IDFCFIRSTB
IDFC FIRST BANK LIMITED
Historical option data for IDFCFIRSTB
13 May 2024 10:47 AM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 13 May | 75.35 | 0.20 | - | 1,29,15,000 | -3,45,000 | 4,73,40,000 | ||||
| 10 May | 76.55 | 0.20 | - | 3,22,50,000 | 9,67,500 | 4,76,47,500 | ||||
| 9 May | 75.85 | 0.25 | - | 1,55,77,500 | -14,17,500 | 4,61,92,500 | ||||
| 8 May | 76.95 | 0.30 | - | 4,40,40,000 | 10,12,500 | 4,76,10,000 | ||||
| 7 May | 77.85 | 0.35 | - | 6,43,42,500 | -97,500 | 4,66,27,500 | ||||
| 6 May | 80.05 | 0.45 | - | 9,44,40,000 | 27,52,500 | 4,67,25,000 | ||||
| 3 May | 80.90 | 0.55 | - | 8,99,77,500 | 4,41,15,000 | 4,41,15,000 | ||||
| 2 May | 81.55 | 0.65 | - | 4,82,70,000 | 29,17,500 | 4,54,50,000 | ||||
| 30 Apr | 82.15 | 0.80 | - | 9,53,85,000 | 3,82,500 | 4,27,65,000 | ||||
| 29 Apr | 81.65 | 0.85 | - | 15,13,20,000 | 97,20,000 | 4,23,82,500 | ||||
| 26 Apr | 84.80 | 2.15 | - | 9,22,05,000 | 1,15,27,500 | 3,25,95,000 | ||||
| 25 Apr | 83.40 | 1.45 | - | 1,12,72,500 | 46,35,000 | 2,10,52,500 | ||||
| 24 Apr | 83.35 | 1.40 | - | 1,16,40,000 | 25,95,000 | 1,64,02,500 | ||||
| 23 Apr | 83.45 | 1.35 | - | 84,07,500 | 27,67,500 | 1,38,07,500 | ||||
| 22 Apr | 83.20 | 1.60 | - | 77,77,500 | 21,67,500 | 1,10,40,000 | ||||
| 19 Apr | 81.85 | 1.45 | - | 95,17,500 | 13,57,500 | 88,72,500 | ||||
| 18 Apr | 82.60 | 1.85 | - | 56,10,000 | 12,67,500 | 74,70,000 | ||||
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| 16 Apr | 82.70 | 1.95 | - | 54,97,500 | 4,57,500 | 62,32,500 | ||||
| 15 Apr | 82.75 | 1.95 | - | 61,80,000 | 16,20,000 | 57,75,000 | ||||
For IDFC FIRST BANK LIMITED - strike price 90 expiring on 30MAY2024
Delta for 90 CE is -
Historical price for 90 CE is as follows
On 13 May IDFCFIRSTB was trading at 75.35. The strike last trading price was 0.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -345000 which decreased total open position to 47340000
On 10 May IDFCFIRSTB was trading at 76.55. The strike last trading price was 0.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 967500 which increased total open position to 47647500
On 9 May IDFCFIRSTB was trading at 75.85. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -1417500 which decreased total open position to 46192500
On 8 May IDFCFIRSTB was trading at 76.95. The strike last trading price was 0.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1012500 which increased total open position to 47610000
On 7 May IDFCFIRSTB was trading at 77.85. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -97500 which decreased total open position to 46627500
On 6 May IDFCFIRSTB was trading at 80.05. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 2752500 which increased total open position to 46725000
On 3 May IDFCFIRSTB was trading at 80.90. The strike last trading price was 0.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 44115000 which increased total open position to 44115000
On 2 May IDFCFIRSTB was trading at 81.55. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 2917500 which increased total open position to 45450000
On 30 Apr IDFCFIRSTB was trading at 82.15. The strike last trading price was 0.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 382500 which increased total open position to 42765000
On 29 Apr IDFCFIRSTB was trading at 81.65. The strike last trading price was 0.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 9720000 which increased total open position to 42382500
On 26 Apr IDFCFIRSTB was trading at 84.80. The strike last trading price was 2.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 11527500 which increased total open position to 32595000
On 25 Apr IDFCFIRSTB was trading at 83.40. The strike last trading price was 1.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 4635000 which increased total open position to 21052500
On 24 Apr IDFCFIRSTB was trading at 83.35. The strike last trading price was 1.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 2595000 which increased total open position to 16402500
On 23 Apr IDFCFIRSTB was trading at 83.45. The strike last trading price was 1.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 2767500 which increased total open position to 13807500
On 22 Apr IDFCFIRSTB was trading at 83.20. The strike last trading price was 1.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 2167500 which increased total open position to 11040000
On 19 Apr IDFCFIRSTB was trading at 81.85. The strike last trading price was 1.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1357500 which increased total open position to 8872500
On 18 Apr IDFCFIRSTB was trading at 82.60. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1267500 which increased total open position to 7470000
On 16 Apr IDFCFIRSTB was trading at 82.70. The strike last trading price was 1.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 457500 which increased total open position to 6232500
On 15 Apr IDFCFIRSTB was trading at 82.75. The strike last trading price was 1.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1620000 which increased total open position to 5775000
