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Historical option data for IDFCFIRSTB

24 Jun 2026 02:35 PM IST
IDFCFIRSTB 30-Jun-2026 (6d) 71 CE
Delta: 0.94
Vega: 0
Theta: -0.05
Gamma: 0.01991
Date Close Ltp Change IV Volume OI Chg OI
24 Jun 79.31 8.64 0.94 (12.21%) 55.67 6 -4 228
23 Jun 78.75 7.6 -1.41 (-15.65%) 41.49 16 -9 233
22 Jun 80.69 9.01 1.31 (17.01%) 51.41 59 -34 244
19 Jun 78.68 7.7 0.19 (2.53%) 38.33 10 -6 279
18 Jun 78.09 7.51 0.48 (6.83%) 45.12 41 5 286
17 Jun 77.38 7.09 0.02 (0.28%) 43.66 20 9 280
16 Jun 77.50 7.08 -0.85 (-10.72%) 42.06 17 3 273
15 Jun 78.33 7.93 1.93 (32.17%) 36.41 54 -3 270
12 Jun 76.50 6.4 3.2 (100.00%) 28.34 87 -15 274
11 Jun 72.95 3.28 -0.13 (-3.81%) 28.31 44 -2 289
10 Jun 72.99 3.4 -0.66 (-16.26%) 29.48 33 -3 292
9 Jun 73.69 4.09 1.51 (58.53%) 33.03 257 -52 297
8 Jun 71.43 2.49 -0.67 (-21.20%) 31.78 303 70 348
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 0.94

Historical price for 71 CE is as follows

On 24 Jun IDFCFIRSTB was trading at 79.31. The strike last trading price was 8.64, which was 0.94 higher than the previous day. The implied volatity was 55.67, the open interest changed by -4 which decreased total open position to 228


On 23 Jun IDFCFIRSTB was trading at 78.75. The strike last trading price was 7.6, which was -1.41 lower than the previous day. The implied volatity was 41.49, the open interest changed by -9 which decreased total open position to 233


On 22 Jun IDFCFIRSTB was trading at 80.69. The strike last trading price was 9.01, which was 1.31 higher than the previous day. The implied volatity was 51.41, the open interest changed by -34 which decreased total open position to 244


On 19 Jun IDFCFIRSTB was trading at 78.68. The strike last trading price was 7.7, which was 0.19 higher than the previous day. The implied volatity was 38.33, the open interest changed by -6 which decreased total open position to 279


On 18 Jun IDFCFIRSTB was trading at 78.09. The strike last trading price was 7.51, which was 0.48 higher than the previous day. The implied volatity was 45.12, the open interest changed by 5 which increased total open position to 286


On 17 Jun IDFCFIRSTB was trading at 77.38. The strike last trading price was 7.09, which was 0.02 higher than the previous day. The implied volatity was 43.66, the open interest changed by 9 which increased total open position to 280


On 16 Jun IDFCFIRSTB was trading at 77.50. The strike last trading price was 7.08, which was -0.85 lower than the previous day. The implied volatity was 42.06, the open interest changed by 3 which increased total open position to 273


On 15 Jun IDFCFIRSTB was trading at 78.33. The strike last trading price was 7.93, which was 1.93 higher than the previous day. The implied volatity was 36.41, the open interest changed by -3 which decreased total open position to 270


On 12 Jun IDFCFIRSTB was trading at 76.50. The strike last trading price was 6.4, which was 3.2 higher than the previous day. The implied volatity was 28.34, the open interest changed by -15 which decreased total open position to 274


On 11 Jun IDFCFIRSTB was trading at 72.95. The strike last trading price was 3.28, which was -0.13 lower than the previous day. The implied volatity was 28.31, the open interest changed by -2 which decreased total open position to 289


On 10 Jun IDFCFIRSTB was trading at 72.99. The strike last trading price was 3.4, which was -0.66 lower than the previous day. The implied volatity was 29.48, the open interest changed by -3 which decreased total open position to 292


On 9 Jun IDFCFIRSTB was trading at 73.69. The strike last trading price was 4.09, which was 1.51 higher than the previous day. The implied volatity was 33.03, the open interest changed by -52 which decreased total open position to 297


