IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
20 Apr 2026 02:52 PM IST
| IDFCFIRSTB 28-Apr-2026 (8d) 65 CE | ||||||||||||||||
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Delta: 0.74
Vega: 0
Theta: -0.1
Gamma: 0.06789
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Apr | 67.69 | 3.61 | -0.6800000000000002 | 46.93 | 334 | -170 | 2,032 | |||||||||
| 17 Apr | 68.53 | 4.17 | 0.33999999999999986 | 40.26 | 358 | -111 | 2,201 | |||||||||
| 16 Apr | 67.82 | 3.75 | 0.43000000000000016 | 40.14 | 394 | -2 | 2,313 | |||||||||
| 15 Apr | 66.91 | 3.26 | 1.0599999999999996 | 43.02 | 514 | -81 | 2,317 | |||||||||
| 13 Apr | 64.86 | 2.29 | -0.75 | 41.52 | 1,253 | 288 | 2,402 | |||||||||
| 10 Apr | 66.21 | 3.04 | 0.4700000000000002 | 37.82 | 836 | -99 | 2,128 | |||||||||
| 9 Apr | 65.28 | 2.54 | -0.51 | 37.9 | 1,170 | 10 | 2,233 | |||||||||
| 8 Apr | 65.87 | 3.2 | 2.03 | 39.06 | 2,784 | -382 | 2,224 | |||||||||
| 7 Apr | 61.19 | 1.14 | -0.08 | 41.52 | 1,544 | 69 | 2,614 | |||||||||
| 6 Apr | 61.08 | 1.24 | 0.14 | 41.94 | 1,394 | 113 | 2,554 | |||||||||
| 2 Apr | 60.22 | 1.18 | 0.06 | 41.23 | 1,070 | 47 | 2,442 | |||||||||
| 1 Apr | 60.18 | 1.12 | 0.08 | 40.66 | 1,143 | 206 | 2,395 | |||||||||
| 30 Mar | 58.85 | 1.03 | -1.01 | 44.13 | 1,932 | 360 | 2,154 | |||||||||
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| 27 Mar | 61.87 | 2.05 | -0.63 | 42.67 | 539 | 111 | 1,782 | |||||||||
| 25 Mar | 63.24 | 2.7 | 0.4 | 41.74 | 1,427 | 685 | 1,670 | |||||||||
| 24 Mar | 62.09 | 2.34 | 0.35 | 43.35 | 238 | 7 | 982 | |||||||||
| 23 Mar | 60.24 | 1.99 | -0.78 | 48.05 | 440 | 41 | 973 | |||||||||
| 20 Mar | 62.95 | 2.76 | 0.07 | 40.51 | 166 | 28 | 931 | |||||||||
| 19 Mar | 62.61 | 2.8 | -0.9 | 41.13 | 738 | 497 | 905 | |||||||||
| 18 Mar | 65.26 | 3.74 | 0.71 | 36.98 | 445 | 171 | 408 | |||||||||
| 17 Mar | 63.66 | 3.04 | 0.11 | 38.27 | 150 | 30 | 237 | |||||||||
| 16 Mar | 62.81 | 2.82 | 0.04 | 40.24 | 138 | 56 | 208 | |||||||||
| 13 Mar | 62.57 | 2.77 | -1.16 | 39.34 | 136 | 67 | 152 | |||||||||
| 12 Mar | 64.78 | 3.95 | -1.2 | 38.95 | 118 | 70 | 88 | |||||||||
| 11 Mar | 66.16 | 5.15 | -0.3 | 44.24 | 11 | 6 | 18 | |||||||||
| 10 Mar | 67.27 | 5.45 | 0.47 | 36.93 | 10 | 5 | 11 | |||||||||
| 9 Mar | 66.76 | 4.98 | -2.42 | 35.69 | 11 | 3 | 7 | |||||||||
| 6 Mar | 69.98 | 7.4 | -0.2 | - | 0 | 0 | 4 | |||||||||
| 5 Mar | 70.40 | 7.4 | -0.2 | 31.75 | 1 | 0 | 3 | |||||||||
| 4 Mar | 70.06 | 7.6 | -0.94 | 37.29 | 3 | 2 | 2 | |||||||||
| 2 Mar | 71.78 | 8.54 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 73.48 | 8.54 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 72.81 | 8.54 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 70.22 | 8.54 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Idfc First Bank Limited - strike price 65 expiring on 28APR2026
Delta for 65 CE is 0.74
Historical price for 65 CE is as follows
On 20 Apr IDFCFIRSTB was trading at 67.69. The strike last trading price was 3.61, which was -0.6800000000000002 lower than the previous day. The implied volatity was 46.93, the open interest changed by -170 which decreased total open position to 2032
On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was 4.17, which was 0.33999999999999986 higher than the previous day. The implied volatity was 40.26, the open interest changed by -111 which decreased total open position to 2201
On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was 3.75, which was 0.43000000000000016 higher than the previous day. The implied volatity was 40.14, the open interest changed by -2 which decreased total open position to 2313
On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was 3.26, which was 1.0599999999999996 higher than the previous day. The implied volatity was 43.02, the open interest changed by -81 which decreased total open position to 2317
On 13 Apr IDFCFIRSTB was trading at 64.86. The strike last trading price was 2.29, which was -0.75 lower than the previous day. The implied volatity was 41.52, the open interest changed by 288 which increased total open position to 2402
