IDFCFIRSTB
Idfc First Bank Limited
64.35
0.73 (1.15%)
Option Chain for IDFCFIRSTB
14 Nov 2024 09:21 AM 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 | |
| 0.00 | 0 | 0 | 0 | 0.00 | 19.75 | 0.00 | 55 | 0.00 | 0.10 | 47.47 | 2 | 0 | 150 | -0.04 |
| - | 0 | 0 | 0 | - | 18.45 | 0.00 | 56 | 0.00 | 0.20 | 0.00 | 0 | 21 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 17.85 | 0.00 | 57 | 0.00 | 0.10 | 20.70 | 0 | 0 | 0 | -0.00 |
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| 0.00 | 0 | 5 | 0 | 0.00 | 5.70 | 0.00 | 58 | 0.05 | 0.20 | 40.03 | 27 | -1 | 440 | -0.08 |
| 0.00 | 0 | 13 | 0 | 0.00 | 5.25 | 0.00 | 59 | -0.05 | 0.25 | 37.29 | 28 | -1 | 209 | -0.11 |
| 0.89 | 324 | 8 | 32 | 30.18 | 4.65 | -0.05 | 60 | -0.05 | 0.35 | 35.61 | 100 | -9 | 943 | -0.15 |
| 0.84 | 78 | 4 | 13 | 29.24 | 3.80 | -0.05 | 61 | 0.05 | 0.50 | 34.46 | 83 | 10 | 227 | -0.20 |
| 0.77 | 130 | 7 | 27 | 28.09 | 2.95 | -0.10 | 62 | 0.05 | 0.70 | 33.10 | 109 | 9 | 422 | -0.27 |
| 0.67 | 162 | 24 | 89 | 27.92 | 2.25 | -0.05 | 63 | 0.05 | 0.95 | 31.64 | 133 | 7 | 570 | -0.34 |
| 0.57 | 309 | 3 | 18 | 26.47 | 1.60 | -0.05 | 64 | 0.00 | 1.30 | 30.11 | 147 | 3 | 404 | -0.44 |
| 0.45 | 1,428 | 12 | 196 | 25.33 | 1.05 | -0.10 | 65 | 0.10 | 1.85 | 31.15 | 80 | 11 | 1,260 | -0.54 |
| 0.33 | 719 | 22 | 248 | 25.64 | 0.70 | -0.10 | 66 | 0.05 | 2.40 | 29.51 | 42 | -4 | 274 | -0.65 |
| 0.24 | 1,100 | -10 | 348 | 26.08 | 0.45 | -0.05 | 67 | -0.15 | 2.95 | 26.11 | 3 | 0 | 458 | -0.76 |
| 0.17 | 1,661 | -239 | 480 | 27.25 | 0.30 | -0.05 | 68 | 0.10 | 3.95 | 31.84 | 22 | 8 | 493 | -0.79 |
| 0.12 | 605 | 4 | 94 | 28.06 | 0.20 | -0.05 | 69 | 0.00 | 4.85 | 33.98 | 27 | 6 | 153 | -0.83 |
| 0.09 | 2,707 | -147 | 340 | 30.07 | 0.15 | 0.00 | 70 | -0.10 | 5.55 | 22.05 | 15 | 0 | 682 | -0.97 |
| 0.06 | 462 | 2 | 8 | 31.00 | 0.10 | -0.05 | 71 | 0.00 | 6.65 | 0.00 | 0 | -7 | 0 | 0.00 |
| 0.06 | 617 | 1 | 10 | 34.12 | 0.10 | -0.05 | 72 | 0.00 | 7.95 | 0.00 | 0 | 4 | 0 | 0.00 |
| 0.00 | 0 | -17 | 0 | 0.00 | 0.10 | 0.00 | 73 | 0.00 | 8.30 | 0.00 | 0 | -2 | 0 | 0.00 |
| 0.00 | 0 | 4 | 0 | 0.00 | 0.05 | 0.00 | 74 | 0.00 | 10.70 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.03 | 1,474 | -1 | 11 | 39.07 | 0.05 | 0.00 | 75 | 0.00 | 11.40 | 0.00 | 0 | -5 | 0 | 0.00 |
| 11,776 | 6,685 | |||||||||||||
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.
