[--[65.84.65.76]--]

IDFCFIRSTB

Idfc First Bank Limited
67.06 -0.77 (-1.14%)
L: 67.05 H: 68.64

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Historical option data for IDFCFIRSTB

24 Apr 2026 01:29 PM IST
IDFCFIRSTB 28-Apr-2026 (4d) 63 CE
Delta: 0.84
Vega: 0
Theta: -0.12
Gamma: 0.05488
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 67.05 4.51 -0.3799999999999999 59.65 30 -6 508
23 Apr 67.83 4.91 -0.7299999999999995 53.8 100 -29 514
22 Apr 68.38 5.68 0.33000000000000007 47.99 109 -56 544
21 Apr 67.94 5.47 0.45999999999999996 46.71 41 -5 598
20 Apr 67.50 5.01 -0.9400000000000004 55.01 82 -31 613
17 Apr 68.53 5.82 0.3700000000000001 40.56 34 -7 644
16 Apr 67.82 5.32 0.5600000000000005 40.74 90 -4 649
15 Apr 66.91 4.75 1.3199999999999998 44.86 81 -4 655
13 Apr 64.86 3.51 -0.9400000000000004 44.28 136 9 659
10 Apr 66.21 4.45 0.5900000000000003 40.32 31 -4 650
9 Apr 65.28 3.84 -0.56 40.14 56 -13 654
8 Apr 65.87 4.59 2.71 41.18 418 -49 667
7 Apr 61.19 1.85 -0.08 42.35 333 13 716
6 Apr 61.08 1.95 0.22 42.59 363 3 702
2 Apr 60.22 1.8 0.07 41.35 251 18 700
1 Apr 60.18 1.73 0.13 41 486 240 682
30 Mar 58.85 1.55 -1.34 44.49 344 81 441
27 Mar 61.87 2.9 -0.75 43.56 372 132 361
25 Mar 63.24 3.72 0.55 42.98 241 13 230
24 Mar 62.09 3.22 0.51 44.22 90 32 217
23 Mar 60.24 2.67 -1.05 48.27 237 132 183
20 Mar 62.95 3.72 0.12 41.12 23 13 51
19 Mar 62.61 3.61 -1.23 40.05 53 21 36
18 Mar 65.26 4.84 0.84 36.49 8 -1 16
17 Mar 63.66 4 0.26 38.04 12 5 16
16 Mar 62.81 3.7 -0.47 40.09 16 7 11
13 Mar 62.57 4.17 -5.82 45.3 5 3 3
12 Mar 64.78 9.99 0 - 0 0 0
11 Mar 66.16 9.99 0 - 0 0 0
10 Mar 67.27 9.99 0 - 0 0 0
9 Mar 66.76 9.99 0 - 0 0 0
6 Mar 69.98 9.99 0 - 0 0 0
5 Mar 70.40 9.99 0 - 0 0 0
4 Mar 70.06 9.99 0 - 0 0 0
2 Mar 71.78 9.99 0 - 0 0 0
27 Feb 73.48 9.99 0 - 0 0 0
26 Feb 72.81 9.99 0 - 0 0 0
25 Feb 70.22 9.99 0 0 0 0 0


For Idfc First Bank Limited - strike price 63 expiring on 28APR2026

Delta for 63 CE is 0.84

Historical price for 63 CE is as follows

On 24 Apr IDFCFIRSTB was trading at 67.05. The strike last trading price was 4.51, which was -0.3799999999999999 lower than the previous day. The implied volatity was 59.65, the open interest changed by -6 which decreased total open position to 508


On 23 Apr IDFCFIRSTB was trading at 67.83. The strike last trading price was 4.91, which was -0.7299999999999995 lower than the previous day. The implied volatity was 53.8, the open interest changed by -29 which decreased total open position to 514


