IDFCFIRSTB

Idfc First Bank Limited

80.91 +1.79 (2.26%)

L: 78.34 H: 81.15

Back to Option Chain

Historical option data for IDFCFIRSTB
09 Dec 2025 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

IDFCFIRSTB 30-DEC-2025 71 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	80.91	9.1 ₹ 84,402.5	0.65 6028.75	-	1 9,275	0 0	4 37,100
8 Dec	79.12	8.45 ₹ 78,373.75	-0.92 -8533.00	-	2 18,550	0 0	4 37,100
5 Dec	80.87	9.37 ₹ 86,906.75	1.27 11779.25	-	0 0	0 0	0 0
4 Dec	79.88	9.37 ₹ 86,906.75	1.27 11779.25	-	0 0	1 9,275	0 0
3 Dec	80.58	9.37 ₹ 86,906.75	1.27 11779.25	-	2 18,550	1 9,275	4 37,100
2 Dec	81.98	8.1 ₹ 75,127.5	-2.05 -19013.75	-	0 0	0 0	0 0
1 Dec	80.71	8.1 ₹ 75,127.5	-2.05 -19013.75	-	0 0	0 0	0 0
28 Nov	80.13	8.1 ₹ 75,127.5	-2.05 -19013.75	-	0 0	0 0	0 0
27 Nov	80.50	8.1 ₹ 75,127.5	-2.05 -19013.75	-	0 0	0 0	0 0
26 Nov	80.37	8.1 ₹ 75,127.5	-2.05 -19013.75	-	0 0	0 0	0 0
25 Nov	79.35	8.1 ₹ 75,127.5	-2.05 -19013.75	-	0 0	3 27,825	0 0

24 Nov	77.97	8.1 ₹ 75,127.5	-2.05 -19013.75	29.08	3 27,825	2 18,550	2 18,550
21 Nov	78.33	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
20 Nov	78.93	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
19 Nov	79.61	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
18 Nov	80.11	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
17 Nov	81.01	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
14 Nov	80.43	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
13 Nov	80.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
12 Nov	81.58	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
11 Nov	80.69	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
10 Nov	81.21	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
7 Nov	81.47	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
6 Nov	80.37	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
4 Nov	81.13	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Nov	81.99	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
31 Oct	81.77	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
30 Oct	78.93	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
29 Oct	79.35	0 ₹ 0	0 0.00	0.00	0 0	0 0	0 0

For Idfc First Bank Limited - strike price 71 expiring on 30DEC2025

Delta for 71 CE is -

Historical price for 71 CE is as follows

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 9.1, 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 4

On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 8.45, which was -0.92 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 9.37, which was 1.27 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 9.37, which was 1.27 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 9.37, which was 1.27 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4

On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 8.1, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 8.1, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 8.1, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 8.1, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 8.1, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 8.1, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 8.1, which was -2.05 lower than the previous day. The implied volatity was 29.08, the open interest changed by 2 which increased total open position to 2

On 21 Nov IDFCFIRSTB was trading at 78.33. 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 20 Nov IDFCFIRSTB was trading at 78.93. 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 19 Nov IDFCFIRSTB was trading at 79.61. 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 18 Nov IDFCFIRSTB was trading at 80.11. 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 17 Nov IDFCFIRSTB was trading at 81.01. 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 14 Nov IDFCFIRSTB was trading at 80.43. 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 13 Nov IDFCFIRSTB was trading at 80.00. 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 12 Nov IDFCFIRSTB was trading at 81.58. 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 11 Nov IDFCFIRSTB was trading at 80.69. 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 Nov IDFCFIRSTB was trading at 81.21. 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 7 Nov IDFCFIRSTB was trading at 81.47. 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 Nov IDFCFIRSTB was trading at 80.37. 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 4 Nov IDFCFIRSTB was trading at 81.13. 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 3 Nov IDFCFIRSTB was trading at 81.99. 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 31 Oct IDFCFIRSTB was trading at 81.77. 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 30 Oct IDFCFIRSTB was trading at 78.93. 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 29 Oct IDFCFIRSTB was trading at 79.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0

