[--[65.84.65.76]--]

IDFCFIRSTB

Idfc First Bank Limited
67.23 -0.60 (-0.88%)
L: 66.69 H: 68.64

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Historical option data for IDFCFIRSTB

24 Apr 2026 04:10 PM IST
IDFCFIRSTB 28-Apr-2026 (4d) 71 CE
Delta: 0.18
Vega: 0
Theta: -0.12
Gamma: 0.06912
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 67.23 0.35 -0.040000000000000036 51.25 707 -16 198
23 Apr 67.83 0.4 -0.17999999999999994 43.38 284 -43 215
22 Apr 68.38 0.58 0.010000000000000009 42.14 290 -2 257
21 Apr 67.94 0.62 0.010000000000000009 41.18 236 25 261
20 Apr 67.50 0.6 -0.25 45.19 317 85 236
17 Apr 68.53 0.83 0.07999999999999996 36.52 294 4 152
16 Apr 67.82 0.71 0.1499999999999999 37.06 257 34 148
15 Apr 66.91 0.56 0.22000000000000003 36.97 130 -4 119
13 Apr 64.86 0.35 -0.18000000000000005 38.79 132 5 125
10 Apr 66.21 0.54 0.06000000000000005 33.45 131 42 121
9 Apr 65.28 0.47 -0.12 35.37 94 -12 79
8 Apr 65.87 0.65 0.43 34.52 240 13 91
7 Apr 61.19 0.22 -0.01 41.48 48 8 78
6 Apr 61.08 0.24 -0.01 41.12 63 -4 72
2 Apr 60.22 0.26 0 40.93 127 1 81
1 Apr 60.18 0.26 -0.02 40.98 86 -30 81
30 Mar 58.85 0.27 -0.33 44.31 125 33 111
27 Mar 61.87 0.61 -0.25 41.51 92 35 77
25 Mar 63.24 0.86 0.06 39.96 38 22 41
24 Mar 62.09 0.8 0.05 42.66 22 -5 19
23 Mar 60.24 0.75 -0.26 47.92 29 13 24
20 Mar 62.95 1.03 -0.33 40.61 6 4 10
19 Mar 62.61 1.36 0.26 - 9 0 6
18 Mar 65.26 1.36 0.26 35.79 9 3 5
17 Mar 63.66 1.1 -0.9 - 6 0 2
16 Mar 62.81 1.1 -0.9 - 6 0 0
13 Mar 62.57 1.1 -0.9 39.68 6 2 4
12 Mar 64.78 2 0 - 0 0 0
11 Mar 66.16 2 0 - 0 0 2
10 Mar 67.27 2 0 31.18 1 0 1
9 Mar 66.76 2 -2 33.26 1 0 0
6 Mar 69.98 4 -0.25 - 0 0 0
5 Mar 70.40 4 -0.25 34.57 2 0 2
4 Mar 70.06 4.25 -0.25 38.72 1 0 1
2 Mar 71.78 4.5 -1.3 - 0 1 0
27 Feb 73.48 4.5 -1.3 20.74 1 0 0
26 Feb 72.81 5.8 1.05 36 2 0 1
25 Feb 70.22 4.75 -0.23 39.76 2 1 1


For Idfc First Bank Limited - strike price 71 expiring on 28APR2026

Delta for 71 CE is 0.18

Historical price for 71 CE is as follows

On 24 Apr IDFCFIRSTB was trading at 67.23. The strike last trading price was 0.35, which was -0.040000000000000036 lower than the previous day. The implied volatity was 51.25, the open interest changed by -16 which decreased total open position to 198


On 23 Apr IDFCFIRSTB was trading at 67.83. The strike last trading price was 0.4, which was -0.17999999999999994 lower than the previous day. The implied volatity was 43.38, the open interest changed by -43 which decreased total open position to 215


On 22 Apr IDFCFIRSTB was trading at 68.38. The strike last trading price was 0.58, which was 0.010000000000000009 higher than the previous day. The implied volatity was 42.14, the open interest changed by -2 which decreased total open position to 257


On 21 Apr IDFCFIRSTB was trading at 67.94. The strike last trading price was 0.62, which was 0.010000000000000009 higher than the previous day. The implied volatity was 41.18, the open interest changed by 25 which increased total open position to 261


On 20 Apr IDFCFIRSTB was trading at 67.50. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 45.19, the open interest changed by 85 which increased total open position to 236


On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was 0.83, which was 0.07999999999999996 higher than the previous day. The implied volatity was 36.52, the open interest changed by 4 which increased total open position to 152


On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was 0.71, which was 0.1499999999999999 higher than the previous day. The implied volatity was 37.06, the open interest changed by 34 which increased total open position to 148


