IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
21 Sep 2025 04:11 PM IST
| IDFCFIRSTB 30SEP2025 70 CE | ||||||||||||||||
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Delta: 0.78
Vega: 0.04
Theta: -0.05
Gamma: 0.11
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 71.75 | 2.3 | -0.25 | 21.40 | 432 | -39 | 769 | |||||||||
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| 18 Sept | 71.95 | 2.55 | -0.15 | 24.64 | 645 | -92 | 801 | |||||||||
| 14 Sept | 72.04 | 3.05 | -0.2 | 25.73 | 182 | 19 | 796 | |||||||||
| 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 0.78
Historical price for 70 CE is as follows
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 2.3, which was -0.25 lower than the previous day. The implied volatity was 21.40, the open interest changed by -39 which decreased total open position to 769
On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 2.55, which was -0.15 lower than the previous day. The implied volatity was 24.64, the open interest changed by -92 which decreased total open position to 801
On 14 Sept IDFCFIRSTB was trading at 72.04. The strike last trading price was 3.05, which was -0.2 lower than the previous day. The implied volatity was 25.73, the open interest changed by 19 which increased total open position to 796
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: -0.24
Vega: 0.04
Theta: -0.03
Gamma: 0.11
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 71.75 | 0.4 | 0 | 22.74 | 688 | -46 | 1,161 |
| 18 Sept | 71.95 | 0.4 | -0.2 | 22.41 | 1,215 | 90 | 1,211 |
| 14 Sept | 72.04 | 0.65 | 0 | 24.67 | 490 | 77 | 1,308 |
| 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 -0.24
Historical price for 70 PE is as follows
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 22.74, the open interest changed by -46 which decreased total open position to 1161
On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 0.4, which was -0.2 lower than the previous day. The implied volatity was 22.41, the open interest changed by 90 which increased total open position to 1211
On 14 Sept IDFCFIRSTB was trading at 72.04. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 24.67, the open interest changed by 77 which increased total open position to 1308
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
