[--[65.84.65.76]--]

IDFCFIRSTB

Idfc First Bank Limited
70.15 +1.44 (2.10%)
L: 68.55 H: 71.15

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Historical option data for IDFCFIRSTB

29 Apr 2026 04:10 PM IST
IDFCFIRSTB 26-May-2026 (26d) 70 CE
Delta: 0.54
Vega: 0
Theta: -0.05
Gamma: 0.06777
Date Close Ltp Change IV Volume OI Chg OI
29 Apr 70.15 2.48 0.49 30.61 2,750 -190 1,548
28 Apr 68.71 1.98 -0.9199999999999999 30.39 1,610 401 1,755
27 Apr 70.27 2.95 0.9200000000000004 32.44 2,794 431 1,348
24 Apr 67.23 1.99 -0.2899999999999998 37.37 630 159 916
23 Apr 67.83 2.29 -0.3500000000000001 37.77 223 68 758
22 Apr 68.38 2.61 0.08000000000000007 37.81 132 43 690
21 Apr 67.94 2.6 0.16000000000000014 37.97 184 90 647
20 Apr 67.50 2.42 -0.3599999999999999 40.19 242 82 557
17 Apr 68.53 2.72 0.2200000000000002 36.16 480 231 474
16 Apr 67.82 2.49 0.30000000000000027 36.52 142 3 243
15 Apr 66.91 2.13 0.5 35.92 125 27 239
13 Apr 64.86 1.71 -0.31999999999999984 38.38 143 11 212
10 Apr 66.21 1.92 0.040000000000000036 34.21 66 11 201
9 Apr 65.28 1.88 -0.18 36.18 61 34 189
8 Apr 65.87 2.21 1.09 35.72 172 92 155
7 Apr 61.19 1.13 0.02 40.57 29 17 64
6 Apr 61.08 1.15 0.35 40.23 60 41 45
2 Apr 60.22 0.8 -0.39 35.67 1 0 3
1 Apr 60.18 1.19 -5.39 41.91 10 3 3
30 Mar 58.85 6.58 0 12.67 0 0 0
27 Mar 61.87 6.58 0 8.35 0 0 0
25 Mar 63.24 6.58 0 6.47 0 0 0
24 Mar 62.09 6.58 0 7.7 0 0 0
23 Mar 60.24 6.58 0 9.19 0 0 0
20 Mar 62.95 6.58 0 6.46 0 0 0
19 Mar 62.61 6.58 0 6.49 0 0 0
18 Mar 65.26 6.58 0 3.81 0 0 0
17 Mar 63.66 6.58 0 5.56 0 0 0
16 Mar 62.81 6.58 0 7.75 0 0 0
13 Mar 62.57 6.58 0 6.06 0 0 0
12 Mar 64.78 6.58 0 4.07 0 0 0
11 Mar 66.16 6.58 0 2.89 0 0 0
10 Mar 67.27 6.58 0 1.33 0 0 0
9 Mar 66.76 6.58 0 2.16 0 0 0
6 Mar 69.98 6.58 0 - 0 0 0
5 Mar 70.40 6.58 0 - 0 0 0
4 Mar 70.06 6.58 0 - 0 0 0
2 Mar 71.78 6.58 0 - 0 0 0
27 Feb 73.48 6.58 0 - 0 0 0


For Idfc First Bank Limited - strike price 70 expiring on 26MAY2026

Delta for 70 CE is 0.54

Historical price for 70 CE is as follows

On 29 Apr IDFCFIRSTB was trading at 70.15. The strike last trading price was 2.48, which was 0.49 higher than the previous day. The implied volatity was 30.61, the open interest changed by -190 which decreased total open position to 1548


On 28 Apr IDFCFIRSTB was trading at 68.71. The strike last trading price was 1.98, which was -0.9199999999999999 lower than the previous day. The implied volatity was 30.39, the open interest changed by 401 which increased total open position to 1755


On 27 Apr IDFCFIRSTB was trading at 70.27. The strike last trading price was 2.95, which was 0.9200000000000004 higher than the previous day. The implied volatity was 32.44, the open interest changed by 431 which increased total open position to 1348


On 24 Apr IDFCFIRSTB was trading at 67.23. The strike last trading price was 1.99, which was -0.2899999999999998 lower than the previous day. The implied volatity was 37.37, the open interest changed by 159 which increased total open position to 916


On 23 Apr IDFCFIRSTB was trading at 67.83. The strike last trading price was 2.29, which was -0.3500000000000001 lower than the previous day. The implied volatity was 37.77, the open interest changed by 68 which increased total open position to 758