On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was 0.56, which was 0.22000000000000003 higher than the previous day. The implied volatity was 36.97, the open interest changed by -4 which decreased total open position to 119


On 13 Apr IDFCFIRSTB was trading at 64.86. The strike last trading price was 0.35, which was -0.18000000000000005 lower than the previous day. The implied volatity was 38.79, the open interest changed by 5 which increased total open position to 125


On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 0.54, which was 0.06000000000000005 higher than the previous day. The implied volatity was 33.45, the open interest changed by 42 which increased total open position to 121


On 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 0.47, which was -0.12 lower than the previous day. The implied volatity was 35.37, the open interest changed by -12 which decreased total open position to 79


On 8 Apr IDFCFIRSTB was trading at 65.87. The strike last trading price was 0.65, which was 0.43 higher than the previous day. The implied volatity was 34.52, the open interest changed by 13 which increased total open position to 91


On 7 Apr IDFCFIRSTB was trading at 61.19. The strike last trading price was 0.22, which was -0.01 lower than the previous day. The implied volatity was 41.48, the open interest changed by 8 which increased total open position to 78


On 6 Apr IDFCFIRSTB was trading at 61.08. The strike last trading price was 0.24, which was -0.01 lower than the previous day. The implied volatity was 41.12, the open interest changed by -4 which decreased total open position to 72


On 2 Apr IDFCFIRSTB was trading at 60.22. The strike last trading price was 0.26, which was 0 lower than the previous day. The implied volatity was 40.93, the open interest changed by 1 which increased total open position to 81


On 1 Apr IDFCFIRSTB was trading at 60.18. The strike last trading price was 0.26, which was -0.02 lower than the previous day. The implied volatity was 40.98, the open interest changed by -30 which decreased total open position to 81


On 30 Mar IDFCFIRSTB was trading at 58.85. The strike last trading price was 0.27, which was -0.33 lower than the previous day. The implied volatity was 44.31, the open interest changed by 33 which increased total open position to 111


On 27 Mar IDFCFIRSTB was trading at 61.87. The strike last trading price was 0.61, which was -0.25 lower than the previous day. The implied volatity was 41.51, the open interest changed by 35 which increased total open position to 77


On 25 Mar IDFCFIRSTB was trading at 63.24. The strike last trading price was 0.86, which was 0.06 higher than the previous day. The implied volatity was 39.96, the open interest changed by 22 which increased total open position to 41


On 24 Mar IDFCFIRSTB was trading at 62.09. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 42.66, the open interest changed by -5 which decreased total open position to 19


On 23 Mar IDFCFIRSTB was trading at 60.24. The strike last trading price was 0.75, which was -0.26 lower than the previous day. The implied volatity was 47.92, the open interest changed by 13 which increased total open position to 24


On 20 Mar IDFCFIRSTB was trading at 62.95. The strike last trading price was 1.03, which was -0.33 lower than the previous day. The implied volatity was 40.61, the open interest changed by 4 which increased total open position to 10


On 19 Mar IDFCFIRSTB was trading at 62.61. The strike last trading price was 1.36, which was 0.26 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 18 Mar IDFCFIRSTB was trading at 65.26. The strike last trading price was 1.36, which was 0.26 higher than the previous day. The implied volatity was 35.79, the open interest changed by 3 which increased total open position to 5


On 17 Mar IDFCFIRSTB was trading at 63.66. The strike last trading price was 1.1, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 16 Mar IDFCFIRSTB was trading at 62.81. The strike last trading price was 1.1, which was -0.9 lower 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 1.1, which was -0.9 lower than the previous day. The implied volatity was 39.68, the open interest changed by 2 which increased total open position to 4


On 12 Mar IDFCFIRSTB was trading at 64.78. The strike last trading price was 2, 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 Mar IDFCFIRSTB was trading at 66.16. The strike last trading price was 2, 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 Mar IDFCFIRSTB was trading at 67.27. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 31.18, the open interest changed by 0 which decreased total open position to 1


On 9 Mar IDFCFIRSTB was trading at 66.76. The strike last trading price was 2, which was -2 lower than the previous day. The implied volatity was 33.26, 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, which was -0.25 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 4, which was -0.25 lower than the previous day. The implied volatity was 34.57, the open interest changed by 0 which decreased total open position to 2


On 4 Mar IDFCFIRSTB was trading at 70.06. The strike last trading price was 4.25, which was -0.25 lower than the previous day. The implied volatity was 38.72, the open interest changed by 0 which decreased total open position to 1