IDFCFIRSTB 30DEC2025 71 PE
Delta: -0.03 Vega: 0.01 Theta: -0.01 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	80.91	0.07 ₹ 649.25	-0.02 -185.50	30.50	79 7,32,725	8 74,200	62 5,75,050
8 Dec	79.12	0.09 ₹ 834.75	0.03 278.25	27.00	69 6,39,975	-2 -18,550	54 5,00,850
5 Dec	80.87	0.06 ₹ 556.5	-0.02 -185.50	27.53	24 2,22,600	0 0	56 5,19,400
4 Dec	79.88	0.08 ₹ 742	0.01 92.75	26.38	7 64,925	-2 -18,550	56 5,19,400
3 Dec	80.58	0.07 ₹ 649.25	0.01 92.75	26.77	32 2,96,800	0 0	58 5,37,950
2 Dec	81.98	0.07 ₹ 649.25	-0.01 -92.75	29.06	23 2,13,325	-4 -37,100	60 5,56,500
1 Dec	80.71	0.08 ₹ 742	0 0.00	26.45	33 3,06,075	2 18,550	65 6,02,875
28 Nov	80.13	0.08 ₹ 742	0 0.00	24.63	45 4,17,375	0 0	63 5,84,325
27 Nov	80.50	0.08 ₹ 742	-0.04 -371.00	25.36	15 1,39,125	6 55,650	59 5,47,225
26 Nov	80.37	0.12 ₹ 1,113	-0.07 -649.25	26.27	58 5,37,950	-1 -9,275	55 5,10,125
25 Nov	79.35	0.2 ₹ 1,855	-0.07 -649.25	26.73	51 4,73,025	17 1,57,675	56 5,19,400
24 Nov	77.97	0.28 ₹ 2,597	-0.92 -8533.00	25.04	76 7,04,900	37 3,43,175	37 3,43,175
21 Nov	78.33	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
20 Nov	78.93	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
19 Nov	79.61	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
18 Nov	80.11	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
17 Nov	81.01	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
14 Nov	80.43	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
13 Nov	80.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
12 Nov	81.58	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
11 Nov	80.69	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
10 Nov	81.21	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
7 Nov	81.47	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
6 Nov	80.37	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
4 Nov	81.13	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Nov	81.99	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
31 Oct	81.77	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
30 Oct	78.93	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
29 Oct	79.35	0 ₹ 0	0 0.00	0.00	0 0	0 0	0 0

For Idfc First Bank Limited - strike price 71 expiring on 30DEC2025

Delta for 71 PE is -0.03

Historical price for 71 PE is as follows

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 0.07, which was -0.02 lower than the previous day. The implied volatity was 30.50, the open interest changed by 8 which increased total open position to 62

On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 0.09, which was 0.03 higher than the previous day. The implied volatity was 27.00, the open interest changed by -2 which decreased total open position to 54

On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 0.06, which was -0.02 lower than the previous day. The implied volatity was 27.53, the open interest changed by 0 which decreased total open position to 56

On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 0.08, which was 0.01 higher than the previous day. The implied volatity was 26.38, the open interest changed by -2 which decreased total open position to 56

On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 0.07, which was 0.01 higher than the previous day. The implied volatity was 26.77, the open interest changed by 0 which decreased total open position to 58

On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 0.07, which was -0.01 lower than the previous day. The implied volatity was 29.06, the open interest changed by -4 which decreased total open position to 60

On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 0.08, which was 0 lower than the previous day. The implied volatity was 26.45, the open interest changed by 2 which increased total open position to 65

On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 0.08, which was 0 lower than the previous day. The implied volatity was 24.63, the open interest changed by 0 which decreased total open position to 63

On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 0.08, which was -0.04 lower than the previous day. The implied volatity was 25.36, the open interest changed by 6 which increased total open position to 59

On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 0.12, which was -0.07 lower than the previous day. The implied volatity was 26.27, the open interest changed by -1 which decreased total open position to 55

On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 0.2, which was -0.07 lower than the previous day. The implied volatity was 26.73, the open interest changed by 17 which increased total open position to 56

On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 0.28, which was -0.92 lower than the previous day. The implied volatity was 25.04, the open interest changed by 37 which increased total open position to 37

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