On 22 Apr IDFCFIRSTB was trading at 68.38. The strike last trading price was 2.61, which was 0.08000000000000007 higher than the previous day. The implied volatity was 37.81, the open interest changed by 43 which increased total open position to 690


On 21 Apr IDFCFIRSTB was trading at 67.94. The strike last trading price was 2.6, which was 0.16000000000000014 higher than the previous day. The implied volatity was 37.97, the open interest changed by 90 which increased total open position to 647


On 20 Apr IDFCFIRSTB was trading at 67.50. The strike last trading price was 2.42, which was -0.3599999999999999 lower than the previous day. The implied volatity was 40.19, the open interest changed by 82 which increased total open position to 557


On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was 2.72, which was 0.2200000000000002 higher than the previous day. The implied volatity was 36.16, the open interest changed by 231 which increased total open position to 474


On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was 2.49, which was 0.30000000000000027 higher than the previous day. The implied volatity was 36.52, the open interest changed by 3 which increased total open position to 243


On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was 2.13, which was 0.5 higher than the previous day. The implied volatity was 35.92, the open interest changed by 27 which increased total open position to 239


On 13 Apr IDFCFIRSTB was trading at 64.86. The strike last trading price was 1.71, which was -0.31999999999999984 lower than the previous day. The implied volatity was 38.38, the open interest changed by 11 which increased total open position to 212


On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 1.92, which was 0.040000000000000036 higher than the previous day. The implied volatity was 34.21, the open interest changed by 11 which increased total open position to 201


On 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 1.88, which was -0.18 lower than the previous day. The implied volatity was 36.18, the open interest changed by 34 which increased total open position to 189


On 8 Apr IDFCFIRSTB was trading at 65.87. The strike last trading price was 2.21, which was 1.09 higher than the previous day. The implied volatity was 35.72, the open interest changed by 92 which increased total open position to 155


On 7 Apr IDFCFIRSTB was trading at 61.19. The strike last trading price was 1.13, which was 0.02 higher than the previous day. The implied volatity was 40.57, the open interest changed by 17 which increased total open position to 64


On 6 Apr IDFCFIRSTB was trading at 61.08. The strike last trading price was 1.15, which was 0.35 higher than the previous day. The implied volatity was 40.23, the open interest changed by 41 which increased total open position to 45


On 2 Apr IDFCFIRSTB was trading at 60.22. The strike last trading price was 0.8, which was -0.39 lower than the previous day. The implied volatity was 35.67, the open interest changed by 0 which decreased total open position to 3


On 1 Apr IDFCFIRSTB was trading at 60.18. The strike last trading price was 1.19, which was -5.39 lower than the previous day. The implied volatity was 41.91, the open interest changed by 3 which increased total open position to 3


On 30 Mar IDFCFIRSTB was trading at 58.85. The strike last trading price was 6.58, which was 0 lower than the previous day. The implied volatity was 12.67, the open interest changed by 0 which decreased total open position to 0


On 27 Mar IDFCFIRSTB was trading at 61.87. The strike last trading price was 6.58, which was 0 lower than the previous day. The implied volatity was 8.35, the open interest changed by 0 which decreased total open position to 0


On 25 Mar IDFCFIRSTB was trading at 63.24. The strike last trading price was 6.58, which was 0 lower than the previous day. The implied volatity was 6.47, the open interest changed by 0 which decreased total open position to 0


On 24 Mar IDFCFIRSTB was trading at 62.09. The strike last trading price was 6.58, which was 0 lower than the previous day. The implied volatity was 7.7, the open interest changed by 0 which decreased total open position to 0


On 23 Mar IDFCFIRSTB was trading at 60.24. The strike last trading price was 6.58, which was 0 lower than the previous day. The implied volatity was 9.19, the open interest changed by 0 which decreased total open position to 0


On 20 Mar IDFCFIRSTB was trading at 62.95. The strike last trading price was 6.58, which was 0 lower than the previous day. The implied volatity was 6.46, the open interest changed by 0 which decreased total open position to 0


On 19 Mar IDFCFIRSTB was trading at 62.61. The strike last trading price was 6.58, which was 0 lower than the previous day. The implied volatity was 6.49, the open interest changed by 0 which decreased total open position to 0


On 18 Mar IDFCFIRSTB was trading at 65.26. The strike last trading price was 6.58, which was 0 lower than the previous day. The implied volatity was 3.81, the open interest changed by 0 which decreased total open position to 0


On 17 Mar IDFCFIRSTB was trading at 63.66. The strike last trading price was 6.58, which was 0 lower than the previous day. The implied volatity was 5.56, the open interest changed by 0 which decreased total open position to 0


