IDFCFIRSTB
Idfc First Bank Limited
61.75
-0.54 (-0.87%)
Option Chain for IDFCFIRSTB
26 Dec 2024 04:11 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 7500 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
- | 0 | 0 | 0 | - | 15.10 | 0.00 | 52 | 0.05 | 0.15 | 36.90 | 20 | 13 | 26 | -0.05 |
- | 0 | 0 | 0 | - | 12.20 | 0.00 | 53 | -0.05 | 0.15 | 33.84 | 5 | 1 | 14 | -0.05 |
- | 0 | 0 | 0 | - | 13.35 | 0.00 | 54 | -0.05 | 0.25 | 34.62 | 67 | 18 | 210 | -0.08 |
- | 0 | 0 | 0 | - | 10.40 | 0.00 | 55 | 0.00 | 0.30 | 32.81 | 132 | 68 | 129 | -0.10 |
- | 0 | 0 | 0 | - | 11.60 | 0.00 | 56 | -0.05 | 0.35 | 30.69 | 109 | 38 | 186 | -0.12 |
- | 0 | 0 | 0 | - | 8.75 | 0.00 | 57 | -0.15 | 0.45 | 29.43 | 120 | 36 | 150 | -0.15 |
0.81 | 47 | 10 | 55 | 28.91 | 5.00 | -0.30 | 58 | -0.05 | 0.65 | 29.53 | 257 | 97 | 378 | -0.20 |
0.76 | 49 | 20 | 57 | 27.14 | 4.15 | -0.35 | 59 | -0.05 | 0.85 | 28.71 | 256 | 68 | 152 | -0.25 |
0.70 | 344 | 48 | 508 | 27.06 | 3.45 | -0.30 | 60 | -0.05 | 1.10 | 27.85 | 1,522 | 291 | 1,325 | -0.31 |
0.63 | 155 | 47 | 285 | 26.01 | 2.75 | -0.30 | 61 | -0.05 | 1.40 | 26.88 | 444 | 90 | 338 | -0.37 |
0.55 | 782 | 424 | 1,146 | 25.39 | 2.15 | -0.30 | 62 | -0.10 | 1.75 | 25.67 | 847 | 269 | 1,237 | -0.45 |
0.47 | 729 | 292 | 992 | 25.04 | 1.65 | -0.20 | 63 | 0.00 | 2.25 | 25.45 | 572 | 291 | 595 | -0.53 |
0.39 | 557 | 185 | 693 | 24.96 | 1.25 | -0.20 | 64 | 0.05 | 2.85 | 25.52 | 369 | 127 | 426 | -0.61 |
0.32 | 1,599 | 251 | 2,115 | 25.25 | 0.95 | -0.15 | 65 | 0.05 | 3.50 | 25.25 | 270 | 75 | 740 | -0.68 |
0.25 | 477 | 118 | 587 | 25.32 | 0.70 | -0.15 | 66 | 0.15 | 4.30 | 26.30 | 35 | 3 | 76 | -0.74 |
0.19 | 260 | 101 | 325 | 25.28 | 0.50 | -0.10 | 67 | 0.15 | 5.10 | 26.57 | 28 | 12 | 43 | -0.79 |
0.16 | 312 | 59 | 204 | 26.36 | 0.40 | -0.10 | 68 | 0.10 | 5.90 | 25.90 | 53 | 20 | 86 | -0.85 |
0.12 | 219 | 3 | 166 | 26.84 | 0.30 | -0.05 | 69 | -0.05 | 7.00 | 31.22 | 15 | 3 | 28 | -0.84 |
0.09 | 1,977 | 387 | 1,545 | 26.54 | 0.20 | -0.05 | 70 | 0.10 | 7.75 | 28.03 | 126 | 65 | 743 | -0.90 |
0.05 | 227 | 153 | 206 | 24.93 | 0.10 | -0.10 | 71 | 0.00 | 9.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.06 | 287 | 41 | 84 | 29.35 | 0.15 | 0.00 | 72 | 0.20 | 9.70 | 31.88 | 27 | 24 | 69 | -0.92 |
0.03 | 14 | -7 | 17 | 25.80 | 0.05 | -0.10 | 73 | -0.20 | 10.60 | 30.44 | 4 | 2 | 21 | -0.95 |
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0.04 | 567 | 56 | 76 | 31.06 | 0.10 | 0.00 | 74 | 0.20 | 11.50 | 28.07 | 96 | 91 | 569 | -0.97 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 75 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 159 | 16 | 120 | 31.14 | 0.05 | 0.00 | 76 | -0.05 | 13.05 | - | 66 | 63 | 299 | - |
0.00 | 0 | 0 | 0 | 0.00 | 137.05 | 0.00 | 77 | 0.00 | 0.80 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 78 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 127.60 | 0.00 | 79 | 0.00 | 29.20 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 145 | 6 | 20 | 37.74 | 0.05 | 0.00 | 80 | 1.40 | 16.00 | - | 1 | 0 | 1 | - |
8,906 | 7,841 |
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.