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

74.48 -0.18 (-0.24%)

Back to Option Chain


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