On 16 Mar IDFCFIRSTB was trading at 62.81. The strike last trading price was 6.58, which was 0 lower than the previous day. The implied volatity was 7.75, the open interest changed by 0 which decreased total open position to 0


On 13 Mar IDFCFIRSTB was trading at 62.57. The strike last trading price was 6.58, which was 0 lower than the previous day. The implied volatity was 6.06, 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 6.58, which was 0 lower than the previous day. The implied volatity was 4.07, 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 6.58, which was 0 lower than the previous day. The implied volatity was 2.89, 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 6.58, which was 0 lower than the previous day. The implied volatity was 1.33, 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 6.58, which was 0 lower than the previous day. The implied volatity was 2.16, 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 6.58, 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 6.58, 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 6.58, 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 6.58, 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 6.58, 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 26-May-2026 (26d) 70 PE
Delta: -0.45
Vega: 0
Theta: -0.04
Gamma: 0.06737
Date Close Ltp Change IV Volume OI Chg OI
29 Apr 70.15 2.11 -0.7000000000000002 30.61 2,568 -26 1,185
28 Apr 68.71 2.75 0.7200000000000002 29.15 1,233 446 1,211
27 Apr 70.27 2.07 -2.1999999999999997 30.51 1,046 358 765
24 Apr 67.23 4.41 0.3100000000000005 37.76 403 186 407
23 Apr 67.83 4.05 0.3799999999999999 37.24 84 39 222
22 Apr 68.38 3.65 -0.38000000000000034 35.75 51 22 182
21 Apr 67.94 3.9 -0.4700000000000002 36.2 64 40 160
20 Apr 67.50 4.53 0.7800000000000002 37.56 87 29 120
17 Apr 68.53 3.75 -0.4299999999999997 34.92 51 29 89
16 Apr 67.82 4.2 -0.5999999999999996 35.85 49 13 58
15 Apr 66.91 4.8 -1.2999999999999998 35.6 26 3 43
13 Apr 64.86 6.1 1 34.72 9 2 39
10 Apr 66.21 5.1 -1.0200000000000005 34.18 10 4 36
9 Apr 65.28 6.12 0.53 40.46 9 6 31
8 Apr 65.87 5.45 -0.95 38.79 38 22 24
7 Apr 61.19 6.4 2.1 - 0 0 2
6 Apr 61.08 6.4 2.1 - 0 0 2
2 Apr 60.22 6.4 2.1 - 0 0 2
1 Apr 60.18 6.4 2.1 - 0 0 2
30 Mar 58.85 6.4 2.1 - 0 0 2
27 Mar 61.87 6.4 2.1 - 0 0 2
25 Mar 63.24 6.4 2.1 - 0 0 2
24 Mar 62.09 6.4 2.1 - 0 0 2
23 Mar 60.24 6.4 2.1 - 0 0 2
20 Mar 62.95 6.4 2.1 - 0 0 2
19 Mar 62.61 6.4 2.1 - 3 0 2
18 Mar 65.26 6.4 2.1 38.65 3 1 1
17 Mar 63.66 4.3 0.05 - 0 0 0
16 Mar 62.81 4.3 0.05 - 0 0 0
13 Mar 62.57 4.3 0.05 - 0 0 0
12 Mar 64.78 4.3 0.05 - 0 0 0
11 Mar 66.16 4.3 0.05 - 0 0 0
10 Mar 67.27 4.3 0.05 - 0 0 0
9 Mar 66.76 4.3 0.05 - 0 0 0
6 Mar 69.98 4.3 0.05 - 0 0 0
5 Mar 70.40 4.3 0.05 - 3 -3 0
4 Mar 70.06 4.3 0.05 38.55 3 0 3
2 Mar 71.78 4.25 -0.21 43.18 3 0 0
27 Feb 73.48 4.46 0 4.67 0 0 0


For Idfc First Bank Limited - strike price 70 expiring on 26MAY2026

Delta for 70 PE is -0.45

Historical price for 70 PE is as follows

On 29 Apr IDFCFIRSTB was trading at 70.15. The strike last trading price was 2.11, which was -0.7000000000000002 lower than the previous day. The implied volatity was 30.61, the open interest changed by -26 which decreased total open position to 1185


On 28 Apr IDFCFIRSTB was trading at 68.71. The strike last trading price was 2.75, which was 0.7200000000000002 higher than the previous day. The implied volatity was 29.15, the open interest changed by 446 which increased total open position to 1211


On 27 Apr IDFCFIRSTB was trading at 70.27. The strike last trading price was 2.07, which was -2.1999999999999997 lower than the previous day. The implied volatity was 30.51, the open interest changed by 358 which increased total open position to 765


