IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
10 Mar 2026 11:06 AM IST
| IDFCFIRSTB 30-MAR-2026 71 CE | ||||||||||||||||
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Delta: 0.28
Vega: 0.05
Theta: -0.05
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Mar | 66.88 | 1 | -0.2 | 37.89 | 462 | 3 | 887 | |||||||||
| 9 Mar | 66.76 | 1.19 | -1.12 | 40.41 | 1,120 | 12 | 883 | |||||||||
| 6 Mar | 69.98 | 2.31 | -0.17 | 35.75 | 826 | 50 | 874 | |||||||||
| 5 Mar | 70.40 | 2.5 | -0.18 | 34.08 | 1,058 | 72 | 827 | |||||||||
| 4 Mar | 70.06 | 2.64 | -0.96 | 38.21 | 881 | 138 | 758 | |||||||||
| 2 Mar | 71.78 | 3.56 | -0.81 | 35.74 | 288 | -20 | 620 | |||||||||
| 27 Feb | 73.48 | 4.3 | 0.11 | 31.28 | 772 | -130 | 648 | |||||||||
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| 26 Feb | 72.81 | 4.11 | 0.67 | 32.81 | 3,242 | -299 | 803 | |||||||||
| 25 Feb | 70.22 | 3.41 | -0.91 | 41.66 | 2,192 | 255 | 1,107 | |||||||||
| 24 Feb | 70.97 | 4.18 | 0.07 | 46.29 | 4,619 | 509 | 843 | |||||||||
| 23 Feb | 70.04 | 4.14 | -9.54 | 49.1 | 1,007 | 331 | 331 | |||||||||
| 20 Feb | 83.51 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 82.98 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 84.61 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 83.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 82.91 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 81.54 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Idfc First Bank Limited - strike price 71 expiring on 30MAR2026
Delta for 71 CE is 0.28
Historical price for 71 CE is as follows
On 10 Mar IDFCFIRSTB was trading at 66.88. The strike last trading price was 1, which was -0.2 lower than the previous day. The implied volatity was 37.89, the open interest changed by 3 which increased total open position to 887
On 9 Mar IDFCFIRSTB was trading at 66.76. The strike last trading price was 1.19, which was -1.12 lower than the previous day. The implied volatity was 40.41, the open interest changed by 12 which increased total open position to 883
On 6 Mar IDFCFIRSTB was trading at 69.98. The strike last trading price was 2.31, which was -0.17 lower than the previous day. The implied volatity was 35.75, the open interest changed by 50 which increased total open position to 874
On 5 Mar IDFCFIRSTB was trading at 70.40. The strike last trading price was 2.5, which was -0.18 lower than the previous day. The implied volatity was 34.08, the open interest changed by 72 which increased total open position to 827
On 4 Mar IDFCFIRSTB was trading at 70.06. The strike last trading price was 2.64, which was -0.96 lower than the previous day. The implied volatity was 38.21, the open interest changed by 138 which increased total open position to 758
On 2 Mar IDFCFIRSTB was trading at 71.78. The strike last trading price was 3.56, which was -0.81 lower than the previous day. The implied volatity was 35.74, the open interest changed by -20 which decreased total open position to 620
On 27 Feb IDFCFIRSTB was trading at 73.48. The strike last trading price was 4.3, which was 0.11 higher than the previous day. The implied volatity was 31.28, the open interest changed by -130 which decreased total open position to 648
On 26 Feb IDFCFIRSTB was trading at 72.81. The strike last trading price was 4.11, which was 0.67 higher than the previous day. The implied volatity was 32.81, the open interest changed by -299 which decreased total open position to 803
On 25 Feb IDFCFIRSTB was trading at 70.22. The strike last trading price was 3.41, which was -0.91 lower than the previous day. The implied volatity was 41.66, the open interest changed by 255 which increased total open position to 1107
On 24 Feb IDFCFIRSTB was trading at 70.97. The strike last trading price was 4.18, which was 0.07 higher than the previous day. The implied volatity was 46.29, the open interest changed by 509 which increased total open position to 843
On 23 Feb IDFCFIRSTB was trading at 70.04. The strike last trading price was 4.14, which was -9.54 lower than the previous day. The implied volatity was 49.1, the open interest changed by 331 which increased total open position to 331
On 20 Feb IDFCFIRSTB was trading at 83.51. 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 Feb IDFCFIRSTB was trading at 82.98. 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 Feb IDFCFIRSTB was trading at 84.61. 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 17 Feb IDFCFIRSTB was trading at 83.35. 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 16 Feb IDFCFIRSTB was trading at 82.91. 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 Feb IDFCFIRSTB was trading at 81.54. 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 30MAR2026 71 PE | |||||||
