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

57.81 -2.54 (-4.21%)

Option Chain for IDFCFIRSTB

04 Apr 2025 04:11 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 7500

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 18.00 0.00 44 0.00 0.05 - 1 0 13 -
0.00 0 0 0 0.00 0.00 0.00 45 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 16.10 0.00 46 0.00 0.05 49.83 40 35 241 -0.02
0.00 0 0 0 0.00 12.85 0.00 47 0.00 0.05 0.00 0 4 0 0.00
0.00 0 0 0 0.00 10.50 0.00 48 0.05 0.10 47.50 13 -4 290 -0.04
0.00 0 0 0 0.00 8.25 0.00 49 0.00 0.10 43.27 90 -20 53 -0.04
- 106 0 23 - 7.95 -2.85 50 0.05 0.20 45.47 659 -33 641 -0.07
0.00 0 -1 0 0.00 9.50 0.00 51 0.05 0.25 43.23 250 -4 135 -0.09
0.91 68 1 60 37.30 6.35 -2.65 52 0.10 0.30 40.40 525 -20 1,299 -0.11
0.88 97 27 72 34.26 5.40 -2.50 53 0.15 0.40 38.80 533 13 455 -0.14
0.84 249 26 357 33.86 4.55 -2.45 54 0.30 0.60 39.07 697 32 568 -0.20
0.76 670 144 663 35.73 3.85 -2.25 55 0.40 0.80 37.86 2,140 299 1,796 -0.25
0.69 530 43 284 34.54 3.10 -2.15 56 0.50 1.05 36.55 1,267 -71 968 -0.31
0.62 1,121 52 580 33.02 2.40 -1.95 57 0.65 1.35 34.97 2,302 -346 1,076 -0.39
0.53 1,743 278 2,237 33.76 1.90 -1.70 58 0.95 1.85 35.74 1,711 6 972 -0.47
0.44 994 222 2,762 33.81 1.45 -1.45 59 1.15 2.35 34.98 847 -58 514 -0.55
0.36 5,047 832 4,953 34.19 1.10 -1.20 60 1.40 3.00 35.52 1,096 -111 1,735 -0.63
0.28 1,032 263 2,244 33.01 0.75 -1.00 61 1.65 3.70 35.67 389 -35 389 -0.70
0.23 1,515 -30 2,838 34.81 0.60 -0.75 62 1.85 4.50 36.70 309 -60 208 -0.76
0.17 858 260 1,966 34.14 0.40 -0.60 63 2.05 5.30 36.54 151 -3 76 -0.81
0.14 1,122 -61 2,644 36.81 0.35 -0.40 64 2.25 6.25 39.60 70 -20 224 -0.84
0.09 455 36 1,328 34.96 0.20 -0.35 65 2.30 7.10 38.77 72 21 463 -0.88
0.09 793 22 1,484 38.42 0.20 -0.20 66 2.35 8.00 38.45 22 -7 74 -0.91
0.05 25 21 54 35.97 0.10 -0.20 67 0.00 6.45 0.00 0 1 0 0.00
0.05 299 14 746 38.97 0.10 -0.15 68 2.60 9.95 42.92 8 -4 38 -0.93
0.00 0 0 0 0.00 0.00 0.00 69 0.00 0.00 0.00 0 0 0 0.00
0.04 1,245 45 541 44.56 0.10 -0.05 70 2.55 11.95 49.60 10 3 974 -0.94
0.00 0 0 0 0.00 0.00 0.00 71 0.00 0.00 0.00 0 0 0 0.00
0.02 368 -2 124 44.79 0.05 -0.05 72 2.75 14.05 61.59 18 7 285 -0.92
18,337 13,487
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.