[--[65.84.65.76]--]

IDFCFIRSTB

Idfc First Bank Limited
80.91 +1.79 (2.26%)
L: 78.34 H: 81.15

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Historical option data for IDFCFIRSTB

09 Dec 2025 04:11 PM IST
IDFCFIRSTB 30-DEC-2025 72 CE
Delta: 0.98
Vega: 0.01
Theta: -0.02
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 80.91 9.25 1.96 25.11 4 1 29
8 Dec 79.12 7.29 -3.16 - 4 0 29
5 Dec 80.87 10.45 1.41 - 0 0 0
4 Dec 79.88 10.45 1.41 - 0 0 0
3 Dec 80.58 10.45 1.41 - 0 1 0
2 Dec 81.98 10.45 1.41 - 10 2 30
1 Dec 80.71 9.04 0.24 - 6 -1 26
28 Nov 80.13 8.8 -0.3 - 4 1 26
27 Nov 80.50 9.1 -0.1 - 4 0 27
26 Nov 80.37 9.2 1.42 25.27 2 1 27
25 Nov 79.35 7.78 0.76 - 1 0 25
24 Nov 77.97 7.02 -0.08 28.78 26 -2 7
21 Nov 78.33 7.1 -0.8 15.44 3 1 9
20 Nov 78.93 7.9 -0.8 21.20 4 3 7
19 Nov 79.61 8.7 -1.7 27.77 1 0 3
18 Nov 80.11 10.4 -0.15 - 0 0 0
17 Nov 81.01 10.4 -0.15 - 0 0 0
14 Nov 80.43 10.4 -0.15 - 0 0 0
13 Nov 80.00 10.4 -0.15 - 0 1 0
12 Nov 81.58 10.4 -0.15 - 2 1 3
11 Nov 80.69 10.55 0.05 - 0 0 0
10 Nov 81.21 10.55 0.05 - 0 0 0
7 Nov 81.47 10.55 0.05 23.57 3 0 2
6 Nov 80.37 10.5 -0.95 37.60 1 0 2
4 Nov 81.13 11.45 3.45 - 0 0 0
3 Nov 81.99 11.45 3.45 - 0 1 0
31 Oct 81.77 11.45 3.45 - 4 2 3
30 Oct 78.93 8 2 - 0 0 0
29 Oct 79.35 8 2 - 0 0 0
28 Oct 79.20 8 2 - 0 0 0
27 Oct 78.03 8 2 - 0 0 0
24 Oct 78.20 8 2 21.11 1 0 1
23 Oct 78.96 6 1.85 - 0 0 0
21 Oct 76.77 6 1.85 - 0 0 0
20 Oct 76.93 6 1.85 - 1 0 1
17 Oct 71.88 4.15 0 26.87 1 0 2
16 Oct 71.79 4.15 0.15 27.02 1 0 1
15 Oct 72.97 4 -0.25 - 0 0 0
14 Oct 72.80 4 -0.25 - 0 0 0
13 Oct 73.71 4 -0.25 - 0 0 0
10 Oct 74.43 4 -0.25 - 0 0 0
8 Oct 71.99 4 -0.25 23.22 17 0 18
7 Oct 71.99 4.25 0.1 25.01 18 17 17


For Idfc First Bank Limited - strike price 72 expiring on 30DEC2025

Delta for 72 CE is 0.98

Historical price for 72 CE is as follows

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 9.25, which was 1.96 higher than the previous day. The implied volatity was 25.11, the open interest changed by 1 which increased total open position to 29


On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 7.29, which was -3.16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29


On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 10.45, which was 1.41 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 10.45, which was 1.41 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 10.45, which was 1.41 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 10.45, which was 1.41 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 30


On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 9.04, which was 0.24 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 26


On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 8.8, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 26


On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 9.1, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27


On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 9.2, which was 1.42 higher than the previous day. The implied volatity was 25.27, the open interest changed by 1 which increased total open position to 27


On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 7.78, which was 0.76 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25


On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 7.02, which was -0.08 lower than the previous day. The implied volatity was 28.78, the open interest changed by -2 which decreased total open position to 7


On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 7.1, which was -0.8 lower than the previous day. The implied volatity was 15.44, the open interest changed by 1 which increased total open position to 9


On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 7.9, which was -0.8 lower than the previous day. The implied volatity was 21.20, the open interest changed by 3 which increased total open position to 7


On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 8.7, which was -1.7 lower than the previous day. The implied volatity was 27.77, the open interest changed by 0 which decreased total open position to 3


On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 10.4, which was -0.15 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 10.4, which was -0.15 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 10.4, which was -0.15 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 10.4, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 12 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 10.4, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3


On 11 Nov IDFCFIRSTB was trading at 80.69. The strike last trading price was 10.55, which was 0.05 higher 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 10.55, which was 0.05 higher 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 10.55, which was 0.05 higher than the previous day. The implied volatity was 23.57, the open interest changed by 0 which decreased total open position to 2


