IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
17 Aug 2025 12:55 AM IST
| IDFCFIRSTB 30SEP2025 70 CE | ||||||||||||||||
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Delta: 0.50
Vega: 0.10
Theta: -0.03
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 68.77 | 2.05 | -0.7 | 22.18 | 86 | 47 | 152 | |||||||||
For Idfc First Bank Limited - strike price 70 expiring on 30SEP2025
Delta for 70 CE is 0.50
Historical price for 70 CE is as follows
On 17 Aug IDFCFIRSTB was trading at 68.77. The strike last trading price was 2.05, which was -0.7 lower than the previous day. The implied volatity was 22.18, the open interest changed by 47 which increased total open position to 152
| IDFCFIRSTB 30SEP2025 70 PE | |||||||
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Delta: -0.50
Vega: 0.10
Theta: -0.02
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 68.77 | 2.65 | 0.5 | 25.38 | 47 | 35 | 94 |
For Idfc First Bank Limited - strike price 70 expiring on 30SEP2025
Delta for 70 PE is -0.50
Historical price for 70 PE is as follows
On 17 Aug IDFCFIRSTB was trading at 68.77. The strike last trading price was 2.65, which was 0.5 higher than the previous day. The implied volatity was 25.38, the open interest changed by 35 which increased total open position to 94
