[--[65.84.65.76]--]

IDFCFIRSTB

Idfc First Bank Limited
67.08 -0.75 (-1.11%)
L: 67.05 H: 68.64

Back to Option Chain


Historical option data for IDFCFIRSTB

24 Apr 2026 01:29 PM IST
IDFCFIRSTB 28-Apr-2026 (4d) 67 CE
Delta: 0.53
Vega: 0
Theta: -0.18
Gamma: 0.10252
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 67.05 1.63 -0.2100000000000002 52.56 331 -81 538
23 Apr 67.83 1.88 -0.5300000000000002 42.5 377 -41 619
22 Apr 68.38 2.41 0.14000000000000012 45.35 202 -2 661
21 Apr 67.94 2.42 0.23999999999999977 45.39 274 88 662
20 Apr 67.50 2.14 -0.6299999999999999 48.15 205 -5 568
17 Apr 68.53 2.74 0.27 38.98 300 -29 572
16 Apr 67.82 2.38 0.3700000000000001 38.12 681 13 601
15 Apr 66.91 2 0.71 40.39 855 71 605
13 Apr 64.86 1.32 -0.55 39.49 444 34 536
10 Apr 66.21 1.85 0.28 35.26 640 20 501
9 Apr 65.28 1.56 -0.4 36.57 485 48 479
8 Apr 65.87 2.08 1.4 37.5 909 164 432
7 Apr 61.19 0.68 -0.02 41.17 68 21 268
6 Apr 61.08 0.71 0 40.59 107 13 248
2 Apr 60.22 0.72 0.03 40.63 99 8 230
1 Apr 60.18 0.71 0.04 40.73 164 18 223
30 Mar 58.85 0.66 -0.71 43.81 289 0 206
27 Mar 61.87 1.38 -0.52 41.68 199 125 206
25 Mar 63.24 1.91 0.29 41.05 44 28 80
24 Mar 62.09 1.6 0.16 41.95 34 6 52
23 Mar 60.24 1.44 -0.59 47.64 43 -3 46
20 Mar 62.95 2.03 0.01 40.53 7 3 48
19 Mar 62.61 2.02 -0.71 40.44 25 1 40
18 Mar 65.26 2.71 0.63 36 19 11 38
17 Mar 63.66 2.08 -0.42 36.29 46 24 27
16 Mar 62.81 2.5 -1.08 - 2 -1 0
13 Mar 62.57 2.5 -1.08 44.47 2 0 0
12 Mar 64.78 3.58 -0.22 - 0 3 0
11 Mar 66.16 3.58 -0.22 38.57 5 3 4
10 Mar 67.27 3.8 -3.42 - 1 0 1
9 Mar 66.76 3.8 -3.42 34.78 1 0 0
6 Mar 69.98 7.22 0 - 0 0 0
5 Mar 70.40 7.22 0 - 0 0 0
4 Mar 70.06 7.22 0 - 0 0 0
2 Mar 71.78 7.22 0 - 0 0 0
27 Feb 73.48 7.22 0 - 0 0 0
26 Feb 72.81 7.22 0 - 0 0 0
25 Feb 70.22 7.22 0 0 0 0 0


For Idfc First Bank Limited - strike price 67 expiring on 28APR2026

Delta for 67 CE is 0.53

Historical price for 67 CE is as follows

On 24 Apr IDFCFIRSTB was trading at 67.05. The strike last trading price was 1.63, which was -0.2100000000000002 lower than the previous day. The implied volatity was 52.56, the open interest changed by -81 which decreased total open position to 538


On 23 Apr IDFCFIRSTB was trading at 67.83. The strike last trading price was 1.88, which was -0.5300000000000002 lower than the previous day. The implied volatity was 42.5, the open interest changed by -41 which decreased total open position to 619


On 22 Apr IDFCFIRSTB was trading at 68.38. The strike last trading price was 2.41, which was 0.14000000000000012 higher than the previous day. The implied volatity was 45.35, the open interest changed by -2 which decreased total open position to 661


On 21 Apr IDFCFIRSTB was trading at 67.94. The strike last trading price was 2.42, which was 0.23999999999999977 higher than the previous day. The implied volatity was 45.39, the open interest changed by 88 which increased total open position to 662


On 20 Apr IDFCFIRSTB was trading at 67.50. The strike last trading price was 2.14, which was -0.6299999999999999 lower than the previous day. The implied volatity was 48.15, the open interest changed by -5 which decreased total open position to 568