On 6 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 10.5, which was -0.95 lower than the previous day. The implied volatity was 37.60, the open interest changed by 0 which decreased total open position to 2


On 4 Nov IDFCFIRSTB was trading at 81.13. The strike last trading price was 11.45, which was 3.45 higher 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 11.45, which was 3.45 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 31 Oct IDFCFIRSTB was trading at 81.77. The strike last trading price was 11.45, which was 3.45 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3


On 30 Oct IDFCFIRSTB was trading at 78.93. The strike last trading price was 8, which was 2 higher 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 8, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Oct IDFCFIRSTB was trading at 79.20. The strike last trading price was 8, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Oct IDFCFIRSTB was trading at 78.03. The strike last trading price was 8, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Oct IDFCFIRSTB was trading at 78.20. The strike last trading price was 8, which was 2 higher than the previous day. The implied volatity was 21.11, the open interest changed by 0 which decreased total open position to 1


On 23 Oct IDFCFIRSTB was trading at 78.96. The strike last trading price was 6, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Oct IDFCFIRSTB was trading at 76.77. The strike last trading price was 6, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Oct IDFCFIRSTB was trading at 76.93. The strike last trading price was 6, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 17 Oct IDFCFIRSTB was trading at 71.88. The strike last trading price was 4.15, which was 0 lower than the previous day. The implied volatity was 26.87, the open interest changed by 0 which decreased total open position to 2


On 16 Oct IDFCFIRSTB was trading at 71.79. The strike last trading price was 4.15, which was 0.15 higher than the previous day. The implied volatity was 27.02, the open interest changed by 0 which decreased total open position to 1


On 15 Oct IDFCFIRSTB was trading at 72.97. 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 14 Oct IDFCFIRSTB was trading at 72.80. 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 13 Oct IDFCFIRSTB was trading at 73.71. 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 10 Oct IDFCFIRSTB was trading at 74.43. 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 8 Oct IDFCFIRSTB was trading at 71.99. The strike last trading price was 4, which was -0.25 lower than the previous day. The implied volatity was 23.22, the open interest changed by 0 which decreased total open position to 18


On 7 Oct IDFCFIRSTB was trading at 71.99. The strike last trading price was 4.25, which was 0.1 higher than the previous day. The implied volatity was 25.01, the open interest changed by 17 which increased total open position to 17


IDFCFIRSTB 30DEC2025 72 PE
Delta: -0.04
Vega: 0.02
Theta: -0.01
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 80.91 0.09 -0.04 29.18 89 -12 581
8 Dec 79.12 0.13 0.06 26.19 195 -27 594
5 Dec 80.87 0.07 -0.04 25.86 67 -1 623
4 Dec 79.88 0.12 0.03 25.92 24 0 624
3 Dec 80.58 0.09 0.01 25.52 98 10 624
2 Dec 81.98 0.08 -0.03 27.38 170 -17 618
1 Dec 80.71 0.11 0 25.68 68 39 635
28 Nov 80.13 0.11 0.01 23.86 24 -3 595
27 Nov 80.50 0.11 -0.04 24.62 138 63 598
26 Nov 80.37 0.15 -0.1 25.18 469 256 536
25 Nov 79.35 0.25 -0.11 25.69 105 13 280
24 Nov 77.97 0.38 -0.03 24.53 312 140 267
21 Nov 78.33 0.43 0.02 26.08 77 10 127
20 Nov 78.93 0.43 0.02 27.33 84 30 118
19 Nov 79.61 0.41 -0.05 27.86 64 35 87
18 Nov 80.11 0.46 0.11 29.66 36 8 52
17 Nov 81.01 0.35 -0.09 29.07 42 23 44
14 Nov 80.43 0.44 0.14 29.27 2 -1 20
13 Nov 80.00 0.3 0 24.71 1 0 20
12 Nov 81.58 0.3 -0.14 27.64 2 -1 19
11 Nov 80.69 0.44 0 - 0 0 0
10 Nov 81.21 0.44 0 - 0 1 0
7 Nov 81.47 0.44 0 29.01 3 2 21
6 Nov 80.37 0.44 0.06 - 0 0 0
4 Nov 81.13 0.44 0.06 27.77 2 0 19
3 Nov 81.99 0.38 0.03 28.02 4 2 20
31 Oct 81.77 0.35 -0.35 - 16 15 17
30 Oct 78.93 0.7 -0.05 26.77 1 0 1
29 Oct 79.35 0.75 -0.35 28.09 1 0 0
28 Oct 79.20 1.5 -3.8 - 0 0 0
27 Oct 78.03 1.5 -3.8 - 0 0 0
24 Oct 78.20 1.5 -3.8 33.47 4 2 2
23 Oct 78.96 5.3 0 8.03 0 0 0
21 Oct 76.77 5.3 0 - 0 0 0
20 Oct 76.93 5.3 0 6.20 0 0 0
17 Oct 71.88 5.3 0 1.67 0 0 0
16 Oct 71.79 5.3 0 1.49 0 0 0
15 Oct 72.97 5.3 0 - 0 0 0
14 Oct 72.80 5.3 0 2.43 0 0 0
13 Oct 73.71 5.3 0 3.30 0 0 0
10 Oct 74.43 5.3 0 3.94 0 0 0
8 Oct 71.99 5.3 0 1.80 0 0 0
7 Oct 71.99 5.3 0 1.74 0 0 0


