IDFCFIRSTB
IDFC FIRST BANK LIMITED
Historical option data for IDFCFIRSTB
26 Jul 2024 04:11 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
26 Jul | 74.48 | 0.5 | 0.10 | - | 2,74,42,500 | 39,00,000 | 1,35,67,500 | |||
25 Jul | 74.66 | 0.4 | - | 1,29,30,000 | 17,02,500 | 96,67,500 | ||||
24 Jul | 75.66 | 0.6 | - | 1,44,15,000 | 11,25,000 | 79,65,000 | ||||
23 Jul | 76.59 | 0.75 | - | 63,60,000 | 12,75,000 | 68,40,000 | ||||
22 Jul | 77.59 | 1.05 | - | 86,70,000 | 15,82,500 | 55,65,000 | ||||
19 Jul | 76.02 | 1.15 | - | 52,35,000 | 5,10,000 | 39,82,500 | ||||
18 Jul | 77.74 | 1.55 | - | 20,25,000 | 8,70,000 | 34,72,500 | ||||
16 Jul | 77.95 | 1.7 | - | 11,47,500 | 2,92,500 | 26,02,500 | ||||
15 Jul | 78.16 | 1.9 | - | 11,77,500 | 1,27,500 | 23,10,000 | ||||
12 Jul | 78.27 | 1.9 | - | 7,35,000 | 1,87,500 | 21,82,500 | ||||
11 Jul | 78.22 | 1.95 | - | 4,50,000 | 1,50,000 | 19,95,000 | ||||
10 Jul | 78.21 | 1.95 | - | 10,05,000 | 1,57,500 | 18,45,000 | ||||
9 Jul | 79.19 | 2.15 | - | 8,77,500 | 4,95,000 | 16,87,500 | ||||
8 Jul | 79.76 | 2.35 | - | 6,37,500 | 3,97,500 | 11,92,500 | ||||
5 Jul | 81.19 | 2.85 | - | 2,85,000 | 1,27,500 | 7,95,000 | ||||
4 Jul | 81.17 | 2.9 | - | 3,90,000 | 1,72,500 | 6,67,500 | ||||
3 Jul | 80.88 | 2.8 | - | 6,97,500 | 2,55,000 | 4,95,000 | ||||
2 Jul | 78.89 | 2.3 | - | 4,05,000 | 1,80,000 | 2,17,500 | ||||
1 Jul | 81.14 | 3 | - | 45,000 | 37,500 | 37,500 | ||||
|
||||||||||
28 Jun | 82.16 | 4.1 | - | 0 | 0 | 0 |
For IDFC FIRST BANK LIMITED - strike price 85 expiring on 29AUG2024
Delta for 85 CE is -
Historical price for 85 CE is as follows
On 26 Jul IDFCFIRSTB was trading at 74.48. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 3900000 which increased total open position to 13567500
On 25 Jul IDFCFIRSTB was trading at 74.66. The strike last trading price was 0.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 1702500 which increased total open position to 9667500
On 24 Jul IDFCFIRSTB was trading at 75.66. The strike last trading price was 0.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125000 which increased total open position to 7965000
On 23 Jul IDFCFIRSTB was trading at 76.59. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1275000 which increased total open position to 6840000
On 22 Jul IDFCFIRSTB was trading at 77.59. The strike last trading price was 1.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1582500 which increased total open position to 5565000
On 19 Jul IDFCFIRSTB was trading at 76.02. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 510000 which increased total open position to 3982500
On 18 Jul IDFCFIRSTB was trading at 77.74. The strike last trading price was 1.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 870000 which increased total open position to 3472500
On 16 Jul IDFCFIRSTB was trading at 77.95. The strike last trading price was 1.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 292500 which increased total open position to 2602500
On 15 Jul IDFCFIRSTB was trading at 78.16. The strike last trading price was 1.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 127500 which increased total open position to 2310000
On 12 Jul IDFCFIRSTB was trading at 78.27. The strike last trading price was 1.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 187500 which increased total open position to 2182500
On 11 Jul IDFCFIRSTB was trading at 78.22. The strike last trading price was 1.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 150000 which increased total open position to 1995000
On 10 Jul IDFCFIRSTB was trading at 78.21. The strike last trading price was 1.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 157500 which increased total open position to 1845000
On 9 Jul IDFCFIRSTB was trading at 79.19. The strike last trading price was 2.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 495000 which increased total open position to 1687500
On 8 Jul IDFCFIRSTB was trading at 79.76. The strike last trading price was 2.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 397500 which increased total open position to 1192500
On 5 Jul IDFCFIRSTB was trading at 81.19. The strike last trading price was 2.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 127500 which increased total open position to 795000
On 4 Jul IDFCFIRSTB was trading at 81.17. The strike last trading price was 2.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 172500 which increased total open position to 667500
On 3 Jul IDFCFIRSTB was trading at 80.88. The strike last trading price was 2.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 255000 which increased total open position to 495000
On 2 Jul IDFCFIRSTB was trading at 78.89. The strike last trading price was 2.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 180000 which increased total open position to 217500
On 1 Jul IDFCFIRSTB was trading at 81.14. The strike last trading price was 3, 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 28 Jun IDFCFIRSTB was trading at 82.16. The strike last trading price was 4.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