On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was 2.74, which was 0.27 higher than the previous day. The implied volatity was 38.98, the open interest changed by -29 which decreased total open position to 572


On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was 2.38, which was 0.3700000000000001 higher than the previous day. The implied volatity was 38.12, the open interest changed by 13 which increased total open position to 601


On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was 2, which was 0.71 higher than the previous day. The implied volatity was 40.39, the open interest changed by 71 which increased total open position to 605


On 13 Apr IDFCFIRSTB was trading at 64.86. The strike last trading price was 1.32, which was -0.55 lower than the previous day. The implied volatity was 39.49, the open interest changed by 34 which increased total open position to 536


On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 1.85, which was 0.28 higher than the previous day. The implied volatity was 35.26, the open interest changed by 20 which increased total open position to 501


On 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 1.56, which was -0.4 lower than the previous day. The implied volatity was 36.57, the open interest changed by 48 which increased total open position to 479


On 8 Apr IDFCFIRSTB was trading at 65.87. The strike last trading price was 2.08, which was 1.4 higher than the previous day. The implied volatity was 37.5, the open interest changed by 164 which increased total open position to 432


On 7 Apr IDFCFIRSTB was trading at 61.19. The strike last trading price was 0.68, which was -0.02 lower than the previous day. The implied volatity was 41.17, the open interest changed by 21 which increased total open position to 268


On 6 Apr IDFCFIRSTB was trading at 61.08. The strike last trading price was 0.71, which was 0 lower than the previous day. The implied volatity was 40.59, the open interest changed by 13 which increased total open position to 248


On 2 Apr IDFCFIRSTB was trading at 60.22. The strike last trading price was 0.72, which was 0.03 higher than the previous day. The implied volatity was 40.63, the open interest changed by 8 which increased total open position to 230


On 1 Apr IDFCFIRSTB was trading at 60.18. The strike last trading price was 0.71, which was 0.04 higher than the previous day. The implied volatity was 40.73, the open interest changed by 18 which increased total open position to 223


On 30 Mar IDFCFIRSTB was trading at 58.85. The strike last trading price was 0.66, which was -0.71 lower than the previous day. The implied volatity was 43.81, the open interest changed by 0 which decreased total open position to 206


On 27 Mar IDFCFIRSTB was trading at 61.87. The strike last trading price was 1.38, which was -0.52 lower than the previous day. The implied volatity was 41.68, the open interest changed by 125 which increased total open position to 206


On 25 Mar IDFCFIRSTB was trading at 63.24. The strike last trading price was 1.91, which was 0.29 higher than the previous day. The implied volatity was 41.05, the open interest changed by 28 which increased total open position to 80


On 24 Mar IDFCFIRSTB was trading at 62.09. The strike last trading price was 1.6, which was 0.16 higher than the previous day. The implied volatity was 41.95, the open interest changed by 6 which increased total open position to 52


On 23 Mar IDFCFIRSTB was trading at 60.24. The strike last trading price was 1.44, which was -0.59 lower than the previous day. The implied volatity was 47.64, the open interest changed by -3 which decreased total open position to 46


On 20 Mar IDFCFIRSTB was trading at 62.95. The strike last trading price was 2.03, which was 0.01 higher than the previous day. The implied volatity was 40.53, the open interest changed by 3 which increased total open position to 48


On 19 Mar IDFCFIRSTB was trading at 62.61. The strike last trading price was 2.02, which was -0.71 lower than the previous day. The implied volatity was 40.44, the open interest changed by 1 which increased total open position to 40


On 18 Mar IDFCFIRSTB was trading at 65.26. The strike last trading price was 2.71, which was 0.63 higher than the previous day. The implied volatity was 36, the open interest changed by 11 which increased total open position to 38


On 17 Mar IDFCFIRSTB was trading at 63.66. The strike last trading price was 2.08, which was -0.42 lower than the previous day. The implied volatity was 36.29, the open interest changed by 24 which increased total open position to 27


On 16 Mar IDFCFIRSTB was trading at 62.81. The strike last trading price was 2.5, which was -1.08 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 13 Mar IDFCFIRSTB was trading at 62.57. The strike last trading price was 2.5, which was -1.08 lower than the previous day. The implied volatity was 44.47, 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 3.58, which was -0.22 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 11 Mar IDFCFIRSTB was trading at 66.16. The strike last trading price was 3.58, which was -0.22 lower than the previous day. The implied volatity was 38.57, the open interest changed by 3 which increased total open position to 4


