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

65.2 0.81 (1.26%)

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Historical option data for IDFCFIRSTB

03 Dec 2024 04:11 PM IST
IDFCFIRSTB 26DEC2024 80 CE
Delta: 0.02
Vega: 0.01
Theta: -0.01
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
3 Dec 65.20 0.05 -0.05 38.61 55 48 372
2 Dec 64.39 0.1 0.05 44.18 113 33 323
29 Nov 64.08 0.05 -0.05 38.09 177 -88 290
28 Nov 64.26 0.1 0.00 40.87 21 5 376
27 Nov 64.15 0.1 0.00 40.36 31 18 370
26 Nov 65.14 0.1 0.00 37.79 17 -12 352
25 Nov 64.65 0.1 -0.05 37.73 84 86 363
22 Nov 64.15 0.15 0.00 40.09 34 29 306
21 Nov 62.94 0.15 0.00 42.43 72 -10 276
20 Nov 64.62 0.15 0.00 37.98 93 56 285
19 Nov 64.62 0.15 0.00 37.98 93 55 285
18 Nov 65.53 0.15 0.00 34.57 32 1 227
14 Nov 63.41 0.15 -0.05 37.52 29 2 225
13 Nov 63.62 0.2 -0.05 37.19 23 10 223
12 Nov 66.24 0.25 0.00 34.43 12 0 213
11 Nov 66.56 0.25 -0.05 32.94 66 21 213
8 Nov 65.63 0.3 -0.10 35.11 33 22 191
7 Nov 66.52 0.4 -0.10 35.45 54 9 168
6 Nov 66.89 0.5 0.05 35.76 32 21 158
5 Nov 66.31 0.45 0.00 35.88 61 52 136
4 Nov 65.83 0.45 0.00 37.11 50 34 83
1 Nov 67.15 0.45 0.05 32.24 6 3 49
31 Oct 65.93 0.4 0.30 - 7 -5 46
28 Oct 67.13 0.1 -0.65 - 3 -1 52
25 Oct 65.50 0.75 -0.05 - 13 0 53
24 Oct 68.05 0.8 -0.20 - 16 12 52
23 Oct 66.58 1 -0.50 - 21 9 38
22 Oct 68.32 1.5 -0.50 - 1 0 30
21 Oct 70.40 2 0.00 - 0 0 0
18 Oct 71.57 2 0.00 - 0 0 0
17 Oct 71.74 2 0.00 - 0 0 0
16 Oct 72.22 2 0.00 - 0 0 0
15 Oct 72.74 2 0.00 - 0 0 0
14 Oct 72.94 2 0.00 - 0 0 0
11 Oct 72.37 2 0.00 - 0 0 0
10 Oct 73.14 2 0.00 - 0 0 0
9 Oct 72.39 2 0.00 - 0 0 0
8 Oct 73.13 2 0.00 - 0 8 0
7 Oct 72.22 2 0.00 - 17 8 30
4 Oct 71.83 2 0.10 - 1 0 21
3 Oct 71.98 1.9 -0.60 - 6 5 20
1 Oct 73.44 2.5 -0.30 - 9 5 15
30 Sept 74.35 2.8 - 10 4 9


For Idfc First Bank Limited - strike price 80 expiring on 26DEC2024

Delta for 80 CE is 0.02

Historical price for 80 CE is as follows

On 3 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 38.61, the open interest changed by 48 which increased total open position to 372


On 2 Dec IDFCFIRSTB was trading at 64.39. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 44.18, the open interest changed by 33 which increased total open position to 323


On 29 Nov IDFCFIRSTB was trading at 64.08. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 38.09, the open interest changed by -88 which decreased total open position to 290


On 28 Nov IDFCFIRSTB was trading at 64.26. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 40.87, the open interest changed by 5 which increased total open position to 376


On 27 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 40.36, the open interest changed by 18 which increased total open position to 370


On 26 Nov IDFCFIRSTB was trading at 65.14. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 37.79, the open interest changed by -12 which decreased total open position to 352


On 25 Nov IDFCFIRSTB was trading at 64.65. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 37.73, the open interest changed by 86 which increased total open position to 363


On 22 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 40.09, the open interest changed by 29 which increased total open position to 306


On 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 42.43, the open interest changed by -10 which decreased total open position to 276


