[--[65.84.65.76]--]

IDFCFIRSTB

Idfc First Bank Limited
67.94 +0.44 (0.65%)
L: 67.51 H: 68.4

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Historical option data for IDFCFIRSTB

21 Apr 2026 04:10 PM IST
IDFCFIRSTB 28-Apr-2026 (6d) 66 CE
Delta: 0.71
Vega: 0
Theta: -0.11
Gamma: 0.07846
Date Close Ltp Change IV Volume OI Chg OI
21 Apr 67.94 3.06 0.33000000000000007 45.1 84 -27 514
20 Apr 67.50 2.75 -0.71 47.58 73 -11 539
17 Apr 68.53 3.44 0.31999999999999984 39.12 102 -37 550
16 Apr 67.82 3.03 0.43999999999999995 39.72 338 -14 587
15 Apr 66.91 2.59 0.9099999999999999 41.35 510 -97 595
13 Apr 64.86 1.74 -0.6700000000000002 39.79 555 -38 693
10 Apr 66.21 2.41 0.3700000000000001 36.59 795 -89 726
9 Apr 65.28 2.02 -0.44 37.32 962 327 829
8 Apr 65.87 2.6 1.71 38.16 993 92 501
7 Apr 61.19 0.88 -0.05 41.15 122 10 409
6 Apr 61.08 0.95 0.08 41.29 239 54 400
2 Apr 60.22 0.91 0.03 40.58 186 51 346
1 Apr 60.18 0.89 0.05 40.6 176 59 293
30 Mar 58.85 0.81 -0.87 43.59 224 30 229
27 Mar 61.87 1.69 -0.55 42.14 62 11 198
25 Mar 63.24 2.25 0.33 40.97 32 9 186
24 Mar 62.09 1.92 0.26 42.26 41 -14 178
23 Mar 60.24 1.65 -0.94 47.12 71 14 191
20 Mar 62.95 2.59 0.25 43.2 12 8 176
19 Mar 62.61 2.35 -0.88 40.31 126 94 161
18 Mar 65.26 3.23 0.69 36.81 29 18 67
17 Mar 63.66 2.54 0.09 37.33 46 38 47
16 Mar 62.81 2.45 0.03 40.38 3 2 9
13 Mar 62.57 2.45 -0.94 39.97 5 1 7
12 Mar 64.78 3.39 -0.96 38.02 10 3 5
11 Mar 66.16 4.35 -14.44 - 0 0 2
10 Mar 67.27 4.35 -14.44 - 2 0 2
9 Mar 66.76 4.35 -14.44 35.04 2 1 1
6 Mar 69.98 18.79 0 - 0 0 0
5 Mar 70.40 18.79 0 - 0 0 0
4 Mar 70.06 18.79 0 - 0 0 0
2 Mar 71.78 18.79 0 - 0 0 0
27 Feb 73.48 18.79 0 - 0 0 0
26 Feb 72.81 18.79 0 - 0 0 0
25 Feb 70.22 18.79 0 - 0 0 0
24 Feb 70.97 18.79 0 - 0 0 0
23 Feb 70.04 0 0 - 0 0 0


For Idfc First Bank Limited - strike price 66 expiring on 28APR2026

Delta for 66 CE is 0.71

Historical price for 66 CE is as follows

On 21 Apr IDFCFIRSTB was trading at 67.94. The strike last trading price was 3.06, which was 0.33000000000000007 higher than the previous day. The implied volatity was 45.1, the open interest changed by -27 which decreased total open position to 514


On 20 Apr IDFCFIRSTB was trading at 67.50. The strike last trading price was 2.75, which was -0.71 lower than the previous day. The implied volatity was 47.58, the open interest changed by -11 which decreased total open position to 539


On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was 3.44, which was 0.31999999999999984 higher than the previous day. The implied volatity was 39.12, the open interest changed by -37 which decreased total open position to 550


On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was 3.03, which was 0.43999999999999995 higher than the previous day. The implied volatity was 39.72, the open interest changed by -14 which decreased total open position to 587


On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was 2.59, which was 0.9099999999999999 higher than the previous day. The implied volatity was 41.35, the open interest changed by -97 which decreased total open position to 595


On 13 Apr IDFCFIRSTB was trading at 64.86. The strike last trading price was 1.74, which was -0.6700000000000002 lower than the previous day. The implied volatity was 39.79, the open interest changed by -38 which decreased total open position to 693


