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

81.19 0.02 (0.02%)

Back to Option Chain


Historical option data for IDFCFIRSTB

05 Jul 2024 04:11 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 81.19 0.9 0.00 - 29,70,000 -3,30,000 51,45,000
4 Jul 81.17 0.9 - 44,92,500 -4,65,000 54,75,000
3 Jul 80.88 0.9 - 70,95,000 23,92,500 59,40,000
2 Jul 78.89 0.6 - 47,70,000 2,92,500 35,62,500
1 Jul 81.14 1.05 - 31,80,000 9,75,000 32,70,000
28 Jun 82.16 1.35 - 35,10,000 6,52,500 22,95,000
27 Jun 82.20 1.6 - 19,50,000 4,80,000 16,42,500
26 Jun 82.74 1.9 - 7,50,000 1,42,500 11,62,500
25 Jun 82.91 1.95 - 5,62,500 1,05,000 10,20,000
24 Jun 82.94 2.1 - 8,92,500 1,80,000 9,22,500
21 Jun 83.47 2.25 - 5,85,000 82,500 7,35,000
20 Jun 83.84 2.65 - 8,55,000 1,50,000 6,52,500
19 Jun 82.17 2.05 - 8,17,500 3,75,000 5,02,500
18 Jun 81.46 1.75 - 1,87,500 1,27,500 1,27,500
14 Jun 78.00 0.95 - 0 0 0
13 Jun 77.46 0.95 - 0 0 0
12 Jun 77.82 0.95 - 0 22,500 0
11 Jun 77.51 0.95 - 22,500 15,000 15,000
10 Jun 77.53 1.40 - 0 0 0
7 Jun 77.70 1.40 - 0 0 0
6 Jun 77.25 1.40 - 0 0 0
5 Jun 77.25 1.40 - 0 0 0
4 Jun 72.55 1.40 - 0 0 0
3 Jun 78.10 1.40 - 0 0 0
31 May 76.40 0.00 - 0 0 0


For IDFC FIRST BANK LIMITED - strike price 87 expiring on 25JUL2024

Delta for 87 CE is -

Historical price for 87 CE is as follows

On 5 Jul IDFCFIRSTB was trading at 81.19. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -330000 which decreased total open position to 5145000


On 4 Jul IDFCFIRSTB was trading at 81.17. The strike last trading price was 0.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -465000 which decreased total open position to 5475000


On 3 Jul IDFCFIRSTB was trading at 80.88. The strike last trading price was 0.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 2392500 which increased total open position to 5940000


On 2 Jul IDFCFIRSTB was trading at 78.89. The strike last trading price was 0.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 292500 which increased total open position to 3562500


On 1 Jul IDFCFIRSTB was trading at 81.14. The strike last trading price was 1.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 975000 which increased total open position to 3270000


On 28 Jun IDFCFIRSTB was trading at 82.16. The strike last trading price was 1.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 652500 which increased total open position to 2295000


On 27 Jun IDFCFIRSTB was trading at 82.20. The strike last trading price was 1.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 480000 which increased total open position to 1642500


On 26 Jun IDFCFIRSTB was trading at 82.74. The strike last trading price was 1.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 142500 which increased total open position to 1162500


On 25 Jun IDFCFIRSTB was trading at 82.91. The strike last trading price was 1.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 105000 which increased total open position to 1020000


On 24 Jun IDFCFIRSTB was trading at 82.94. The strike last trading price was 2.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 180000 which increased total open position to 922500


On 21 Jun IDFCFIRSTB was trading at 83.47. The strike last trading price was 2.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 82500 which increased total open position to 735000


On 20 Jun IDFCFIRSTB was trading at 83.84. The strike last trading price was 2.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 150000 which increased total open position to 652500


On 19 Jun IDFCFIRSTB was trading at 82.17. The strike last trading price was 2.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 375000 which increased total open position to 502500


On 18 Jun IDFCFIRSTB was trading at 81.46. The strike last trading price was 1.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 127500 which increased total open position to 127500


On 14 Jun IDFCFIRSTB was trading at 78.00. The strike last trading price was 0.95, 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 13 Jun IDFCFIRSTB was trading at 77.46. The strike last trading price was 0.95, 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 12 Jun IDFCFIRSTB was trading at 77.82. The strike last trading price was 0.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 22500 which increased total open position to 0


On 11 Jun IDFCFIRSTB was trading at 77.51. The strike last trading price was 0.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 15000 which increased total open position to 15000