On 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 37.98, the open interest changed by 56 which increased total open position to 285


On 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 37.98, the open interest changed by 55 which increased total open position to 285


On 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 34.57, the open interest changed by 1 which increased total open position to 227


On 14 Nov IDFCFIRSTB was trading at 63.41. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 37.52, the open interest changed by 2 which increased total open position to 225


On 13 Nov IDFCFIRSTB was trading at 63.62. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 37.19, the open interest changed by 10 which increased total open position to 223


On 12 Nov IDFCFIRSTB was trading at 66.24. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 34.43, the open interest changed by 0 which decreased total open position to 213


On 11 Nov IDFCFIRSTB was trading at 66.56. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 32.94, the open interest changed by 21 which increased total open position to 213


On 8 Nov IDFCFIRSTB was trading at 65.63. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 35.11, the open interest changed by 22 which increased total open position to 191


On 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 35.45, the open interest changed by 9 which increased total open position to 168


On 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 35.76, the open interest changed by 21 which increased total open position to 158


On 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 35.88, the open interest changed by 52 which increased total open position to 136


On 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 37.11, the open interest changed by 34 which increased total open position to 83


On 1 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 32.24, the open interest changed by 3 which increased total open position to 49


On 31 Oct IDFCFIRSTB was trading at 65.93. The strike last trading price was 0.4, which was 0.30 higher 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 0.1, 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 25 Oct IDFCFIRSTB was trading at 65.50. The strike last trading price was 0.75, which was -0.05 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 0.8, which was -0.20 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, which was -0.50 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 1.5, which was -0.50 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 2, 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 2, 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 2, 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 2, 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 2, 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 2, 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, 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, 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 2, 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 2, 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, 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 2, 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 1.9, which was -0.60 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 2.5, 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 Sept IDFCFIRSTB was trading at 74.35. The strike last trading price was 2.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


IDFCFIRSTB 26DEC2024 80 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 65.20 7.6 0.00 0.00 0 0 0
2 Dec 64.39 7.6 0.00 0.00 0 0 0
29 Nov 64.08 7.6 0.00 0.00 0 0 0
28 Nov 64.26 7.6 0.00 0.00 0 0 0
27 Nov 64.15 7.6 0.00 0.00 0 0 0
26 Nov 65.14 7.6 0.00 0.00 0 0 0
25 Nov 64.65 7.6 0.00 0.00 0 0 0
22 Nov 64.15 7.6 0.00 0.00 0 0 0
21 Nov 62.94 7.6 0.00 0.00 0 0 0
20 Nov 64.62 7.6 0.00 0.00 0 0 0
19 Nov 64.62 7.6 0.00 0.00 0 0 0
18 Nov 65.53 7.6 0.00 0.00 0 0 0
14 Nov 63.41 7.6 0.00 0.00 0 0 0
13 Nov 63.62 7.6 0.00 0.00 0 0 0
12 Nov 66.24 7.6 0.00 0.00 0 0 0
11 Nov 66.56 7.6 0.00 0.00 0 0 0
8 Nov 65.63 7.6 0.00 0.00 0 0 0
7 Nov 66.52 7.6 0.00 0.00 0 0 0
6 Nov 66.89 7.6 0.00 0.00 0 0 0
5 Nov 66.31 7.6 0.00 - 0 0 0
4 Nov 65.83 7.6 0.00 - 0 0 0
1 Nov 67.15 7.6 0.00 - 0 0 0
31 Oct 65.93 7.6 0.00 - 0 0 0
28 Oct 67.13 7.6 0.00 - 0 0 0
25 Oct 65.50 7.6 0.00 - 0 0 0
24 Oct 68.05 7.6 0.00 - 0 0 0
23 Oct 66.58 7.6 0.00 - 0 0 0
22 Oct 68.32 7.6 0.00 - 0 0 0
21 Oct 70.40 7.6 0.00 - 0 0 0
18 Oct 71.57 7.6 0.00 - 0 0 0
17 Oct 71.74 7.6 0.00 - 0 0 0
16 Oct 72.22 7.6 0.00 - 0 0 0
15 Oct 72.74 7.6 0.00 - 0 0 0
14 Oct 72.94 7.6 0.00 - 0 0 0
11 Oct 72.37 7.6 0.00 - 0 0 0
10 Oct 73.14 7.6 0.00 - 0 0 0
9 Oct 72.39 7.6 0.00 - 0 0 0
8 Oct 73.13 7.6 0.00 - 0 0 0
7 Oct 72.22 7.6 0.00 - 0 0 0
4 Oct 71.83 7.6 0.00 - 0 0 0
3 Oct 71.98 7.6 0.00 - 0 0 0
1 Oct 73.44 7.6 0.00 - 0 0 0
30 Sept 74.35 7.6 - 0 0 0