On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 2.41, which was 0.3700000000000001 higher than the previous day. The implied volatity was 36.59, the open interest changed by -89 which decreased total open position to 726


On 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 2.02, which was -0.44 lower than the previous day. The implied volatity was 37.32, the open interest changed by 327 which increased total open position to 829


On 8 Apr IDFCFIRSTB was trading at 65.87. The strike last trading price was 2.6, which was 1.71 higher than the previous day. The implied volatity was 38.16, the open interest changed by 92 which increased total open position to 501


On 7 Apr IDFCFIRSTB was trading at 61.19. The strike last trading price was 0.88, which was -0.05 lower than the previous day. The implied volatity was 41.15, the open interest changed by 10 which increased total open position to 409


On 6 Apr IDFCFIRSTB was trading at 61.08. The strike last trading price was 0.95, which was 0.08 higher than the previous day. The implied volatity was 41.29, the open interest changed by 54 which increased total open position to 400


On 2 Apr IDFCFIRSTB was trading at 60.22. The strike last trading price was 0.91, which was 0.03 higher than the previous day. The implied volatity was 40.58, the open interest changed by 51 which increased total open position to 346


On 1 Apr IDFCFIRSTB was trading at 60.18. The strike last trading price was 0.89, which was 0.05 higher than the previous day. The implied volatity was 40.6, the open interest changed by 59 which increased total open position to 293


On 30 Mar IDFCFIRSTB was trading at 58.85. The strike last trading price was 0.81, which was -0.87 lower than the previous day. The implied volatity was 43.59, the open interest changed by 30 which increased total open position to 229


On 27 Mar IDFCFIRSTB was trading at 61.87. The strike last trading price was 1.69, which was -0.55 lower than the previous day. The implied volatity was 42.14, the open interest changed by 11 which increased total open position to 198


On 25 Mar IDFCFIRSTB was trading at 63.24. The strike last trading price was 2.25, which was 0.33 higher than the previous day. The implied volatity was 40.97, the open interest changed by 9 which increased total open position to 186


On 24 Mar IDFCFIRSTB was trading at 62.09. The strike last trading price was 1.92, which was 0.26 higher than the previous day. The implied volatity was 42.26, the open interest changed by -14 which decreased total open position to 178


On 23 Mar IDFCFIRSTB was trading at 60.24. The strike last trading price was 1.65, which was -0.94 lower than the previous day. The implied volatity was 47.12, the open interest changed by 14 which increased total open position to 191


On 20 Mar IDFCFIRSTB was trading at 62.95. The strike last trading price was 2.59, which was 0.25 higher than the previous day. The implied volatity was 43.2, the open interest changed by 8 which increased total open position to 176


On 19 Mar IDFCFIRSTB was trading at 62.61. The strike last trading price was 2.35, which was -0.88 lower than the previous day. The implied volatity was 40.31, the open interest changed by 94 which increased total open position to 161


On 18 Mar IDFCFIRSTB was trading at 65.26. The strike last trading price was 3.23, which was 0.69 higher than the previous day. The implied volatity was 36.81, the open interest changed by 18 which increased total open position to 67


On 17 Mar IDFCFIRSTB was trading at 63.66. The strike last trading price was 2.54, which was 0.09 higher than the previous day. The implied volatity was 37.33, the open interest changed by 38 which increased total open position to 47


On 16 Mar IDFCFIRSTB was trading at 62.81. The strike last trading price was 2.45, which was 0.03 higher than the previous day. The implied volatity was 40.38, the open interest changed by 2 which increased total open position to 9


On 13 Mar IDFCFIRSTB was trading at 62.57. The strike last trading price was 2.45, which was -0.94 lower than the previous day. The implied volatity was 39.97, the open interest changed by 1 which increased total open position to 7


On 12 Mar IDFCFIRSTB was trading at 64.78. The strike last trading price was 3.39, which was -0.96 lower than the previous day. The implied volatity was 38.02, the open interest changed by 3 which increased total open position to 5


