IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
13 Mar 2026 04:11 PM IST
| IDFCFIRSTB 30-MAR-2026 70 CE | ||||||||||||||||
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Delta: 0.13
Vega: 0.03
Theta: -0.04
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 62.57 | 0.35 | -0.3 | 42.28 | 3,672 | 150 | 4,188 | |||||||||
| 12 Mar | 64.78 | 0.65 | -0.39 | 38.52 | 2,174 | -65 | 4,039 | |||||||||
| 11 Mar | 66.16 | 1.02 | -0.31 | 39.6 | 2,227 | 167 | 4,106 | |||||||||
| 10 Mar | 67.27 | 1.34 | -0.14 | 35.33 | 3,943 | 644 | 3,948 | |||||||||
| 9 Mar | 66.76 | 1.47 | -1.32 | 40.18 | 3,356 | 156 | 3,301 | |||||||||
| 6 Mar | 69.98 | 2.78 | -0.21 | 35.66 | 1,066 | 47 | 3,143 | |||||||||
| 5 Mar | 70.40 | 3.03 | -0.13 | 34.37 | 1,515 | 402 | 3,397 | |||||||||
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| 4 Mar | 70.06 | 3.15 | -1.03 | 38.63 | 1,602 | 167 | 2,997 | |||||||||
| 2 Mar | 71.78 | 4.24 | -0.83 | 37.07 | 1,358 | -306 | 2,830 | |||||||||
| 27 Feb | 73.48 | 4.97 | 0.17 | 31.2 | 2,599 | -568 | 3,288 | |||||||||
| 26 Feb | 72.81 | 4.7 | 0.78 | 32.18 | 6,565 | -1,377 | 3,852 | |||||||||
| 25 Feb | 70.22 | 3.9 | -0.91 | 41.74 | 4,680 | 574 | 5,342 | |||||||||
| 24 Feb | 70.97 | 4.69 | 0.11 | 46.71 | 14,601 | 1,397 | 4,723 | |||||||||
| 23 Feb | 70.04 | 4.62 | -9.18 | 49.17 | 11,632 | 3,257 | 3,278 | |||||||||
| 20 Feb | 83.51 | 13.8 | -1.05 | 43.97 | 15 | 11 | 20 | |||||||||
| 19 Feb | 82.98 | 14.85 | 0.85 | 60.25 | 12 | 6 | 9 | |||||||||
| 18 Feb | 84.61 | 14 | 3.01 | - | 1 | 0 | 2 | |||||||||
| 17 Feb | 83.35 | 10.99 | -5.45 | - | 0 | 0 | 2 | |||||||||
| 16 Feb | 82.91 | 10.99 | -5.45 | - | 2 | 0 | 0 | |||||||||
| 13 Feb | 81.54 | 16.44 | 0 | - | 0 | 0 | 0 | |||||||||
For Idfc First Bank Limited - strike price 70 expiring on 30MAR2026
Delta for 70 CE is 0.13
Historical price for 70 CE is as follows
On 13 Mar IDFCFIRSTB was trading at 62.57. The strike last trading price was 0.35, which was -0.3 lower than the previous day. The implied volatity was 42.28, the open interest changed by 150 which increased total open position to 4188
On 12 Mar IDFCFIRSTB was trading at 64.78. The strike last trading price was 0.65, which was -0.39 lower than the previous day. The implied volatity was 38.52, the open interest changed by -65 which decreased total open position to 4039
On 11 Mar IDFCFIRSTB was trading at 66.16. The strike last trading price was 1.02, which was -0.31 lower than the previous day. The implied volatity was 39.6, the open interest changed by 167 which increased total open position to 4106
On 10 Mar IDFCFIRSTB was trading at 67.27. The strike last trading price was 1.34, which was -0.14 lower than the previous day. The implied volatity was 35.33, the open interest changed by 644 which increased total open position to 3948
On 9 Mar IDFCFIRSTB was trading at 66.76. The strike last trading price was 1.47, which was -1.32 lower than the previous day. The implied volatity was 40.18, the open interest changed by 156 which increased total open position to 3301
On 6 Mar IDFCFIRSTB was trading at 69.98. The strike last trading price was 2.78, which was -0.21 lower than the previous day. The implied volatity was 35.66, the open interest changed by 47 which increased total open position to 3143
On 5 Mar IDFCFIRSTB was trading at 70.40. The strike last trading price was 3.03, which was -0.13 lower than the previous day. The implied volatity was 34.37, the open interest changed by 402 which increased total open position to 3397
On 4 Mar IDFCFIRSTB was trading at 70.06. The strike last trading price was 3.15, which was -1.03 lower than the previous day. The implied volatity was 38.63, the open interest changed by 167 which increased total open position to 2997
On 2 Mar IDFCFIRSTB was trading at 71.78. The strike last trading price was 4.24, which was -0.83 lower than the previous day. The implied volatity was 37.07, the open interest changed by -306 which decreased total open position to 2830
On 27 Feb IDFCFIRSTB was trading at 73.48. The strike last trading price was 4.97, which was 0.17 higher than the previous day. The implied volatity was 31.2, the open interest changed by -568 which decreased total open position to 3288
