[--[65.84.65.76]--]

IDFCFIRSTB

Idfc First Bank Limited
67.09 -0.74 (-1.09%)
L: 67.05 H: 68.64

Back to Option Chain


Historical option data for IDFCFIRSTB

24 Apr 2026 01:30 PM IST
IDFCFIRSTB 28-Apr-2026 (4d) 68 CE
Delta: 0.43
Vega: 0
Theta: -0.17
Gamma: 0.10369
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 67.11 1.14 -0.18000000000000016 51.18 796 -70 874
23 Apr 67.83 1.33 -0.41999999999999993 41.76 996 4 954
22 Apr 68.38 1.76 0.06000000000000005 42.33 917 -94 953
21 Apr 67.94 1.82 0.15000000000000013 42.35 691 54 1,048
20 Apr 67.50 1.61 -0.5399999999999998 45.4 841 272 991
17 Apr 68.53 2.12 0.2300000000000002 38.05 916 31 713
16 Apr 67.82 1.81 0.29000000000000004 37.13 1,447 37 683
15 Apr 66.91 1.51 0.5700000000000001 39.33 790 95 611
13 Apr 64.86 0.98 -0.43999999999999995 38.6 562 25 519
10 Apr 66.21 1.4 0.20999999999999996 34.52 382 27 496
9 Apr 65.28 1.17 -0.35 35.79 345 52 468
8 Apr 65.87 1.58 1.07 36.04 628 119 378
7 Apr 61.19 0.51 -0.04 40.94 117 -25 258
6 Apr 61.08 0.56 0.02 41.01 166 41 288
2 Apr 60.22 0.56 0.02 40.58 203 21 246
1 Apr 60.18 0.54 0.01 40.32 165 38 224
30 Mar 58.85 0.53 -0.59 43.89 256 38 188
27 Mar 61.87 1.13 -0.42 41.52 97 7 149
25 Mar 63.24 1.57 0.19 40.52 55 12 141
24 Mar 62.09 1.38 0.18 42.54 45 25 128
23 Mar 60.24 1.2 -0.59 47.2 102 40 99
20 Mar 62.95 1.79 0.24 41.39 9 -1 58
19 Mar 62.61 1.55 -0.77 38.19 60 -21 60
18 Mar 65.26 2.3 0.48 35.87 80 -22 81
17 Mar 63.66 1.82 -0.02 37.12 9 -1 104
16 Mar 62.81 1.82 0.04 40.56 22 2 105
13 Mar 62.57 1.78 -0.83 39.52 69 46 102
12 Mar 64.78 2.61 -0.53 38.49 48 22 57
11 Mar 66.16 3.02 -0.55 37.28 19 7 35
10 Mar 67.27 3.62 -0.02 34.99 24 13 26
9 Mar 66.76 3.64 -2.29 38.02 16 9 12
6 Mar 69.98 5.93 -1.47 - 0 0 3
5 Mar 70.40 5.93 -1.47 - 1 0 0
4 Mar 70.06 5.93 -1.47 40.07 1 0 3
2 Mar 71.78 7.4 -9.58 - 0 3 0
27 Feb 73.48 7.4 -9.58 28.76 3 0 0
26 Feb 72.81 16.98 0 - 0 0 0
25 Feb 70.22 16.98 0 - 0 0 0
24 Feb 70.97 16.98 0 - 0 0 0
23 Feb 70.04 16.98 0 - 0 0 0


For Idfc First Bank Limited - strike price 68 expiring on 28APR2026

Delta for 68 CE is 0.43

Historical price for 68 CE is as follows

On 24 Apr IDFCFIRSTB was trading at 67.11. The strike last trading price was 1.14, which was -0.18000000000000016 lower than the previous day. The implied volatity was 51.18, the open interest changed by -70 which decreased total open position to 874


On 23 Apr IDFCFIRSTB was trading at 67.83. The strike last trading price was 1.33, which was -0.41999999999999993 lower than the previous day. The implied volatity was 41.76, the open interest changed by 4 which increased total open position to 954


On 22 Apr IDFCFIRSTB was trading at 68.38. The strike last trading price was 1.76, which was 0.06000000000000005 higher than the previous day. The implied volatity was 42.33, the open interest changed by -94 which decreased total open position to 953


On 21 Apr IDFCFIRSTB was trading at 67.94. The strike last trading price was 1.82, which was 0.15000000000000013 higher than the previous day. The implied volatity was 42.35, the open interest changed by 54 which increased total open position to 1048


