[--[65.84.65.76]--]

IDFCFIRSTB

Idfc First Bank Limited
67.07 -0.76 (-1.12%)
L: 67.05 H: 68.64

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Historical option data for IDFCFIRSTB

24 Apr 2026 01:31 PM IST
IDFCFIRSTB 28-Apr-2026 (4d) 62 CE
Delta: 0.87
Vega: 0
Theta: -0.12
Gamma: 0.04225
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 67.05 5.54 -0.2999999999999998 66.39 69 -46 179
23 Apr 67.83 5.84 -0.6900000000000004 54.97 25 -7 226
22 Apr 68.38 6.5 0.2400000000000002 46.48 34 -31 234
21 Apr 67.94 6.44 0.47000000000000064 51.59 46 -31 266
20 Apr 67.50 5.88 -1.08 55.26 19 -7 297
17 Apr 68.53 6.77 0.46999999999999975 43.16 75 -54 306
16 Apr 67.82 6.2 0.6200000000000001 43.22 50 -10 360
15 Apr 66.91 5.55 1.3499999999999996 45.59 78 -32 370
13 Apr 64.86 4.2 -0.9799999999999995 45.06 51 -12 401
10 Apr 66.21 5.18 0.6099999999999994 40.22 83 -24 413
9 Apr 65.28 4.57 -0.65 41.17 81 -12 437
8 Apr 65.87 5.33 2.98 41.64 467 -139 463
7 Apr 61.19 2.33 -0.07 43.42 440 26 603
6 Apr 61.08 2.45 0.34 43.89 628 64 578
2 Apr 60.22 2.2 0.08 41.6 373 -8 515
1 Apr 60.18 2.15 0.22 41.75 598 43 522
30 Mar 58.85 1.89 -1.52 44.9 766 97 481
27 Mar 61.87 3.43 -0.81 44.47 416 211 406
25 Mar 63.24 4.25 0.56 42.94 59 -6 195
24 Mar 62.09 3.73 0.68 44.69 256 82 202
23 Mar 60.24 3.02 -1.18 47.73 159 109 122
20 Mar 62.95 4.2 0.2 40.56 4 1 0
19 Mar 62.61 4 -1.28 38.42 4 0 10
18 Mar 65.26 5.28 0.72 33.7 14 0 13
17 Mar 63.66 4.6 0.2 38.51 4 0 13
16 Mar 62.81 4.4 0.05 42.32 26 8 13
13 Mar 62.57 4.29 -1.41 40.97 7 1 4
12 Mar 64.78 5.7 -1.1 39.73 1 0 0
11 Mar 66.16 6.8 -15.75 - 0 0 2
10 Mar 67.27 6.8 -15.75 - 2 0 2
9 Mar 66.76 6.8 -15.75 34.98 2 1 1
6 Mar 69.98 22.55 0 - 0 0 0
5 Mar 70.40 22.55 0 - 0 0 0
4 Mar 70.06 22.55 0 - 0 0 0
2 Mar 71.78 22.55 0 - 0 0 0
27 Feb 73.48 22.55 0 - 0 0 0
26 Feb 72.81 22.55 0 - 0 0 0
25 Feb 70.22 22.55 0 - 0 0 0
24 Feb 70.97 22.55 0 - 0 0 0
23 Feb 70.04 22.55 0 - 0 0 0


For Idfc First Bank Limited - strike price 62 expiring on 28APR2026

Delta for 62 CE is 0.87

Historical price for 62 CE is as follows

On 24 Apr IDFCFIRSTB was trading at 67.05. The strike last trading price was 5.54, which was -0.2999999999999998 lower than the previous day. The implied volatity was 66.39, the open interest changed by -46 which decreased total open position to 179


On 23 Apr IDFCFIRSTB was trading at 67.83. The strike last trading price was 5.84, which was -0.6900000000000004 lower than the previous day. The implied volatity was 54.97, the open interest changed by -7 which decreased total open position to 226


On 22 Apr IDFCFIRSTB was trading at 68.38. The strike last trading price was 6.5, which was 0.2400000000000002 higher than the previous day. The implied volatity was 46.48, the open interest changed by -31 which decreased total open position to 234