On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 3.04, which was 0.4700000000000002 higher than the previous day. The implied volatity was 37.82, the open interest changed by -99 which decreased total open position to 2128
On 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 2.54, which was -0.51 lower than the previous day. The implied volatity was 37.9, the open interest changed by 10 which increased total open position to 2233
On 8 Apr IDFCFIRSTB was trading at 65.87. The strike last trading price was 3.2, which was 2.03 higher than the previous day. The implied volatity was 39.06, the open interest changed by -382 which decreased total open position to 2224
On 7 Apr IDFCFIRSTB was trading at 61.19. The strike last trading price was 1.14, which was -0.08 lower than the previous day. The implied volatity was 41.52, the open interest changed by 69 which increased total open position to 2614
On 6 Apr IDFCFIRSTB was trading at 61.08. The strike last trading price was 1.24, which was 0.14 higher than the previous day. The implied volatity was 41.94, the open interest changed by 113 which increased total open position to 2554
On 2 Apr IDFCFIRSTB was trading at 60.22. The strike last trading price was 1.18, which was 0.06 higher than the previous day. The implied volatity was 41.23, the open interest changed by 47 which increased total open position to 2442
On 1 Apr IDFCFIRSTB was trading at 60.18. The strike last trading price was 1.12, which was 0.08 higher than the previous day. The implied volatity was 40.66, the open interest changed by 206 which increased total open position to 2395
On 30 Mar IDFCFIRSTB was trading at 58.85. The strike last trading price was 1.03, which was -1.01 lower than the previous day. The implied volatity was 44.13, the open interest changed by 360 which increased total open position to 2154
On 27 Mar IDFCFIRSTB was trading at 61.87. The strike last trading price was 2.05, which was -0.63 lower than the previous day. The implied volatity was 42.67, the open interest changed by 111 which increased total open position to 1782
On 25 Mar IDFCFIRSTB was trading at 63.24. The strike last trading price was 2.7, which was 0.4 higher than the previous day. The implied volatity was 41.74, the open interest changed by 685 which increased total open position to 1670
On 24 Mar IDFCFIRSTB was trading at 62.09. The strike last trading price was 2.34, which was 0.35 higher than the previous day. The implied volatity was 43.35, the open interest changed by 7 which increased total open position to 982
On 23 Mar IDFCFIRSTB was trading at 60.24. The strike last trading price was 1.99, which was -0.78 lower than the previous day. The implied volatity was 48.05, the open interest changed by 41 which increased total open position to 973
On 20 Mar IDFCFIRSTB was trading at 62.95. The strike last trading price was 2.76, which was 0.07 higher than the previous day. The implied volatity was 40.51, the open interest changed by 28 which increased total open position to 931
On 19 Mar IDFCFIRSTB was trading at 62.61. The strike last trading price was 2.8, which was -0.9 lower than the previous day. The implied volatity was 41.13, the open interest changed by 497 which increased total open position to 905
On 18 Mar IDFCFIRSTB was trading at 65.26. The strike last trading price was 3.74, which was 0.71 higher than the previous day. The implied volatity was 36.98, the open interest changed by 171 which increased total open position to 408
On 17 Mar IDFCFIRSTB was trading at 63.66. The strike last trading price was 3.04, which was 0.11 higher than the previous day. The implied volatity was 38.27, the open interest changed by 30 which increased total open position to 237
On 16 Mar IDFCFIRSTB was trading at 62.81. The strike last trading price was 2.82, which was 0.04 higher than the previous day. The implied volatity was 40.24, the open interest changed by 56 which increased total open position to 208
