Historical option data for IDFCFIRSTB
08 Jun 2026 10:42 AM IST
| IDFCFIRSTB 30-Jun-2026 (22d) 71 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.62
Vega: 0
Theta: -0.05
Gamma: 0.06582
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jun | 72.32 | 3.1 | -0.06 (-1.90%) | 32.32 | 85 | 27 | 305 | |||||||||
| 5 Jun | 72.35 | 3.2 | 0.15 (4.92%) | 29.8 | 183 | -7 | 279 | |||||||||
| 4 Jun | 72.16 | 3.13 | 0.17 (5.74%) | 29.39 | 298 | -65 | 286 | |||||||||
| 3 Jun | 71.78 | 3.01 | 0.25 (9.06%) | 30.41 | 645 | 40 | 351 | |||||||||
| 2 Jun | 71.59 | 2.84 | 0.22 (8.40%) | 30.89 | 485 | 50 | 312 | |||||||||
| 1 Jun | 71.25 | 2.59 | -0.08 (-3.00%) | 28.63 | 372 | 1 | 261 | |||||||||
| 29 May | 71.32 | 2.55 | -0.23 (-8.27%) | 26.99 | 383 | -24 | 260 | |||||||||
| 27 May | 71.48 | 3.01 | 0.9 (42.65%) | 27.62 | 871 | 50 | 284 | |||||||||
| 26 May | 70.22 | 2.13 | 0.15 (7.58%) | 26.45 | 411 | 109 | 233 | |||||||||
| 25 May | 69.46 | 1.97 | 0.07 (3.68%) | 28.26 | 136 | 13 | 123 | |||||||||
| 22 May | 68.88 | 1.89 | 0.17 (9.88%) | 28.65 | 64 | 27 | 114 | |||||||||
| 21 May | 68.30 | 1.74 | -0.01 (-0.57%) | 29.48 | 135 | 17 | 86 | |||||||||
| 20 May | 68.21 | 1.8 | 0.11 (6.51%) | 30.33 | 68 | 46 | 68 | |||||||||
| 19 May | 67.81 | 1.69 | 0.28 (19.86%) | 30.49 | 16 | 10 | 22 | |||||||||
| 18 May | 67.59 | 1.41 | -0.95 (-40.25%) | 32.49 | 1 | 1 | 12 | |||||||||
| 15 May | 67.65 | 2.36 | 0.01 (0.43%) | 34.77 | 2 | -1 | 11 | |||||||||
| 14 May | 68.54 | 2.35 | 0.07 (3.07%) | 31.99 | 8 | 3 | 12 | |||||||||
| 13 May | 68.30 | 2.28 | 0.2 (9.62%) | 0 | 9 | 4 | 9 | |||||||||
| 12 May | 67.68 | 2.08 | -0.72 (-25.71%) | 0 | 9 | 3 | 6 | |||||||||
| 11 May | 69.22 | 2.8 | 0 (0.00%) | 0 | 1 | 1 | 3 | |||||||||
| 8 May | 71.27 | 2.8 | -1.3 (-31.71%) | - | 0 | 0 | 2 | |||||||||
| 7 May | 70.39 | 2.8 | -1.3 (-31.71%) | 32.35 | 0 | 0 | 2 | |||||||||
| 6 May | 69.59 | 2.8 | 0 (0.00%) | 32.35 | 1 | 0 | 1 | |||||||||
| 5 May | 68.75 | 2.8 | -1.2 (-30.00%) | 32.33 | 1 | 0 | 0 | |||||||||
| 4 May | 69.59 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 69.64 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 70.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Idfc First Bank Limited - strike price 71 expiring on 30JUN2026
Delta for 71 CE is 0.62
Historical price for 71 CE is as follows
On 8 Jun IDFCFIRSTB was trading at 72.32. The strike last trading price was 3.1, which was -0.06 lower than the previous day. The implied volatity was 32.32, the open interest changed by 27 which increased total open position to 305
On 5 Jun IDFCFIRSTB was trading at 72.35. The strike last trading price was 3.2, which was 0.15 higher than the previous day. The implied volatity was 29.8, the open interest changed by -7 which decreased total open position to 279
On 4 Jun IDFCFIRSTB was trading at 72.16. The strike last trading price was 3.13, which was 0.17 higher than the previous day. The implied volatity was 29.39, the open interest changed by -65 which decreased total open position to 286
On 3 Jun IDFCFIRSTB was trading at 71.78. The strike last trading price was 3.01, which was 0.25 higher than the previous day. The implied volatity was 30.41, the open interest changed by 40 which increased total open position to 351
On 2 Jun IDFCFIRSTB was trading at 71.59. The strike last trading price was 2.84, which was 0.22 higher than the previous day. The implied volatity was 30.89, the open interest changed by 50 which increased total open position to 312
On 1 Jun IDFCFIRSTB was trading at 71.25. The strike last trading price was 2.59, which was -0.08 lower than the previous day. The implied volatity was 28.63, the open interest changed by 1 which increased total open position to 261
