IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
21 Sep 2025 04:11 PM IST
| IDFCFIRSTB 30SEP2025 72 CE | ||||||||||||||||
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Delta: 0.50
Vega: 0.05
Theta: -0.06
Gamma: 0.16
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 71.75 | 1 | -0.2 | 20.55 | 1,575 | 63 | 1,589 | |||||||||
| 18 Sept | 71.95 | 1.2 | -0.2 | 22.36 | 1,749 | -68 | 1,542 | |||||||||
| 14 Sept | 72.04 | 1.65 | -0.3 | 23.05 | 1,867 | 305 | 1,301 | |||||||||
| 17 Aug | 68.77 | 1.25 | -0.5 | 21.95 | 67 | 33 | 87 | |||||||||
For Idfc First Bank Limited - strike price 72 expiring on 30SEP2025
Delta for 72 CE is 0.50
Historical price for 72 CE is as follows
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 1, which was -0.2 lower than the previous day. The implied volatity was 20.55, the open interest changed by 63 which increased total open position to 1589
On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 1.2, which was -0.2 lower than the previous day. The implied volatity was 22.36, the open interest changed by -68 which decreased total open position to 1542
On 14 Sept IDFCFIRSTB was trading at 72.04. The strike last trading price was 1.65, which was -0.3 lower than the previous day. The implied volatity was 23.05, the open interest changed by 305 which increased total open position to 1301
On 17 Aug IDFCFIRSTB was trading at 68.77. The strike last trading price was 1.25, which was -0.5 lower than the previous day. The implied volatity was 21.95, the open interest changed by 33 which increased total open position to 87
| IDFCFIRSTB 30SEP2025 72 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.50
Vega: 0.05
Theta: -0.04
Gamma: 0.15
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 71.75 | 1.1 | 0 | 21.69 | 721 | 16 | 1,278 |
| 18 Sept | 71.95 | 1.05 | -0.3 | 20.85 | 1,203 | 126 | 1,260 |
| 14 Sept | 72.04 | 1.3 | 0.05 | 23.11 | 542 | 81 | 1,033 |
| 17 Aug | 68.77 | 3.85 | 0.85 | 25.61 | 26 | 23 | 25 |
For Idfc First Bank Limited - strike price 72 expiring on 30SEP2025
Delta for 72 PE is -0.50
Historical price for 72 PE is as follows
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 21.69, the open interest changed by 16 which increased total open position to 1278
On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 1.05, which was -0.3 lower than the previous day. The implied volatity was 20.85, the open interest changed by 126 which increased total open position to 1260
On 14 Sept IDFCFIRSTB was trading at 72.04. The strike last trading price was 1.3, which was 0.05 higher than the previous day. The implied volatity was 23.11, the open interest changed by 81 which increased total open position to 1033
On 17 Aug IDFCFIRSTB was trading at 68.77. The strike last trading price was 3.85, which was 0.85 higher than the previous day. The implied volatity was 25.61, the open interest changed by 23 which increased total open position to 25
