[--[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) 64 CE
Delta: 0.8
Vega: 0
Theta: -0.13
Gamma: 0.06765
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 67.05 3.75 -0.28000000000000025 55.14 42 -18 124
23 Apr 67.83 4.01 -0.6800000000000006 40.05 27 -5 142
22 Apr 68.38 4.69 0.16000000000000014 45.24 55 -13 148
21 Apr 67.94 4.69 0.25 45.03 17 -6 162
20 Apr 67.50 4.44 -0.7799999999999994 48.22 16 -3 168
17 Apr 68.53 5.13 0.5800000000000001 43.32 57 -43 171
16 Apr 67.82 4.5 0.4800000000000004 40.28 109 -48 216
15 Apr 66.91 3.96 1.23 43.51 101 -39 265
13 Apr 64.86 2.85 -0.8900000000000001 42.1 355 42 304
10 Apr 66.21 3.76 0.5699999999999998 39.41 154 7 265
9 Apr 65.28 3.16 -0.56 39.02 239 -16 258
8 Apr 65.87 3.85 2.36 39.79 687 -87 275
7 Apr 61.19 1.5 -0.03 42.5 103 12 364
6 Apr 61.08 1.55 0.13 41.97 191 -12 350
2 Apr 60.22 1.47 0.07 41.37 317 37 369
1 Apr 60.18 1.4 0.1 40.83 211 29 332
30 Mar 58.85 1.25 -1.18 43.98 386 75 302
27 Mar 61.87 2.44 -0.71 42.96 120 41 227
25 Mar 63.24 3.16 0.48 42.01 91 30 187
24 Mar 62.09 2.7 0.39 43.03 15 5 157
23 Mar 60.24 2.31 -0.87 48.14 31 11 152
20 Mar 62.95 3.2 0.15 40.61 26 18 140
19 Mar 62.61 3.16 -1.09 40.32 125 48 121
18 Mar 65.26 4.25 0.7 36.56 43 23 74
17 Mar 63.66 3.55 0.29 38.78 28 18 51
16 Mar 62.81 3.3 0.15 40.89 39 21 32
13 Mar 62.57 3.1 -1.4 38.38 12 5 6
12 Mar 64.78 4.46 -0.89 38.85 3 1 2
11 Mar 66.16 5.35 -15.31 40.39 1 0 0
10 Mar 67.27 20.66 0 - 0 0 0
9 Mar 66.76 20.66 0 - 0 0 0
6 Mar 69.98 20.66 0 - 0 0 0
5 Mar 70.40 20.66 0 - 0 0 0
4 Mar 70.06 20.66 0 - 0 0 0
2 Mar 71.78 20.66 0 - 0 0 0
27 Feb 73.48 20.66 0 - 0 0 0
26 Feb 72.81 20.66 0 - 0 0 0
25 Feb 70.22 20.66 0 - 0 0 0
24 Feb 70.97 20.66 0 - 0 0 0
23 Feb 70.04 20.66 0 - 0 0 0


For Idfc First Bank Limited - strike price 64 expiring on 28APR2026

Delta for 64 CE is 0.8

Historical price for 64 CE is as follows

On 24 Apr IDFCFIRSTB was trading at 67.05. The strike last trading price was 3.75, which was -0.28000000000000025 lower than the previous day. The implied volatity was 55.14, the open interest changed by -18 which decreased total open position to 124


On 23 Apr IDFCFIRSTB was trading at 67.83. The strike last trading price was 4.01, which was -0.6800000000000006 lower than the previous day. The implied volatity was 40.05, the open interest changed by -5 which decreased total open position to 142


On 22 Apr IDFCFIRSTB was trading at 68.38. The strike last trading price was 4.69, which was 0.16000000000000014 higher than the previous day. The implied volatity was 45.24, the open interest changed by -13 which decreased total open position to 148


On 21 Apr IDFCFIRSTB was trading at 67.94. The strike last trading price was 4.69, which was 0.25 higher than the previous day. The implied volatity was 45.03, the open interest changed by -6 which decreased total open position to 162


On 20 Apr IDFCFIRSTB was trading at 67.50. The strike last trading price was 4.44, which was -0.7799999999999994 lower than the previous day. The implied volatity was 48.22, the open interest changed by -3 which decreased total open position to 168


On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was 5.13, which was 0.5800000000000001 higher than the previous day. The implied volatity was 43.32, the open interest changed by -43 which decreased total open position to 171


On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was 4.5, which was 0.4800000000000004 higher than the previous day. The implied volatity was 40.28, the open interest changed by -48 which decreased total open position to 216


On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was 3.96, which was 1.23 higher than the previous day. The implied volatity was 43.51, the open interest changed by -39 which decreased total open position to 265