---|---|---|---|---|---|---|---|
Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
26 Jul | 74.48 | 10.45 | 0.35 | - | 97,500 | 15,000 | 33,37,500 |
25 Jul | 74.66 | 10.1 | - | 10,80,000 | 7,72,500 | 33,22,500 | |
24 Jul | 75.66 | 9.75 | - | 9,52,500 | 6,37,500 | 25,50,000 | |
23 Jul | 76.59 | 9.3 | - | 9,22,500 | 3,52,500 | 19,12,500 | |
22 Jul | 77.59 | 8.9 | - | 13,12,500 | 7,20,000 | 15,60,000 | |
19 Jul | 76.02 | 9.6 | - | 3,97,500 | 2,17,500 | 8,40,000 | |
18 Jul | 77.74 | 8.5 | - | 2,47,500 | 52,500 | 6,22,500 | |
16 Jul | 77.95 | 8.15 | - | 1,20,000 | 1,65,000 | 5,70,000 | |
15 Jul | 78.16 | 7.9 | - | 1,05,000 | 22,500 | 4,05,000 | |
12 Jul | 78.27 | 7.85 | - | 30,000 | 7,500 | 3,82,500 | |
11 Jul | 78.22 | 7.95 | - | 7,500 | 30,000 | 3,75,000 | |
10 Jul | 78.21 | 8.5 | - | 75,000 | 45,000 | 3,45,000 | |
9 Jul | 79.19 | 7.5 | - | 7,500 | 7,500 | 3,00,000 | |
8 Jul | 79.76 | 6.9 | - | 1,87,500 | 1,50,000 | 2,92,500 | |
5 Jul | 81.19 | 5.5 | - | 15,000 | 7,500 | 1,42,500 | |
4 Jul | 81.17 | 6.3 | - | 7,500 | 30,000 | 1,35,000 | |
3 Jul | 80.88 | 6.35 | - | 1,12,500 | -22,500 | 1,05,000 | |
2 Jul | 78.89 | 7.4 | - | 75,000 | 1,20,000 | 1,20,000 | |
1 Jul | 81.14 | 5.6 | - | 60,000 | 0 | 0 | |
28 Jun | 82.16 | 5.85 | - | 0 | 0 | 0 |
For IDFC FIRST BANK LIMITED - strike price 85 expiring on 29AUG2024
Delta for 85 PE is -
Historical price for 85 PE is as follows
On 26 Jul IDFCFIRSTB was trading at 74.48. The strike last trading price was 10.45, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 15000 which increased total open position to 3337500
On 25 Jul IDFCFIRSTB was trading at 74.66. The strike last trading price was 10.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 772500 which increased total open position to 3322500
On 24 Jul IDFCFIRSTB was trading at 75.66. The strike last trading price was 9.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 637500 which increased total open position to 2550000
On 23 Jul IDFCFIRSTB was trading at 76.59. The strike last trading price was 9.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 352500 which increased total open position to 1912500
On 22 Jul IDFCFIRSTB was trading at 77.59. The strike last trading price was 8.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 720000 which increased total open position to 1560000
On 19 Jul IDFCFIRSTB was trading at 76.02. The strike last trading price was 9.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 217500 which increased total open position to 840000
On 18 Jul IDFCFIRSTB was trading at 77.74. The strike last trading price was 8.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 52500 which increased total open position to 622500
On 16 Jul IDFCFIRSTB was trading at 77.95. The strike last trading price was 8.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 165000 which increased total open position to 570000
On 15 Jul IDFCFIRSTB was trading at 78.16. The strike last trading price was 7.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 22500 which increased total open position to 405000
On 12 Jul IDFCFIRSTB was trading at 78.27. The strike last trading price was 7.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 382500
On 11 Jul IDFCFIRSTB was trading at 78.22. The strike last trading price was 7.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 30000 which increased total open position to 375000
On 10 Jul IDFCFIRSTB was trading at 78.21. The strike last trading price was 8.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 45000 which increased total open position to 345000
On 9 Jul IDFCFIRSTB was trading at 79.19. The strike last trading price was 7.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 300000
On 8 Jul IDFCFIRSTB was trading at 79.76. The strike last trading price was 6.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 150000 which increased total open position to 292500
On 5 Jul IDFCFIRSTB was trading at 81.19. The strike last trading price was 5.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 142500
On 4 Jul IDFCFIRSTB was trading at 81.17. The strike last trading price was 6.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 30000 which increased total open position to 135000
On 3 Jul IDFCFIRSTB was trading at 80.88. The strike last trading price was 6.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -22500 which decreased total open position to 105000
On 2 Jul IDFCFIRSTB was trading at 78.89. The strike last trading price was 7.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 120000 which increased total open position to 120000
On 1 Jul IDFCFIRSTB was trading at 81.14. The strike last trading price was 5.6, 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 28 Jun IDFCFIRSTB was trading at 82.16. The strike last trading price was 5.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0