IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
21 Sep 2025 04:11 PM IST
| IDFCFIRSTB 30SEP2025 80 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.01
Theta: -0.01
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 71.75 | 0.05 | -0.05 | 32.48 | 176 | 11 | 786 | |||||||||
| 18 Sept | 71.95 | 0.05 | -0.05 | 30.75 | 28 | 5 | 774 | |||||||||
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| 14 Sept | 72.04 | 0.1 | 0 | 27.69 | 499 | -27 | 757 | |||||||||
| 17 Aug | 68.77 | 0.25 | 0 | 27.00 | 9 | 7 | 20 | |||||||||
For Idfc First Bank Limited - strike price 80 expiring on 30SEP2025
Delta for 80 CE is 0.03
Historical price for 80 CE is as follows
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 32.48, the open interest changed by 11 which increased total open position to 786
On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 30.75, the open interest changed by 5 which increased total open position to 774
On 14 Sept IDFCFIRSTB was trading at 72.04. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 27.69, the open interest changed by -27 which decreased total open position to 757
On 17 Aug IDFCFIRSTB was trading at 68.77. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 27.00, the open interest changed by 7 which increased total open position to 20
| IDFCFIRSTB 30SEP2025 80 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 71.75 | 7.95 | 0 | - | 2 | -2 | 165 |
| 18 Sept | 71.95 | 7.95 | 0 | 0.00 | 0 | 1 | 0 |
| 14 Sept | 72.04 | 7.65 | 0.45 | 23.74 | 17 | 8 | 175 |
| 17 Aug | 68.77 | 10.5 | 0.85 | 29.27 | 2 | 2 | 1 |
For Idfc First Bank Limited - strike price 80 expiring on 30SEP2025
Delta for 80 PE is -
Historical price for 80 PE is as follows
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 7.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 165
On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 7.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 14 Sept IDFCFIRSTB was trading at 72.04. The strike last trading price was 7.65, which was 0.45 higher than the previous day. The implied volatity was 23.74, the open interest changed by 8 which increased total open position to 175
On 17 Aug IDFCFIRSTB was trading at 68.77. The strike last trading price was 10.5, which was 0.85 higher than the previous day. The implied volatity was 29.27, the open interest changed by 2 which increased total open position to 1
