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 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 7 | 0 | 4 | - | 10.30 | -0.05 | 52 | 0.00 | 0.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 13.65 | 0.00 | 53 | 0.00 | 0.15 | 30.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 21.10 | 0.00 | 54 | 0.00 | 0.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 11.80 | 0.00 | 55 | 0.00 | 0.25 | 30.00 | 0 | 0 | 0 | 0.00 |
| - | 8 | 0 | 8 | - | 6.30 | 0.10 | 56 | 0.00 | 0.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 5.10 | 0.00 | 57 | 0.00 | 0.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 3.60 | 0.00 | 58 | 0.00 | 0.05 | - | 2 | 0 | 415 | - |
| - | 30 | 0 | 1 | - | 3.20 | 0.10 | 59 | 0.00 | 0.05 | - | 7 | -6 | 324 | - |
| - | 488 | -4 | 108 | - | 1.80 | -0.85 | 60 | 0.00 | 0.05 | - | 18 | -17 | 1,078 | - |
| - | 108 | -10 | 24 | - | 0.70 | -1.00 | 61 | 0.00 | 0.05 | - | 108 | -66 | 410 | - |
| - | 260 | -273 | 1,070 | - | 0.05 | -0.75 | 62 | 0.25 | 0.30 | - | 1,086 | -315 | 258 | - |
| - | 396 | -363 | 2,073 | - | 0.05 | -0.25 | 63 | 0.65 | 1.20 | - | 410 | -87 | 276 | - |
| - | 866 | -82 | 791 | - | 0.05 | -0.05 | 64 | 0.95 | 2.35 | - | 346 | -158 | 430 | - |
| - | 2,140 | 4 | 78 | - | 0.05 | 0.00 | 65 | 1.05 | 3.35 | - | 513 | -266 | 559 | - |
| - | 2,030 | -29 | 30 | - | 0.05 | 0.00 | 66 | 1.00 | 4.25 | - | 165 | -63 | 1,178 | - |
| - | 1,393 | -21 | 23 | - | 0.05 | 0.00 | 67 | 0.60 | 5.20 | - | 49 | -19 | 399 | - |
| - | 781 | -6 | 8 | - | 0.05 | 0.00 | 68 | 0.70 | 6.20 | - | 44 | -28 | 238 | - |
| - | 525 | -1 | 2 | - | 0.05 | 0.00 | 69 | 0.55 | 7.15 | 30.00 | 18 | -9 | 161 | -1.00 |
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|
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| - | 2,848 | 7 | 32 | - | 0.05 | 0.00 | 70 | 0.65 | 8.20 | - | 101 | -29 | 266 | - |
| - | 469 | 0 | 1 | - | 0.05 | 0.00 | 71 | 0.45 | 8.95 | - | 2 | 0 | 47 | - |
| - | 589 | -2 | 4 | - | 0.05 | 0.00 | 72 | 0.60 | 10.10 | - | 30 | -16 | 122 | - |
| - | 399 | 6 | 8 | - | 0.05 | 0.00 | 73 | 0.50 | 11.25 | - | 10 | -3 | 14 | - |
| - | 873 | 0 | 47 | - | 0.05 | 0.00 | 74 | 1.40 | 12.95 | - | 88 | -58 | 135 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 75 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 305 | 4 | 75 | - | 0.05 | 0.00 | 76 | 0.50 | 14.00 | - | 1,848 | 1,665 | 1,779 | - |
| 14,515 | 8,089 | |||||||||||||
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.
