IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
21 Sep 2025 04:11 PM IST
| IDFCFIRSTB 28OCT2025 72 CE | ||||||||||||||||
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Delta: 0.55
Vega: 0.09
Theta: -0.04
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 71.75 | 2.65 | -0.2 | 25.58 | 74 | 37 | 237 | |||||||||
| 18 Sept | 71.95 | 2.8 | -0.05 | 26.27 | 128 | 38 | 198 | |||||||||
| 14 Sept | 72.04 | 3 | -0.2 | 24.52 | 12 | 7 | 67 | |||||||||
| 17 Aug | 68.77 | 3.9 | 0 | 2.06 | 0 | 0 | 0 | |||||||||
For Idfc First Bank Limited - strike price 72 expiring on 28OCT2025
Delta for 72 CE is 0.55
Historical price for 72 CE is as follows
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 2.65, which was -0.2 lower than the previous day. The implied volatity was 25.58, the open interest changed by 37 which increased total open position to 237
On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 2.8, which was -0.05 lower than the previous day. The implied volatity was 26.27, the open interest changed by 38 which increased total open position to 198
On 14 Sept IDFCFIRSTB was trading at 72.04. The strike last trading price was 3, which was -0.2 lower than the previous day. The implied volatity was 24.52, the open interest changed by 7 which increased total open position to 67
On 17 Aug IDFCFIRSTB was trading at 68.77. The strike last trading price was 3.9, which was 0 lower than the previous day. The implied volatity was 2.06, the open interest changed by 0 which decreased total open position to 0
| IDFCFIRSTB 28OCT2025 72 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.45
Vega: 0.09
Theta: -0.02
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 71.75 | 2.4 | 0.2 | 28.43 | 24 | 5 | 156 |
| 18 Sept | 71.95 | 2.2 | -0.2 | 26.43 | 60 | 30 | 152 |
| 14 Sept | 72.04 | 2.1 | 0 | 24.94 | 14 | 10 | 71 |
| 17 Aug | 68.77 | 6.1 | 0 | - | 0 | 0 | 0 |
For Idfc First Bank Limited - strike price 72 expiring on 28OCT2025
Delta for 72 PE is -0.45
Historical price for 72 PE is as follows
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 2.4, which was 0.2 higher than the previous day. The implied volatity was 28.43, the open interest changed by 5 which increased total open position to 156
On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 2.2, which was -0.2 lower than the previous day. The implied volatity was 26.43, the open interest changed by 30 which increased total open position to 152
On 14 Sept IDFCFIRSTB was trading at 72.04. The strike last trading price was 2.1, which was 0 lower than the previous day. The implied volatity was 24.94, the open interest changed by 10 which increased total open position to 71
On 17 Aug IDFCFIRSTB was trading at 68.77. The strike last trading price was 6.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
