IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
21 Sep 2025 04:11 PM IST
| IDFCFIRSTB 30SEP2025 65 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.97
Vega: 0.01
Theta: -0.03
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 71.75 | 7 | -0.2 | 32.52 | 13 | -7 | 141 | |||||||||
| 18 Sept | 71.95 | 7.2 | 0.05 | 39.11 | 11 | 2 | 150 | |||||||||
| 14 Sept | 72.04 | 7.4 | -0.4 | 28.51 | 18 | -1 | 183 | |||||||||
| 17 Aug | 68.77 | 5.25 | -0.95 | 22.90 | 8 | 7 | 11 | |||||||||
For Idfc First Bank Limited - strike price 65 expiring on 30SEP2025
Delta for 65 CE is 0.97
Historical price for 65 CE is as follows
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 7, which was -0.2 lower than the previous day. The implied volatity was 32.52, the open interest changed by -7 which decreased total open position to 141
On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 7.2, which was 0.05 higher than the previous day. The implied volatity was 39.11, the open interest changed by 2 which increased total open position to 150
On 14 Sept IDFCFIRSTB was trading at 72.04. The strike last trading price was 7.4, which was -0.4 lower than the previous day. The implied volatity was 28.51, the open interest changed by -1 which decreased total open position to 183
On 17 Aug IDFCFIRSTB was trading at 68.77. The strike last trading price was 5.25, which was -0.95 lower than the previous day. The implied volatity was 22.90, the open interest changed by 7 which increased total open position to 11
| IDFCFIRSTB 30SEP2025 65 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.01
Theta: -0.01
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 71.75 | 0.05 | -0.05 | 32.03 | 231 | -36 | 459 |
| 18 Sept | 71.95 | 0.1 | 0 | 36.04 | 22 | -1 | 496 |
| 14 Sept | 72.04 | 0.1 | 0 | 29.80 | 36 | 1 | 594 |
| 17 Aug | 68.77 | 0.75 | 0.1 | 25.12 | 130 | 84 | 149 |
For Idfc First Bank Limited - strike price 65 expiring on 30SEP2025
Delta for 65 PE is -0.03
Historical price for 65 PE is as follows
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 32.03, the open interest changed by -36 which decreased total open position to 459
On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 36.04, the open interest changed by -1 which decreased total open position to 496
On 14 Sept IDFCFIRSTB was trading at 72.04. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 29.80, the open interest changed by 1 which increased total open position to 594
On 17 Aug IDFCFIRSTB was trading at 68.77. The strike last trading price was 0.75, which was 0.1 higher than the previous day. The implied volatity was 25.12, the open interest changed by 84 which increased total open position to 149
