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 |
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Put
Lot Size : 7500 |
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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 |
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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
- 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.