For Idfc First Bank Limited - strike price 80 expiring on 26DEC2024

Delta for 80 PE is 0.00

Historical price for 80 PE is as follows

On 3 Dec IDFCFIRSTB was trading at 65.20. The strike last trading price was 7.6, 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 2 Dec IDFCFIRSTB was trading at 64.39. The strike last trading price was 7.6, 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 29 Nov IDFCFIRSTB was trading at 64.08. The strike last trading price was 7.6, 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 28 Nov IDFCFIRSTB was trading at 64.26. The strike last trading price was 7.6, 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 27 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 7.6, 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 26 Nov IDFCFIRSTB was trading at 65.14. The strike last trading price was 7.6, 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 25 Nov IDFCFIRSTB was trading at 64.65. The strike last trading price was 7.6, 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 22 Nov IDFCFIRSTB was trading at 64.15. The strike last trading price was 7.6, 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 21 Nov IDFCFIRSTB was trading at 62.94. The strike last trading price was 7.6, 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 20 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 7.6, 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 19 Nov IDFCFIRSTB was trading at 64.62. The strike last trading price was 7.6, 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 18 Nov IDFCFIRSTB was trading at 65.53. The strike last trading price was 7.6, 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 7.6, 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 7.6, 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 7.6, 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 7.6, 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 7.6, 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 7 Nov IDFCFIRSTB was trading at 66.52. The strike last trading price was 7.6, 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 6 Nov IDFCFIRSTB was trading at 66.89. The strike last trading price was 7.6, 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 5 Nov IDFCFIRSTB was trading at 66.31. The strike last trading price was 7.6, 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 4 Nov IDFCFIRSTB was trading at 65.83. The strike last trading price was 7.6, 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 Nov IDFCFIRSTB was trading at 67.15. The strike last trading price was 7.6, 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 Oct IDFCFIRSTB was trading at 65.93. The strike last trading price was 7.6, 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 7.6, 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 25 Oct IDFCFIRSTB was trading at 65.50. The strike last trading price was 7.6, 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 24 Oct IDFCFIRSTB was trading at 68.05. The strike last trading price was 7.6, 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 23 Oct IDFCFIRSTB was trading at 66.58. The strike last trading price was 7.6, 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 22 Oct IDFCFIRSTB was trading at 68.32. The strike last trading price was 7.6, 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 21 Oct IDFCFIRSTB was trading at 70.40. The strike last trading price was 7.6, 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 18 Oct IDFCFIRSTB was trading at 71.57. The strike last trading price was 7.6, 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 17 Oct IDFCFIRSTB was trading at 71.74. The strike last trading price was 7.6, 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 16 Oct IDFCFIRSTB was trading at 72.22. The strike last trading price was 7.6, 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 15 Oct IDFCFIRSTB was trading at 72.74. The strike last trading price was 7.6, 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 14 Oct IDFCFIRSTB was trading at 72.94. The strike last trading price was 7.6, 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 11 Oct IDFCFIRSTB was trading at 72.37. The strike last trading price was 7.6, 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 10 Oct IDFCFIRSTB was trading at 73.14. The strike last trading price was 7.6, 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 9 Oct IDFCFIRSTB was trading at 72.39. The strike last trading price was 7.6, 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 8 Oct IDFCFIRSTB was trading at 73.13. The strike last trading price was 7.6, 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 7 Oct IDFCFIRSTB was trading at 72.22. The strike last trading price was 7.6, 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 4 Oct IDFCFIRSTB was trading at 71.83. The strike last trading price was 7.6, 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 3 Oct IDFCFIRSTB was trading at 71.98. The strike last trading price was 7.6, 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 1 Oct IDFCFIRSTB was trading at 73.44. The strike last trading price was 7.6, 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 30 Sept IDFCFIRSTB was trading at 74.35. The strike last trading price was 7.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to