On 13 Mar IDFCFIRSTB was trading at 62.57. The strike last trading price was 2.77, which was -1.16 lower than the previous day. The implied volatity was 39.34, the open interest changed by 67 which increased total open position to 152
On 12 Mar IDFCFIRSTB was trading at 64.78. The strike last trading price was 3.95, which was -1.2 lower than the previous day. The implied volatity was 38.95, the open interest changed by 70 which increased total open position to 88
On 11 Mar IDFCFIRSTB was trading at 66.16. The strike last trading price was 5.15, which was -0.3 lower than the previous day. The implied volatity was 44.24, the open interest changed by 6 which increased total open position to 18
On 10 Mar IDFCFIRSTB was trading at 67.27. The strike last trading price was 5.45, which was 0.47 higher than the previous day. The implied volatity was 36.93, the open interest changed by 5 which increased total open position to 11
On 9 Mar IDFCFIRSTB was trading at 66.76. The strike last trading price was 4.98, which was -2.42 lower than the previous day. The implied volatity was 35.69, the open interest changed by 3 which increased total open position to 7
On 6 Mar IDFCFIRSTB was trading at 69.98. The strike last trading price was 7.4, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Mar IDFCFIRSTB was trading at 70.40. The strike last trading price was 7.4, which was -0.2 lower than the previous day. The implied volatity was 31.75, the open interest changed by 0 which decreased total open position to 3
On 4 Mar IDFCFIRSTB was trading at 70.06. The strike last trading price was 7.6, which was -0.94 lower than the previous day. The implied volatity was 37.29, the open interest changed by 2 which increased total open position to 2
On 2 Mar IDFCFIRSTB was trading at 71.78. The strike last trading price was 8.54, 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 8.54, 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 8.54, 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 8.54, 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 (8d) 65 PE | |||||||
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Delta: -0.28
Vega: 0
Theta: -0.1
Gamma: 0.06426
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Apr | 67.69 | 0.94 | 0.17999999999999994 | 51.03 | 522 | -68 | 1,051 |
| 17 Apr | 68.53 | 0.76 | -0.20999999999999996 | 44.22 | 835 | -20 | 1,147 |
| 16 Apr | 67.82 | 1.02 | -0.25 | 44.74 | 1,212 | 16 | 1,167 |
| 15 Apr | 66.91 | 1.35 | -0.77 | 43.09 | 854 | 71 | 1,142 |
| 13 Apr | 64.86 | 2.05 | 0.41999999999999993 | 39.58 | 1,096 | 34 | 1,071 |
| 10 Apr | 66.21 | 1.62 | -0.5 | 39.04 | 1,232 | 56 | 1,038 |
| 9 Apr | 65.28 | 2.16 | 0.32 | 41.25 | 1,037 | 84 | 982 |
| 8 Apr | 65.87 | 1.76 | -2.89 | 39.82 | 1,117 | 66 | 898 |
| 7 Apr | 61.19 | 4.69 | -0.02 | 43.57 | 26 | 3 | 832 |
| 6 Apr | 61.08 | 4.71 | -0.71 | 43.8 | 36 | -1 | 831 |
| 2 Apr | 60.22 | 5.42 | -0.06 | 44.62 | 40 | -10 | 832 |
| 1 Apr | 60.18 | 5.5 | -1.34 | 42.25 | 105 | -6 | 844 |
| 30 Mar | 58.85 | 6.78 | 1.87 | 46.27 | 189 | 25 | 851 |
| 27 Mar | 61.87 | 4.86 | 0.93 | 45.74 | 115 | 73 | 826 |
| 25 Mar | 63.24 | 3.89 | -0.9 | 42.3 | 499 | 345 | 753 |
| 24 Mar | 62.09 | 4.84 | -1.31 | 45.48 | 174 | 79 | 408 |
| 23 Mar | 60.24 | 6.15 | 1.89 | 46.59 | 129 | -21 | 330 |
| 20 Mar | 62.95 | 4.3 | -0.35 | 43.69 | 122 | 37 | 351 |
| 19 Mar | 62.61 | 4.5 | 1.53 | 44.85 | 85 | 20 | 314 |
| 18 Mar | 65.26 | 3 | -0.88 | 40.31 | 157 | 102 | 292 |
| 17 Mar | 63.66 | 3.86 | -0.52 | 41.33 | 14 | 3 | 191 |
| 16 Mar | 62.81 | 4.4 | -0.16 | 41.77 | 14 | 1 | 188 |
| 13 Mar | 62.57 | 4.56 | 1.33 | 41.09 | 127 | 6 | 187 |
| 12 Mar | 64.78 | 3.3 | 0.39 | 39.4 | 69 | 24 | 181 |
| 11 Mar | 66.16 | 3 | 0.8 | 40.64 | 45 | 10 | 144 |
| 10 Mar | 67.27 | 2.2 | -0.56 | 37.67 | 29 | 8 | 131 |
| 9 Mar | 66.76 | 2.76 | 1.11 | 41.15 | 55 | 38 | 122 |
| 6 Mar | 69.98 | 1.65 | 0.19 | 38.58 | 17 | 7 | 79 |
| 5 Mar | 70.40 | 1.48 | -0.33 | 37.68 | 33 | 25 | 71 |
| 4 Mar | 70.06 | 1.81 | 0.49 | 39.98 | 33 | 8 | 46 |
| 2 Mar | 71.78 | 1.35 | 0.33 | 38.82 | 33 | 14 | 38 |
| 27 Feb | 73.48 | 1.02 | -0.08 | 37.11 | 21 | 6 | 23 |