On 2 Mar IDFCFIRSTB was trading at 71.78. The strike last trading price was 4.5, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 27 Feb IDFCFIRSTB was trading at 73.48. The strike last trading price was 4.5, which was -1.3 lower than the previous day. The implied volatity was 20.74, the open interest changed by 0 which decreased total open position to 0


On 26 Feb IDFCFIRSTB was trading at 72.81. The strike last trading price was 5.8, which was 1.05 higher than the previous day. The implied volatity was 36, the open interest changed by 0 which decreased total open position to 1


On 25 Feb IDFCFIRSTB was trading at 70.22. The strike last trading price was 4.75, which was -0.23 lower than the previous day. The implied volatity was 39.76, the open interest changed by 1 which increased total open position to 1


IDFCFIRSTB 28-Apr-2026 (4d) 71 PE
Delta: -0.84
Vega: 0
Theta: -0.09
Gamma: 0.06751
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 67.23 4.08 0.3599999999999999 49.24 4 1 51
23 Apr 67.83 3.71 0.54 51.26 30 7 50
22 Apr 68.38 3.17 -0.14000000000000012 43.34 10 4 41
21 Apr 67.94 3.31 3.31 41.25 0 0 37
20 Apr 67.50 3.31 0.040000000000000036 41.25 3 2 36
17 Apr 68.53 3.34 -0.5500000000000003 38.43 33 17 34
16 Apr 67.82 3.95 -0.6299999999999999 39.91 59 3 15
15 Apr 66.91 4.58 -0.5099999999999998 37.71 7 1 11
13 Apr 64.86 5.09 5.09 34.36 0 0 10
10 Apr 66.21 5.09 -0.21999999999999975 34.36 5 2 9
9 Apr 65.28 5.19 -6.16 - 0 0 7
8 Apr 65.87 5.19 -6.16 35.77 14 0 5
7 Apr 61.19 11.35 2.06 - 0 0 5
6 Apr 61.08 11.35 2.06 - 0 0 5
2 Apr 60.22 11.35 2.06 - 0 0 5
1 Apr 60.18 11.35 2.06 - 0 0 5
30 Mar 58.85 11.35 2.06 22.04 5 -1 5
27 Mar 61.87 9.29 0.98 44.52 2 1 6
25 Mar 63.24 8.31 -2.59 46.1 1 0 4
24 Mar 62.09 10.9 2.4 - 0 0 4
23 Mar 60.24 10.9 2.4 46.78 4 3 5
20 Mar 62.95 8.5 -0.75 - 0 0 2
19 Mar 62.61 8.5 -0.75 42.77 2 1 3
18 Mar 65.26 9.25 6.55 - 0 0 2
17 Mar 63.66 9.25 6.55 - 2 0 2
16 Mar 62.81 9.25 6.55 - 2 1 0
13 Mar 62.57 9.25 6.55 47.94 2 1 2
12 Mar 64.78 2.7 -0.4 - 0 0 0
11 Mar 66.16 2.7 -0.4 - 0 0 1
10 Mar 67.27 2.7 -0.4 - 0 0 1
9 Mar 66.76 2.7 -0.4 - 0 0 1
6 Mar 69.98 2.7 -0.4 - 0 0 1
5 Mar 70.40 2.7 -0.4 - 0 0 0
4 Mar 70.06 2.7 -0.4 - 0 0 1
2 Mar 71.78 2.7 -0.4 - 0 0 0
27 Feb 73.48 2.7 -0.4 36.3 1 0 1
26 Feb 72.81 3.1 -1.1 37.94 1 0 0
25 Feb 70.22 4.2 0 0.44 0 0 0


For Idfc First Bank Limited - strike price 71 expiring on 28APR2026

Delta for 71 PE is -0.84

Historical price for 71 PE is as follows

On 24 Apr IDFCFIRSTB was trading at 67.23. The strike last trading price was 4.08, which was 0.3599999999999999 higher than the previous day. The implied volatity was 49.24, the open interest changed by 1 which increased total open position to 51


On 23 Apr IDFCFIRSTB was trading at 67.83. The strike last trading price was 3.71, which was 0.54 higher than the previous day. The implied volatity was 51.26, the open interest changed by 7 which increased total open position to 50


On 22 Apr IDFCFIRSTB was trading at 68.38. The strike last trading price was 3.17, which was -0.14000000000000012 lower than the previous day. The implied volatity was 43.34, the open interest changed by 4 which increased total open position to 41


On 21 Apr IDFCFIRSTB was trading at 67.94. The strike last trading price was 3.31, which was 3.31 higher than the previous day. The implied volatity was 41.25, the open interest changed by 0 which decreased total open position to 37


