IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
15 May 2026 04:10 PM IST
| IDFCFIRSTB 26-May-2026 (10d) 69 CE | ||||||||||||||||
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Delta: 0.39
Vega: 0
Theta: -0.07
Gamma: 0.09425
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 May | 67.65 | 1.1 | -0.8999999999999999 (-45.00%) | 34.25 | 2,879 | 185 | 810 | |||||||||
| 14 May | 68.54 | 1.65 | -0.3500000000000001 (-17.50%) | 35.96 | 2,389 | -60 | 624 | |||||||||
| 13 May | 68.30 | 1.52 | 0.52 (52.00%) | 0 | 1,099 | 44 | 685 | |||||||||
| 12 May | 67.68 | 1.43 | -0.5700000000000001 (-28.50%) | 0 | 951 | 85 | 645 | |||||||||
| 11 May | 69.22 | 2.14 | -1.8599999999999999 (-46.50%) | 34.17 | 570 | -2 | 558 | |||||||||
| 8 May | 71.27 | 3.45 | 0.4400000000000004 (14.62%) | 32.65 | 405 | -11 | 561 | |||||||||
| 7 May | 70.39 | 3.3 | 0.69 (26.44%) | 33.5 | 550 | -1 | 573 | |||||||||
| 6 May | 69.59 | 2.59 | 0.43999999999999995 (20.47%) | 31.35 | 908 | 53 | 579 | |||||||||
| 5 May | 68.75 | 2.18 | -0.48 (-18.05%) | 32.31 | 677 | 70 | 530 | |||||||||
| 4 May | 69.59 | 2.67 | -0.16999999999999993 (-5.99%) | 31.89 | 274 | 69 | 461 | |||||||||
| 30 Apr | 69.64 | 2.89 | -0.1299999999999999 (-4.30%) | 31.59 | 476 | 56 | 448 | |||||||||
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| 29 Apr | 70.15 | 2.95 | 0.5 (20.41%) | 28.98 | 854 | 83 | 391 | |||||||||
| 28 Apr | 68.71 | 2.43 | -1.0699999999999998 (-30.57%) | 31.53 | 381 | 160 | 308 | |||||||||
| 27 Apr | 70.27 | 3.53 | 1.1199999999999997 (46.47%) | 33.66 | 484 | 109 | 148 | |||||||||
| 24 Apr | 67.23 | 2.41 | -0.29000000000000004 (-10.74%) | 38.74 | 31 | 10 | 38 | |||||||||
| 23 Apr | 67.83 | 2.7 | -0.36999999999999966 (-12.05%) | 38.72 | 8 | 3 | 27 | |||||||||
| 22 Apr | 68.38 | 3.06 | 0.08999999999999986 (3.03%) | 37.83 | 26 | 15 | 22 | |||||||||
| 21 Apr | 67.94 | 2.97 | -0.22999999999999998 (-7.19%) | 39.07 | 5 | -1 | 6 | |||||||||
| 20 Apr | 67.50 | 3.2 | -0.040000000000000036 (-1.23%) | 39.14 | 1 | 0 | 8 | |||||||||
| 17 Apr | 68.53 | 3.24 | -0.11999999999999966 (-3.57%) | 36.04 | 11 | 3 | 5 | |||||||||
| 16 Apr | 67.82 | 3.36 | 0.5499999999999998 (19.57%) | 40.37 | 3 | 1 | 2 | |||||||||
| 15 Apr | 66.91 | 2.81 | 1.85 (192.71%) | 39.7 | 1 | 0 | 0 | |||||||||
| 13 Apr | 64.86 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 66.21 | 0 | 0 (0.00%) | 3.11 | 0 | 0 | 0 | |||||||||
| 9 Apr | 65.28 | 0.96 | 0 (0.00%) | 3.98 | 0 | 0 | 0 | |||||||||
| 8 Apr | 65.87 | 0.96 | 0 (0.00%) | 3.04 | 0 | 0 | 0 | |||||||||
| 7 Apr | 61.19 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 61.08 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 60.22 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 60.18 | 0 | 0 (0.00%) | 0 | 0 | 0 | 0 | |||||||||
For Idfc First Bank Limited - strike price 69 expiring on 26MAY2026
Delta for 69 CE is 0.39
Historical price for 69 CE is as follows
On 15 May IDFCFIRSTB was trading at 67.65. The strike last trading price was 1.1, which was -0.8999999999999999 lower than the previous day. The implied volatity was 34.25, the open interest changed by 185 which increased total open position to 810
On 14 May IDFCFIRSTB was trading at 68.54. The strike last trading price was 1.65, which was -0.3500000000000001 lower than the previous day. The implied volatity was 35.96, the open interest changed by -60 which decreased total open position to 624
On 13 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 1.52, which was 0.52 higher than the previous day. The implied volatity was 0, the open interest changed by 44 which increased total open position to 685
On 12 May IDFCFIRSTB was trading at 67.68. The strike last trading price was 1.43, which was -0.5700000000000001 lower than the previous day. The implied volatity was 0, the open interest changed by 85 which increased total open position to 645
On 11 May IDFCFIRSTB was trading at 69.22. The strike last trading price was 2.14, which was -1.8599999999999999 lower than the previous day. The implied volatity was 34.17, the open interest changed by -2 which decreased total open position to 558
On 8 May IDFCFIRSTB was trading at 71.27. The strike last trading price was 3.45, which was 0.4400000000000004 higher than the previous day. The implied volatity was 32.65, the open interest changed by -11 which decreased total open position to 561
On 7 May IDFCFIRSTB was trading at 70.39. The strike last trading price was 3.3, which was 0.69 higher than the previous day. The implied volatity was 33.5, the open interest changed by -1 which decreased total open position to 573