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Delta: -0.7
Vega: 0.05
Theta: -0.04
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Mar | 66.88 | 4.91 | -0.29 | 40.15 | 16 | -5 | 479 |
| 9 Mar | 66.76 | 5.18 | 2.19 | 44.58 | 315 | -56 | 498 |
| 6 Mar | 69.98 | 2.99 | 0.29 | 37.78 | 393 | 13 | 556 |
| 5 Mar | 70.40 | 2.69 | -0.71 | 36.45 | 634 | 54 | 543 |
| 4 Mar | 70.06 | 3.39 | 0.99 | 42.29 | 500 | 36 | 490 |
| 2 Mar | 71.78 | 2.34 | 0.67 | 37.98 | 593 | -47 | 458 |
| 27 Feb | 73.48 | 1.72 | -0.41 | 35.2 | 808 | -49 | 505 |
| 26 Feb | 72.81 | 2.14 | -1.72 | 37.66 | 1,502 | 91 | 561 |
| 25 Feb | 70.22 | 3.87 | -0.05 | 44.74 | 1,090 | 81 | 474 |
| 24 Feb | 70.97 | 4.04 | -0.67 | 49.42 | 1,952 | 299 | 397 |
| 23 Feb | 70.04 | 4.83 | 4.39 | 54.4 | 241 | 106 | 106 |
| 20 Feb | 83.51 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 82.98 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 84.61 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 83.35 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Feb | 82.91 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 81.54 | 0 | 0 | - | 0 | 0 | 0 |
For Idfc First Bank Limited - strike price 71 expiring on 30MAR2026
Delta for 71 PE is -0.7
Historical price for 71 PE is as follows
On 10 Mar IDFCFIRSTB was trading at 66.88. The strike last trading price was 4.91, which was -0.29 lower than the previous day. The implied volatity was 40.15, the open interest changed by -5 which decreased total open position to 479
On 9 Mar IDFCFIRSTB was trading at 66.76. The strike last trading price was 5.18, which was 2.19 higher than the previous day. The implied volatity was 44.58, the open interest changed by -56 which decreased total open position to 498
On 6 Mar IDFCFIRSTB was trading at 69.98. The strike last trading price was 2.99, which was 0.29 higher than the previous day. The implied volatity was 37.78, the open interest changed by 13 which increased total open position to 556
On 5 Mar IDFCFIRSTB was trading at 70.40. The strike last trading price was 2.69, which was -0.71 lower than the previous day. The implied volatity was 36.45, the open interest changed by 54 which increased total open position to 543
On 4 Mar IDFCFIRSTB was trading at 70.06. The strike last trading price was 3.39, which was 0.99 higher than the previous day. The implied volatity was 42.29, the open interest changed by 36 which increased total open position to 490
On 2 Mar IDFCFIRSTB was trading at 71.78. The strike last trading price was 2.34, which was 0.67 higher than the previous day. The implied volatity was 37.98, the open interest changed by -47 which decreased total open position to 458
On 27 Feb IDFCFIRSTB was trading at 73.48. The strike last trading price was 1.72, which was -0.41 lower than the previous day. The implied volatity was 35.2, the open interest changed by -49 which decreased total open position to 505
On 26 Feb IDFCFIRSTB was trading at 72.81. The strike last trading price was 2.14, which was -1.72 lower than the previous day. The implied volatity was 37.66, the open interest changed by 91 which increased total open position to 561
On 25 Feb IDFCFIRSTB was trading at 70.22. The strike last trading price was 3.87, which was -0.05 lower than the previous day. The implied volatity was 44.74, the open interest changed by 81 which increased total open position to 474
On 24 Feb IDFCFIRSTB was trading at 70.97. The strike last trading price was 4.04, which was -0.67 lower than the previous day. The implied volatity was 49.42, the open interest changed by 299 which increased total open position to 397
On 23 Feb IDFCFIRSTB was trading at 70.04. The strike last trading price was 4.83, which was 4.39 higher than the previous day. The implied volatity was 54.4, the open interest changed by 106 which increased total open position to 106
On 20 Feb IDFCFIRSTB was trading at 83.51. 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 Feb IDFCFIRSTB was trading at 82.98. 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 Feb IDFCFIRSTB was trading at 84.61. 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 17 Feb IDFCFIRSTB was trading at 83.35. 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 16 Feb IDFCFIRSTB was trading at 82.91. 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 Feb IDFCFIRSTB was trading at 81.54. 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