On 26 Feb IDFCFIRSTB was trading at 72.81. The strike last trading price was 4.7, which was 0.78 higher than the previous day. The implied volatity was 32.18, the open interest changed by -1377 which decreased total open position to 3852
On 25 Feb IDFCFIRSTB was trading at 70.22. The strike last trading price was 3.9, which was -0.91 lower than the previous day. The implied volatity was 41.74, the open interest changed by 574 which increased total open position to 5342
On 24 Feb IDFCFIRSTB was trading at 70.97. The strike last trading price was 4.69, which was 0.11 higher than the previous day. The implied volatity was 46.71, the open interest changed by 1397 which increased total open position to 4723
On 23 Feb IDFCFIRSTB was trading at 70.04. The strike last trading price was 4.62, which was -9.18 lower than the previous day. The implied volatity was 49.17, the open interest changed by 3257 which increased total open position to 3278
On 20 Feb IDFCFIRSTB was trading at 83.51. The strike last trading price was 13.8, which was -1.05 lower than the previous day. The implied volatity was 43.97, the open interest changed by 11 which increased total open position to 20
On 19 Feb IDFCFIRSTB was trading at 82.98. The strike last trading price was 14.85, which was 0.85 higher than the previous day. The implied volatity was 60.25, the open interest changed by 6 which increased total open position to 9
On 18 Feb IDFCFIRSTB was trading at 84.61. The strike last trading price was 14, which was 3.01 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Feb IDFCFIRSTB was trading at 83.35. The strike last trading price was 10.99, which was -5.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Feb IDFCFIRSTB was trading at 82.91. The strike last trading price was 10.99, which was -5.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb IDFCFIRSTB was trading at 81.54. The strike last trading price was 16.44, 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 30MAR2026 70 PE | |||||||
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Delta: -0.85
Vega: 0.03
Theta: -0.03
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 62.57 | 7.6 | 1.92 | 46.45 | 476 | -190 | 2,550 |
| 12 Mar | 64.78 | 5.6 | 0.87 | 42.08 | 511 | -190 | 2,740 |
| 11 Mar | 66.16 | 4.91 | 1.25 | 42.94 | 235 | -53 | 2,935 |
| 10 Mar | 67.27 | 3.56 | -0.89 | 36.21 | 1,005 | -233 | 2,994 |
| 9 Mar | 66.76 | 4.45 | 1.96 | 43.87 | 1,513 | -435 | 3,268 |
| 6 Mar | 69.98 | 2.5 | 0.28 | 38.17 | 928 | 96 | 3,715 |
| 5 Mar | 70.40 | 2.24 | -0.64 | 36.96 | 1,290 | -55 | 3,625 |
| 4 Mar | 70.06 | 2.85 | 0.86 | 41.97 | 2,252 | -27 | 3,716 |
| 2 Mar | 71.78 | 1.95 | 0.58 | 38.35 | 2,434 | 31 | 3,753 |
| 27 Feb | 73.48 | 1.39 | -0.37 | 35.32 | 3,095 | -403 | 3,729 |
| 26 Feb | 72.81 | 1.79 | -1.57 | 38.02 | 4,745 | 30 | 4,135 |
| 25 Feb | 70.22 | 3.37 | -0.05 | 44.87 | 3,534 | 452 | 4,113 |
| 24 Feb | 70.97 | 3.51 | -0.69 | 48.96 | 9,025 | 713 | 3,658 |
| 23 Feb | 70.04 | 4.3 | 4.15 | 54.28 | 12,194 | 2,869 | 2,961 |
| 20 Feb | 83.51 | 0.15 | -0.03 | 33.53 | 70 | 8 | 91 |
| 19 Feb | 82.98 | 0.2 | 0.09 | 33.95 | 123 | 49 | 84 |
| 18 Feb | 84.61 | 0.11 | -0.03 | 34.21 | 10 | 0 | 35 |
| 17 Feb | 83.35 | 0.14 | -0.03 | 31.91 | 20 | 14 | 36 |
| 16 Feb | 82.91 | 0.17 | -0.09 | 32.07 | 23 | 4 | 12 |
| 13 Feb | 81.54 | 0.26 | -0.04 | 31.63 | 14 | 7 | 8 |
For Idfc First Bank Limited - strike price 70 expiring on 30MAR2026
Delta for 70 PE is -0.85
Historical price for 70 PE is as follows
On 13 Mar IDFCFIRSTB was trading at 62.57. The strike last trading price was 7.6, which was 1.92 higher than the previous day. The implied volatity was 46.45, the open interest changed by -190 which decreased total open position to 2550
On 12 Mar IDFCFIRSTB was trading at 64.78. The strike last trading price was 5.6, which was 0.87 higher than the previous day. The implied volatity was 42.08, the open interest changed by -190 which decreased total open position to 2740