On 6 May IDFCFIRSTB was trading at 69.59. The strike last trading price was 2.59, which was 0.43999999999999995 higher than the previous day. The implied volatity was 31.35, the open interest changed by 53 which increased total open position to 579
On 5 May IDFCFIRSTB was trading at 68.75. The strike last trading price was 2.18, which was -0.48 lower than the previous day. The implied volatity was 32.31, the open interest changed by 70 which increased total open position to 530
On 4 May IDFCFIRSTB was trading at 69.59. The strike last trading price was 2.67, which was -0.16999999999999993 lower than the previous day. The implied volatity was 31.89, the open interest changed by 69 which increased total open position to 461
On 30 Apr IDFCFIRSTB was trading at 69.64. The strike last trading price was 2.89, which was -0.1299999999999999 lower than the previous day. The implied volatity was 31.59, the open interest changed by 56 which increased total open position to 448
On 29 Apr IDFCFIRSTB was trading at 70.15. The strike last trading price was 2.95, which was 0.5 higher than the previous day. The implied volatity was 28.98, the open interest changed by 83 which increased total open position to 391
On 28 Apr IDFCFIRSTB was trading at 68.71. The strike last trading price was 2.43, which was -1.0699999999999998 lower than the previous day. The implied volatity was 31.53, the open interest changed by 160 which increased total open position to 308
On 27 Apr IDFCFIRSTB was trading at 70.27. The strike last trading price was 3.53, which was 1.1199999999999997 higher than the previous day. The implied volatity was 33.66, the open interest changed by 109 which increased total open position to 148
On 24 Apr IDFCFIRSTB was trading at 67.23. The strike last trading price was 2.41, which was -0.29000000000000004 lower than the previous day. The implied volatity was 38.74, the open interest changed by 10 which increased total open position to 38
On 23 Apr IDFCFIRSTB was trading at 67.83. The strike last trading price was 2.7, which was -0.36999999999999966 lower than the previous day. The implied volatity was 38.72, the open interest changed by 3 which increased total open position to 27
On 22 Apr IDFCFIRSTB was trading at 68.38. The strike last trading price was 3.06, which was 0.08999999999999986 higher than the previous day. The implied volatity was 37.83, the open interest changed by 15 which increased total open position to 22
On 21 Apr IDFCFIRSTB was trading at 67.94. The strike last trading price was 2.97, which was -0.22999999999999998 lower than the previous day. The implied volatity was 39.07, the open interest changed by -1 which decreased total open position to 6
On 20 Apr IDFCFIRSTB was trading at 67.50. The strike last trading price was 3.2, which was -0.040000000000000036 lower than the previous day. The implied volatity was 39.14, the open interest changed by 0 which decreased total open position to 8
On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was 3.24, which was -0.11999999999999966 lower than the previous day. The implied volatity was 36.04, the open interest changed by 3 which increased total open position to 5
On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was 3.36, which was 0.5499999999999998 higher than the previous day. The implied volatity was 40.37, the open interest changed by 1 which increased total open position to 2
On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was 2.81, which was 1.85 higher than the previous day. The implied volatity was 39.7, the open interest changed by 0 which decreased total open position to 0
On 13 Apr IDFCFIRSTB was trading at 64.86. 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
On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.11, the open interest changed by 0 which decreased total open position to 0
On 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 0.96, which was 0 lower than the previous day. The implied volatity was 3.98, the open interest changed by 0 which decreased total open position to 0
On 8 Apr IDFCFIRSTB was trading at 65.87. The strike last trading price was 0.96, which was 0 lower than the previous day. The implied volatity was 3.04, the open interest changed by 0 which decreased total open position to 0
On 7 Apr IDFCFIRSTB was trading at 61.19. 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