On 21 Apr IDFCFIRSTB was trading at 67.94. The strike last trading price was 6.44, which was 0.47000000000000064 higher than the previous day. The implied volatity was 51.59, the open interest changed by -31 which decreased total open position to 266


On 20 Apr IDFCFIRSTB was trading at 67.50. The strike last trading price was 5.88, which was -1.08 lower than the previous day. The implied volatity was 55.26, the open interest changed by -7 which decreased total open position to 297


On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was 6.77, which was 0.46999999999999975 higher than the previous day. The implied volatity was 43.16, the open interest changed by -54 which decreased total open position to 306


On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was 6.2, which was 0.6200000000000001 higher than the previous day. The implied volatity was 43.22, the open interest changed by -10 which decreased total open position to 360


On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was 5.55, which was 1.3499999999999996 higher than the previous day. The implied volatity was 45.59, the open interest changed by -32 which decreased total open position to 370


On 13 Apr IDFCFIRSTB was trading at 64.86. The strike last trading price was 4.2, which was -0.9799999999999995 lower than the previous day. The implied volatity was 45.06, the open interest changed by -12 which decreased total open position to 401


On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 5.18, which was 0.6099999999999994 higher than the previous day. The implied volatity was 40.22, the open interest changed by -24 which decreased total open position to 413


On 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 4.57, which was -0.65 lower than the previous day. The implied volatity was 41.17, the open interest changed by -12 which decreased total open position to 437


On 8 Apr IDFCFIRSTB was trading at 65.87. The strike last trading price was 5.33, which was 2.98 higher than the previous day. The implied volatity was 41.64, the open interest changed by -139 which decreased total open position to 463


On 7 Apr IDFCFIRSTB was trading at 61.19. The strike last trading price was 2.33, which was -0.07 lower than the previous day. The implied volatity was 43.42, the open interest changed by 26 which increased total open position to 603


On 6 Apr IDFCFIRSTB was trading at 61.08. The strike last trading price was 2.45, which was 0.34 higher than the previous day. The implied volatity was 43.89, the open interest changed by 64 which increased total open position to 578


On 2 Apr IDFCFIRSTB was trading at 60.22. The strike last trading price was 2.2, which was 0.08 higher than the previous day. The implied volatity was 41.6, the open interest changed by -8 which decreased total open position to 515


On 1 Apr IDFCFIRSTB was trading at 60.18. The strike last trading price was 2.15, which was 0.22 higher than the previous day. The implied volatity was 41.75, the open interest changed by 43 which increased total open position to 522


On 30 Mar IDFCFIRSTB was trading at 58.85. The strike last trading price was 1.89, which was -1.52 lower than the previous day. The implied volatity was 44.9, the open interest changed by 97 which increased total open position to 481


On 27 Mar IDFCFIRSTB was trading at 61.87. The strike last trading price was 3.43, which was -0.81 lower than the previous day. The implied volatity was 44.47, the open interest changed by 211 which increased total open position to 406


On 25 Mar IDFCFIRSTB was trading at 63.24. The strike last trading price was 4.25, which was 0.56 higher than the previous day. The implied volatity was 42.94, the open interest changed by -6 which decreased total open position to 195


On 24 Mar IDFCFIRSTB was trading at 62.09. The strike last trading price was 3.73, which was 0.68 higher than the previous day. The implied volatity was 44.69, the open interest changed by 82 which increased total open position to 202


On 23 Mar IDFCFIRSTB was trading at 60.24. The strike last trading price was 3.02, which was -1.18 lower than the previous day. The implied volatity was 47.73, the open interest changed by 109 which increased total open position to 122


On 20 Mar IDFCFIRSTB was trading at 62.95. The strike last trading price was 4.2, which was 0.2 higher than the previous day. The implied volatity was 40.56, the open interest changed by 1 which increased total open position to 0


On 19 Mar IDFCFIRSTB was trading at 62.61. The strike last trading price was 4, which was -1.28 lower than the previous day. The implied volatity was 38.42, the open interest changed by 0 which decreased total open position to 10


On 18 Mar IDFCFIRSTB was trading at 65.26. The strike last trading price was 5.28, which was 0.72 higher than the previous day. The implied volatity was 33.7, the open interest changed by 0 which decreased total open position to 13