| 26 Feb | 72.81 | 1.27 | -1.03 | 38.88 | 17 | 7 | 16 |
| 25 Feb | 70.22 | 2.3 | 0.47 | 43.57 | 18 | 7 | 7 |
For Idfc First Bank Limited - strike price 65 expiring on 28APR2026
Delta for 65 PE is -0.28
Historical price for 65 PE is as follows
On 20 Apr IDFCFIRSTB was trading at 67.69. The strike last trading price was 0.94, which was 0.17999999999999994 higher than the previous day. The implied volatity was 51.03, the open interest changed by -68 which decreased total open position to 1051
On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was 0.76, which was -0.20999999999999996 lower than the previous day. The implied volatity was 44.22, the open interest changed by -20 which decreased total open position to 1147
On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was 1.02, which was -0.25 lower than the previous day. The implied volatity was 44.74, the open interest changed by 16 which increased total open position to 1167
On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was 1.35, which was -0.77 lower than the previous day. The implied volatity was 43.09, the open interest changed by 71 which increased total open position to 1142
On 13 Apr IDFCFIRSTB was trading at 64.86. The strike last trading price was 2.05, which was 0.41999999999999993 higher than the previous day. The implied volatity was 39.58, the open interest changed by 34 which increased total open position to 1071
On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 1.62, which was -0.5 lower than the previous day. The implied volatity was 39.04, the open interest changed by 56 which increased total open position to 1038
On 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 2.16, which was 0.32 higher than the previous day. The implied volatity was 41.25, the open interest changed by 84 which increased total open position to 982
On 8 Apr IDFCFIRSTB was trading at 65.87. The strike last trading price was 1.76, which was -2.89 lower than the previous day. The implied volatity was 39.82, the open interest changed by 66 which increased total open position to 898
On 7 Apr IDFCFIRSTB was trading at 61.19. The strike last trading price was 4.69, which was -0.02 lower than the previous day. The implied volatity was 43.57, the open interest changed by 3 which increased total open position to 832
On 6 Apr IDFCFIRSTB was trading at 61.08. The strike last trading price was 4.71, which was -0.71 lower than the previous day. The implied volatity was 43.8, the open interest changed by -1 which decreased total open position to 831
On 2 Apr IDFCFIRSTB was trading at 60.22. The strike last trading price was 5.42, which was -0.06 lower than the previous day. The implied volatity was 44.62, the open interest changed by -10 which decreased total open position to 832
On 1 Apr IDFCFIRSTB was trading at 60.18. The strike last trading price was 5.5, which was -1.34 lower than the previous day. The implied volatity was 42.25, the open interest changed by -6 which decreased total open position to 844
On 30 Mar IDFCFIRSTB was trading at 58.85. The strike last trading price was 6.78, which was 1.87 higher than the previous day. The implied volatity was 46.27, the open interest changed by 25 which increased total open position to 851
On 27 Mar IDFCFIRSTB was trading at 61.87. The strike last trading price was 4.86, which was 0.93 higher than the previous day. The implied volatity was 45.74, the open interest changed by 73 which increased total open position to 826
On 25 Mar IDFCFIRSTB was trading at 63.24. The strike last trading price was 3.89, which was -0.9 lower than the previous day. The implied volatity was 42.3, the open interest changed by 345 which increased total open position to 753
On 24 Mar IDFCFIRSTB was trading at 62.09. The strike last trading price was 4.84, which was -1.31 lower than the previous day. The implied volatity was 45.48, the open interest changed by 79 which increased total open position to 408
On 23 Mar IDFCFIRSTB was trading at 60.24. The strike last trading price was 6.15, which was 1.89 higher than the previous day. The implied volatity was 46.59, the open interest changed by -21 which decreased total open position to 330
