IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
21 Sep 2025 04:11 PM IST
| IDFCFIRSTB 30SEP2025 67 CE | ||||||||||||||||
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Delta: 0.96
Vega: 0.01
Theta: -0.03
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 71.75 | 5 | -0.1 | 23.88 | 22 | -8 | 40 | |||||||||
| 18 Sept | 71.95 | 5.1 | -0.1 | 23.29 | 5 | 2 | 45 | |||||||||
| 14 Sept | 72.04 | 5.85 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 68.77 | 4 | -0.5 | 25.17 | 1 | 0 | 2 | |||||||||
For Idfc First Bank Limited - strike price 67 expiring on 30SEP2025
Delta for 67 CE is 0.96
Historical price for 67 CE is as follows
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 5, which was -0.1 lower than the previous day. The implied volatity was 23.88, the open interest changed by -8 which decreased total open position to 40
On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 5.1, which was -0.1 lower than the previous day. The implied volatity was 23.29, the open interest changed by 2 which increased total open position to 45
On 14 Sept IDFCFIRSTB was trading at 72.04. The strike last trading price was 5.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug IDFCFIRSTB was trading at 68.77. The strike last trading price was 4, which was -0.5 lower than the previous day. The implied volatity was 25.17, the open interest changed by 0 which decreased total open position to 2
| IDFCFIRSTB 30SEP2025 67 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.01
Theta: -0.01
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 71.75 | 0.05 | -0.1 | 24.02 | 97 | 14 | 458 |
| 18 Sept | 71.95 | 0.15 | -0.05 | 30.35 | 72 | -11 | 442 |
| 14 Sept | 72.04 | 0.2 | 0 | 27.14 | 60 | 11 | 421 |
| 17 Aug | 68.77 | 1.2 | 0.2 | 23.76 | 2 | 2 | 8 |
For Idfc First Bank Limited - strike price 67 expiring on 30SEP2025
Delta for 67 PE is -0.04
Historical price for 67 PE is as follows
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 0.05, which was -0.1 lower than the previous day. The implied volatity was 24.02, the open interest changed by 14 which increased total open position to 458
On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 30.35, the open interest changed by -11 which decreased total open position to 442
On 14 Sept IDFCFIRSTB was trading at 72.04. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 27.14, the open interest changed by 11 which increased total open position to 421
On 17 Aug IDFCFIRSTB was trading at 68.77. The strike last trading price was 1.2, which was 0.2 higher than the previous day. The implied volatity was 23.76, the open interest changed by 2 which increased total open position to 8
