IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
28 Sep 2025 10:07 PM IST
| IDFCFIRSTB 28OCT2025 71 CE | ||||||||||||||||
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Delta: 0.38
Vega: 0.08
Theta: -0.04
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 68.59 | 1.3 | -0.65 | 24.97 | 203 | 52 | 184 | |||||||||
| 21 Sept | 71.75 | 3.55 | 0.25 | 29.59 | 1 | 0 | 32 | |||||||||
| 18 Sept | 71.95 | 3.3 | 0.1 | 25.74 | 20 | 15 | 31 | |||||||||
| 14 Sept | 72.04 | 3.95 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Idfc First Bank Limited - strike price 71 expiring on 28OCT2025
Delta for 71 CE is 0.38
Historical price for 71 CE is as follows
On 28 Sept IDFCFIRSTB was trading at 68.59. The strike last trading price was 1.3, which was -0.65 lower than the previous day. The implied volatity was 24.97, the open interest changed by 52 which increased total open position to 184
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 3.55, which was 0.25 higher than the previous day. The implied volatity was 29.59, the open interest changed by 0 which decreased total open position to 32
On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 3.3, which was 0.1 higher than the previous day. The implied volatity was 25.74, the open interest changed by 15 which increased total open position to 31
On 14 Sept IDFCFIRSTB was trading at 72.04. The strike last trading price was 3.95, 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
| IDFCFIRSTB 28OCT2025 71 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.60
Vega: 0.08
Theta: -0.02
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 68.59 | 3.25 | 0.8 | 27.80 | 114 | -3 | 129 |
| 21 Sept | 71.75 | 1.85 | 0.1 | 27.31 | 11 | -1 | 59 |
| 18 Sept | 71.95 | 1.75 | -0.2 | 26.34 | 22 | 10 | 61 |
| 14 Sept | 72.04 | 1.6 | 0.1 | 24.14 | 7 | 0 | 36 |
For Idfc First Bank Limited - strike price 71 expiring on 28OCT2025
Delta for 71 PE is -0.60
Historical price for 71 PE is as follows
On 28 Sept IDFCFIRSTB was trading at 68.59. The strike last trading price was 3.25, which was 0.8 higher than the previous day. The implied volatity was 27.80, the open interest changed by -3 which decreased total open position to 129
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 1.85, which was 0.1 higher than the previous day. The implied volatity was 27.31, the open interest changed by -1 which decreased total open position to 59
On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 1.75, which was -0.2 lower than the previous day. The implied volatity was 26.34, the open interest changed by 10 which increased total open position to 61
On 14 Sept IDFCFIRSTB was trading at 72.04. The strike last trading price was 1.6, which was 0.1 higher than the previous day. The implied volatity was 24.14, the open interest changed by 0 which decreased total open position to 36
