IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
21 Sep 2025 04:11 PM IST
| IDFCFIRSTB 30SEP2025 81 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 | 35.51 | 1 | 1 | 7 | |||||||||
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| 18 Sept | 71.95 | 0.1 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 72.04 | 0.1 | 0 | 30.23 | 2 | 2 | 5 | |||||||||
For Idfc First Bank Limited - strike price 81 expiring on 30SEP2025
Delta for 81 CE is 0.03
Historical price for 81 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 35.51, the open interest changed by 1 which increased total open position to 7
On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 0.1, 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 0.1, which was 0 lower than the previous day. The implied volatity was 30.23, the open interest changed by 2 which increased total open position to 5
| IDFCFIRSTB 30SEP2025 81 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 | 12.25 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 71.95 | 12.25 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 72.04 | 12.25 | 0 | - | 0 | 0 | 0 |
For Idfc First Bank Limited - strike price 81 expiring on 30SEP2025
Delta for 81 PE is -
Historical price for 81 PE is as follows
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 12.25, 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
On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 12.25, 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
On 14 Sept IDFCFIRSTB was trading at 72.04. The strike last trading price was 12.25, 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