On 6 Apr IDFCFIRSTB was trading at 61.08. 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
On 2 Apr IDFCFIRSTB was trading at 60.22. 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
On 1 Apr IDFCFIRSTB was trading at 60.18. The strike last trading price was 0, 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 26-May-2026 (10d) 69 PE | |||||||
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Delta: -0.62
Vega: 0
Theta: -0.05
Gamma: 0.10404
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 May | 67.65 | 2.17 | 0.48 (28.40%) | 30.69 | 1,278 | 22 | 525 |
| 14 May | 68.54 | 1.64 | -0.28 (-14.58%) | 29.14 | 1,087 | -26 | 501 |
| 13 May | 68.30 | 2.03 | -0.38000000000000034 (-15.77%) | 0 | 971 | -66 | 527 |
| 12 May | 67.68 | 2.32 | 0.7099999999999997 (44.10%) | 32.41 | 1,016 | -83 | 594 |
| 11 May | 69.22 | 1.6 | 0.7200000000000001 (81.82%) | 31.84 | 1,227 | -2 | 685 |
| 8 May | 71.27 | 0.86 | -0.2699999999999999 (-23.89%) | 28.92 | 902 | 87 | 695 |
| 7 May | 70.39 | 0.98 | -0.51 (-34.23%) | 28.26 | 816 | 86 | 613 |
| 6 May | 69.59 | 1.52 | -0.45999999999999996 (-23.23%) | 30.42 | 946 | -27 | 527 |
| 5 May | 68.75 | 1.93 | 0.28 (16.97%) | 29.62 | 1,224 | 27 | 556 |
| 4 May | 69.59 | 1.61 | -0.15999999999999992 (-9.04%) | 29.84 | 683 | 37 | 526 |
| 30 Apr | 69.64 | 1.69 | -0.010000000000000009 (-0.59%) | 29.45 | 831 | 17 | 506 |
| 29 Apr | 70.15 | 1.69 | -0.5800000000000001 (-25.55%) | 31.06 | 1,040 | 157 | 496 |
| 28 Apr | 68.71 | 2.22 | 0.5800000000000003 (35.37%) | 29.92 | 569 | 65 | 344 |
| 27 Apr | 70.27 | 1.66 | -2.04 (-55.14%) | 30.29 | 529 | 259 | 287 |
| 24 Apr | 67.23 | 3.66 | 0.33000000000000007 (9.91%) | 36.49 | 32 | 24 | 28 |
| 23 Apr | 67.83 | 3.33 | 3.33 (11.00%) | 38.27 | 0 | 0 | 4 |
| 22 Apr | 68.38 | 3.33 | 0.33000000000000007 (11.00%) | 38.27 | 5 | 2 | 4 |
| 21 Apr | 67.94 | 3 | 3 (-10.45%) | 33.32 | 0 | 0 | 2 |
| 20 Apr | 67.50 | 3 | -0.3500000000000001 (-10.45%) | 33.32 | 1 | 0 | 1 |
| 17 Apr | 68.53 | 3.35 | -0.5499999999999998 (-14.10%) | 35.95 | 1 | 0 | 1 |
| 16 Apr | 67.82 | 3.9 | 0.06999999999999984 (1.83%) | 35.88 | 4 | -2 | 1 |
| 15 Apr | 66.91 | 3.83 | -1.62 (-29.72%) | 32.55 | 2 | 1 | 3 |
| 13 Apr | 64.86 | 5.45 | 0 (0.00%) | - | 0 | 0 | 2 |
| 10 Apr | 66.21 | 5.45 | 0 (0.00%) | - | 0 | 0 | 2 |
| 9 Apr | 65.28 | 5.45 | -4.9 (-47.34%) | - | 0 | 2 | 0 |
| 8 Apr | 65.87 | 5.45 | -4.9 (-47.34%) | 45.33 | 2 | 1 | 1 |
| 7 Apr | 61.19 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 61.08 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 60.22 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 60.18 | 0 | 0 (0.00%) | 0 | 0 | 0 | 0 |
For Idfc First Bank Limited - strike price 69 expiring on 26MAY2026
Delta for 69 PE is -0.62
Historical price for 69 PE is as follows
On 15 May IDFCFIRSTB was trading at 67.65. The strike last trading price was 2.17, which was 0.48 higher than the previous day. The implied volatity was 30.69, the open interest changed by 22 which increased total open position to 525
On 14 May IDFCFIRSTB was trading at 68.54. The strike last trading price was 1.64, which was -0.28 lower than the previous day. The implied volatity was 29.14, the open interest changed by -26 which decreased total open position to 501
On 13 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 2.03, which was -0.38000000000000034 lower than the previous day. The implied volatity was 0, the open interest changed by -66 which decreased total open position to 527
On 12 May IDFCFIRSTB was trading at 67.68. The strike last trading price was 2.32, which was 0.7099999999999997 higher than the previous day. The implied volatity was 32.41, the open interest changed by -83 which decreased total open position to 594
On 11 May IDFCFIRSTB was trading at 69.22. The strike last trading price was 1.6, which was 0.7200000000000001 higher than the previous day. The implied volatity was 31.84, the open interest changed by -2 which decreased total open position to 685
On 8 May IDFCFIRSTB was trading at 71.27. The strike last trading price was 0.86, which was -0.2699999999999999 lower than the previous day. The implied volatity was 28.92, the open interest changed by 87 which increased total open position to 695
On 7 May IDFCFIRSTB was trading at 70.39. The strike last trading price was 0.98, which was -0.51 lower than the previous day. The implied volatity was 28.26, the open interest changed by 86 which increased total open position to 613