On 20 Apr IDFCFIRSTB was trading at 67.50. The strike last trading price was 1.61, which was -0.5399999999999998 lower than the previous day. The implied volatity was 45.4, the open interest changed by 272 which increased total open position to 991


On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was 2.12, which was 0.2300000000000002 higher than the previous day. The implied volatity was 38.05, the open interest changed by 31 which increased total open position to 713


On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was 1.81, which was 0.29000000000000004 higher than the previous day. The implied volatity was 37.13, the open interest changed by 37 which increased total open position to 683


On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was 1.51, which was 0.5700000000000001 higher than the previous day. The implied volatity was 39.33, the open interest changed by 95 which increased total open position to 611


On 13 Apr IDFCFIRSTB was trading at 64.86. The strike last trading price was 0.98, which was -0.43999999999999995 lower than the previous day. The implied volatity was 38.6, the open interest changed by 25 which increased total open position to 519


On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 1.4, which was 0.20999999999999996 higher than the previous day. The implied volatity was 34.52, the open interest changed by 27 which increased total open position to 496


On 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 1.17, which was -0.35 lower than the previous day. The implied volatity was 35.79, the open interest changed by 52 which increased total open position to 468


On 8 Apr IDFCFIRSTB was trading at 65.87. The strike last trading price was 1.58, which was 1.07 higher than the previous day. The implied volatity was 36.04, the open interest changed by 119 which increased total open position to 378


On 7 Apr IDFCFIRSTB was trading at 61.19. The strike last trading price was 0.51, which was -0.04 lower than the previous day. The implied volatity was 40.94, the open interest changed by -25 which decreased total open position to 258


On 6 Apr IDFCFIRSTB was trading at 61.08. The strike last trading price was 0.56, which was 0.02 higher than the previous day. The implied volatity was 41.01, the open interest changed by 41 which increased total open position to 288


On 2 Apr IDFCFIRSTB was trading at 60.22. The strike last trading price was 0.56, which was 0.02 higher than the previous day. The implied volatity was 40.58, the open interest changed by 21 which increased total open position to 246


On 1 Apr IDFCFIRSTB was trading at 60.18. The strike last trading price was 0.54, which was 0.01 higher than the previous day. The implied volatity was 40.32, the open interest changed by 38 which increased total open position to 224


On 30 Mar IDFCFIRSTB was trading at 58.85. The strike last trading price was 0.53, which was -0.59 lower than the previous day. The implied volatity was 43.89, the open interest changed by 38 which increased total open position to 188


On 27 Mar IDFCFIRSTB was trading at 61.87. The strike last trading price was 1.13, which was -0.42 lower than the previous day. The implied volatity was 41.52, the open interest changed by 7 which increased total open position to 149


On 25 Mar IDFCFIRSTB was trading at 63.24. The strike last trading price was 1.57, which was 0.19 higher than the previous day. The implied volatity was 40.52, the open interest changed by 12 which increased total open position to 141


On 24 Mar IDFCFIRSTB was trading at 62.09. The strike last trading price was 1.38, which was 0.18 higher than the previous day. The implied volatity was 42.54, the open interest changed by 25 which increased total open position to 128


On 23 Mar IDFCFIRSTB was trading at 60.24. The strike last trading price was 1.2, which was -0.59 lower than the previous day. The implied volatity was 47.2, the open interest changed by 40 which increased total open position to 99


On 20 Mar IDFCFIRSTB was trading at 62.95. The strike last trading price was 1.79, which was 0.24 higher than the previous day. The implied volatity was 41.39, the open interest changed by -1 which decreased total open position to 58


On 19 Mar IDFCFIRSTB was trading at 62.61. The strike last trading price was 1.55, which was -0.77 lower than the previous day. The implied volatity was 38.19, the open interest changed by -21 which decreased total open position to 60


On 18 Mar IDFCFIRSTB was trading at 65.26. The strike last trading price was 2.3, which was 0.48 higher than the previous day. The implied volatity was 35.87, the open interest changed by -22 which decreased total open position to 81


On 17 Mar IDFCFIRSTB was trading at 63.66. The strike last trading price was 1.82, which was -0.02 lower than the previous day. The implied volatity was 37.12, the open interest changed by -1 which decreased total open position to 104


On 16 Mar IDFCFIRSTB was trading at 62.81. The strike last trading price was 1.82, which was 0.04 higher than the previous day. The implied volatity was 40.56, the open interest changed by 2 which increased total open position to 105