On 22 Apr IDFCFIRSTB was trading at 68.38. The strike last trading price was 5.68, which was 0.33000000000000007 higher than the previous day. The implied volatity was 47.99, the open interest changed by -56 which decreased total open position to 544


On 21 Apr IDFCFIRSTB was trading at 67.94. The strike last trading price was 5.47, which was 0.45999999999999996 higher than the previous day. The implied volatity was 46.71, the open interest changed by -5 which decreased total open position to 598


On 20 Apr IDFCFIRSTB was trading at 67.50. The strike last trading price was 5.01, which was -0.9400000000000004 lower than the previous day. The implied volatity was 55.01, the open interest changed by -31 which decreased total open position to 613


On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was 5.82, which was 0.3700000000000001 higher than the previous day. The implied volatity was 40.56, the open interest changed by -7 which decreased total open position to 644


On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was 5.32, which was 0.5600000000000005 higher than the previous day. The implied volatity was 40.74, the open interest changed by -4 which decreased total open position to 649


On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was 4.75, which was 1.3199999999999998 higher than the previous day. The implied volatity was 44.86, the open interest changed by -4 which decreased total open position to 655


On 13 Apr IDFCFIRSTB was trading at 64.86. The strike last trading price was 3.51, which was -0.9400000000000004 lower than the previous day. The implied volatity was 44.28, the open interest changed by 9 which increased total open position to 659


On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 4.45, which was 0.5900000000000003 higher than the previous day. The implied volatity was 40.32, the open interest changed by -4 which decreased total open position to 650


On 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 3.84, which was -0.56 lower than the previous day. The implied volatity was 40.14, the open interest changed by -13 which decreased total open position to 654


On 8 Apr IDFCFIRSTB was trading at 65.87. The strike last trading price was 4.59, which was 2.71 higher than the previous day. The implied volatity was 41.18, the open interest changed by -49 which decreased total open position to 667


On 7 Apr IDFCFIRSTB was trading at 61.19. The strike last trading price was 1.85, which was -0.08 lower than the previous day. The implied volatity was 42.35, the open interest changed by 13 which increased total open position to 716


On 6 Apr IDFCFIRSTB was trading at 61.08. The strike last trading price was 1.95, which was 0.22 higher than the previous day. The implied volatity was 42.59, the open interest changed by 3 which increased total open position to 702


On 2 Apr IDFCFIRSTB was trading at 60.22. The strike last trading price was 1.8, which was 0.07 higher than the previous day. The implied volatity was 41.35, the open interest changed by 18 which increased total open position to 700


On 1 Apr IDFCFIRSTB was trading at 60.18. The strike last trading price was 1.73, which was 0.13 higher than the previous day. The implied volatity was 41, the open interest changed by 240 which increased total open position to 682


On 30 Mar IDFCFIRSTB was trading at 58.85. The strike last trading price was 1.55, which was -1.34 lower than the previous day. The implied volatity was 44.49, the open interest changed by 81 which increased total open position to 441


On 27 Mar IDFCFIRSTB was trading at 61.87. The strike last trading price was 2.9, which was -0.75 lower than the previous day. The implied volatity was 43.56, the open interest changed by 132 which increased total open position to 361


On 25 Mar IDFCFIRSTB was trading at 63.24. The strike last trading price was 3.72, which was 0.55 higher than the previous day. The implied volatity was 42.98, the open interest changed by 13 which increased total open position to 230


On 24 Mar IDFCFIRSTB was trading at 62.09. The strike last trading price was 3.22, which was 0.51 higher than the previous day. The implied volatity was 44.22, the open interest changed by 32 which increased total open position to 217


On 23 Mar IDFCFIRSTB was trading at 60.24. The strike last trading price was 2.67, which was -1.05 lower than the previous day. The implied volatity was 48.27, the open interest changed by 132 which increased total open position to 183


On 20 Mar IDFCFIRSTB was trading at 62.95. The strike last trading price was 3.72, which was 0.12 higher than the previous day. The implied volatity was 41.12, the open interest changed by 13 which increased total open position to 51