On 17 Mar IDFCFIRSTB was trading at 63.66. The strike last trading price was 4.6, which was 0.2 higher than the previous day. The implied volatity was 38.51, the open interest changed by 0 which decreased total open position to 13


On 16 Mar IDFCFIRSTB was trading at 62.81. The strike last trading price was 4.4, which was 0.05 higher than the previous day. The implied volatity was 42.32, the open interest changed by 8 which increased total open position to 13


On 13 Mar IDFCFIRSTB was trading at 62.57. The strike last trading price was 4.29, which was -1.41 lower than the previous day. The implied volatity was 40.97, the open interest changed by 1 which increased total open position to 4


On 12 Mar IDFCFIRSTB was trading at 64.78. The strike last trading price was 5.7, which was -1.1 lower than the previous day. The implied volatity was 39.73, the open interest changed by 0 which decreased total open position to 0


On 11 Mar IDFCFIRSTB was trading at 66.16. The strike last trading price was 6.8, which was -15.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 10 Mar IDFCFIRSTB was trading at 67.27. The strike last trading price was 6.8, which was -15.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 9 Mar IDFCFIRSTB was trading at 66.76. The strike last trading price was 6.8, which was -15.75 lower than the previous day. The implied volatity was 34.98, the open interest changed by 1 which increased total open position to 1


On 6 Mar IDFCFIRSTB was trading at 69.98. The strike last trading price was 22.55, 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 5 Mar IDFCFIRSTB was trading at 70.40. The strike last trading price was 22.55, 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 4 Mar IDFCFIRSTB was trading at 70.06. The strike last trading price was 22.55, 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 2 Mar IDFCFIRSTB was trading at 71.78. The strike last trading price was 22.55, 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 27 Feb IDFCFIRSTB was trading at 73.48. The strike last trading price was 22.55, 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 26 Feb IDFCFIRSTB was trading at 72.81. The strike last trading price was 22.55, 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 25 Feb IDFCFIRSTB was trading at 70.22. The strike last trading price was 22.55, 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 24 Feb IDFCFIRSTB was trading at 70.97. The strike last trading price was 22.55, 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 23 Feb IDFCFIRSTB was trading at 70.04. The strike last trading price was 22.55, 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


IDFCFIRSTB 28-Apr-2026 (4d) 62 PE
Delta: -0.11
Vega: 0
Theta: -0.08
Gamma: 0.0418
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 67.05 0.23 0.06 59.48 174 -55 349
23 Apr 67.83 0.18 0.01999999999999999 55.99 205 48 404
22 Apr 68.38 0.17 -0.11000000000000001 53.56 160 -21 361
21 Apr 67.94 0.27 -0.15999999999999998 55.15 243 2 381
20 Apr 67.50 0.46 0.13 56.01 275 -12 376
17 Apr 68.53 0.35 -0.10000000000000003 49.28 325 -64 389
16 Apr 67.82 0.47 -0.17000000000000004 48.67 376 24 455
15 Apr 66.91 0.68 -0.39 48.5 520 -5 445
13 Apr 64.86 1.06 0.21000000000000008 44.01 218 3 451
10 Apr 66.21 0.84 -0.29999999999999993 43.03 433 -3 448
9 Apr 65.28 1.17 0.18 44.49 293 -31 448
8 Apr 65.87 0.95 -1.89 43.53 761 -117 481
7 Apr 61.19 2.89 0 45.23 126 23 600
6 Apr 61.08 2.84 -0.83 43.94 188 69 580
2 Apr 60.22 3.62 0.07 47.05 65 11 511
1 Apr 60.18 3.55 -1.18 43.1 159 38 501
30 Mar 58.85 4.68 1.44 46.96 316 59 464
27 Mar 61.87 3.22 0.7 46.83 376 174 402
25 Mar 63.24 2.5 -0.73 43.95 88 25 227
24 Mar 62.09 3.24 -1.22 46.56 260 109 200
23 Mar 60.24 4.56 1.81 51.04 73 33 91
20 Mar 62.95 2.76 -0.28 43.7 16 1 58
19 Mar 62.61 2.95 1.06 44.96 58 15 54
18 Mar 65.26 1.89 -0.73 41.79 39 9 38
17 Mar 63.66 2.62 -0.34 43.8 17 5 29
16 Mar 62.81 3 -0.07 43.71 15 10 24
13 Mar 62.57 3.07 1.07 42.2 16 3 4
12 Mar 64.78 2 1.9 39.16 1 0 0
11 Mar 66.16 0.1 0 6.56 0 0 0
10 Mar 67.27 0.1 0 8.4 0 0 0
9 Mar 66.76 0.1 0 7.55 0 0 0
6 Mar 69.98 0.1 0 11.55 0 0 0
5 Mar 70.40 0.1 0 12.04 0 0 0
4 Mar 70.06 0.1 0 11.49 0 0 0
2 Mar 71.78 0.1 0 12.97 0 0 0
27 Feb 73.48 0.1 0 14.09 0 0 0
26 Feb 72.81 0.1 0 13.39 0 0 0
25 Feb 70.22 0.1 0 11.11 0 0 0
24 Feb 70.97 0.1 0 11.69 0 0 0
23 Feb 70.04 0.1 0 11 0 0 0