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 13 May | 75.35 | 13.70 | - | 0 | -60,000 | 0 | |
| 10 May | 76.55 | 13.70 | - | 1,05,000 | -60,000 | 46,95,000 | |
| 9 May | 75.85 | 14.25 | - | 1,35,000 | -15,000 | 47,55,000 | |
| 8 May | 76.95 | 12.60 | - | 60,000 | -52,500 | 47,70,000 | |
| 7 May | 77.85 | 11.85 | - | 2,02,500 | -45,000 | 48,22,500 | |
| 6 May | 80.05 | 9.70 | - | 1,57,500 | -37,500 | 48,67,500 | |
| 3 May | 80.90 | 9.00 | - | 2,47,500 | 49,12,500 | 49,12,500 | |
| 2 May | 81.55 | 8.15 | - | 1,35,000 | -30,000 | 50,10,000 | |
| 30 Apr | 82.15 | 8.05 | - | 3,90,000 | -1,12,500 | 50,40,000 | |
| 29 Apr | 81.65 | 8.65 | - | 10,05,000 | 52,500 | 51,52,500 | |
| 26 Apr | 84.80 | 6.80 | - | 28,27,500 | 5,85,000 | 51,07,500 | |
| 25 Apr | 83.40 | 7.55 | - | 10,50,000 | 8,02,500 | 45,15,000 | |
| 24 Apr | 83.35 | 7.45 | - | 12,37,500 | 6,60,000 | 37,20,000 | |
| 23 Apr | 83.45 | 7.40 | - | 11,62,500 | 8,02,500 | 30,60,000 | |
| 22 Apr | 83.20 | 8.00 | - | 7,27,500 | 3,22,500 | 22,57,500 | |
| 19 Apr | 81.85 | 9.25 | - | 10,20,000 | 6,07,500 | 19,35,000 | |
| 18 Apr | 82.60 | 8.60 | - | 4,95,000 | 2,10,000 | 13,27,500 | |
| 16 Apr | 82.70 | 8.90 | - | 3,52,500 | 2,10,000 | 11,25,000 | |
| 15 Apr | 82.75 | 8.50 | - | 1,42,500 | 30,000 | 9,15,000 | |
For IDFC FIRST BANK LIMITED - strike price 90 expiring on 30MAY2024
Delta for 90 PE is -
Historical price for 90 PE is as follows
On 13 May IDFCFIRSTB was trading at 75.35. The strike last trading price was 13.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -60000 which decreased total open position to 0
On 10 May IDFCFIRSTB was trading at 76.55. The strike last trading price was 13.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -60000 which decreased total open position to 4695000
On 9 May IDFCFIRSTB was trading at 75.85. The strike last trading price was 14.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -15000 which decreased total open position to 4755000
On 8 May IDFCFIRSTB was trading at 76.95. The strike last trading price was 12.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -52500 which decreased total open position to 4770000
On 7 May IDFCFIRSTB was trading at 77.85. The strike last trading price was 11.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -45000 which decreased total open position to 4822500
On 6 May IDFCFIRSTB was trading at 80.05. The strike last trading price was 9.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -37500 which decreased total open position to 4867500
On 3 May IDFCFIRSTB was trading at 80.90. The strike last trading price was 9.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4912500 which increased total open position to 4912500
On 2 May IDFCFIRSTB was trading at 81.55. The strike last trading price was 8.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -30000 which decreased total open position to 5010000
On 30 Apr IDFCFIRSTB was trading at 82.15. The strike last trading price was 8.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -112500 which decreased total open position to 5040000
On 29 Apr IDFCFIRSTB was trading at 81.65. The strike last trading price was 8.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 52500 which increased total open position to 5152500
On 26 Apr IDFCFIRSTB was trading at 84.80. The strike last trading price was 6.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 585000 which increased total open position to 5107500
On 25 Apr IDFCFIRSTB was trading at 83.40. The strike last trading price was 7.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 802500 which increased total open position to 4515000
On 24 Apr IDFCFIRSTB was trading at 83.35. The strike last trading price was 7.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 660000 which increased total open position to 3720000
On 23 Apr IDFCFIRSTB was trading at 83.45. The strike last trading price was 7.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 802500 which increased total open position to 3060000
On 22 Apr IDFCFIRSTB was trading at 83.20. The strike last trading price was 8.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 322500 which increased total open position to 2257500
On 19 Apr IDFCFIRSTB was trading at 81.85. The strike last trading price was 9.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 607500 which increased total open position to 1935000
On 18 Apr IDFCFIRSTB was trading at 82.60. The strike last trading price was 8.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 210000 which increased total open position to 1327500
On 16 Apr IDFCFIRSTB was trading at 82.70. The strike last trading price was 8.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 210000 which increased total open position to 1125000
On 15 Apr IDFCFIRSTB was trading at 82.75. The strike last trading price was 8.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 30000 which increased total open position to 915000