On 19 Mar IDFCFIRSTB was trading at 62.61. The strike last trading price was 3.61, which was -1.23 lower than the previous day. The implied volatity was 40.05, the open interest changed by 21 which increased total open position to 36


On 18 Mar IDFCFIRSTB was trading at 65.26. The strike last trading price was 4.84, which was 0.84 higher than the previous day. The implied volatity was 36.49, the open interest changed by -1 which decreased total open position to 16


On 17 Mar IDFCFIRSTB was trading at 63.66. The strike last trading price was 4, which was 0.26 higher than the previous day. The implied volatity was 38.04, the open interest changed by 5 which increased total open position to 16


On 16 Mar IDFCFIRSTB was trading at 62.81. The strike last trading price was 3.7, which was -0.47 lower than the previous day. The implied volatity was 40.09, the open interest changed by 7 which increased total open position to 11


On 13 Mar IDFCFIRSTB was trading at 62.57. The strike last trading price was 4.17, which was -5.82 lower than the previous day. The implied volatity was 45.3, the open interest changed by 3 which increased total open position to 3


On 12 Mar IDFCFIRSTB was trading at 64.78. The strike last trading price was 9.99, 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 11 Mar IDFCFIRSTB was trading at 66.16. The strike last trading price was 9.99, 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 10 Mar IDFCFIRSTB was trading at 67.27. The strike last trading price was 9.99, 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 9 Mar IDFCFIRSTB was trading at 66.76. The strike last trading price was 9.99, 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 6 Mar IDFCFIRSTB was trading at 69.98. The strike last trading price was 9.99, 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 9.99, 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 9.99, 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 9.99, 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 9.99, 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 9.99, 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 9.99, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


IDFCFIRSTB 28-Apr-2026 (4d) 63 PE
Delta: -0.15
Vega: 0
Theta: -0.11
Gamma: 0.05451
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 67.05 0.34 0.08000000000000002 57.8 387 -86 361
23 Apr 67.83 0.26 0.03 53.43 346 -46 450
22 Apr 68.38 0.25 -0.16999999999999998 51.94 485 -84 496
21 Apr 67.94 0.38 -0.18999999999999995 54.57 145 2 578
20 Apr 67.50 0.63 0.19 54.62 250 -32 578
17 Apr 68.53 0.45 -0.12999999999999995 47.5 331 -89 611
16 Apr 67.82 0.62 -0.18000000000000005 47.49 394 -9 702
15 Apr 66.91 0.84 -0.5200000000000001 46.58 267 24 713
13 Apr 64.86 1.33 0.28 43.03 301 3 683
10 Apr 66.21 1.06 -0.3599999999999999 41.81 316 -31 683
9 Apr 65.28 1.44 0.2 43.28 258 -27 717
8 Apr 65.87 1.2 -2.22 42.81 1,040 429 737
7 Apr 61.19 3.44 0.03 44.61 51 19 308
6 Apr 61.08 3.45 -0.65 44.59 132 -9 286
2 Apr 60.22 4.11 -0.04 45.3 53 -16 295
1 Apr 60.18 4.18 -1.22 43.3 109 6 312
30 Mar 58.85 5.35 1.63 46.93 131 -8 306
27 Mar 61.87 3.76 0.8 46.99 162 91 313
25 Mar 63.24 2.9 -0.81 43.17 219 95 223
24 Mar 62.09 3.73 -1.37 46.2 79 21 128
23 Mar 60.24 5.1 1.89 50.26 38 3 107
20 Mar 62.95 3.23 -0.33 43.7 26 15 104
19 Mar 62.61 3.48 1.28 45.6 80 67 87
18 Mar 65.26 2.2 -1.4 41.05 21 -1 18
17 Mar 63.66 3.6 0.05 - 1 0 19
16 Mar 62.81 3.6 0.05 45.11 1 0 18
13 Mar 62.57 3.55 1.69 42.11 8 2 18
12 Mar 64.78 1.86 -0.1 - 0 0 0
11 Mar 66.16 1.86 -0.1 - 0 0 16
10 Mar 67.27 1.86 -0.1 42.18 15 9 16
9 Mar 66.76 1.94 0.64 40.38 9 7 7
6 Mar 69.98 1.3 0 10.46 0 0 0
5 Mar 70.40 1.3 0 10.9 0 0 0
4 Mar 70.06 1.3 0 9.5 0 0 0
2 Mar 71.78 1.3 0 11.97 0 0 0
27 Feb 73.48 1.3 0 13.19 0 0 0
26 Feb 72.81 1.3 0 12.48 0 0 0
25 Feb 70.22 1.3 0 9.19 0 0 0


