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  1. idfc first bank limited
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IDFC FIRST BANK LIMITED Option Chain

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₹ 63.82
62.56
settings
LTP
Greeks
OI
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Call Put
VegaThetaGammaDeltaImp VolVol (k)OI (lakhs)PoPLTPStrikeLTPPoPOI (lakhs)Vol (k)Imp VolDeltaGammaThetaVega
Last Updated now

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

50PCR: --

0.05

lock
****

1.43

112.50

62.50%

-0.008

0.003

-0.007

0.002

0.000

0.000

0.000

1.000

0.00%

0.00

0.15

lock
****

11.50

52PCR: 80.50

0.05

lock
****

12.08

82.50

62.50%

-0.020

0.007

-0.016

0.005

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

53PCR: --

0.10

lock
****

9.53

22.50

62.50%

-0.028

0.010

-0.021

0.007

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

54PCR: --

0.05

lock
****

21.08

127.50

31.25%

-0.001

0.001

-0.000

0.000

0.000

0.000

0.000

1.000

0.00%

0.00

0.15

lock
****

6.70

55PCR: 308.50

0.10

lock
****

46.28

532.50

62.50%

-0.066

0.019

-0.042

0.014

0.017

-0.054

0.025

0.909

62.50%

270.00

7.58

lock
****

8.25

56PCR: 3.56

0.15

lock
****

27.00

1,507.50

54.69%

-0.066

0.022

-0.037

0.013

0.013

-0.032

0.026

0.935

46.88%

427.50

5.78

lock
****

7.05

57PCR: 4.43

0.20

lock
****

25.58

1,477.50

50.78%

-0.080

0.028

-0.040

0.016

0.018

-0.043

0.035

0.902

46.88%

1,222.50

20.48

lock
****

6.15

58PCR: 4.11

0.20

lock
****

84.15

4,080.00

46.88%

-0.098

0.035

-0.043

0.018

0.021

-0.046

0.045

0.877

42.97%

1,207.50

18.38

lock
****

5.20

59PCR: 2.13

0.30

lock
****

39.23

3,855.00

42.97%

-0.123

0.045

-0.046

0.021

0.028

-0.059

0.057

0.823

42.97%

2,737.50

52.73

lock
****

4.40

60PCR: 2.91

0.45

lock
****

153.30

8,647.50

42.97%

-0.177

0.057

-0.059

0.028

0.032

-0.062

0.072

0.776

39.06%

3,390.00

35.25

lock
****

3.55

61PCR: 1.83

0.65

lock
****

64.35

6,885.00

42.97%

-0.245

0.069

-0.071

0.033

0.037

-0.072

0.085

0.694

39.06%

9,262.50

82.13

lock
****

2.75

62PCR: 1.09

0.90

lock
****

89.70

10,455.00

41.02%

-0.314

0.082

-0.077

0.037

0.041

-0.080

0.093

0.600

39.06%

12,397.50

84.68

lock
****

2.15

63PCR: 0.71

1.20

lock
****

59.70

11,325.00

39.06%

-0.400

0.093

-0.080

0.041

0.042

-0.078

0.102

0.506

37.11%

13,755.00

78.83

lock
****

1.60

64PCR: 0.78

1.65

lock
****

61.58

10,425.00

39.06%

-0.493

0.097

-0.083

0.042

0.041

-0.080

0.094

0.411

39.06%

20,902.50

178.95

lock
****

1.15

65PCR: 0.40

2.25

lock
****

72.08

7,252.50

39.06%

-0.591

0.094

-0.080

0.041

0.038

-0.074

0.087

0.323

39.06%

10,530.00

83.48

lock
****

0.85

66PCR: 0.26

2.90

lock
****

21.45

3,045.00

39.06%

-0.677

0.087

-0.074

0.038

0.033

-0.065

0.076

0.244

39.06%

8,032.50

56.10

lock
****

0.60

67PCR: 0.21

3.30

lock
****

11.85

780.00

27.34%

-0.846

0.082

-0.034

0.025

0.029

-0.059

0.063

0.191

41.02%

10,162.50

94.13

lock
****

0.40

68PCR: 0.14

4.45

lock
****

13.13