On 10 Mar IDFCFIRSTB was trading at 67.27. The strike last trading price was 3.8, which was -3.42 lower 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 3.8, which was -3.42 lower than the previous day. The implied volatity was 34.78, 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 7.22, 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 7.22, 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 7.22, 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 7.22, 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 7.22, 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 7.22, 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 7.22, 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) 67 PE
Delta: -0.48
Vega: 0
Theta: -0.17
Gamma: 0.10362
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 67.05 1.47 0.27 52.07 1,045 85 910
23 Apr 67.83 1.19 0.16999999999999993 49.53 923 -66 815
22 Apr 68.38 1.06 -0.28 46.54 631 147 877
21 Apr 67.94 1.27 -0.42999999999999994 48.3 430 147 732
20 Apr 67.50 1.73 0.48 47.26 384 -48 588
17 Apr 68.53 1.3 -0.28 41.33 790 128 638
16 Apr 67.82 1.65 -0.3999999999999999 41 1,224 170 510
15 Apr 66.91 2.09 -1.1100000000000003 40.76 582 73 296
13 Apr 64.86 3.1 0.6400000000000001 37.35 129 -14 224
10 Apr 66.21 2.45 -0.6299999999999999 36.78 268 44 239
9 Apr 65.28 3.13 0.46 39.28 134 46 193
8 Apr 65.87 2.59 -3.49 37.6 274 -26 147
7 Apr 61.19 6.08 -1.47 40.56 38 6 172
6 Apr 61.08 7.55 1.05 - 0 0 166
2 Apr 60.22 7.55 1.05 56.2 5 2 165
1 Apr 60.18 6.5 -1.2 28.18 19 0 162
30 Mar 58.85 7.7 1.47 25.34 67 23 162
27 Mar 61.87 6.1 1.03 43.93 121 108 139
25 Mar 63.24 5.09 -1.71 41.75 19 13 31
24 Mar 62.09 6.8 -0.85 54.3 4 0 18
23 Mar 60.24 7.75 1.9 48.7 11 2 17
20 Mar 62.95 5.85 1.85 - 0 0 15
19 Mar 62.61 5.85 1.85 46.22 15 10 14
18 Mar 65.26 4 -1.38 39.87 5 1 4
17 Mar 63.66 5.38 -0.32 45.39 1 0 2
16 Mar 62.81 5.7 0 42.4 2 0 1
13 Mar 62.57 5.7 3.22 39.66 5 1 1
12 Mar 64.78 2.48 0 - 0 0 0
11 Mar 66.16 2.48 0 0.12 0 0 0
10 Mar 67.27 2.48 0 2.09 0 0 0
9 Mar 66.76 2.48 0 1.17 0 0 0
6 Mar 69.98 2.48 0 5.05 0 0 0
5 Mar 70.40 2.48 0 5.54 0 0 0
4 Mar 70.06 2.48 0 4.97 0 0 0
2 Mar 71.78 2.48 0 6.88 0 0 0
27 Feb 73.48 2.48 0 8.34 0 0 0
26 Feb 72.81 2.48 0 7.61 0 0 0
25 Feb 70.22 2.48 0 5 0 0 0


For Idfc First Bank Limited - strike price 67 expiring on 28APR2026

Delta for 67 PE is -0.48

Historical price for 67 PE is as follows

On 24 Apr IDFCFIRSTB was trading at 67.05. The strike last trading price was 1.47, which was 0.27 higher than the previous day. The implied volatity was 52.07, the open interest changed by 85 which increased total open position to 910


On 23 Apr IDFCFIRSTB was trading at 67.83. The strike last trading price was 1.19, which was 0.16999999999999993 higher than the previous day. The implied volatity was 49.53, the open interest changed by -66 which decreased total open position to 815


On 22 Apr IDFCFIRSTB was trading at 68.38. The strike last trading price was 1.06, which was -0.28 lower than the previous day. The implied volatity was 46.54, the open interest changed by 147 which increased total open position to 877


On 21 Apr IDFCFIRSTB was trading at 67.94. The strike last trading price was 1.27, which was -0.42999999999999994 lower than the previous day. The implied volatity was 48.3, the open interest changed by 147 which increased total open position to 732


On 20 Apr IDFCFIRSTB was trading at 67.50. The strike last trading price was 1.73, which was 0.48 higher than the previous day. The implied volatity was 47.26, the open interest changed by -48 which decreased total open position to 588


On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was 1.3, which was -0.28 lower than the previous day. The implied volatity was 41.33, the open interest changed by 128 which increased total open position to 638


On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was 1.65, which was -0.3999999999999999 lower than the previous day. The implied volatity was 41, the open interest changed by 170 which increased total open position to 510