On 29 May IDFCFIRSTB was trading at 71.32. The strike last trading price was 2.55, which was -0.23 lower than the previous day. The implied volatity was 26.99, the open interest changed by -24 which decreased total open position to 260
On 27 May IDFCFIRSTB was trading at 71.48. The strike last trading price was 3.01, which was 0.9 higher than the previous day. The implied volatity was 27.62, the open interest changed by 50 which increased total open position to 284
On 26 May IDFCFIRSTB was trading at 70.22. The strike last trading price was 2.13, which was 0.15 higher than the previous day. The implied volatity was 26.45, the open interest changed by 109 which increased total open position to 233
On 25 May IDFCFIRSTB was trading at 69.46. The strike last trading price was 1.97, which was 0.07 higher than the previous day. The implied volatity was 28.26, the open interest changed by 13 which increased total open position to 123
On 22 May IDFCFIRSTB was trading at 68.88. The strike last trading price was 1.89, which was 0.17 higher than the previous day. The implied volatity was 28.65, the open interest changed by 27 which increased total open position to 114
On 21 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 1.74, which was -0.01 lower than the previous day. The implied volatity was 29.48, the open interest changed by 17 which increased total open position to 86
On 20 May IDFCFIRSTB was trading at 68.21. The strike last trading price was 1.8, which was 0.11 higher than the previous day. The implied volatity was 30.33, the open interest changed by 46 which increased total open position to 68
On 19 May IDFCFIRSTB was trading at 67.81. The strike last trading price was 1.69, which was 0.28 higher than the previous day. The implied volatity was 30.49, the open interest changed by 10 which increased total open position to 22
On 18 May IDFCFIRSTB was trading at 67.59. The strike last trading price was 1.41, which was -0.95 lower than the previous day. The implied volatity was 32.49, the open interest changed by 1 which increased total open position to 12
On 15 May IDFCFIRSTB was trading at 67.65. The strike last trading price was 2.36, which was 0.01 higher than the previous day. The implied volatity was 34.77, the open interest changed by -1 which decreased total open position to 11
On 14 May IDFCFIRSTB was trading at 68.54. The strike last trading price was 2.35, which was 0.07 higher than the previous day. The implied volatity was 31.99, the open interest changed by 3 which increased total open position to 12
On 13 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 2.28, which was 0.2 higher than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 9
On 12 May IDFCFIRSTB was trading at 67.68. The strike last trading price was 2.08, which was -0.72 lower than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 6
On 11 May IDFCFIRSTB was trading at 69.22. The strike last trading price was 2.8, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 3
On 8 May IDFCFIRSTB was trading at 71.27. The strike last trading price was 2.8, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 7 May IDFCFIRSTB was trading at 70.39. The strike last trading price was 2.8, which was -1.3 lower than the previous day. The implied volatity was 32.35, the open interest changed by 0 which decreased total open position to 2
On 6 May IDFCFIRSTB was trading at 69.59. The strike last trading price was 2.8, which was 0 lower than the previous day. The implied volatity was 32.35, the open interest changed by 0 which decreased total open position to 1
