IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
21 Sep 2025 04:11 PM IST
| IDFCFIRSTB 30SEP2025 75 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 0.03
Theta: -0.04
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 71.75 | 0.25 | -0.05 | 23.73 | 1,200 | 33 | 1,689 | |||||||||
| 18 Sept | 71.95 | 0.25 | -0.2 | 22.21 | 1,555 | 201 | 1,654 | |||||||||
| 14 Sept | 72.04 | 0.5 | -0.2 | 22.36 | 1,110 | 4 | 1,444 | |||||||||
| 17 Aug | 68.77 | 0.65 | -0.25 | 23.62 | 15 | 10 | 23 | |||||||||
For Idfc First Bank Limited - strike price 75 expiring on 30SEP2025
Delta for 75 CE is 0.16
Historical price for 75 CE is as follows
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 23.73, the open interest changed by 33 which increased total open position to 1689
On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 0.25, which was -0.2 lower than the previous day. The implied volatity was 22.21, the open interest changed by 201 which increased total open position to 1654
On 14 Sept IDFCFIRSTB was trading at 72.04. The strike last trading price was 0.5, which was -0.2 lower than the previous day. The implied volatity was 22.36, the open interest changed by 4 which increased total open position to 1444
On 17 Aug IDFCFIRSTB was trading at 68.77. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 23.62, the open interest changed by 10 which increased total open position to 23
| IDFCFIRSTB 30SEP2025 75 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 0.03
Theta: -0.02
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 71.75 | 3.3 | 0.15 | 24.55 | 103 | -9 | 481 |
| 18 Sept | 71.95 | 3.15 | -0.35 | 21.47 | 68 | -13 | 490 |
| 14 Sept | 72.04 | 3.1 | 0.1 | 21.73 | 78 | -2 | 502 |
| 17 Aug | 68.77 | 6.15 | -1.3 | 27.39 | 2 | 0 | 1 |
For Idfc First Bank Limited - strike price 75 expiring on 30SEP2025
Delta for 75 PE is -0.83
Historical price for 75 PE is as follows
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 3.3, which was 0.15 higher than the previous day. The implied volatity was 24.55, the open interest changed by -9 which decreased total open position to 481
On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 3.15, which was -0.35 lower than the previous day. The implied volatity was 21.47, the open interest changed by -13 which decreased total open position to 490
On 14 Sept IDFCFIRSTB was trading at 72.04. The strike last trading price was 3.1, which was 0.1 higher than the previous day. The implied volatity was 21.73, the open interest changed by -2 which decreased total open position to 502
On 17 Aug IDFCFIRSTB was trading at 68.77. The strike last trading price was 6.15, which was -1.3 lower than the previous day. The implied volatity was 27.39, the open interest changed by 0 which decreased total open position to 1