On 13 Apr IDFCFIRSTB was trading at 64.86. The strike last trading price was 2.85, which was -0.8900000000000001 lower than the previous day. The implied volatity was 42.1, the open interest changed by 42 which increased total open position to 304


On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 3.76, which was 0.5699999999999998 higher than the previous day. The implied volatity was 39.41, the open interest changed by 7 which increased total open position to 265


On 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 3.16, which was -0.56 lower than the previous day. The implied volatity was 39.02, the open interest changed by -16 which decreased total open position to 258


On 8 Apr IDFCFIRSTB was trading at 65.87. The strike last trading price was 3.85, which was 2.36 higher than the previous day. The implied volatity was 39.79, the open interest changed by -87 which decreased total open position to 275


On 7 Apr IDFCFIRSTB was trading at 61.19. The strike last trading price was 1.5, which was -0.03 lower than the previous day. The implied volatity was 42.5, the open interest changed by 12 which increased total open position to 364


On 6 Apr IDFCFIRSTB was trading at 61.08. The strike last trading price was 1.55, which was 0.13 higher than the previous day. The implied volatity was 41.97, the open interest changed by -12 which decreased total open position to 350


On 2 Apr IDFCFIRSTB was trading at 60.22. The strike last trading price was 1.47, which was 0.07 higher than the previous day. The implied volatity was 41.37, the open interest changed by 37 which increased total open position to 369


On 1 Apr IDFCFIRSTB was trading at 60.18. The strike last trading price was 1.4, which was 0.1 higher than the previous day. The implied volatity was 40.83, the open interest changed by 29 which increased total open position to 332


On 30 Mar IDFCFIRSTB was trading at 58.85. The strike last trading price was 1.25, which was -1.18 lower than the previous day. The implied volatity was 43.98, the open interest changed by 75 which increased total open position to 302


On 27 Mar IDFCFIRSTB was trading at 61.87. The strike last trading price was 2.44, which was -0.71 lower than the previous day. The implied volatity was 42.96, the open interest changed by 41 which increased total open position to 227


On 25 Mar IDFCFIRSTB was trading at 63.24. The strike last trading price was 3.16, which was 0.48 higher than the previous day. The implied volatity was 42.01, the open interest changed by 30 which increased total open position to 187


On 24 Mar IDFCFIRSTB was trading at 62.09. The strike last trading price was 2.7, which was 0.39 higher than the previous day. The implied volatity was 43.03, the open interest changed by 5 which increased total open position to 157


On 23 Mar IDFCFIRSTB was trading at 60.24. The strike last trading price was 2.31, which was -0.87 lower than the previous day. The implied volatity was 48.14, the open interest changed by 11 which increased total open position to 152


On 20 Mar IDFCFIRSTB was trading at 62.95. The strike last trading price was 3.2, which was 0.15 higher than the previous day. The implied volatity was 40.61, the open interest changed by 18 which increased total open position to 140


On 19 Mar IDFCFIRSTB was trading at 62.61. The strike last trading price was 3.16, which was -1.09 lower than the previous day. The implied volatity was 40.32, the open interest changed by 48 which increased total open position to 121


On 18 Mar IDFCFIRSTB was trading at 65.26. The strike last trading price was 4.25, which was 0.7 higher than the previous day. The implied volatity was 36.56, the open interest changed by 23 which increased total open position to 74


On 17 Mar IDFCFIRSTB was trading at 63.66. The strike last trading price was 3.55, which was 0.29 higher than the previous day. The implied volatity was 38.78, the open interest changed by 18 which increased total open position to 51


On 16 Mar IDFCFIRSTB was trading at 62.81. The strike last trading price was 3.3, which was 0.15 higher than the previous day. The implied volatity was 40.89, the open interest changed by 21 which increased total open position to 32


On 13 Mar IDFCFIRSTB was trading at 62.57. The strike last trading price was 3.1, which was -1.4 lower than the previous day. The implied volatity was 38.38, the open interest changed by 5 which increased total open position to 6


On 12 Mar IDFCFIRSTB was trading at 64.78. The strike last trading price was 4.46, which was -0.89 lower than the previous day. The implied volatity was 38.85, the open interest changed by 1 which increased total open position to 2