1,065.00

39.06%

-0.822

0.063

-0.054

0.028

0.022

-0.042

0.050

0.124

39.06%

5,047.50

49.35

lock
****

0.25

69PCR: 0.29

5.35

lock
****

14.48

450.00

39.06%

-0.874

0.050

-0.043

0.022

0.020

-0.042

0.041

0.107

42.97%

9,660.00

167.03

lock
****

0.25

70PCR: 0.30

6.30

lock
****

49.28

705.00

42.97%

-0.892

0.041

-0.042

0.020

0.015

-0.032

0.031

0.074

42.97%

1,372.50

35.78

lock
****

0.15

71PCR: 0.07

9.10

lock
****

2.48

0.00

107.42%

-0.692

0.031

-0.200

0.037

0.014

-0.032

0.026

0.068

46.88%

975.00

57.45

lock
****

0.10

72PCR: 0.07

7.75

lock
****

3.90

30.00

0.00%

-1.000

0.000

0.000

0.000

0.010

-0.024

0.020

0.047

46.88%

795.00

26.18

lock
****

0.10

73PCR: 0.06

8.85

lock
****

1.58

22.50

0.00%

-1.000

0.000

0.000

0.000

0.001

-0.001

0.002

0.003

31.25%

322.50

48.23

lock
****

0.10

74PCR: 0.93

9.50

lock
****

45.08

330.00

0.00%

-1.000

0.000

0.000

0.000

0.000

-0.000

0.001

0.001

31.25%

60.00

18.98

lock
****

0.05

76PCR: 1.58

11.90

lock
****

29.93

45.00

0.00%

-1.000

0.000

0.000

0.000

0.004

-0.014

0.006

0.017

62.50%

15.00

16.43

lock
****

0.05

80PCR: 0.03

19.25

lock
****

0.45

0.00

191.41%

-0.710

0.017

-0.346

0.036

IDFC FIRST BANK LIMITED - Statistics

Day Range
₹62.36 - ₹64.67
52w Range
₹59.05 - ₹87.90
Volume
22,704,592

F&O Tools

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Underlying Assets & Securities

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IDFC FIRST BANK LIMITED

63.82

+1.26 (2.01%)

IDFC FIRST BANK LIMITED Options

IDFC FIRST BANK LIMITED Futures

Frequently Asked Questions

What is the current spot price for IDFC FIRST BANK LIMITED?chevron-up

The current spot price for IDFC FIRST BANK LIMITED is ₹63.82.

What is the minimum option lot size for IDFC FIRST BANK LIMITED?chevron-up

The minimum lot size for IDFC FIRST BANK LIMITED is 7,500.

Which IDFC FIRST BANK LIMITED call and put option contract has the highest open interest?chevron-up

The 65.00 strike for IDFC FIRST BANK LIMITED call options have an OI of 178.95 Lakhs. The 60.00 strike for IDFC FIRST BANK LIMITED put options has an OI of 153.30 Lakhs

What is the current at-the-money (ATM) strike for IDFC FIRST BANK LIMITED and what is its price?chevron-up

The current ATM strike for IDFC FIRST BANK LIMITED is 63.00. The call price is ₹2.15 and the put price is ₹1.20.

What is the Put-Call Ratio (PCR) of the current at-the-money (ATM) strike for IDFC FIRST BANK LIMITED?chevron-up

The PCR for the 63.00 strike is 0.71.

What is the implied volatility of IDFC FIRST BANK LIMITED?chevron-up

The implied volatility (IV) of at-the-money IDFC FIRST BANK LIMITED call is 39.06% and 39.06% for puts.

How much will the price change of the at-the-money (ATM) strike for IDFC FIRST BANK LIMITED call options if IDFC FIRST BANK LIMITED moves up in price by ₹1?chevron-up

The ATM strike is 63.00 and the call option is priced at ₹2.15. If IDFC FIRST BANK LIMITED moves up by ₹1, then the approximate change in price for the option is +₹0.6003. The value of 0.6003 is the option's 'Delta'.