On 6 May IDFCFIRSTB was trading at 69.59. The strike last trading price was 1.52, which was -0.45999999999999996 lower than the previous day. The implied volatity was 30.42, the open interest changed by -27 which decreased total open position to 527
On 5 May IDFCFIRSTB was trading at 68.75. The strike last trading price was 1.93, which was 0.28 higher than the previous day. The implied volatity was 29.62, the open interest changed by 27 which increased total open position to 556
On 4 May IDFCFIRSTB was trading at 69.59. The strike last trading price was 1.61, which was -0.15999999999999992 lower than the previous day. The implied volatity was 29.84, the open interest changed by 37 which increased total open position to 526
On 30 Apr IDFCFIRSTB was trading at 69.64. The strike last trading price was 1.69, which was -0.010000000000000009 lower than the previous day. The implied volatity was 29.45, the open interest changed by 17 which increased total open position to 506
On 29 Apr IDFCFIRSTB was trading at 70.15. The strike last trading price was 1.69, which was -0.5800000000000001 lower than the previous day. The implied volatity was 31.06, the open interest changed by 157 which increased total open position to 496
On 28 Apr IDFCFIRSTB was trading at 68.71. The strike last trading price was 2.22, which was 0.5800000000000003 higher than the previous day. The implied volatity was 29.92, the open interest changed by 65 which increased total open position to 344
On 27 Apr IDFCFIRSTB was trading at 70.27. The strike last trading price was 1.66, which was -2.04 lower than the previous day. The implied volatity was 30.29, the open interest changed by 259 which increased total open position to 287
On 24 Apr IDFCFIRSTB was trading at 67.23. The strike last trading price was 3.66, which was 0.33000000000000007 higher than the previous day. The implied volatity was 36.49, the open interest changed by 24 which increased total open position to 28
On 23 Apr IDFCFIRSTB was trading at 67.83. The strike last trading price was 3.33, which was 3.33 higher than the previous day. The implied volatity was 38.27, the open interest changed by 0 which decreased total open position to 4
On 22 Apr IDFCFIRSTB was trading at 68.38. The strike last trading price was 3.33, which was 0.33000000000000007 higher than the previous day. The implied volatity was 38.27, the open interest changed by 2 which increased total open position to 4
On 21 Apr IDFCFIRSTB was trading at 67.94. The strike last trading price was 3, which was 3 higher than the previous day. The implied volatity was 33.32, the open interest changed by 0 which decreased total open position to 2
On 20 Apr IDFCFIRSTB was trading at 67.50. The strike last trading price was 3, which was -0.3500000000000001 lower than the previous day. The implied volatity was 33.32, the open interest changed by 0 which decreased total open position to 1
On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was 3.35, which was -0.5499999999999998 lower than the previous day. The implied volatity was 35.95, the open interest changed by 0 which decreased total open position to 1
On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was 3.9, which was 0.06999999999999984 higher than the previous day. The implied volatity was 35.88, the open interest changed by -2 which decreased total open position to 1
On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was 3.83, which was -1.62 lower than the previous day. The implied volatity was 32.55, the open interest changed by 1 which increased total open position to 3
On 13 Apr IDFCFIRSTB was trading at 64.86. The strike last trading price was 5.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 5.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 5.45, which was -4.9 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 8 Apr IDFCFIRSTB was trading at 65.87. The strike last trading price was 5.45, which was -4.9 lower than the previous day. The implied volatity was 45.33, the open interest changed by 1 which increased total open position to 1
On 7 Apr IDFCFIRSTB was trading at 61.19. 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
On 6 Apr IDFCFIRSTB was trading at 61.08. 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
On 2 Apr IDFCFIRSTB was trading at 60.22. 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
On 1 Apr IDFCFIRSTB was trading at 60.18. The strike last trading price was 0, 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
