IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
21 Sep 2025 04:11 PM IST
| IDFCFIRSTB 30SEP2025 78 CE | ||||||||||||||||
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Delta: 0.06
Vega: 0.02
Theta: -0.02
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 71.75 | 0.1 | 0 | 29.88 | 26 | 6 | 479 | |||||||||
| 18 Sept | 71.95 | 0.1 | -0.05 | 28.14 | 145 | -30 | 439 | |||||||||
| 14 Sept | 72.04 | 0.2 | -0.05 | 25.96 | 81 | 13 | 425 | |||||||||
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| 17 Aug | 68.77 | 0.45 | 0 | 27.46 | 3 | 2 | 56 | |||||||||
For Idfc First Bank Limited - strike price 78 expiring on 30SEP2025
Delta for 78 CE is 0.06
Historical price for 78 CE is as follows
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 29.88, the open interest changed by 6 which increased total open position to 479
On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 28.14, the open interest changed by -30 which decreased total open position to 439
On 14 Sept IDFCFIRSTB was trading at 72.04. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 25.96, the open interest changed by 13 which increased total open position to 425
On 17 Aug IDFCFIRSTB was trading at 68.77. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 27.46, the open interest changed by 2 which increased total open position to 56
| IDFCFIRSTB 30SEP2025 78 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.95
Vega: 0.01
Theta: 0.00
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 71.75 | 6.1 | -0.05 | 28.11 | 7 | -4 | 60 |
| 18 Sept | 71.95 | 6.15 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 72.04 | 5.7 | 0.2 | 21.26 | 5 | 1 | 57 |
| 17 Aug | 68.77 | 8.25 | 0 | - | 0 | 0 | 0 |
For Idfc First Bank Limited - strike price 78 expiring on 30SEP2025
Delta for 78 PE is -0.95
Historical price for 78 PE is as follows
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 6.1, which was -0.05 lower than the previous day. The implied volatity was 28.11, the open interest changed by -4 which decreased total open position to 60
On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 6.15, 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 5.7, which was 0.2 higher than the previous day. The implied volatity was 21.26, the open interest changed by 1 which increased total open position to 57
On 17 Aug IDFCFIRSTB was trading at 68.77. The strike last trading price was 8.25, 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