On 11 Mar IDFCFIRSTB was trading at 66.16. The strike last trading price was 5.35, which was -15.31 lower than the previous day. The implied volatity was 40.39, 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 20.66, 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 20.66, 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 20.66, 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 20.66, 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 20.66, 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 20.66, 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 20.66, 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 20.66, 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 20.66, 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 20.66, 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 20.66, 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) 64 PE
Delta: -0.21
Vega: 0
Theta: -0.13
Gamma: 0.06979
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 67.05 0.51 0.12 56.09 331 28 555
23 Apr 67.83 0.39 0.030000000000000027 52.59 140 -7 527
22 Apr 68.38 0.37 -0.19000000000000006 50.77 215 -30 535
21 Apr 67.94 0.52 -0.26 52.14 107 48 565
20 Apr 67.50 0.8 0.21000000000000008 53.21 165 -4 518
17 Apr 68.53 0.59 -0.17000000000000004 46.32 346 -87 530
16 Apr 67.82 0.8 -0.20999999999999996 46.28 517 156 620
15 Apr 66.91 1.06 -0.6399999999999999 44.34 463 136 463
13 Apr 64.86 1.67 0.33999999999999986 41.86 542 18 325
10 Apr 66.21 1.31 -0.44999999999999996 40.29 487 32 306
9 Apr 65.28 1.77 0.26 42.24 305 17 274
8 Apr 65.87 1.45 -2.53 41.22 710 48 263
7 Apr 61.19 4.04 -0.02 44.24 27 4 216
6 Apr 61.08 4.04 -0.56 43.97 58 1 214
2 Apr 60.22 4.6 -0.2 42.62 33 -6 213
1 Apr 60.18 4.8 -1.29 42.52 45 -4 219
30 Mar 58.85 6.06 1.76 46.86 154 37 223
27 Mar 61.87 4.23 0.83 45.57 58 -20 185
25 Mar 63.24 3.4 -0.87 43.1 70 51 206
24 Mar 62.09 4.24 -1.47 45.53 41 15 154
23 Mar 60.24 5.73 1.94 50.18 14 -7 141
20 Mar 62.95 3.8 -0.17 44.38 21 4 144
19 Mar 62.61 3.88 1.3 44.14 119 23 139
18 Mar 65.26 2.61 -0.82 41.06 69 56 117
17 Mar 63.66 3.43 -0.07 42.43 60 58 60
16 Mar 62.81 3.5 0.38 37.86 1 0 1
13 Mar 62.57 3.12 2.95 - 0 0 0
12 Mar 64.78 3.12 2.95 - 0 0 0
11 Mar 66.16 3.12 2.95 - 0 0 1
10 Mar 67.27 3.12 2.95 - 1 0 1
9 Mar 66.76 3.12 2.95 49.55 1 0 0
6 Mar 69.98 0.17 0 8.47 0 0 0
5 Mar 70.40 0.17 0 8.97 0 0 0
4 Mar 70.06 0.17 0 8.42 0 0 0
2 Mar 71.78 0.17 0 10.94 0 0 0
27 Feb 73.48 0.17 0 12.25 0 0 0
26 Feb 72.81 0.17 0 11.52 0 0 0
25 Feb 70.22 0.17 0 8.22 0 0 0
24 Feb 70.97 0.17 0 8.73 0 0 0
23 Feb 70.04 0.17 0 8.08 0 0 0


For Idfc First Bank Limited - strike price 64 expiring on 28APR2026

Delta for 64 PE is -0.21

Historical price for 64 PE is as follows

On 24 Apr IDFCFIRSTB was trading at 67.05. The strike last trading price was 0.51, which was 0.12 higher than the previous day. The implied volatity was 56.09, the open interest changed by 28 which increased total open position to 555


On 23 Apr IDFCFIRSTB was trading at 67.83. The strike last trading price was 0.39, which was 0.030000000000000027 higher than the previous day. The implied volatity was 52.59, the open interest changed by -7 which decreased total open position to 527


On 22 Apr IDFCFIRSTB was trading at 68.38. The strike last trading price was 0.37, which was -0.19000000000000006 lower than the previous day. The implied volatity was 50.77, the open interest changed by -30 which decreased total open position to 535


On 21 Apr IDFCFIRSTB was trading at 67.94. The strike last trading price was 0.52, which was -0.26 lower than the previous day. The implied volatity was 52.14, the open interest changed by 48 which increased total open position to 565


On 20 Apr IDFCFIRSTB was trading at 67.50. The strike last trading price was 0.8, which was 0.21000000000000008 higher than the previous day. The implied volatity was 53.21, the open interest changed by -4 which decreased total open position to 518


On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was 0.59, which was -0.17000000000000004 lower than the previous day. The implied volatity was 46.32, the open interest changed by -87 which decreased total open position to 530


On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was 0.8, which was -0.20999999999999996 lower than the previous day. The implied volatity was 46.28, the open interest changed by 156 which increased total open position to 620


On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was 1.06, which was -0.6399999999999999 lower than the previous day. The implied volatity was 44.34, the open interest changed by 136 which increased total open position to 463


On 13 Apr IDFCFIRSTB was trading at 64.86. The strike last trading price was 1.67, which was 0.33999999999999986 higher than the previous day. The implied volatity was 41.86, the open interest changed by 18 which increased total open position to 325