On 24 Apr IDFCFIRSTB was trading at 67.23. The strike last trading price was 4.41, which was 0.3100000000000005 higher than the previous day. The implied volatity was 37.76, the open interest changed by 186 which increased total open position to 407


On 23 Apr IDFCFIRSTB was trading at 67.83. The strike last trading price was 4.05, which was 0.3799999999999999 higher than the previous day. The implied volatity was 37.24, the open interest changed by 39 which increased total open position to 222


On 22 Apr IDFCFIRSTB was trading at 68.38. The strike last trading price was 3.65, which was -0.38000000000000034 lower than the previous day. The implied volatity was 35.75, the open interest changed by 22 which increased total open position to 182


On 21 Apr IDFCFIRSTB was trading at 67.94. The strike last trading price was 3.9, which was -0.4700000000000002 lower than the previous day. The implied volatity was 36.2, the open interest changed by 40 which increased total open position to 160


On 20 Apr IDFCFIRSTB was trading at 67.50. The strike last trading price was 4.53, which was 0.7800000000000002 higher than the previous day. The implied volatity was 37.56, the open interest changed by 29 which increased total open position to 120


On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was 3.75, which was -0.4299999999999997 lower than the previous day. The implied volatity was 34.92, the open interest changed by 29 which increased total open position to 89


On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was 4.2, which was -0.5999999999999996 lower than the previous day. The implied volatity was 35.85, the open interest changed by 13 which increased total open position to 58


On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was 4.8, which was -1.2999999999999998 lower than the previous day. The implied volatity was 35.6, the open interest changed by 3 which increased total open position to 43


On 13 Apr IDFCFIRSTB was trading at 64.86. The strike last trading price was 6.1, which was 1 higher than the previous day. The implied volatity was 34.72, the open interest changed by 2 which increased total open position to 39


On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 5.1, which was -1.0200000000000005 lower than the previous day. The implied volatity was 34.18, the open interest changed by 4 which increased total open position to 36


On 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 6.12, which was 0.53 higher than the previous day. The implied volatity was 40.46, the open interest changed by 6 which increased total open position to 31


On 8 Apr IDFCFIRSTB was trading at 65.87. The strike last trading price was 5.45, which was -0.95 lower than the previous day. The implied volatity was 38.79, the open interest changed by 22 which increased total open position to 24


On 7 Apr IDFCFIRSTB was trading at 61.19. The strike last trading price was 6.4, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 6 Apr IDFCFIRSTB was trading at 61.08. The strike last trading price was 6.4, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 2 Apr IDFCFIRSTB was trading at 60.22. The strike last trading price was 6.4, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 1 Apr IDFCFIRSTB was trading at 60.18. The strike last trading price was 6.4, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 30 Mar IDFCFIRSTB was trading at 58.85. The strike last trading price was 6.4, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 27 Mar IDFCFIRSTB was trading at 61.87. The strike last trading price was 6.4, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 25 Mar IDFCFIRSTB was trading at 63.24. The strike last trading price was 6.4, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 24 Mar IDFCFIRSTB was trading at 62.09. The strike last trading price was 6.4, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 23 Mar IDFCFIRSTB was trading at 60.24. The strike last trading price was 6.4, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 20 Mar IDFCFIRSTB was trading at 62.95. The strike last trading price was 6.4, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 19 Mar IDFCFIRSTB was trading at 62.61. The strike last trading price was 6.4, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 18 Mar IDFCFIRSTB was trading at 65.26. The strike last trading price was 6.4, which was 2.1 higher than the previous day. The implied volatity was 38.65, the open interest changed by 1 which increased total open position to 1


On 17 Mar IDFCFIRSTB was trading at 63.66. The strike last trading price was 4.3, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Mar IDFCFIRSTB was trading at 62.81. The strike last trading price was 4.3, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Mar IDFCFIRSTB was trading at 62.57. The strike last trading price was 4.3, which was 0.05 higher than the previous day. The implied volatity was -, 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 4.3, which was 0.05 higher 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 4.3, which was 0.05 higher than the previous day. The implied volatity was -, 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 4.3, which was 0.05 higher than the previous day. The implied volatity was -, 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 4.3, which was 0.05 higher than the previous day. The implied volatity was -, 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 4.3, which was 0.05 higher 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 4.3, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0


On 4 Mar IDFCFIRSTB was trading at 70.06. The strike last trading price was 4.3, which was 0.05 higher than the previous day. The implied volatity was 38.55, 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 4.25, which was -0.21 lower than the previous day. The implied volatity was 43.18, 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 4.46, which was 0 lower than the previous day. The implied volatity was 4.67, the open interest changed by 0 which decreased total open position to 0