For Idfc First Bank Limited - strike price 62 expiring on 28APR2026

Delta for 62 PE is -0.11

Historical price for 62 PE is as follows

On 24 Apr IDFCFIRSTB was trading at 67.05. The strike last trading price was 0.23, which was 0.06 higher than the previous day. The implied volatity was 59.48, the open interest changed by -55 which decreased total open position to 349


On 23 Apr IDFCFIRSTB was trading at 67.83. The strike last trading price was 0.18, which was 0.01999999999999999 higher than the previous day. The implied volatity was 55.99, the open interest changed by 48 which increased total open position to 404


On 22 Apr IDFCFIRSTB was trading at 68.38. The strike last trading price was 0.17, which was -0.11000000000000001 lower than the previous day. The implied volatity was 53.56, the open interest changed by -21 which decreased total open position to 361


On 21 Apr IDFCFIRSTB was trading at 67.94. The strike last trading price was 0.27, which was -0.15999999999999998 lower than the previous day. The implied volatity was 55.15, the open interest changed by 2 which increased total open position to 381


On 20 Apr IDFCFIRSTB was trading at 67.50. The strike last trading price was 0.46, which was 0.13 higher than the previous day. The implied volatity was 56.01, the open interest changed by -12 which decreased total open position to 376


On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was 0.35, which was -0.10000000000000003 lower than the previous day. The implied volatity was 49.28, the open interest changed by -64 which decreased total open position to 389


On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was 0.47, which was -0.17000000000000004 lower than the previous day. The implied volatity was 48.67, the open interest changed by 24 which increased total open position to 455


On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was 0.68, which was -0.39 lower than the previous day. The implied volatity was 48.5, the open interest changed by -5 which decreased total open position to 445


On 13 Apr IDFCFIRSTB was trading at 64.86. The strike last trading price was 1.06, which was 0.21000000000000008 higher than the previous day. The implied volatity was 44.01, the open interest changed by 3 which increased total open position to 451


On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 0.84, which was -0.29999999999999993 lower than the previous day. The implied volatity was 43.03, the open interest changed by -3 which decreased total open position to 448


On 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 1.17, which was 0.18 higher than the previous day. The implied volatity was 44.49, the open interest changed by -31 which decreased total open position to 448


On 8 Apr IDFCFIRSTB was trading at 65.87. The strike last trading price was 0.95, which was -1.89 lower than the previous day. The implied volatity was 43.53, the open interest changed by -117 which decreased total open position to 481


On 7 Apr IDFCFIRSTB was trading at 61.19. The strike last trading price was 2.89, which was 0 lower than the previous day. The implied volatity was 45.23, the open interest changed by 23 which increased total open position to 600


On 6 Apr IDFCFIRSTB was trading at 61.08. The strike last trading price was 2.84, which was -0.83 lower than the previous day. The implied volatity was 43.94, the open interest changed by 69 which increased total open position to 580


On 2 Apr IDFCFIRSTB was trading at 60.22. The strike last trading price was 3.62, which was 0.07 higher than the previous day. The implied volatity was 47.05, the open interest changed by 11 which increased total open position to 511


On 1 Apr IDFCFIRSTB was trading at 60.18. The strike last trading price was 3.55, which was -1.18 lower than the previous day. The implied volatity was 43.1, the open interest changed by 38 which increased total open position to 501


