IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
21 Sep 2025 04:11 PM IST
| IDFCFIRSTB 30SEP2025 66 CE | ||||||||||||||||
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Delta: 0.92
Vega: 0.02
Theta: -0.05
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 71.75 | 6.1 | -0.05 | 35.88 | 1 | -1 | 42 | |||||||||
| 18 Sept | 71.95 | 6.15 | -0.4 | 31.39 | 2 | 0 | 42 | |||||||||
| 14 Sept | 72.04 | 6.55 | -0.2 | 32.00 | 10 | -7 | 42 | |||||||||
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| 17 Aug | 68.77 | 4.4 | -4.9 | 21.63 | 1 | 1 | 0 | |||||||||
For Idfc First Bank Limited - strike price 66 expiring on 30SEP2025
Delta for 66 CE is 0.92
Historical price for 66 CE is as follows
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 6.1, which was -0.05 lower than the previous day. The implied volatity was 35.88, the open interest changed by -1 which decreased total open position to 42
On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 6.15, which was -0.4 lower than the previous day. The implied volatity was 31.39, the open interest changed by 0 which decreased total open position to 42
On 14 Sept IDFCFIRSTB was trading at 72.04. The strike last trading price was 6.55, which was -0.2 lower than the previous day. The implied volatity was 32.00, the open interest changed by -7 which decreased total open position to 42
On 17 Aug IDFCFIRSTB was trading at 68.77. The strike last trading price was 4.4, which was -4.9 lower than the previous day. The implied volatity was 21.63, the open interest changed by 1 which increased total open position to 0
| IDFCFIRSTB 30SEP2025 66 PE | |||||||
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Delta: -0.06
Vega: 0.01
Theta: -0.02
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 71.75 | 0.1 | 0 | 32.11 | 21 | -6 | 535 |
| 18 Sept | 71.95 | 0.1 | 0 | 31.27 | 86 | -8 | 540 |
| 14 Sept | 72.04 | 0.15 | 0 | 28.92 | 123 | -18 | 540 |
| 17 Aug | 68.77 | 0.95 | 0.15 | 24.41 | 18 | 8 | 16 |
For Idfc First Bank Limited - strike price 66 expiring on 30SEP2025
Delta for 66 PE is -0.06
Historical price for 66 PE is as follows
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 32.11, the open interest changed by -6 which decreased total open position to 535
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 31.27, the open interest changed by -8 which decreased total open position to 540
On 14 Sept IDFCFIRSTB was trading at 72.04. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 28.92, the open interest changed by -18 which decreased total open position to 540
On 17 Aug IDFCFIRSTB was trading at 68.77. The strike last trading price was 0.95, which was 0.15 higher than the previous day. The implied volatity was 24.41, the open interest changed by 8 which increased total open position to 16