On 20 Mar IDFCFIRSTB was trading at 62.95. The strike last trading price was 4.3, which was -0.35 lower than the previous day. The implied volatity was 43.69, the open interest changed by 37 which increased total open position to 351
On 19 Mar IDFCFIRSTB was trading at 62.61. The strike last trading price was 4.5, which was 1.53 higher than the previous day. The implied volatity was 44.85, the open interest changed by 20 which increased total open position to 314
On 18 Mar IDFCFIRSTB was trading at 65.26. The strike last trading price was 3, which was -0.88 lower than the previous day. The implied volatity was 40.31, the open interest changed by 102 which increased total open position to 292
On 17 Mar IDFCFIRSTB was trading at 63.66. The strike last trading price was 3.86, which was -0.52 lower than the previous day. The implied volatity was 41.33, the open interest changed by 3 which increased total open position to 191
On 16 Mar IDFCFIRSTB was trading at 62.81. The strike last trading price was 4.4, which was -0.16 lower than the previous day. The implied volatity was 41.77, the open interest changed by 1 which increased total open position to 188
On 13 Mar IDFCFIRSTB was trading at 62.57. The strike last trading price was 4.56, which was 1.33 higher than the previous day. The implied volatity was 41.09, the open interest changed by 6 which increased total open position to 187
On 12 Mar IDFCFIRSTB was trading at 64.78. The strike last trading price was 3.3, which was 0.39 higher than the previous day. The implied volatity was 39.4, the open interest changed by 24 which increased total open position to 181
On 11 Mar IDFCFIRSTB was trading at 66.16. The strike last trading price was 3, which was 0.8 higher than the previous day. The implied volatity was 40.64, the open interest changed by 10 which increased total open position to 144
On 10 Mar IDFCFIRSTB was trading at 67.27. The strike last trading price was 2.2, which was -0.56 lower than the previous day. The implied volatity was 37.67, the open interest changed by 8 which increased total open position to 131
On 9 Mar IDFCFIRSTB was trading at 66.76. The strike last trading price was 2.76, which was 1.11 higher than the previous day. The implied volatity was 41.15, the open interest changed by 38 which increased total open position to 122
On 6 Mar IDFCFIRSTB was trading at 69.98. The strike last trading price was 1.65, which was 0.19 higher than the previous day. The implied volatity was 38.58, the open interest changed by 7 which increased total open position to 79
On 5 Mar IDFCFIRSTB was trading at 70.40. The strike last trading price was 1.48, which was -0.33 lower than the previous day. The implied volatity was 37.68, the open interest changed by 25 which increased total open position to 71
On 4 Mar IDFCFIRSTB was trading at 70.06. The strike last trading price was 1.81, which was 0.49 higher than the previous day. The implied volatity was 39.98, the open interest changed by 8 which increased total open position to 46
On 2 Mar IDFCFIRSTB was trading at 71.78. The strike last trading price was 1.35, which was 0.33 higher than the previous day. The implied volatity was 38.82, the open interest changed by 14 which increased total open position to 38
On 27 Feb IDFCFIRSTB was trading at 73.48. The strike last trading price was 1.02, which was -0.08 lower than the previous day. The implied volatity was 37.11, the open interest changed by 6 which increased total open position to 23
On 26 Feb IDFCFIRSTB was trading at 72.81. The strike last trading price was 1.27, which was -1.03 lower than the previous day. The implied volatity was 38.88, the open interest changed by 7 which increased total open position to 16
On 25 Feb IDFCFIRSTB was trading at 70.22. The strike last trading price was 2.3, which was 0.47 higher than the previous day. The implied volatity was 43.57, the open interest changed by 7 which increased total open position to 7