On 5 May IDFCFIRSTB was trading at 68.75. The strike last trading price was 2.8, which was -1.2 lower than the previous day. The implied volatity was 32.33, the open interest changed by 0 which decreased total open position to 0
On 4 May IDFCFIRSTB was trading at 69.59. 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 Apr IDFCFIRSTB was trading at 69.64. 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 Apr IDFCFIRSTB was trading at 70.15. 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
| IDFCFIRSTB 30-Jun-2026 (22d) 71 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.37
Vega: 0
Theta: -0.04
Gamma: 0.07546
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jun | 72.32 | 1.3 | 0.07 (5.69%) | 27.76 | 233 | -26 | 383 |
| 5 Jun | 72.35 | 1.23 | -0.19 (-13.38%) | 25.97 | 602 | -35 | 398 |
| 4 Jun | 72.16 | 1.4 | -0.3 (-17.65%) | 27.36 | 784 | 43 | 433 |
| 3 Jun | 71.78 | 1.7 | 0.08 (4.94%) | 28.86 | 636 | -12 | 390 |
| 2 Jun | 71.59 | 1.61 | -0.16 (-9.04%) | 25.56 | 461 | 31 | 402 |
| 1 Jun | 71.25 | 1.8 | 0.03 (1.69%) | 25.23 | 676 | 70 | 371 |
| 29 May | 71.32 | 1.92 | 0.17 (9.71%) | 25.86 | 885 | -31 | 311 |
| 27 May | 71.48 | 1.53 | -0.82 (-34.89%) | 23.47 | 858 | 267 | 343 |
| 26 May | 70.22 | 2.34 | -0.51 (-17.89%) | 24.52 | 131 | 33 | 72 |
| 25 May | 69.46 | 2.87 | -0.13 (-4.33%) | 25.69 | 61 | 24 | 38 |
| 22 May | 68.88 | 3.3 | -0.6 (-15.38%) | 26.58 | 2 | 1 | 13 |
| 21 May | 68.30 | 3.9 | -0.02 (-0.51%) | 28.49 | 9 | 2 | 11 |
| 20 May | 68.21 | 3.9 | -0.1 (-2.50%) | 27.87 | 9 | 1 | 9 |
| 19 May | 67.81 | 4 | -1.25 (-23.81%) | 27.68 | 5 | 5 | 8 |
| 18 May | 67.59 | 5.25 | 0.65 (14.13%) | 31.09 | 2 | 0 | 3 |
| 15 May | 67.65 | 4.6 | 0 (0.00%) | - | 0 | 0 | 3 |
| 14 May | 68.54 | 4.6 | 0.4 (9.52%) | 0 | 1 | 0 | 2 |
| 13 May | 68.30 | 4.2 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 12 May | 67.68 | 4.2 | 0.42 (11.11%) | 0 | 1 | 0 | 2 |
| 11 May | 69.22 | 3.78 | 0.78 (26.00%) | 0 | 2 | 1 | 2 |
| 8 May | 71.27 | 3 | -2.58 (-46.24%) | 31.19 | 1 | 0 | 0 |
| 7 May | 70.39 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 69.59 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 68.75 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 69.59 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 69.64 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 70.15 | 0 | 0 | - | 0 | 0 | 0 |
For Idfc First Bank Limited - strike price 71 expiring on 30JUN2026
Delta for 71 PE is -0.37
Historical price for 71 PE is as follows
On 8 Jun IDFCFIRSTB was trading at 72.32. The strike last trading price was 1.3, which was 0.07 higher than the previous day. The implied volatity was 27.76, the open interest changed by -26 which decreased total open position to 383
On 5 Jun IDFCFIRSTB was trading at 72.35. The strike last trading price was 1.23, which was -0.19 lower than the previous day. The implied volatity was 25.97, the open interest changed by -35 which decreased total open position to 398
On 4 Jun IDFCFIRSTB was trading at 72.16. The strike last trading price was 1.4, which was -0.3 lower than the previous day. The implied volatity was 27.36, the open interest changed by 43 which increased total open position to 433
On 3 Jun IDFCFIRSTB was trading at 71.78. The strike last trading price was 1.7, which was 0.08 higher than the previous day. The implied volatity was 28.86, the open interest changed by -12 which decreased total open position to 390
On 2 Jun IDFCFIRSTB was trading at 71.59. The strike last trading price was 1.61, which was -0.16 lower than the previous day. The implied volatity was 25.56, the open interest changed by 31 which increased total open position to 402