On 11 Mar IDFCFIRSTB was trading at 66.16. The strike last trading price was 4.35, which was -14.44 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 4.35, which was -14.44 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 4.35, which was -14.44 lower than the previous day. The implied volatity was 35.04, 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 18.79, 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 18.79, 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 18.79, 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 18.79, 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 18.79, 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 18.79, 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 18.79, 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 18.79, 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 0, 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 (6d) 66 PE
Delta: -0.31
Vega: 0
Theta: -0.11
Gamma: 0.07517
Date Close Ltp Change IV Volume OI Chg OI
21 Apr 67.94 0.98 -0.32000000000000006 48.79 361 142 718
20 Apr 67.50 1.35 0.3700000000000001 50 425 -62 586
17 Apr 68.53 1 -0.22999999999999998 42.63 553 141 653
16 Apr 67.82 1.3 -0.34999999999999987 43.35 529 21 515
15 Apr 66.91 1.68 -0.9400000000000002 42.22 662 123 429
13 Apr 64.86 2.57 0.56 39.31 270 -13 302
10 Apr 66.21 2 -0.5699999999999998 37.82 608 71 314
9 Apr 65.28 2.62 0.4 40.4 318 10 244
8 Apr 65.87 2.17 -3.23 39.15 350 149 233
7 Apr 61.19 5.4 -0.01 43.02 42 23 83
6 Apr 61.08 5.42 -1.13 43.44 26 9 64
2 Apr 60.22 6.55 0.55 51.65 9 2 55
1 Apr 60.18 6 -1.6 37.08 11 3 54
30 Mar 58.85 7.55 1.98 45.89 31 26 49
27 Mar 61.87 5.43 0.93 44.43 18 13 22
25 Mar 63.24 4.5 -0.76 42.45 7 3 7
24 Mar 62.09 5.26 -0.74 42.4 2 0 4
23 Mar 60.24 6 1 32.63 2 0 6
20 Mar 62.95 5 1.46 - 0 3 0
19 Mar 62.61 5 1.46 43.62 11 2 5
18 Mar 65.26 3.54 -2.06 40.8 1 0 2
17 Mar 63.66 5.6 5.32 - 2 0 2
16 Mar 62.81 5.6 5.32 - 2 2 0
13 Mar 62.57 5.6 5.32 46.02 2 1 1
12 Mar 64.78 0.28 0 0.1 0 0 0
11 Mar 66.16 0.28 0 1.37 0 0 0
10 Mar 67.27 0.28 0 3.58 0 0 0
9 Mar 66.76 0.28 0 2.68 0 0 0
6 Mar 69.98 0.28 0 6.23 0 0 0
5 Mar 70.40 0.28 0 6.76 0 0 0
4 Mar 70.06 0.28 0 6.18 0 0 0
2 Mar 71.78 0.28 0 7.95 0 0 0
27 Feb 73.48 0.28 0 9.12 0 0 0
26 Feb 72.81 0.28 0 8.63 0 0 0
25 Feb 70.22 0.28 0 6.04 0 0 0
24 Feb 70.97 0.28 0 6.71 0 0 0
23 Feb 70.04 0.28 0 5.98 0 0 0


For Idfc First Bank Limited - strike price 66 expiring on 28APR2026

Delta for 66 PE is -0.31

Historical price for 66 PE is as follows

On 21 Apr IDFCFIRSTB was trading at 67.94. The strike last trading price was 0.98, which was -0.32000000000000006 lower than the previous day. The implied volatity was 48.79, the open interest changed by 142 which increased total open position to 718


On 20 Apr IDFCFIRSTB was trading at 67.50. The strike last trading price was 1.35, which was 0.3700000000000001 higher than the previous day. The implied volatity was 50, the open interest changed by -62 which decreased total open position to 586


On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was 1, which was -0.22999999999999998 lower than the previous day. The implied volatity was 42.63, the open interest changed by 141 which increased total open position to 653


On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was 1.3, which was -0.34999999999999987 lower than the previous day. The implied volatity was 43.35, the open interest changed by 21 which increased total open position to 515


On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was 1.68, which was -0.9400000000000002 lower than the previous day. The implied volatity was 42.22, the open interest changed by 123 which increased total open position to 429


On 13 Apr IDFCFIRSTB was trading at 64.86. The strike last trading price was 2.57, which was 0.56 higher than the previous day. The implied volatity was 39.31, the open interest changed by -13 which decreased total open position to 302


On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 2, which was -0.5699999999999998 lower than the previous day. The implied volatity was 37.82, the open interest changed by 71 which increased total open position to 314


On 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 2.62, which was 0.4 higher than the previous day. The implied volatity was 40.4, the open interest changed by 10 which increased total open position to 244