On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was 2.09, which was -1.1100000000000003 lower than the previous day. The implied volatity was 40.76, the open interest changed by 73 which increased total open position to 296


On 13 Apr IDFCFIRSTB was trading at 64.86. The strike last trading price was 3.1, which was 0.6400000000000001 higher than the previous day. The implied volatity was 37.35, the open interest changed by -14 which decreased total open position to 224


On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 2.45, which was -0.6299999999999999 lower than the previous day. The implied volatity was 36.78, the open interest changed by 44 which increased total open position to 239


On 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 3.13, which was 0.46 higher than the previous day. The implied volatity was 39.28, the open interest changed by 46 which increased total open position to 193


On 8 Apr IDFCFIRSTB was trading at 65.87. The strike last trading price was 2.59, which was -3.49 lower than the previous day. The implied volatity was 37.6, the open interest changed by -26 which decreased total open position to 147


On 7 Apr IDFCFIRSTB was trading at 61.19. The strike last trading price was 6.08, which was -1.47 lower than the previous day. The implied volatity was 40.56, the open interest changed by 6 which increased total open position to 172


On 6 Apr IDFCFIRSTB was trading at 61.08. The strike last trading price was 7.55, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 166


On 2 Apr IDFCFIRSTB was trading at 60.22. The strike last trading price was 7.55, which was 1.05 higher than the previous day. The implied volatity was 56.2, the open interest changed by 2 which increased total open position to 165


On 1 Apr IDFCFIRSTB was trading at 60.18. The strike last trading price was 6.5, which was -1.2 lower than the previous day. The implied volatity was 28.18, the open interest changed by 0 which decreased total open position to 162


On 30 Mar IDFCFIRSTB was trading at 58.85. The strike last trading price was 7.7, which was 1.47 higher than the previous day. The implied volatity was 25.34, the open interest changed by 23 which increased total open position to 162


On 27 Mar IDFCFIRSTB was trading at 61.87. The strike last trading price was 6.1, which was 1.03 higher than the previous day. The implied volatity was 43.93, the open interest changed by 108 which increased total open position to 139


On 25 Mar IDFCFIRSTB was trading at 63.24. The strike last trading price was 5.09, which was -1.71 lower than the previous day. The implied volatity was 41.75, the open interest changed by 13 which increased total open position to 31


On 24 Mar IDFCFIRSTB was trading at 62.09. The strike last trading price was 6.8, which was -0.85 lower than the previous day. The implied volatity was 54.3, the open interest changed by 0 which decreased total open position to 18


On 23 Mar IDFCFIRSTB was trading at 60.24. The strike last trading price was 7.75, which was 1.9 higher than the previous day. The implied volatity was 48.7, the open interest changed by 2 which increased total open position to 17


On 20 Mar IDFCFIRSTB was trading at 62.95. The strike last trading price was 5.85, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 19 Mar IDFCFIRSTB was trading at 62.61. The strike last trading price was 5.85, which was 1.85 higher than the previous day. The implied volatity was 46.22, the open interest changed by 10 which increased total open position to 14


On 18 Mar IDFCFIRSTB was trading at 65.26. The strike last trading price was 4, which was -1.38 lower than the previous day. The implied volatity was 39.87, the open interest changed by 1 which increased total open position to 4


On 17 Mar IDFCFIRSTB was trading at 63.66. The strike last trading price was 5.38, which was -0.32 lower than the previous day. The implied volatity was 45.39, 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 5.7, which was 0 lower than the previous day. The implied volatity was 42.4, 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 5.7, which was 3.22 higher than the previous day. The implied volatity was 39.66, 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 2.48, 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 2.48, which was 0 lower than the previous day. The implied volatity was 0.12, 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 2.48, which was 0 lower than the previous day. The implied volatity was 2.09, 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 2.48, which was 0 lower than the previous day. The implied volatity was 1.17, 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 2.48, which was 0 lower than the previous day. The implied volatity was 5.05, 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 2.48, which was 0 lower than the previous day. The implied volatity was 5.54, 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 2.48, which was 0 lower than the previous day. The implied volatity was 4.97, 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 2.48, which was 0 lower than the previous day. The implied volatity was 6.88, 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 2.48, which was 0 lower than the previous day. The implied volatity was 8.34, 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 2.48, which was 0 lower than the previous day. The implied volatity was 7.61, 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 2.48, which was 0 lower than the previous day. The implied volatity was 5, the open interest changed by 0 which decreased total open position to 0