IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
21 Sep 2025 04:11 PM IST
| IDFCFIRSTB 30SEP2025 82 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.01
Theta: -0.01
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 71.75 | 0.05 | 0 | 38.84 | 12 | 11 | 114 | |||||||||
| 18 Sept | 71.95 | 0.05 | 0 | 36.62 | 14 | 13 | 102 | |||||||||
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| 14 Sept | 72.04 | 0.05 | 0 | 28.99 | 11 | 3 | 78 | |||||||||
For Idfc First Bank Limited - strike price 82 expiring on 30SEP2025
Delta for 82 CE is 0.03
Historical price for 82 CE is as follows
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 38.84, the open interest changed by 11 which increased total open position to 114
On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 36.62, the open interest changed by 13 which increased total open position to 102
On 14 Sept IDFCFIRSTB was trading at 72.04. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 28.99, the open interest changed by 3 which increased total open position to 78
| IDFCFIRSTB 30SEP2025 82 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 | 8.5 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 71.95 | 8.5 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 72.04 | 8.5 | 0 | 0.00 | 0 | 0 | 0 |
For Idfc First Bank Limited - strike price 82 expiring on 30SEP2025
Delta for 82 PE is 0.00
Historical price for 82 PE is as follows
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 8.5, 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 8.5, 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 8.5, 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