On 30 Mar IDFCFIRSTB was trading at 58.85. The strike last trading price was 4.68, which was 1.44 higher than the previous day. The implied volatity was 46.96, the open interest changed by 59 which increased total open position to 464


On 27 Mar IDFCFIRSTB was trading at 61.87. The strike last trading price was 3.22, which was 0.7 higher than the previous day. The implied volatity was 46.83, the open interest changed by 174 which increased total open position to 402


On 25 Mar IDFCFIRSTB was trading at 63.24. The strike last trading price was 2.5, which was -0.73 lower than the previous day. The implied volatity was 43.95, the open interest changed by 25 which increased total open position to 227


On 24 Mar IDFCFIRSTB was trading at 62.09. The strike last trading price was 3.24, which was -1.22 lower than the previous day. The implied volatity was 46.56, the open interest changed by 109 which increased total open position to 200


On 23 Mar IDFCFIRSTB was trading at 60.24. The strike last trading price was 4.56, which was 1.81 higher than the previous day. The implied volatity was 51.04, the open interest changed by 33 which increased total open position to 91


On 20 Mar IDFCFIRSTB was trading at 62.95. The strike last trading price was 2.76, which was -0.28 lower than the previous day. The implied volatity was 43.7, the open interest changed by 1 which increased total open position to 58


On 19 Mar IDFCFIRSTB was trading at 62.61. The strike last trading price was 2.95, which was 1.06 higher than the previous day. The implied volatity was 44.96, the open interest changed by 15 which increased total open position to 54


On 18 Mar IDFCFIRSTB was trading at 65.26. The strike last trading price was 1.89, which was -0.73 lower than the previous day. The implied volatity was 41.79, the open interest changed by 9 which increased total open position to 38


On 17 Mar IDFCFIRSTB was trading at 63.66. The strike last trading price was 2.62, which was -0.34 lower than the previous day. The implied volatity was 43.8, the open interest changed by 5 which increased total open position to 29


On 16 Mar IDFCFIRSTB was trading at 62.81. The strike last trading price was 3, which was -0.07 lower than the previous day. The implied volatity was 43.71, the open interest changed by 10 which increased total open position to 24


On 13 Mar IDFCFIRSTB was trading at 62.57. The strike last trading price was 3.07, which was 1.07 higher than the previous day. The implied volatity was 42.2, the open interest changed by 3 which increased total open position to 4


On 12 Mar IDFCFIRSTB was trading at 64.78. The strike last trading price was 2, which was 1.9 higher than the previous day. The implied volatity was 39.16, the open interest changed by 0 which decreased total open position to 0


On 11 Mar IDFCFIRSTB was trading at 66.16. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 6.56, the open interest changed by 0 which decreased total open position to 0


On 10 Mar IDFCFIRSTB was trading at 67.27. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 8.4, the open interest changed by 0 which decreased total open position to 0


On 9 Mar IDFCFIRSTB was trading at 66.76. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 7.55, the open interest changed by 0 which decreased total open position to 0


On 6 Mar IDFCFIRSTB was trading at 69.98. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 11.55, the open interest changed by 0 which decreased total open position to 0


On 5 Mar IDFCFIRSTB was trading at 70.40. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 12.04, the open interest changed by 0 which decreased total open position to 0


On 4 Mar IDFCFIRSTB was trading at 70.06. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 11.49, the open interest changed by 0 which decreased total open position to 0


On 2 Mar IDFCFIRSTB was trading at 71.78. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 12.97, the open interest changed by 0 which decreased total open position to 0


On 27 Feb IDFCFIRSTB was trading at 73.48. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 14.09, the open interest changed by 0 which decreased total open position to 0


On 26 Feb IDFCFIRSTB was trading at 72.81. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 13.39, the open interest changed by 0 which decreased total open position to 0


On 25 Feb IDFCFIRSTB was trading at 70.22. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 11.11, the open interest changed by 0 which decreased total open position to 0


On 24 Feb IDFCFIRSTB was trading at 70.97. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 11.69, the open interest changed by 0 which decreased total open position to 0


On 23 Feb IDFCFIRSTB was trading at 70.04. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 11, the open interest changed by 0 which decreased total open position to 0