On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 1.31, which was -0.44999999999999996 lower than the previous day. The implied volatity was 40.29, the open interest changed by 32 which increased total open position to 306


On 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 1.77, which was 0.26 higher than the previous day. The implied volatity was 42.24, the open interest changed by 17 which increased total open position to 274


On 8 Apr IDFCFIRSTB was trading at 65.87. The strike last trading price was 1.45, which was -2.53 lower than the previous day. The implied volatity was 41.22, the open interest changed by 48 which increased total open position to 263


On 7 Apr IDFCFIRSTB was trading at 61.19. The strike last trading price was 4.04, which was -0.02 lower than the previous day. The implied volatity was 44.24, the open interest changed by 4 which increased total open position to 216


On 6 Apr IDFCFIRSTB was trading at 61.08. The strike last trading price was 4.04, which was -0.56 lower than the previous day. The implied volatity was 43.97, the open interest changed by 1 which increased total open position to 214


On 2 Apr IDFCFIRSTB was trading at 60.22. The strike last trading price was 4.6, which was -0.2 lower than the previous day. The implied volatity was 42.62, the open interest changed by -6 which decreased total open position to 213


On 1 Apr IDFCFIRSTB was trading at 60.18. The strike last trading price was 4.8, which was -1.29 lower than the previous day. The implied volatity was 42.52, the open interest changed by -4 which decreased total open position to 219


On 30 Mar IDFCFIRSTB was trading at 58.85. The strike last trading price was 6.06, which was 1.76 higher than the previous day. The implied volatity was 46.86, the open interest changed by 37 which increased total open position to 223


On 27 Mar IDFCFIRSTB was trading at 61.87. The strike last trading price was 4.23, which was 0.83 higher than the previous day. The implied volatity was 45.57, the open interest changed by -20 which decreased total open position to 185


On 25 Mar IDFCFIRSTB was trading at 63.24. The strike last trading price was 3.4, which was -0.87 lower than the previous day. The implied volatity was 43.1, the open interest changed by 51 which increased total open position to 206


On 24 Mar IDFCFIRSTB was trading at 62.09. The strike last trading price was 4.24, which was -1.47 lower than the previous day. The implied volatity was 45.53, the open interest changed by 15 which increased total open position to 154


On 23 Mar IDFCFIRSTB was trading at 60.24. The strike last trading price was 5.73, which was 1.94 higher than the previous day. The implied volatity was 50.18, the open interest changed by -7 which decreased total open position to 141


On 20 Mar IDFCFIRSTB was trading at 62.95. The strike last trading price was 3.8, which was -0.17 lower than the previous day. The implied volatity was 44.38, the open interest changed by 4 which increased total open position to 144


On 19 Mar IDFCFIRSTB was trading at 62.61. The strike last trading price was 3.88, which was 1.3 higher than the previous day. The implied volatity was 44.14, the open interest changed by 23 which increased total open position to 139


On 18 Mar IDFCFIRSTB was trading at 65.26. The strike last trading price was 2.61, which was -0.82 lower than the previous day. The implied volatity was 41.06, the open interest changed by 56 which increased total open position to 117


On 17 Mar IDFCFIRSTB was trading at 63.66. The strike last trading price was 3.43, which was -0.07 lower than the previous day. The implied volatity was 42.43, the open interest changed by 58 which increased total open position to 60


On 16 Mar IDFCFIRSTB was trading at 62.81. The strike last trading price was 3.5, which was 0.38 higher than the previous day. The implied volatity was 37.86, the open interest changed by 0 which decreased total open position to 1


On 13 Mar IDFCFIRSTB was trading at 62.57. The strike last trading price was 3.12, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Mar IDFCFIRSTB was trading at 64.78. The strike last trading price was 3.12, which was 2.95 higher 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 3.12, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 10 Mar IDFCFIRSTB was trading at 67.27. The strike last trading price was 3.12, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 9 Mar IDFCFIRSTB was trading at 66.76. The strike last trading price was 3.12, which was 2.95 higher than the previous day. The implied volatity was 49.55, 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 0.17, which was 0 lower than the previous day. The implied volatity was 8.47, 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 0.17, which was 0 lower than the previous day. The implied volatity was 8.97, 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 0.17, which was 0 lower than the previous day. The implied volatity was 8.42, 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 0.17, which was 0 lower than the previous day. The implied volatity was 10.94, 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 0.17, which was 0 lower than the previous day. The implied volatity was 12.25, 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 0.17, which was 0 lower than the previous day. The implied volatity was 11.52, 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 0.17, which was 0 lower than the previous day. The implied volatity was 8.22, 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 0.17, which was 0 lower than the previous day. The implied volatity was 8.73, 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 0.17, which was 0 lower than the previous day. The implied volatity was 8.08, the open interest changed by 0 which decreased total open position to 0