IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
21 Sep 2025 04:11 PM IST
| IDFCFIRSTB 30SEP2025 69 CE | ||||||||||||||||
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Delta: 0.85
Vega: 0.03
Theta: -0.05
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 71.75 | 3.2 | -0.2 | 24.12 | 26 | -3 | 239 | |||||||||
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| 18 Sept | 71.95 | 3.4 | 0 | 26.72 | 44 | -2 | 242 | |||||||||
| 14 Sept | 72.04 | 3.8 | -0.3 | 25.81 | 8 | -2 | 220 | |||||||||
| 17 Aug | 68.77 | 2.5 | -0.95 | 21.74 | 29 | 18 | 26 | |||||||||
For Idfc First Bank Limited - strike price 69 expiring on 30SEP2025
Delta for 69 CE is 0.85
Historical price for 69 CE is as follows
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 3.2, which was -0.2 lower than the previous day. The implied volatity was 24.12, the open interest changed by -3 which decreased total open position to 239
On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 3.4, which was 0 lower than the previous day. The implied volatity was 26.72, the open interest changed by -2 which decreased total open position to 242
On 14 Sept IDFCFIRSTB was trading at 72.04. The strike last trading price was 3.8, which was -0.3 lower than the previous day. The implied volatity was 25.81, the open interest changed by -2 which decreased total open position to 220
On 17 Aug IDFCFIRSTB was trading at 68.77. The strike last trading price was 2.5, which was -0.95 lower than the previous day. The implied volatity was 21.74, the open interest changed by 18 which increased total open position to 26
| IDFCFIRSTB 30SEP2025 69 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 0.03
Theta: -0.03
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 71.75 | 0.25 | 0 | 24.37 | 263 | 7 | 459 |
| 18 Sept | 71.95 | 0.25 | -0.15 | 23.84 | 593 | 131 | 469 |
| 14 Sept | 72.04 | 0.45 | 0 | 25.57 | 43 | -4 | 358 |
| 17 Aug | 68.77 | 2.05 | 0.15 | 24.34 | 13 | 12 | 14 |
For Idfc First Bank Limited - strike price 69 expiring on 30SEP2025
Delta for 69 PE is -0.15
Historical price for 69 PE is as follows
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 24.37, the open interest changed by 7 which increased total open position to 459
On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 23.84, the open interest changed by 131 which increased total open position to 469
On 14 Sept IDFCFIRSTB was trading at 72.04. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 25.57, the open interest changed by -4 which decreased total open position to 358
On 17 Aug IDFCFIRSTB was trading at 68.77. The strike last trading price was 2.05, which was 0.15 higher than the previous day. The implied volatity was 24.34, the open interest changed by 12 which increased total open position to 14