For Idfc First Bank Limited - strike price 63 expiring on 28APR2026

Delta for 63 PE is -0.15

Historical price for 63 PE is as follows

On 24 Apr IDFCFIRSTB was trading at 67.05. The strike last trading price was 0.34, which was 0.08000000000000002 higher than the previous day. The implied volatity was 57.8, the open interest changed by -86 which decreased total open position to 361


On 23 Apr IDFCFIRSTB was trading at 67.83. The strike last trading price was 0.26, which was 0.03 higher than the previous day. The implied volatity was 53.43, the open interest changed by -46 which decreased total open position to 450


On 22 Apr IDFCFIRSTB was trading at 68.38. The strike last trading price was 0.25, which was -0.16999999999999998 lower than the previous day. The implied volatity was 51.94, the open interest changed by -84 which decreased total open position to 496


On 21 Apr IDFCFIRSTB was trading at 67.94. The strike last trading price was 0.38, which was -0.18999999999999995 lower than the previous day. The implied volatity was 54.57, the open interest changed by 2 which increased total open position to 578


On 20 Apr IDFCFIRSTB was trading at 67.50. The strike last trading price was 0.63, which was 0.19 higher than the previous day. The implied volatity was 54.62, the open interest changed by -32 which decreased total open position to 578


On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was 0.45, which was -0.12999999999999995 lower than the previous day. The implied volatity was 47.5, the open interest changed by -89 which decreased total open position to 611


On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was 0.62, which was -0.18000000000000005 lower than the previous day. The implied volatity was 47.49, the open interest changed by -9 which decreased total open position to 702


On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was 0.84, which was -0.5200000000000001 lower than the previous day. The implied volatity was 46.58, the open interest changed by 24 which increased total open position to 713


On 13 Apr IDFCFIRSTB was trading at 64.86. The strike last trading price was 1.33, which was 0.28 higher than the previous day. The implied volatity was 43.03, the open interest changed by 3 which increased total open position to 683


On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 1.06, which was -0.3599999999999999 lower than the previous day. The implied volatity was 41.81, the open interest changed by -31 which decreased total open position to 683


On 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 1.44, which was 0.2 higher than the previous day. The implied volatity was 43.28, the open interest changed by -27 which decreased total open position to 717


On 8 Apr IDFCFIRSTB was trading at 65.87. The strike last trading price was 1.2, which was -2.22 lower than the previous day. The implied volatity was 42.81, the open interest changed by 429 which increased total open position to 737


On 7 Apr IDFCFIRSTB was trading at 61.19. The strike last trading price was 3.44, which was 0.03 higher than the previous day. The implied volatity was 44.61, the open interest changed by 19 which increased total open position to 308


On 6 Apr IDFCFIRSTB was trading at 61.08. The strike last trading price was 3.45, which was -0.65 lower than the previous day. The implied volatity was 44.59, the open interest changed by -9 which decreased total open position to 286


On 2 Apr IDFCFIRSTB was trading at 60.22. The strike last trading price was 4.11, which was -0.04 lower than the previous day. The implied volatity was 45.3, the open interest changed by -16 which decreased total open position to 295


