IDFCFIRSTB
Idfc First Bank Limited
65.2
0.81 (1.26%)
Option Chain for IDFCFIRSTB
03 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 | |
| - | 0 | 0 | 0 | - | 21.10 | 0.00 | 54 | 0.00 | 0.10 | 43.77 | 13 | 0 | 24 | -0.03 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 55 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 19.20 | 0.00 | 56 | -0.05 | 0.10 | 36.80 | 51 | 28 | 179 | -0.04 |
| 0.00 | 0 | 0 | 0 | 0.00 | 7.65 | 0.00 | 57 | -0.05 | 0.10 | 33.40 | 77 | 15 | 46 | -0.04 |
| 0.00 | 0 | 0 | 0 | 0.00 | 6.75 | 0.00 | 58 | -0.05 | 0.20 | 35.05 | 124 | -22 | 573 | -0.08 |
| 0.00 | 0 | 6 | 0 | 0.00 | 5.95 | 0.00 | 59 | 0.00 | 0.25 | 33.12 | 271 | 81 | 272 | -0.10 |
| 0.98 | 248 | 18 | 230 | 17.73 | 5.55 | 0.50 | 60 | -0.15 | 0.30 | 30.78 | 1,403 | 1 | 1,248 | -0.12 |
| 0.92 | 29 | 11 | 29 | 20.44 | 4.65 | 0.40 | 61 | -0.15 | 0.45 | 30.58 | 232 | 16 | 210 | -0.16 |
| 0.86 | 229 | 54 | 112 | 21.36 | 3.80 | 0.40 | 62 | -0.15 | 0.60 | 29.28 | 470 | 30 | 516 | -0.21 |
| 0.77 | 310 | -28 | 234 | 22.38 | 3.05 | 0.30 | 63 | -0.15 | 0.90 | 29.85 | 468 | 30 | 487 | -0.28 |
| 0.67 | 615 | 42 | 513 | 23.24 | 2.40 | 0.25 | 64 | -0.20 | 1.20 | 29.09 | 753 | 6 | 775 | -0.36 |
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| 0.57 | 2,252 | 236 | 1,923 | 23.95 | 1.85 | 0.25 | 65 | -0.35 | 1.60 | 28.73 | 700 | 75 | 1,658 | -0.44 |
| 0.47 | 916 | 184 | 1,146 | 23.81 | 1.35 | 0.15 | 66 | -0.40 | 2.15 | 29.40 | 590 | 11 | 409 | -0.52 |
| 0.37 | 621 | 113 | 1,190 | 24.49 | 1.00 | 0.15 | 67 | -0.40 | 2.75 | 29.61 | 108 | 6 | 140 | -0.60 |
| 0.29 | 938 | 94 | 742 | 25.48 | 0.75 | 0.10 | 68 | -0.35 | 3.50 | 31.11 | 67 | 10 | 249 | -0.67 |
| 0.23 | 398 | 35 | 365 | 26.20 | 0.55 | 0.10 | 69 | -0.60 | 4.15 | 29.78 | 34 | 17 | 63 | -0.74 |
| 0.16 | 2,599 | -129 | 3,055 | 25.67 | 0.35 | 0.05 | 70 | -0.50 | 5.10 | 33.18 | 142 | 36 | 976 | -0.77 |
| 0.12 | 460 | 100 | 283 | 26.38 | 0.25 | 0.05 | 71 | 0.00 | 6.65 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.10 | 411 | -35 | 192 | 27.87 | 0.20 | 0.05 | 72 | -0.60 | 7.00 | 38.97 | 17 | 5 | 128 | -0.82 |
| 0.07 | 268 | 43 | 53 | 28.79 | 0.15 | 0.00 | 73 | 0.00 | 8.55 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.05 | 633 | 67 | 241 | 29.01 | 0.10 | 0.05 | 74 | -1.00 | 8.75 | 39.12 | 1 | 0 | 565 | -0.88 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 75 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.05 | 284 | 1 | 11 | 33.95 | 0.10 | 0.00 | 76 | -0.60 | 10.70 | 44.08 | 3 | 2 | 312 | -0.90 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 77 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 3.75 | 0.00 | 78 | 0.00 | 6.35 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 79 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 372 | 48 | 55 | 38.61 | 0.05 | -0.05 | 80 | 0.00 | 7.60 | 0.00 | 0 | 0 | 0 | 0.00 |
| 11,583 | 8,830 | |||||||||||||
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.