On 13 Mar IDFCFIRSTB was trading at 62.57. The strike last trading price was 1.78, which was -0.83 lower than the previous day. The implied volatity was 39.52, the open interest changed by 46 which increased total open position to 102


On 12 Mar IDFCFIRSTB was trading at 64.78. The strike last trading price was 2.61, which was -0.53 lower than the previous day. The implied volatity was 38.49, the open interest changed by 22 which increased total open position to 57


On 11 Mar IDFCFIRSTB was trading at 66.16. The strike last trading price was 3.02, which was -0.55 lower than the previous day. The implied volatity was 37.28, the open interest changed by 7 which increased total open position to 35


On 10 Mar IDFCFIRSTB was trading at 67.27. The strike last trading price was 3.62, which was -0.02 lower than the previous day. The implied volatity was 34.99, the open interest changed by 13 which increased total open position to 26


On 9 Mar IDFCFIRSTB was trading at 66.76. The strike last trading price was 3.64, which was -2.29 lower than the previous day. The implied volatity was 38.02, the open interest changed by 9 which increased total open position to 12


On 6 Mar IDFCFIRSTB was trading at 69.98. The strike last trading price was 5.93, which was -1.47 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 5 Mar IDFCFIRSTB was trading at 70.40. The strike last trading price was 5.93, which was -1.47 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 5.93, which was -1.47 lower than the previous day. The implied volatity was 40.07, the open interest changed by 0 which decreased total open position to 3


On 2 Mar IDFCFIRSTB was trading at 71.78. The strike last trading price was 7.4, which was -9.58 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 27 Feb IDFCFIRSTB was trading at 73.48. The strike last trading price was 7.4, which was -9.58 lower than the previous day. The implied volatity was 28.76, 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 16.98, 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 16.98, 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 16.98, 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 16.98, 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) 68 PE
Delta: -0.58
Vega: 0
Theta: -0.16
Gamma: 0.10677
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 67.11 1.92 0.28 49.63 524 -35 701
23 Apr 67.83 1.63 0.24 48.62 722 -116 737
22 Apr 68.38 1.45 -0.31000000000000005 46.69 849 247 850
21 Apr 67.94 1.7 -0.44000000000000017 45.34 526 101 602
20 Apr 67.50 2.21 0.5800000000000001 47.76 630 -102 508
17 Apr 68.53 1.69 -0.33000000000000007 40.72 897 204 613
16 Apr 67.82 2.1 -0.46999999999999975 41.48 801 154 393
15 Apr 66.91 2.59 -1.1400000000000001 39.46 188 51 195
13 Apr 64.86 3.73 0.7399999999999998 37.77 47 0 144
10 Apr 66.21 2.99 -0.71 35.87 127 14 144
9 Apr 65.28 3.73 0.5 38.57 39 -2 131
8 Apr 65.87 3.16 -3.75 37.4 161 -2 135
7 Apr 61.19 6.91 -0.14 40.39 13 3 138
6 Apr 61.08 7.01 -0.96 43.48 63 9 136
2 Apr 60.22 7.95 0.37 48.77 27 0 126
1 Apr 60.18 7.58 -1.72 34.06 25 -4 125
30 Mar 58.85 9.3 2.36 47.81 86 59 129
27 Mar 61.87 6.87 1.08 44.38 25 10 69
25 Mar 63.24 5.79 -1.06 41.96 14 0 58
24 Mar 62.09 6.85 -1.56 44.93 6 -2 59
23 Mar 60.24 8.41 2.41 46.82 9 -3 61
20 Mar 62.95 6 -0.53 40.9 2 1 64
19 Mar 62.61 6.45 1.88 45.3 12 -2 62
18 Mar 65.26 4.57 -1.83 39.7 12 -3 63
17 Mar 63.66 6.4 0 49.94 1 0 65
16 Mar 62.81 6.4 0.03 42.66 4 -1 65
13 Mar 62.57 6.37 1.3 39.41 9 -1 66
12 Mar 64.78 5.03 0.66 40.13 12 0 68
11 Mar 66.16 4.5 1.04 40.31 18 1 68
10 Mar 67.27 3.3 -0.99 35.37 11 3 67
9 Mar 66.76 4.29 1.85 42.23 20 0 64
6 Mar 69.98 2.49 -0.05 36.48 4 2 63
5 Mar 70.40 2.54 -0.21 38.44 15 -1 60
4 Mar 70.06 2.75 0.63 38.71 11 1 61
2 Mar 71.78 2.09 0.47 37.36 62 36 59
27 Feb 73.48 1.65 -0.31 35.97 51 -18 23
26 Feb 72.81 1.96 -1.34 37.54 25 -5 42
25 Feb 70.22 3.32 -0.18 42.61 17 3 46
24 Feb 70.97 3.5 -0.51 45.91 18 2 44
23 Feb 70.04 4.1 3.66 48.93 64 41 41


