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[--[65.84.65.76]--]
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
Put

Lot Size : 7500

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
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
  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.