IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
09 Dec 2025 04:11 PM IST
| IDFCFIRSTB 30-DEC-2025 68 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 80.91 | 11.15 | -2.35 | - | 0 | 38 | 0 | |||||||||
| 8 Dec | 79.12 | 11.15 | -2.35 | - | 40 | 30 | 36 | |||||||||
| 4 Dec | 79.88 | 13.5 | 0.65 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 80.58 | 13.5 | 0.65 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 81.98 | 13.5 | 0.65 | - | 1 | 0 | 6 | |||||||||
| 1 Dec | 80.71 | 12.85 | 0.15 | - | 5 | 0 | 6 | |||||||||
| 28 Nov | 80.13 | 12.7 | -0.3 | - | 3 | 0 | 5 | |||||||||
| 27 Nov | 80.50 | 13 | -0.1 | - | 5 | -1 | 4 | |||||||||
| 26 Nov | 80.37 | 13.1 | 1.87 | 25.08 | 2 | 1 | 4 | |||||||||
| 25 Nov | 79.35 | 11.23 | -1.04 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 77.97 | 11.23 | -1.04 | - | 0 | 1 | 0 | |||||||||
| 21 Nov | 78.33 | 11.23 | -1.04 | 31.00 | 1 | 0 | 2 | |||||||||
| 20 Nov | 78.93 | 12.27 | 6.17 | - | 0 | 2 | 0 | |||||||||
| 19 Nov | 79.61 | 12.27 | 6.17 | 21.90 | 2 | 0 | 0 | |||||||||
| 18 Nov | 80.11 | 6.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 80.00 | 6.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 81.99 | 6.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 78.93 | 6.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 79.35 | 6.1 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 28 Oct | 79.20 | 6.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 71.79 | 6.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 72.80 | 6.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Oct | 73.71 | 6.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Oct | 73.45 | 6.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Oct | 71.99 | 6.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 71.99 | 6.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Idfc First Bank Limited - strike price 68 expiring on 30DEC2025
Delta for 68 CE is -
Historical price for 68 CE is as follows
On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 11.15, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by 38 which increased total open position to 0
On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 11.15, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 36
On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 13.5, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 13.5, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 13.5, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 12.85, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 12.7, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 13, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 4
On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 13.1, which was 1.87 higher than the previous day. The implied volatity was 25.08, the open interest changed by 1 which increased total open position to 4
On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 11.23, which was -1.04 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 11.23, which was -1.04 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 11.23, which was -1.04 lower than the previous day. The implied volatity was 31.00, the open interest changed by 0 which decreased total open position to 2
On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 12.27, which was 6.17 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 12.27, which was 6.17 higher than the previous day. The implied volatity was 21.90, the open interest changed by 0 which decreased total open position to 0
On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 6.1, 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 13 Nov IDFCFIRSTB was trading at 80.00. The strike last trading price was 6.1, 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 3 Nov IDFCFIRSTB was trading at 81.99. The strike last trading price was 6.1, 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 30 Oct IDFCFIRSTB was trading at 78.93. The strike last trading price was 6.1, 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 29 Oct IDFCFIRSTB was trading at 79.35. The strike last trading price was 6.1, 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 28 Oct IDFCFIRSTB was trading at 79.20. The strike last trading price was 6.1, 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 16 Oct IDFCFIRSTB was trading at 71.79. The strike last trading price was 6.1, 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 14 Oct IDFCFIRSTB was trading at 72.80. The strike last trading price was 6.1, 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 13 Oct IDFCFIRSTB was trading at 73.71. The strike last trading price was 6.1, 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 Oct IDFCFIRSTB was trading at 73.45. The strike last trading price was 6.1, 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 8 Oct IDFCFIRSTB was trading at 71.99. The strike last trading price was 6.1, 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 7 Oct IDFCFIRSTB was trading at 71.99. The strike last trading price was 6.1, 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 30DEC2025 68 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.01
Theta: -0.00
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 80.91 | 0.03 | -0.01 | 33.90 | 36 | 2 | 118 |
| 8 Dec | 79.12 | 0.04 | 0.01 | 30.90 | 6 | -1 | 116 |
| 4 Dec | 79.88 | 0.03 | 0 | 29.09 | 5 | -4 | 118 |
| 3 Dec | 80.58 | 0.03 | 0 | 29.83 | 5 | -2 | 122 |
| 2 Dec | 81.98 | 0.03 | -0.01 | 31.68 | 49 | 11 | 124 |
| 1 Dec | 80.71 | 0.04 | 0 | 30.00 | 27 | -18 | 112 |
| 28 Nov | 80.13 | 0.04 | -0.01 | 28.07 | 45 | -38 | 133 |
| 27 Nov | 80.50 | 0.05 | 0 | 29.52 | 62 | -28 | 171 |
| 26 Nov | 80.37 | 0.05 | -0.05 | 28.61 | 120 | 34 | 201 |
| 25 Nov | 79.35 | 0.1 | -0.02 | 29.66 | 71 | 18 | 167 |
| 24 Nov | 77.97 | 0.13 | -0.03 | 27.66 | 103 | 75 | 150 |
| 21 Nov | 78.33 | 0.16 | 0.01 | 29.00 | 77 | 42 | 73 |
| 20 Nov | 78.93 | 0.15 | -0.02 | 29.52 | 2 | 0 | 31 |
| 19 Nov | 79.61 | 0.17 | -0.02 | 30.93 | 24 | 8 | 33 |
