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

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₹ 61.68
65.07
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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

52PCR: --

0.05

lock
****

2.78

0.00

62.50%

-0.014

0.007

-0.015

0.003

0.000

0.000

0.000

0.000

0.00%

0.00

0.00

lock
****

0.00

53PCR: --

0.00

lock
****

0.00

0.00

0.00%

0.000

0.000

0.000

0.000

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

54PCR: --

0.05

lock
****

3.15

0.00

31.25%

-0.001

0.001

-0.000

0.000

0.000

0.000

0.000

0.000

0.00%

0.00

0.00

lock
****

0.00

55PCR: --

0.00

lock
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0.00

0.00

0.00%

0.000

0.000

0.000

0.000

0.000

0.000

0.000

1.000

0.00%

45.00

0.30

lock
****

5.70

56PCR: 41.75

0.05

lock
****

12.53

585.00

31.25%

-0.006

0.007

-0.004

0.001

0.028

-0.372

0.028

0.693

160.16%

0.00

0.08

lock
****

7.65

57PCR: 120.00

0.05

lock
****

9.00

240.00

31.25%

-0.021

0.020

-0.010

0.004

0.000

0.000

0.000

1.000

0.00%

412.50

3.45

lock
****

3.60

58PCR: 10.85

0.10

lock
****

37.43

1,237.50

31.25%

-0.054

0.044

-0.023

0.009

0.009

-0.018

0.063

0.941

23.44%

487.50

2.48

lock
****

2.90

59PCR: 8.12

0.10

lock
****

20.10

1,875.00

31.25%

-0.119

0.080

-0.041

0.016

0.022

-0.050

0.128

0.803

27.34%

3,495.00

25.88

lock
****

2.00

60PCR: 3.76

0.25

lock
****

97.28

13,110.00

27.34%

-0.191

0.126

-0.049

0.022

0.029

-0.056

0.195

0.669

23.44%

2,370.00

7.20

lock
****

1.25

61PCR: 4.40

0.45

lock
****

31.65

12,135.00

23.44%

-0.331

0.195

-0.056

0.029

0.032

-0.072

0.183

0.467

27.34%

15,397.50

30.75

lock
****

0.70

62PCR: 1.52

0.90

lock
****

46.65

27,105.00

27.34%

-0.533

0.183

-0.072

0.032

0.026

-0.051

0.178

0.271

23.44%

28,050.00

66.15

lock
****

0.40

63PCR: 0.99

1.55

lock
****

65.33

27,817.50

23.44%

-0.731

0.178

-0.051

0.026

0.020

-0.045

0.115

0.167

27.34%

36,052.50

88.28

lock
****

0.20

64PCR: 0.84

2.35

lock
****

74.10

23,325.00

23.44%

-0.873

0.112

-0.032

0.017

0.015

-0.039

0.076

0.110

31.25%

40,155.00

212.93

lock
****

0.10

65PCR: 0.49

3.30

lock
****

104.03

10,987.50

31.25%

-0.890

0.076

-0.039

0.015

0.009

-0.023

0.044

0.054

31.25%

34,440.00

163.58

lock
****

0.10

66PCR: 0.61

4.25

lock
****

99.08

5,182.50

15.63%

-0.999

0.002

-0.000

0.000

0.009

-0.029

0.037

0.057

39.06%

14,137.50

117.53

lock
****

0.05

67PCR: 0.27

5.15

lock
****

32.18

390.00

15.63%

-1.000

0.000

0.000

0.000

0.002

-0.005

0.010

0.009

31.25%

10,282.50

64.13

lock
****

0.05

68PCR: 0.38

6.25

lock
****

24.23

1,215.00

46.88%

-0.940

0.032

-0.037

0.009

0.001

-0.002

0.004

0.003

31.25%

2,340.00

40.13

lock
****

0.05

69PCR: 0.33

4.15

lock
****

13.13

0.00

0.00%

-1.000

0.000

0.000

0.000

0.000

-0.001

0.001

0.001

31.25%

5,902.50

212.93

lock
****

0.05

70PCR: 0.25

8.10

lock
****

53.48

1,882.50

0.00%

-1.000

0.000

0.000

0.000

0.008

-0.041

0.020

0.047

62.50%

885.00

35.10

lock
****

0.05

71PCR: 0.10

6.50

lock
****

3.53

0.00

0.00%

-1.000

0.000

0.000

0.000

0.006

-0.030

0.015

0.033

62.50%

22.50

45.75

lock
****

0.05

72PCR: 0.31

10.00

lock
****

14.03

52.50

0.00%

-1.000

0.000

0.000

0.000

0.004

-0.021

0.010

0.021

62.50%

7.50

29.18

lock
****

0.05

73PCR: 0.09

11.50

lock
****

2.70

22.50

93.75%

-0.907

0.022

-0.103

0.013

0.003

-0.015

0.007

0.014

62.50%

22.50

72.00

lock
****

0.05

74PCR: 0.55

12.25

lock
****

39.53

232.50

78.13%

-0.958

0.014

-0.046

0.007

0.001

-0.007

0.003

0.006

62.50%

15.00

23.33

lock
****

0.05

76PCR: 0.96

13.70

lock
****

22.35

82.50

0.00%

-1.000

0.000

0.000

0.000

IDFC FIRST BANK LIMITED - Statistics

Day Range
₹61.20 - ₹65.33
52w Range
₹59.30 - ₹89.90
Volume
40,780,592

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Underlying Assets & Securities

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IDFC FIRST BANK LIMITED

61.68

-3.39 (-5.21%)

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 ₹61.68.

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 212.93 Lakhs. The 65.00 strike for IDFC FIRST BANK LIMITED put options has an OI of 104.03 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 61.00. The call price is ₹1.25 and the put price is ₹0.45.

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 61.00 strike is 4.40.

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 23.44% and 23.44% 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 61.00 and the call option is priced at ₹1.25. If IDFC FIRST BANK LIMITED moves up by ₹1, then the approximate change in price for the option is +₹0.6693. The value of 0.6693 is the option's 'Delta'.