IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
21 Sep 2025 04:11 PM IST
| IDFCFIRSTB 30SEP2025 73 CE | ||||||||||||||||
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Delta: 0.35
Vega: 0.05
Theta: -0.05
Gamma: 0.14
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 71.75 | 0.6 | -0.2 | 20.67 | 1,205 | 20 | 1,478 | |||||||||
| 18 Sept | 71.95 | 0.8 | -0.15 | 23.11 | 2,066 | -98 | 1,447 | |||||||||
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| 14 Sept | 72.04 | 1.2 | -0.2 | 23.41 | 947 | 95 | 953 | |||||||||
| 17 Aug | 68.77 | 1.2 | -0.15 | 24.75 | 2 | 1 | 4 | |||||||||
For Idfc First Bank Limited - strike price 73 expiring on 30SEP2025
Delta for 73 CE is 0.35
Historical price for 73 CE is as follows
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 0.6, which was -0.2 lower than the previous day. The implied volatity was 20.67, the open interest changed by 20 which increased total open position to 1478
On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 23.11, the open interest changed by -98 which decreased total open position to 1447
On 14 Sept IDFCFIRSTB was trading at 72.04. The strike last trading price was 1.2, which was -0.2 lower than the previous day. The implied volatity was 23.41, the open interest changed by 95 which increased total open position to 953
On 17 Aug IDFCFIRSTB was trading at 68.77. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 24.75, the open interest changed by 1 which increased total open position to 4
| IDFCFIRSTB 30SEP2025 73 PE | |||||||
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Delta: -0.64
Vega: 0.05
Theta: -0.03
Gamma: 0.14
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 71.75 | 1.7 | 0.05 | 22.17 | 296 | -23 | 519 |
| 18 Sept | 71.95 | 1.6 | -0.3 | 20.48 | 405 | 19 | 543 |
| 14 Sept | 72.04 | 1.75 | 0 | 21.95 | 247 | 14 | 381 |
| 17 Aug | 68.77 | 3.6 | 0 | 0.00 | 0 | 0 | 0 |
For Idfc First Bank Limited - strike price 73 expiring on 30SEP2025
Delta for 73 PE is -0.64
Historical price for 73 PE is as follows
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 1.7, which was 0.05 higher than the previous day. The implied volatity was 22.17, the open interest changed by -23 which decreased total open position to 519
On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 1.6, which was -0.3 lower than the previous day. The implied volatity was 20.48, the open interest changed by 19 which increased total open position to 543
On 14 Sept IDFCFIRSTB was trading at 72.04. The strike last trading price was 1.75, which was 0 lower than the previous day. The implied volatity was 21.95, the open interest changed by 14 which increased total open position to 381
On 17 Aug IDFCFIRSTB was trading at 68.77. The strike last trading price was 3.6, 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