| 18 Nov | 80.11 | 0.2 | -3.1 | 32.59 | 26 | 23 | 23 |
| 13 Nov | 80.00 | 3.3 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 81.99 | 3.3 | 0 | 15.23 | 0 | 0 | 0 |
| 30 Oct | 78.93 | 3.3 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 79.35 | 3.3 | 0 | 13.00 | 0 | 0 | 0 |
| 28 Oct | 79.20 | 3.3 | 0 | 12.87 | 0 | 0 | 0 |
| 16 Oct | 71.79 | 3.3 | 0 | 5.39 | 0 | 0 | 0 |
| 14 Oct | 72.80 | 3.3 | 0 | 6.27 | 0 | 0 | 0 |
| 13 Oct | 73.71 | 3.3 | 0 | - | 0 | 0 | 0 |
| 9 Oct | 73.45 | 3.3 | 0 | - | 0 | 0 | 0 |
| 8 Oct | 71.99 | 3.3 | 0 | 5.42 | 0 | 0 | 0 |
| 7 Oct | 71.99 | 3.3 | 0 | - | 0 | 0 | 0 |
For Idfc First Bank Limited - strike price 68 expiring on 30DEC2025
Delta for 68 PE is -0.01
Historical price for 68 PE is as follows
On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 0.03, which was -0.01 lower than the previous day. The implied volatity was 33.90, the open interest changed by 2 which increased total open position to 118
On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 0.04, which was 0.01 higher than the previous day. The implied volatity was 30.90, the open interest changed by -1 which decreased total open position to 116
On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 0.03, which was 0 lower than the previous day. The implied volatity was 29.09, the open interest changed by -4 which decreased total open position to 118
On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 0.03, which was 0 lower than the previous day. The implied volatity was 29.83, the open interest changed by -2 which decreased total open position to 122
On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 0.03, which was -0.01 lower than the previous day. The implied volatity was 31.68, the open interest changed by 11 which increased total open position to 124
On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 0.04, which was 0 lower than the previous day. The implied volatity was 30.00, the open interest changed by -18 which decreased total open position to 112
On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 0.04, which was -0.01 lower than the previous day. The implied volatity was 28.07, the open interest changed by -38 which decreased total open position to 133
On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 29.52, the open interest changed by -28 which decreased total open position to 171
On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 28.61, the open interest changed by 34 which increased total open position to 201
On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 0.1, which was -0.02 lower than the previous day. The implied volatity was 29.66, the open interest changed by 18 which increased total open position to 167
On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 0.13, which was -0.03 lower than the previous day. The implied volatity was 27.66, the open interest changed by 75 which increased total open position to 150
On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 0.16, which was 0.01 higher than the previous day. The implied volatity was 29.00, the open interest changed by 42 which increased total open position to 73
On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 0.15, which was -0.02 lower than the previous day. The implied volatity was 29.52, the open interest changed by 0 which decreased total open position to 31
On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 0.17, which was -0.02 lower than the previous day. The implied volatity was 30.93, the open interest changed by 8 which increased total open position to 33
On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 0.2, which was -3.1 lower than the previous day. The implied volatity was 32.59, the open interest changed by 23 which increased total open position to 23
On 13 Nov IDFCFIRSTB was trading at 80.00. The strike last trading price was 3.3, 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 3 Nov IDFCFIRSTB was trading at 81.99. The strike last trading price was 3.3, which was 0 lower than the previous day. The implied volatity was 15.23, the open interest changed by 0 which decreased total open position to 0
On 30 Oct IDFCFIRSTB was trading at 78.93. The strike last trading price was 3.3, 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 29 Oct IDFCFIRSTB was trading at 79.35. The strike last trading price was 3.3, which was 0 lower than the previous day. The implied volatity was 13.00, the open interest changed by 0 which decreased total open position to 0
On 28 Oct IDFCFIRSTB was trading at 79.20. The strike last trading price was 3.3, which was 0 lower than the previous day. The implied volatity was 12.87, the open interest changed by 0 which decreased total open position to 0
On 16 Oct IDFCFIRSTB was trading at 71.79. The strike last trading price was 3.3, which was 0 lower than the previous day. The implied volatity was 5.39, the open interest changed by 0 which decreased total open position to 0
On 14 Oct IDFCFIRSTB was trading at 72.80. The strike last trading price was 3.3, which was 0 lower than the previous day. The implied volatity was 6.27, the open interest changed by 0 which decreased total open position to 0
On 13 Oct IDFCFIRSTB was trading at 73.71. The strike last trading price was 3.3, 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 Oct IDFCFIRSTB was trading at 73.45. The strike last trading price was 3.3, 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 8 Oct IDFCFIRSTB was trading at 71.99. The strike last trading price was 3.3, which was 0 lower than the previous day. The implied volatity was 5.42, the open interest changed by 0 which decreased total open position to 0
On 7 Oct IDFCFIRSTB was trading at 71.99. The strike last trading price was 3.3, 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































































































































































































