On 11 Mar IDFCFIRSTB was trading at 66.16. The strike last trading price was 4.91, which was 1.25 higher than the previous day. The implied volatity was 42.94, the open interest changed by -53 which decreased total open position to 2935
On 10 Mar IDFCFIRSTB was trading at 67.27. The strike last trading price was 3.56, which was -0.89 lower than the previous day. The implied volatity was 36.21, the open interest changed by -233 which decreased total open position to 2994
On 9 Mar IDFCFIRSTB was trading at 66.76. The strike last trading price was 4.45, which was 1.96 higher than the previous day. The implied volatity was 43.87, the open interest changed by -435 which decreased total open position to 3268
On 6 Mar IDFCFIRSTB was trading at 69.98. The strike last trading price was 2.5, which was 0.28 higher than the previous day. The implied volatity was 38.17, the open interest changed by 96 which increased total open position to 3715
On 5 Mar IDFCFIRSTB was trading at 70.40. The strike last trading price was 2.24, which was -0.64 lower than the previous day. The implied volatity was 36.96, the open interest changed by -55 which decreased total open position to 3625
On 4 Mar IDFCFIRSTB was trading at 70.06. The strike last trading price was 2.85, which was 0.86 higher than the previous day. The implied volatity was 41.97, the open interest changed by -27 which decreased total open position to 3716
On 2 Mar IDFCFIRSTB was trading at 71.78. The strike last trading price was 1.95, which was 0.58 higher than the previous day. The implied volatity was 38.35, the open interest changed by 31 which increased total open position to 3753
On 27 Feb IDFCFIRSTB was trading at 73.48. The strike last trading price was 1.39, which was -0.37 lower than the previous day. The implied volatity was 35.32, the open interest changed by -403 which decreased total open position to 3729
On 26 Feb IDFCFIRSTB was trading at 72.81. The strike last trading price was 1.79, which was -1.57 lower than the previous day. The implied volatity was 38.02, the open interest changed by 30 which increased total open position to 4135
On 25 Feb IDFCFIRSTB was trading at 70.22. The strike last trading price was 3.37, which was -0.05 lower than the previous day. The implied volatity was 44.87, the open interest changed by 452 which increased total open position to 4113
On 24 Feb IDFCFIRSTB was trading at 70.97. The strike last trading price was 3.51, which was -0.69 lower than the previous day. The implied volatity was 48.96, the open interest changed by 713 which increased total open position to 3658
On 23 Feb IDFCFIRSTB was trading at 70.04. The strike last trading price was 4.3, which was 4.15 higher than the previous day. The implied volatity was 54.28, the open interest changed by 2869 which increased total open position to 2961
On 20 Feb IDFCFIRSTB was trading at 83.51. The strike last trading price was 0.15, which was -0.03 lower than the previous day. The implied volatity was 33.53, the open interest changed by 8 which increased total open position to 91
On 19 Feb IDFCFIRSTB was trading at 82.98. The strike last trading price was 0.2, which was 0.09 higher than the previous day. The implied volatity was 33.95, the open interest changed by 49 which increased total open position to 84
On 18 Feb IDFCFIRSTB was trading at 84.61. The strike last trading price was 0.11, which was -0.03 lower than the previous day. The implied volatity was 34.21, the open interest changed by 0 which decreased total open position to 35
On 17 Feb IDFCFIRSTB was trading at 83.35. The strike last trading price was 0.14, which was -0.03 lower than the previous day. The implied volatity was 31.91, the open interest changed by 14 which increased total open position to 36
On 16 Feb IDFCFIRSTB was trading at 82.91. The strike last trading price was 0.17, which was -0.09 lower than the previous day. The implied volatity was 32.07, the open interest changed by 4 which increased total open position to 12
On 13 Feb IDFCFIRSTB was trading at 81.54. The strike last trading price was 0.26, which was -0.04 lower than the previous day. The implied volatity was 31.63, the open interest changed by 7 which increased total open position to 8