On 1 Apr IDFCFIRSTB was trading at 60.18. The strike last trading price was 4.18, which was -1.22 lower than the previous day. The implied volatity was 43.3, the open interest changed by 6 which increased total open position to 312


On 30 Mar IDFCFIRSTB was trading at 58.85. The strike last trading price was 5.35, which was 1.63 higher than the previous day. The implied volatity was 46.93, the open interest changed by -8 which decreased total open position to 306


On 27 Mar IDFCFIRSTB was trading at 61.87. The strike last trading price was 3.76, which was 0.8 higher than the previous day. The implied volatity was 46.99, the open interest changed by 91 which increased total open position to 313


On 25 Mar IDFCFIRSTB was trading at 63.24. The strike last trading price was 2.9, which was -0.81 lower than the previous day. The implied volatity was 43.17, the open interest changed by 95 which increased total open position to 223


On 24 Mar IDFCFIRSTB was trading at 62.09. The strike last trading price was 3.73, which was -1.37 lower than the previous day. The implied volatity was 46.2, the open interest changed by 21 which increased total open position to 128


On 23 Mar IDFCFIRSTB was trading at 60.24. The strike last trading price was 5.1, which was 1.89 higher than the previous day. The implied volatity was 50.26, the open interest changed by 3 which increased total open position to 107


On 20 Mar IDFCFIRSTB was trading at 62.95. The strike last trading price was 3.23, which was -0.33 lower than the previous day. The implied volatity was 43.7, the open interest changed by 15 which increased total open position to 104


On 19 Mar IDFCFIRSTB was trading at 62.61. The strike last trading price was 3.48, which was 1.28 higher than the previous day. The implied volatity was 45.6, the open interest changed by 67 which increased total open position to 87


On 18 Mar IDFCFIRSTB was trading at 65.26. The strike last trading price was 2.2, which was -1.4 lower than the previous day. The implied volatity was 41.05, the open interest changed by -1 which decreased total open position to 18


On 17 Mar IDFCFIRSTB was trading at 63.66. The strike last trading price was 3.6, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 16 Mar IDFCFIRSTB was trading at 62.81. The strike last trading price was 3.6, which was 0.05 higher than the previous day. The implied volatity was 45.11, the open interest changed by 0 which decreased total open position to 18


On 13 Mar IDFCFIRSTB was trading at 62.57. The strike last trading price was 3.55, which was 1.69 higher than the previous day. The implied volatity was 42.11, the open interest changed by 2 which increased total open position to 18


On 12 Mar IDFCFIRSTB was trading at 64.78. The strike last trading price was 1.86, which was -0.1 lower than the previous day. The implied volatity was -, 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 1.86, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16


On 10 Mar IDFCFIRSTB was trading at 67.27. The strike last trading price was 1.86, which was -0.1 lower than the previous day. The implied volatity was 42.18, the open interest changed by 9 which increased total open position to 16


On 9 Mar IDFCFIRSTB was trading at 66.76. The strike last trading price was 1.94, which was 0.64 higher than the previous day. The implied volatity was 40.38, the open interest changed by 7 which increased total open position to 7


On 6 Mar IDFCFIRSTB was trading at 69.98. The strike last trading price was 1.3, which was 0 lower than the previous day. The implied volatity was 10.46, 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 1.3, which was 0 lower than the previous day. The implied volatity was 10.9, 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 1.3, which was 0 lower than the previous day. The implied volatity was 9.5, 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 1.3, which was 0 lower than the previous day. The implied volatity was 11.97, 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 1.3, which was 0 lower than the previous day. The implied volatity was 13.19, 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 1.3, which was 0 lower than the previous day. The implied volatity was 12.48, 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 1.3, which was 0 lower than the previous day. The implied volatity was 9.19, the open interest changed by 0 which decreased total open position to 0