IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
21 Sep 2025 04:11 PM IST
| IDFCFIRSTB 30SEP2025 71 CE | ||||||||||||||||
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Delta: 0.66
Vega: 0.05
Theta: -0.05
Gamma: 0.15
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 71.75 | 1.55 | -0.25 | 20.16 | 401 | -5 | 503 | |||||||||
| 18 Sept | 71.95 | 1.85 | -0.15 | 24.18 | 325 | -32 | 509 | |||||||||
| 14 Sept | 72.04 | 2.3 | -0.2 | 24.24 | 86 | 4 | 438 | |||||||||
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| 17 Aug | 68.77 | 1.6 | -0.75 | 21.90 | 9 | 4 | 9 | |||||||||
For Idfc First Bank Limited - strike price 71 expiring on 30SEP2025
Delta for 71 CE is 0.66
Historical price for 71 CE is as follows
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 1.55, which was -0.25 lower than the previous day. The implied volatity was 20.16, the open interest changed by -5 which decreased total open position to 503
On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 1.85, which was -0.15 lower than the previous day. The implied volatity was 24.18, the open interest changed by -32 which decreased total open position to 509
On 14 Sept IDFCFIRSTB was trading at 72.04. The strike last trading price was 2.3, which was -0.2 lower than the previous day. The implied volatity was 24.24, the open interest changed by 4 which increased total open position to 438
On 17 Aug IDFCFIRSTB was trading at 68.77. The strike last trading price was 1.6, which was -0.75 lower than the previous day. The implied volatity was 21.90, the open interest changed by 4 which increased total open position to 9
| IDFCFIRSTB 30SEP2025 71 PE | |||||||
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Delta: -0.36
Vega: 0.05
Theta: -0.04
Gamma: 0.13
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 71.75 | 0.7 | 0 | 22.62 | 526 | 83 | 818 |
| 18 Sept | 71.95 | 0.65 | -0.25 | 21.35 | 618 | 28 | 725 |
| 14 Sept | 72.04 | 0.9 | 0 | 23.39 | 341 | 13 | 555 |
| 17 Aug | 68.77 | 3.05 | 0.55 | 23.74 | 9 | -3 | 6 |
For Idfc First Bank Limited - strike price 71 expiring on 30SEP2025
Delta for 71 PE is -0.36
Historical price for 71 PE is as follows
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 0.7, which was 0 lower than the previous day. The implied volatity was 22.62, the open interest changed by 83 which increased total open position to 818
On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 21.35, the open interest changed by 28 which increased total open position to 725
On 14 Sept IDFCFIRSTB was trading at 72.04. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 23.39, the open interest changed by 13 which increased total open position to 555
On 17 Aug IDFCFIRSTB was trading at 68.77. The strike last trading price was 3.05, which was 0.55 higher than the previous day. The implied volatity was 23.74, the open interest changed by -3 which decreased total open position to 6