For Idfc First Bank Limited - strike price 68 expiring on 28APR2026

Delta for 68 PE is -0.58

Historical price for 68 PE is as follows

On 24 Apr IDFCFIRSTB was trading at 67.11. The strike last trading price was 1.92, which was 0.28 higher than the previous day. The implied volatity was 49.63, the open interest changed by -35 which decreased total open position to 701


On 23 Apr IDFCFIRSTB was trading at 67.83. The strike last trading price was 1.63, which was 0.24 higher than the previous day. The implied volatity was 48.62, the open interest changed by -116 which decreased total open position to 737


On 22 Apr IDFCFIRSTB was trading at 68.38. The strike last trading price was 1.45, which was -0.31000000000000005 lower than the previous day. The implied volatity was 46.69, the open interest changed by 247 which increased total open position to 850


On 21 Apr IDFCFIRSTB was trading at 67.94. The strike last trading price was 1.7, which was -0.44000000000000017 lower than the previous day. The implied volatity was 45.34, the open interest changed by 101 which increased total open position to 602


On 20 Apr IDFCFIRSTB was trading at 67.50. The strike last trading price was 2.21, which was 0.5800000000000001 higher than the previous day. The implied volatity was 47.76, the open interest changed by -102 which decreased total open position to 508


On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was 1.69, which was -0.33000000000000007 lower than the previous day. The implied volatity was 40.72, the open interest changed by 204 which increased total open position to 613


On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was 2.1, which was -0.46999999999999975 lower than the previous day. The implied volatity was 41.48, the open interest changed by 154 which increased total open position to 393


On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was 2.59, which was -1.1400000000000001 lower than the previous day. The implied volatity was 39.46, the open interest changed by 51 which increased total open position to 195


On 13 Apr IDFCFIRSTB was trading at 64.86. The strike last trading price was 3.73, which was 0.7399999999999998 higher than the previous day. The implied volatity was 37.77, the open interest changed by 0 which decreased total open position to 144


On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 2.99, which was -0.71 lower than the previous day. The implied volatity was 35.87, the open interest changed by 14 which increased total open position to 144


On 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 3.73, which was 0.5 higher than the previous day. The implied volatity was 38.57, the open interest changed by -2 which decreased total open position to 131


On 8 Apr IDFCFIRSTB was trading at 65.87. The strike last trading price was 3.16, which was -3.75 lower than the previous day. The implied volatity was 37.4, the open interest changed by -2 which decreased total open position to 135


On 7 Apr IDFCFIRSTB was trading at 61.19. The strike last trading price was 6.91, which was -0.14 lower than the previous day. The implied volatity was 40.39, the open interest changed by 3 which increased total open position to 138


On 6 Apr IDFCFIRSTB was trading at 61.08. The strike last trading price was 7.01, which was -0.96 lower than the previous day. The implied volatity was 43.48, the open interest changed by 9 which increased total open position to 136


On 2 Apr IDFCFIRSTB was trading at 60.22. The strike last trading price was 7.95, which was 0.37 higher than the previous day. The implied volatity was 48.77, the open interest changed by 0 which decreased total open position to 126


On 1 Apr IDFCFIRSTB was trading at 60.18. The strike last trading price was 7.58, which was -1.72 lower than the previous day. The implied volatity was 34.06, the open interest changed by -4 which decreased total open position to 125


On 30 Mar IDFCFIRSTB was trading at 58.85. The strike last trading price was 9.3, which was 2.36 higher than the previous day. The implied volatity was 47.81, the open interest changed by 59 which increased total open position to 129


On 27 Mar IDFCFIRSTB was trading at 61.87. The strike last trading price was 6.87, which was 1.08 higher than the previous day. The implied volatity was 44.38, the open interest changed by 10 which increased total open position to 69


On 25 Mar IDFCFIRSTB was trading at 63.24. The strike last trading price was 5.79, which was -1.06 lower than the previous day. The implied volatity was 41.96, the open interest changed by 0 which decreased total open position to 58