On 10 Jun IDFCFIRSTB was trading at 77.53. The strike last trading price was 1.40, 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 7 Jun IDFCFIRSTB was trading at 77.70. The strike last trading price was 1.40, 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 6 Jun IDFCFIRSTB was trading at 77.25. The strike last trading price was 1.40, 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 5 Jun IDFCFIRSTB was trading at 77.25. The strike last trading price was 1.40, 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 4 Jun IDFCFIRSTB was trading at 72.55. The strike last trading price was 1.40, 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 3 Jun IDFCFIRSTB was trading at 78.10. The strike last trading price was 1.40, 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 31 May IDFCFIRSTB was trading at 76.40. The strike last trading price was 0.00, 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
5 Jul 81.19 6.3 -0.15 - 2,32,500 -7,500 5,10,000
4 Jul 81.17 6.45 - 60,000 7,500 5,17,500
3 Jul 80.88 6.35 - 5,92,500 2,92,500 5,10,000
2 Jul 78.89 8.05 - 82,500 0 2,32,500
1 Jul 81.14 6.2 - 1,50,000 7,500 2,32,500
28 Jun 82.16 5.5 - 2,55,000 15,000 2,25,000
27 Jun 82.20 5.55 - 3,07,500 1,20,000 2,10,000
26 Jun 82.74 5.2 - 90,000 22,500 90,000
25 Jun 82.91 5.65 - 45,000 15,000 67,500
24 Jun 82.94 5.45 - 1,12,500 52,500 60,000
21 Jun 83.47 5.50 - 7,500 0 0
20 Jun 83.84 9.85 - 0 0 0
19 Jun 82.17 9.85 - 0 0 0
18 Jun 81.46 9.85 - 0 0 0
14 Jun 78.00 9.85 - 0 0 0
13 Jun 77.46 9.85 - 0 0 0
12 Jun 77.82 9.85 - 0 0 0
11 Jun 77.51 9.85 - 0 0 0
10 Jun 77.53 9.85 - 0 0 0
7 Jun 77.70 9.85 - 0 0 0
6 Jun 77.25 9.85 - 0 0 0
5 Jun 77.25 9.85 - 0 0 0
4 Jun 72.55 9.85 - 0 0 0
3 Jun 78.10 9.85 - 0 0 0
31 May 76.40 0.00 - 0 0 0


For IDFC FIRST BANK LIMITED - strike price 87 expiring on 25JUL2024

Delta for 87 PE is -

Historical price for 87 PE is as follows

On 5 Jul IDFCFIRSTB was trading at 81.19. The strike last trading price was 6.3, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -7500 which decreased total open position to 510000


On 4 Jul IDFCFIRSTB was trading at 81.17. The strike last trading price was 6.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 517500


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 292500 which increased total open position to 510000


On 2 Jul IDFCFIRSTB was trading at 78.89. The strike last trading price was 8.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 232500


On 1 Jul IDFCFIRSTB was trading at 81.14. The strike last trading price was 6.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 232500


On 28 Jun IDFCFIRSTB was trading at 82.16. The strike last trading price was 5.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 15000 which increased total open position to 225000


On 27 Jun IDFCFIRSTB was trading at 82.20. The strike last trading price was 5.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 120000 which increased total open position to 210000


On 26 Jun IDFCFIRSTB was trading at 82.74. The strike last trading price was 5.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 22500 which increased total open position to 90000


On 25 Jun IDFCFIRSTB was trading at 82.91. The strike last trading price was 5.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 15000 which increased total open position to 67500


On 24 Jun IDFCFIRSTB was trading at 82.94. The strike last trading price was 5.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 52500 which increased total open position to 60000


On 21 Jun IDFCFIRSTB was trading at 83.47. The strike last trading price was 5.50, 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 20 Jun IDFCFIRSTB was trading at 83.84. The strike last trading price was 9.85, 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 19 Jun IDFCFIRSTB was trading at 82.17. The strike last trading price was 9.85, 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 18 Jun IDFCFIRSTB was trading at 81.46. The strike last trading price was 9.85, 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 14 Jun IDFCFIRSTB was trading at 78.00. The strike last trading price was 9.85, 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 13 Jun IDFCFIRSTB was trading at 77.46. The strike last trading price was 9.85, 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 12 Jun IDFCFIRSTB was trading at 77.82. The strike last trading price was 9.85, 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 11 Jun IDFCFIRSTB was trading at 77.51. The strike last trading price was 9.85, 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 10 Jun IDFCFIRSTB was trading at 77.53. The strike last trading price was 9.85, 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 7 Jun IDFCFIRSTB was trading at 77.70. The strike last trading price was 9.85, 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 6 Jun IDFCFIRSTB was trading at 77.25. The strike last trading price was 9.85, 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 5 Jun IDFCFIRSTB was trading at 77.25. The strike last trading price was 9.85, 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 4 Jun IDFCFIRSTB was trading at 72.55. The strike last trading price was 9.85, 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 3 Jun IDFCFIRSTB was trading at 78.10. The strike last trading price was 9.85, 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 31 May IDFCFIRSTB was trading at 76.40. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0