On 8 Jun IDFCFIRSTB was trading at 71.43. The strike last trading price was 2.49, which was -0.67 lower than the previous day. The implied volatity was 31.78, the open interest changed by 70 which increased total open position to 348


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 (6d) 71 PE
Delta: -0.02
Vega: 0
Theta: -0.01
Gamma: 0.01218
Date Close Ltp Change IV Volume OI Chg OI
24 Jun 79.31 0.04 -0.03 (-42.86%) 42.98 163 -95 180
23 Jun 78.75 0.07 0.07 41.87 120 -59 273
22 Jun 80.69 0.07 0.07 (-33.33%) 46.14 184 1 338
19 Jun 78.68 0.1 -0.05 (-33.33%) 36.39 56 1 342
18 Jun 78.09 0.16 -0.03 (-15.79%) 35.91 68 -25 341
17 Jun 77.38 0.21 0 (0.00%) 34.23 44 -2 364
16 Jun 77.50 0.21 -0.01 (-4.55%) 34.31 102 -5 373
15 Jun 78.33 0.22 -0.2 (-47.62%) 36.02 347 -51 387
12 Jun 76.50 0.39 -0.61 (-61.00%) 34.13 1,001 57 439
11 Jun 72.95 0.98 -0.07 (-6.67%) 29.33 280 4 384
10 Jun 72.99 1.01 0.12 (13.48%) 29.55 242 -10 383
9 Jun 73.69 0.87 -0.77 (-46.95%) 28.98 778 24 393
8 Jun 71.43 1.72 0.49 (39.84%) 28.03 593 -38 371
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 -0.02

Historical price for 71 PE is as follows

On 24 Jun IDFCFIRSTB was trading at 79.31. The strike last trading price was 0.04, which was -0.03 lower than the previous day. The implied volatity was 42.98, the open interest changed by -95 which decreased total open position to 180


On 23 Jun IDFCFIRSTB was trading at 78.75. The strike last trading price was 0.07, which was 0.07 higher than the previous day. The implied volatity was 41.87, the open interest changed by -59 which decreased total open position to 273


On 22 Jun IDFCFIRSTB was trading at 80.69. The strike last trading price was 0.07, which was 0.07 higher than the previous day. The implied volatity was 46.14, the open interest changed by 1 which increased total open position to 338


On 19 Jun IDFCFIRSTB was trading at 78.68. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 36.39, the open interest changed by 1 which increased total open position to 342


On 18 Jun IDFCFIRSTB was trading at 78.09. The strike last trading price was 0.16, which was -0.03 lower than the previous day. The implied volatity was 35.91, the open interest changed by -25 which decreased total open position to 341


On 17 Jun IDFCFIRSTB was trading at 77.38. The strike last trading price was 0.21, which was 0 lower than the previous day. The implied volatity was 34.23, the open interest changed by -2 which decreased total open position to 364


On 16 Jun IDFCFIRSTB was trading at 77.50. The strike last trading price was 0.21, which was -0.01 lower than the previous day. The implied volatity was 34.31, the open interest changed by -5 which decreased total open position to 373


On 15 Jun IDFCFIRSTB was trading at 78.33. The strike last trading price was 0.22, which was -0.2 lower than the previous day. The implied volatity was 36.02, the open interest changed by -51 which decreased total open position to 387


On 12 Jun IDFCFIRSTB was trading at 76.50. The strike last trading price was 0.39, which was -0.61 lower than the previous day. The implied volatity was 34.13, the open interest changed by 57 which increased total open position to 439


On 11 Jun IDFCFIRSTB was trading at 72.95. The strike last trading price was 0.98, which was -0.07 lower than the previous day. The implied volatity was 29.33, the open interest changed by 4 which increased total open position to 384


On 10 Jun IDFCFIRSTB was trading at 72.99. The strike last trading price was 1.01, which was 0.12 higher than the previous day. The implied volatity was 29.55, the open interest changed by -10 which decreased total open position to 383


On 9 Jun IDFCFIRSTB was trading at 73.69. The strike last trading price was 0.87, which was -0.77 lower than the previous day. The implied volatity was 28.98, the open interest changed by 24 which increased total open position to 393


On 8 Jun IDFCFIRSTB was trading at 71.43. The strike last trading price was 1.72, which was 0.49 higher than the previous day. The implied volatity was 28.03, the open interest changed by -38 which decreased total open position to 371


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