On 8 Apr IDFCFIRSTB was trading at 65.87. The strike last trading price was 2.17, which was -3.23 lower than the previous day. The implied volatity was 39.15, the open interest changed by 149 which increased total open position to 233


On 7 Apr IDFCFIRSTB was trading at 61.19. The strike last trading price was 5.4, which was -0.01 lower than the previous day. The implied volatity was 43.02, the open interest changed by 23 which increased total open position to 83


On 6 Apr IDFCFIRSTB was trading at 61.08. The strike last trading price was 5.42, which was -1.13 lower than the previous day. The implied volatity was 43.44, the open interest changed by 9 which increased total open position to 64


On 2 Apr IDFCFIRSTB was trading at 60.22. The strike last trading price was 6.55, which was 0.55 higher than the previous day. The implied volatity was 51.65, the open interest changed by 2 which increased total open position to 55


On 1 Apr IDFCFIRSTB was trading at 60.18. The strike last trading price was 6, which was -1.6 lower than the previous day. The implied volatity was 37.08, the open interest changed by 3 which increased total open position to 54


On 30 Mar IDFCFIRSTB was trading at 58.85. The strike last trading price was 7.55, which was 1.98 higher than the previous day. The implied volatity was 45.89, the open interest changed by 26 which increased total open position to 49


On 27 Mar IDFCFIRSTB was trading at 61.87. The strike last trading price was 5.43, which was 0.93 higher than the previous day. The implied volatity was 44.43, the open interest changed by 13 which increased total open position to 22


On 25 Mar IDFCFIRSTB was trading at 63.24. The strike last trading price was 4.5, which was -0.76 lower than the previous day. The implied volatity was 42.45, the open interest changed by 3 which increased total open position to 7


On 24 Mar IDFCFIRSTB was trading at 62.09. The strike last trading price was 5.26, which was -0.74 lower than the previous day. The implied volatity was 42.4, the open interest changed by 0 which decreased total open position to 4


On 23 Mar IDFCFIRSTB was trading at 60.24. The strike last trading price was 6, which was 1 higher than the previous day. The implied volatity was 32.63, the open interest changed by 0 which decreased total open position to 6


On 20 Mar IDFCFIRSTB was trading at 62.95. The strike last trading price was 5, which was 1.46 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 19 Mar IDFCFIRSTB was trading at 62.61. The strike last trading price was 5, which was 1.46 higher than the previous day. The implied volatity was 43.62, the open interest changed by 2 which increased total open position to 5


On 18 Mar IDFCFIRSTB was trading at 65.26. The strike last trading price was 3.54, which was -2.06 lower than the previous day. The implied volatity was 40.8, the open interest changed by 0 which decreased total open position to 2


On 17 Mar IDFCFIRSTB was trading at 63.66. The strike last trading price was 5.6, which was 5.32 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 16 Mar IDFCFIRSTB was trading at 62.81. The strike last trading price was 5.6, which was 5.32 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 13 Mar IDFCFIRSTB was trading at 62.57. The strike last trading price was 5.6, which was 5.32 higher than the previous day. The implied volatity was 46.02, the open interest changed by 1 which increased total open position to 1


On 12 Mar IDFCFIRSTB was trading at 64.78. The strike last trading price was 0.28, which was 0 lower than the previous day. The implied volatity was 0.1, 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 0.28, which was 0 lower than the previous day. The implied volatity was 1.37, 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 0.28, which was 0 lower than the previous day. The implied volatity was 3.58, 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 0.28, which was 0 lower than the previous day. The implied volatity was 2.68, 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 0.28, which was 0 lower than the previous day. The implied volatity was 6.23, 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 0.28, which was 0 lower than the previous day. The implied volatity was 6.76, 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 0.28, which was 0 lower than the previous day. The implied volatity was 6.18, 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 0.28, which was 0 lower than the previous day. The implied volatity was 7.95, 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 0.28, which was 0 lower than the previous day. The implied volatity was 9.12, 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 0.28, which was 0 lower than the previous day. The implied volatity was 8.63, 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 0.28, which was 0 lower than the previous day. The implied volatity was 6.04, 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 0.28, which was 0 lower than the previous day. The implied volatity was 6.71, 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 0.28, which was 0 lower than the previous day. The implied volatity was 5.98, the open interest changed by 0 which decreased total open position to 0