On 20 Apr IDFCFIRSTB was trading at 67.50. The strike last trading price was 3.31, which was 0.040000000000000036 higher than the previous day. The implied volatity was 41.25, the open interest changed by 2 which increased total open position to 36


On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was 3.34, which was -0.5500000000000003 lower than the previous day. The implied volatity was 38.43, the open interest changed by 17 which increased total open position to 34


On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was 3.95, which was -0.6299999999999999 lower than the previous day. The implied volatity was 39.91, the open interest changed by 3 which increased total open position to 15


On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was 4.58, which was -0.5099999999999998 lower than the previous day. The implied volatity was 37.71, the open interest changed by 1 which increased total open position to 11


On 13 Apr IDFCFIRSTB was trading at 64.86. The strike last trading price was 5.09, which was 5.09 higher than the previous day. The implied volatity was 34.36, the open interest changed by 0 which decreased total open position to 10


On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 5.09, which was -0.21999999999999975 lower than the previous day. The implied volatity was 34.36, the open interest changed by 2 which increased total open position to 9


On 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 5.19, which was -6.16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 8 Apr IDFCFIRSTB was trading at 65.87. The strike last trading price was 5.19, which was -6.16 lower than the previous day. The implied volatity was 35.77, the open interest changed by 0 which decreased total open position to 5


On 7 Apr IDFCFIRSTB was trading at 61.19. The strike last trading price was 11.35, which was 2.06 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 6 Apr IDFCFIRSTB was trading at 61.08. The strike last trading price was 11.35, which was 2.06 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 2 Apr IDFCFIRSTB was trading at 60.22. The strike last trading price was 11.35, which was 2.06 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 1 Apr IDFCFIRSTB was trading at 60.18. The strike last trading price was 11.35, which was 2.06 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 30 Mar IDFCFIRSTB was trading at 58.85. The strike last trading price was 11.35, which was 2.06 higher than the previous day. The implied volatity was 22.04, the open interest changed by -1 which decreased total open position to 5


On 27 Mar IDFCFIRSTB was trading at 61.87. The strike last trading price was 9.29, which was 0.98 higher than the previous day. The implied volatity was 44.52, the open interest changed by 1 which increased total open position to 6


On 25 Mar IDFCFIRSTB was trading at 63.24. The strike last trading price was 8.31, which was -2.59 lower than the previous day. The implied volatity was 46.1, the open interest changed by 0 which decreased total open position to 4


On 24 Mar IDFCFIRSTB was trading at 62.09. The strike last trading price was 10.9, which was 2.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 23 Mar IDFCFIRSTB was trading at 60.24. The strike last trading price was 10.9, which was 2.4 higher than the previous day. The implied volatity was 46.78, the open interest changed by 3 which increased total open position to 5


On 20 Mar IDFCFIRSTB was trading at 62.95. The strike last trading price was 8.5, which was -0.75 lower 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 8.5, which was -0.75 lower than the previous day. The implied volatity was 42.77, the open interest changed by 1 which increased total open position to 3


On 18 Mar IDFCFIRSTB was trading at 65.26. The strike last trading price was 9.25, which was 6.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 17 Mar IDFCFIRSTB was trading at 63.66. The strike last trading price was 9.25, which was 6.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 16 Mar IDFCFIRSTB was trading at 62.81. The strike last trading price was 9.25, which was 6.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 13 Mar IDFCFIRSTB was trading at 62.57. The strike last trading price was 9.25, which was 6.55 higher than the previous day. The implied volatity was 47.94, the open interest changed by 1 which increased total open position to 2


On 12 Mar IDFCFIRSTB was trading at 64.78. The strike last trading price was 2.7, which was -0.4 lower 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 2.7, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 10 Mar IDFCFIRSTB was trading at 67.27. The strike last trading price was 2.7, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 9 Mar IDFCFIRSTB was trading at 66.76. The strike last trading price was 2.7, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 6 Mar IDFCFIRSTB was trading at 69.98. The strike last trading price was 2.7, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 5 Mar IDFCFIRSTB was trading at 70.40. The strike last trading price was 2.7, which was -0.4 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 2.7, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 2 Mar IDFCFIRSTB was trading at 71.78. The strike last trading price was 2.7, which was -0.4 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 2.7, which was -0.4 lower than the previous day. The implied volatity was 36.3, the open interest changed by 0 which decreased total open position to 1


On 26 Feb IDFCFIRSTB was trading at 72.81. The strike last trading price was 3.1, which was -1.1 lower than the previous day. The implied volatity was 37.94, the open interest changed by 0 which decreased total open position to 0


On 25 Feb IDFCFIRSTB was trading at 70.22. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 0.44, the open interest changed by 0 which decreased total open position to 0