On 24 Mar IDFCFIRSTB was trading at 62.09. The strike last trading price was 6.85, which was -1.56 lower than the previous day. The implied volatity was 44.93, the open interest changed by -2 which decreased total open position to 59


On 23 Mar IDFCFIRSTB was trading at 60.24. The strike last trading price was 8.41, which was 2.41 higher than the previous day. The implied volatity was 46.82, the open interest changed by -3 which decreased total open position to 61


On 20 Mar IDFCFIRSTB was trading at 62.95. The strike last trading price was 6, which was -0.53 lower than the previous day. The implied volatity was 40.9, the open interest changed by 1 which increased total open position to 64


On 19 Mar IDFCFIRSTB was trading at 62.61. The strike last trading price was 6.45, which was 1.88 higher than the previous day. The implied volatity was 45.3, the open interest changed by -2 which decreased total open position to 62


On 18 Mar IDFCFIRSTB was trading at 65.26. The strike last trading price was 4.57, which was -1.83 lower than the previous day. The implied volatity was 39.7, the open interest changed by -3 which decreased total open position to 63


On 17 Mar IDFCFIRSTB was trading at 63.66. The strike last trading price was 6.4, which was 0 lower than the previous day. The implied volatity was 49.94, the open interest changed by 0 which decreased total open position to 65


On 16 Mar IDFCFIRSTB was trading at 62.81. The strike last trading price was 6.4, which was 0.03 higher than the previous day. The implied volatity was 42.66, the open interest changed by -1 which decreased total open position to 65


On 13 Mar IDFCFIRSTB was trading at 62.57. The strike last trading price was 6.37, which was 1.3 higher than the previous day. The implied volatity was 39.41, the open interest changed by -1 which decreased total open position to 66


On 12 Mar IDFCFIRSTB was trading at 64.78. The strike last trading price was 5.03, which was 0.66 higher than the previous day. The implied volatity was 40.13, the open interest changed by 0 which decreased total open position to 68


On 11 Mar IDFCFIRSTB was trading at 66.16. The strike last trading price was 4.5, which was 1.04 higher than the previous day. The implied volatity was 40.31, the open interest changed by 1 which increased total open position to 68


On 10 Mar IDFCFIRSTB was trading at 67.27. The strike last trading price was 3.3, which was -0.99 lower than the previous day. The implied volatity was 35.37, the open interest changed by 3 which increased total open position to 67


On 9 Mar IDFCFIRSTB was trading at 66.76. The strike last trading price was 4.29, which was 1.85 higher than the previous day. The implied volatity was 42.23, the open interest changed by 0 which decreased total open position to 64


On 6 Mar IDFCFIRSTB was trading at 69.98. The strike last trading price was 2.49, which was -0.05 lower than the previous day. The implied volatity was 36.48, the open interest changed by 2 which increased total open position to 63


On 5 Mar IDFCFIRSTB was trading at 70.40. The strike last trading price was 2.54, which was -0.21 lower than the previous day. The implied volatity was 38.44, the open interest changed by -1 which decreased total open position to 60


On 4 Mar IDFCFIRSTB was trading at 70.06. The strike last trading price was 2.75, which was 0.63 higher than the previous day. The implied volatity was 38.71, the open interest changed by 1 which increased total open position to 61


On 2 Mar IDFCFIRSTB was trading at 71.78. The strike last trading price was 2.09, which was 0.47 higher than the previous day. The implied volatity was 37.36, the open interest changed by 36 which increased total open position to 59


On 27 Feb IDFCFIRSTB was trading at 73.48. The strike last trading price was 1.65, which was -0.31 lower than the previous day. The implied volatity was 35.97, the open interest changed by -18 which decreased total open position to 23


On 26 Feb IDFCFIRSTB was trading at 72.81. The strike last trading price was 1.96, which was -1.34 lower than the previous day. The implied volatity was 37.54, the open interest changed by -5 which decreased total open position to 42


On 25 Feb IDFCFIRSTB was trading at 70.22. The strike last trading price was 3.32, which was -0.18 lower than the previous day. The implied volatity was 42.61, the open interest changed by 3 which increased total open position to 46


On 24 Feb IDFCFIRSTB was trading at 70.97. The strike last trading price was 3.5, which was -0.51 lower than the previous day. The implied volatity was 45.91, the open interest changed by 2 which increased total open position to 44


On 23 Feb IDFCFIRSTB was trading at 70.04. The strike last trading price was 4.1, which was 3.66 higher than the previous day. The implied volatity was 48.93, the open interest changed by 41 which increased total open position to 41