previous day. The implied volatity was 37.27, the open interest changed by 0 which decreased total open position to 8


On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 31 Oct IDFCFIRSTB was trading at 65.93. The strike last trading price was 9, which was -3.45 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 12.45, 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 29 Oct IDFCFIRSTB was trading at 67.60. The strike last trading price was 12.45, 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 28 Oct IDFCFIRSTB was trading at 67.13. The strike last trading price was 12.45, 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 25 Oct IDFCFIRSTB was trading at 65.50. The strike last trading price was 12.45, which was 2.45 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 10, which was 3.75 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 6.25, 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 22 Oct IDFCFIRSTB was trading at 68.32. The strike last trading price was 6.25, 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 6.25, 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 6.25, 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 6.25, 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 6.25, 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 6.25, 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 6.25, 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 6.25, 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 6.25, 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 6.25, 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 6.25, 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 6.25, 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 4 Oct IDFCFIRSTB was trading at 71.83. The strike last trading price was 6.25, which was 1.25 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, 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 1 Oct IDFCFIRSTB was trading at 73.44. The strike last trading price was 5, 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 30 Sept IDFCFIRSTB was trading at 74.35. The strike last trading price was 5, 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 5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to