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[--[65.84.65.76]--]
IDFCFIRSTB
Idfc First Bank Limited

61.68 -3.38 (-5.20%)

Option Chain for IDFCFIRSTB

20 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
- 4 4 6 - 5.70 -3.60 56 0.00 0.05 45.05 78 42 167 -0.03
0.00 0 0 0 0.00 7.65 0.00 57 0.00 0.05 38.64 32 -25 120 -0.04
- 46 13 55 - 3.60 -4.50 58 0.05 0.10 37.37 165 59 499 -0.07
- 33 16 65 - 2.90 -3.05 59 0.00 0.10 30.00 250 -7 268 -0.09
- 345 5 466 - 2.00 -3.00 60 0.20 0.25 30.51 1,748 -102 1,297 -0.19
0.79 96 -10 316 17.14 1.25 -2.80 61 0.35 0.45 28.36 1,618 1 422 -0.31
0.53 410 10 2,053 20.61 0.70 -2.25 62 0.75 0.90 29.83 3,614 -116 622 -0.48
0.32 882 349 3,740 24.10 0.40 -1.80 63 1.30 1.55 32.39 3,709 -202 871 -0.63
0.18 1,177 430 4,807 25.64 0.20 -1.15 64 1.85 2.35 35.93 3,110 -79 988 -0.74
0.10 2,839 365 5,354 27.34 0.10 -0.75 65 2.40 3.30 42.93 1,465 -340 1,387 -0.79
0.08 2,181 -75 4,592 33.84 0.10 -0.40 66 2.70 4.25 48.79 691 -14 1,321 -0.83
0.05 1,567 76 1,885 34.63 0.05 -0.25 67 2.80 5.15 50.74 52 -18 429 -0.87
0.04 855 -456 1,371 39.87 0.05 -0.10 68 3.00 6.25 63.58 162 -54 323 -0.86
0.04 535 -44 312 45.57 0.05 -0.10 69 0.00 4.15 0.00 0 -7 0 0.00
0.03 2,839 -321 787 50.55 0.05 0.00 70 3.05 8.10 66.67 251 -93 713 -0.91
0.03 468 -3 118 55.09 0.05 0.00 71 0.00 6.50 0.00 0 0 0 0.00
- 610 2 3 - 0.05 0.00 72 2.80 10.00 46.94 7 -1 187 -0.99
- 389 0 1 - 0.05 0.00 73 3.55 11.50 - 3 -1 36 -
- 960 -2 3 - 0.05 0.00 74 2.75 12.25 - 31 -28 527 -
0.00 0 0 0 0.00 0.00 0.00 75 0.00 0.00 0.00 0 0 0 0.00
- 311 0 2 - 0.05 0.00 76 2.30 13.70 - 11 -9 298 -
16,547 10,475
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.