IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
21 Sep 2025 04:11 PM IST
| IDFCFIRSTB 30SEP2025 77 CE | ||||||||||||||||
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Delta: 0.07
Vega: 0.02
Theta: -0.02
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 71.75 | 0.1 | -0.05 | 26.09 | 131 | -32 | 467 | |||||||||
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| 18 Sept | 71.95 | 0.1 | -0.1 | 24.60 | 167 | 37 | 499 | |||||||||
| 14 Sept | 72.04 | 0.2 | -0.15 | 22.86 | 274 | 124 | 528 | |||||||||
| 17 Aug | 68.77 | 1.5 | 0 | 8.64 | 0 | 0 | 0 | |||||||||
For Idfc First Bank Limited - strike price 77 expiring on 30SEP2025
Delta for 77 CE is 0.07
Historical price for 77 CE is as follows
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 26.09, the open interest changed by -32 which decreased total open position to 467
On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 24.60, the open interest changed by 37 which increased total open position to 499
On 14 Sept IDFCFIRSTB was trading at 72.04. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 22.86, the open interest changed by 124 which increased total open position to 528
On 17 Aug IDFCFIRSTB was trading at 68.77. The strike last trading price was 1.5, which was 0 lower than the previous day. The implied volatity was 8.64, the open interest changed by 0 which decreased total open position to 0
| IDFCFIRSTB 30SEP2025 77 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 71.75 | 5.35 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 71.95 | 5.35 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 72.04 | 4.9 | 0.35 | 25.21 | 1 | 0 | 19 |
| 17 Aug | 68.77 | 8.95 | 0 | - | 0 | 0 | 0 |
For Idfc First Bank Limited - strike price 77 expiring on 30SEP2025
Delta for 77 PE is 0.00
Historical price for 77 PE is as follows
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 5.35, 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
On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 5.35, 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
On 14 Sept IDFCFIRSTB was trading at 72.04. The strike last trading price was 4.9, which was 0.35 higher than the previous day. The implied volatity was 25.21, the open interest changed by 0 which decreased total open position to 19
On 17 Aug IDFCFIRSTB was trading at 68.77. The strike last trading price was 8.95, 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
