IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
21 Sep 2025 04:11 PM IST
| IDFCFIRSTB 30SEP2025 74 CE | ||||||||||||||||
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Delta: 0.23
Vega: 0.04
Theta: -0.04
Gamma: 0.11
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 71.75 | 0.35 | -0.15 | 21.35 | 720 | -23 | 1,070 | |||||||||
| 18 Sept | 71.95 | 0.45 | -0.2 | 22.22 | 1,190 | 233 | 1,087 | |||||||||
| 14 Sept | 72.04 | 0.8 | -0.2 | 22.88 | 599 | 39 | 877 | |||||||||
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| 17 Aug | 68.77 | 0.75 | -0.4 | 22.31 | 46 | 19 | 88 | |||||||||
For Idfc First Bank Limited - strike price 74 expiring on 30SEP2025
Delta for 74 CE is 0.23
Historical price for 74 CE is as follows
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 21.35, the open interest changed by -23 which decreased total open position to 1070
On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was 22.22, the open interest changed by 233 which increased total open position to 1087
On 14 Sept IDFCFIRSTB was trading at 72.04. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 22.88, the open interest changed by 39 which increased total open position to 877
On 17 Aug IDFCFIRSTB was trading at 68.77. The strike last trading price was 0.75, which was -0.4 lower than the previous day. The implied volatity was 22.31, the open interest changed by 19 which increased total open position to 88
| IDFCFIRSTB 30SEP2025 74 PE | |||||||
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Delta: -0.77
Vega: 0.04
Theta: -0.02
Gamma: 0.11
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 71.75 | 2.4 | 0.05 | 21.68 | 219 | -11 | 309 |
| 18 Sept | 71.95 | 2.35 | -0.15 | 21.57 | 131 | 0 | 321 |
| 14 Sept | 72.04 | 2.4 | 0.15 | 22.27 | 135 | -4 | 322 |
| 17 Aug | 68.77 | 5.4 | -0.45 | 27.46 | 2 | 2 | 1 |
For Idfc First Bank Limited - strike price 74 expiring on 30SEP2025
Delta for 74 PE is -0.77
Historical price for 74 PE is as follows
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 2.4, which was 0.05 higher than the previous day. The implied volatity was 21.68, the open interest changed by -11 which decreased total open position to 309
On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 2.35, which was -0.15 lower than the previous day. The implied volatity was 21.57, the open interest changed by 0 which decreased total open position to 321
On 14 Sept IDFCFIRSTB was trading at 72.04. The strike last trading price was 2.4, which was 0.15 higher than the previous day. The implied volatity was 22.27, the open interest changed by -4 which decreased total open position to 322
On 17 Aug IDFCFIRSTB was trading at 68.77. The strike last trading price was 5.4, which was -0.45 lower than the previous day. The implied volatity was 27.46, the open interest changed by 2 which increased total open position to 1