On 1 Jun IDFCFIRSTB was trading at 71.25. The strike last trading price was 1.8, which was 0.03 higher than the previous day. The implied volatity was 25.23, the open interest changed by 70 which increased total open position to 371
On 29 May IDFCFIRSTB was trading at 71.32. The strike last trading price was 1.92, which was 0.17 higher than the previous day. The implied volatity was 25.86, the open interest changed by -31 which decreased total open position to 311
On 27 May IDFCFIRSTB was trading at 71.48. The strike last trading price was 1.53, which was -0.82 lower than the previous day. The implied volatity was 23.47, the open interest changed by 267 which increased total open position to 343
On 26 May IDFCFIRSTB was trading at 70.22. The strike last trading price was 2.34, which was -0.51 lower than the previous day. The implied volatity was 24.52, the open interest changed by 33 which increased total open position to 72
On 25 May IDFCFIRSTB was trading at 69.46. The strike last trading price was 2.87, which was -0.13 lower than the previous day. The implied volatity was 25.69, the open interest changed by 24 which increased total open position to 38
On 22 May IDFCFIRSTB was trading at 68.88. The strike last trading price was 3.3, which was -0.6 lower than the previous day. The implied volatity was 26.58, the open interest changed by 1 which increased total open position to 13
On 21 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 3.9, which was -0.02 lower than the previous day. The implied volatity was 28.49, the open interest changed by 2 which increased total open position to 11
On 20 May IDFCFIRSTB was trading at 68.21. The strike last trading price was 3.9, which was -0.1 lower than the previous day. The implied volatity was 27.87, the open interest changed by 1 which increased total open position to 9
On 19 May IDFCFIRSTB was trading at 67.81. The strike last trading price was 4, which was -1.25 lower than the previous day. The implied volatity was 27.68, the open interest changed by 5 which increased total open position to 8
On 18 May IDFCFIRSTB was trading at 67.59. The strike last trading price was 5.25, which was 0.65 higher than the previous day. The implied volatity was 31.09, the open interest changed by 0 which decreased total open position to 3
On 15 May IDFCFIRSTB was trading at 67.65. The strike last trading price was 4.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 14 May IDFCFIRSTB was trading at 68.54. The strike last trading price was 4.6, which was 0.4 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 13 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 4.2, 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 2
On 12 May IDFCFIRSTB was trading at 67.68. The strike last trading price was 4.2, which was 0.42 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 11 May IDFCFIRSTB was trading at 69.22. The strike last trading price was 3.78, which was 0.78 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 2
On 8 May IDFCFIRSTB was trading at 71.27. The strike last trading price was 3, which was -2.58 lower than the previous day. The implied volatity was 31.19, the open interest changed by 0 which decreased total open position to 0
On 7 May IDFCFIRSTB was trading at 70.39. 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 May IDFCFIRSTB was trading at 69.59. 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 5 May IDFCFIRSTB was trading at 68.75. 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 May IDFCFIRSTB was trading at 69.59. 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 Apr IDFCFIRSTB was trading at 69.64. 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 Apr IDFCFIRSTB was trading at 70.15. 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