For Idfc First Bank Limited - strike price 72 expiring on 30DEC2025

Delta for 72 PE is -0.04

Historical price for 72 PE is as follows

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 0.09, which was -0.04 lower than the previous day. The implied volatity was 29.18, the open interest changed by -12 which decreased total open position to 581


On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 0.13, which was 0.06 higher than the previous day. The implied volatity was 26.19, the open interest changed by -27 which decreased total open position to 594


On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 0.07, which was -0.04 lower than the previous day. The implied volatity was 25.86, the open interest changed by -1 which decreased total open position to 623


On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 0.12, which was 0.03 higher than the previous day. The implied volatity was 25.92, the open interest changed by 0 which decreased total open position to 624


On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 0.09, which was 0.01 higher than the previous day. The implied volatity was 25.52, the open interest changed by 10 which increased total open position to 624


On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 0.08, which was -0.03 lower than the previous day. The implied volatity was 27.38, the open interest changed by -17 which decreased total open position to 618


On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 0.11, which was 0 lower than the previous day. The implied volatity was 25.68, the open interest changed by 39 which increased total open position to 635


On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 0.11, which was 0.01 higher than the previous day. The implied volatity was 23.86, the open interest changed by -3 which decreased total open position to 595


On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 0.11, which was -0.04 lower than the previous day. The implied volatity was 24.62, the open interest changed by 63 which increased total open position to 598


On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 25.18, the open interest changed by 256 which increased total open position to 536


On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 0.25, which was -0.11 lower than the previous day. The implied volatity was 25.69, the open interest changed by 13 which increased total open position to 280


On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 0.38, which was -0.03 lower than the previous day. The implied volatity was 24.53, the open interest changed by 140 which increased total open position to 267


On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 0.43, which was 0.02 higher than the previous day. The implied volatity was 26.08, the open interest changed by 10 which increased total open position to 127


On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 0.43, which was 0.02 higher than the previous day. The implied volatity was 27.33, the open interest changed by 30 which increased total open position to 118


On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 0.41, which was -0.05 lower than the previous day. The implied volatity was 27.86, the open interest changed by 35 which increased total open position to 87


On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 0.46, which was 0.11 higher than the previous day. The implied volatity was 29.66, the open interest changed by 8 which increased total open position to 52


On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 0.35, which was -0.09 lower than the previous day. The implied volatity was 29.07, the open interest changed by 23 which increased total open position to 44


On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 0.44, which was 0.14 higher than the previous day. The implied volatity was 29.27, the open interest changed by -1 which decreased total open position to 20


On 13 Nov IDFCFIRSTB was trading at 80.00. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 24.71, the open interest changed by 0 which decreased total open position to 20


On 12 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 0.3, which was -0.14 lower than the previous day. The implied volatity was 27.64, the open interest changed by -1 which decreased total open position to 19


On 11 Nov IDFCFIRSTB was trading at 80.69. The strike last trading price was 0.44, 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 0.44, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 7 Nov IDFCFIRSTB was trading at 81.47. The strike last trading price was 0.44, which was 0 lower than the previous day. The implied volatity was 29.01, the open interest changed by 2 which increased total open position to 21


On 6 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 0.44, which was 0.06 higher 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 0.44, which was 0.06 higher than the previous day. The implied volatity was 27.77, the open interest changed by 0 which decreased total open position to 19


On 3 Nov IDFCFIRSTB was trading at 81.99. The strike last trading price was 0.38, which was 0.03 higher than the previous day. The implied volatity was 28.02, the open interest changed by 2 which increased total open position to 20


On 31 Oct IDFCFIRSTB was trading at 81.77. The strike last trading price was 0.35, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 17


On 30 Oct IDFCFIRSTB was trading at 78.93. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 26.77, the open interest changed by 0 which decreased total open position to 1


On 29 Oct IDFCFIRSTB was trading at 79.35. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 28.09, the open interest changed by 0 which decreased total open position to 0


On 28 Oct IDFCFIRSTB was trading at 79.20. The strike last trading price was 1.5, which was -3.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Oct IDFCFIRSTB was trading at 78.03. The strike last trading price was 1.5, which was -3.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Oct IDFCFIRSTB was trading at 78.20. The strike last trading price was 1.5, which was -3.8 lower than the previous day. The implied volatity was 33.47, the open interest changed by 2 which increased total open position to 2


On 23 Oct IDFCFIRSTB was trading at 78.96. The strike last trading price was 5.3, which was 0 lower than the previous day. The implied volatity was 8.03, the open interest changed by 0 which decreased total open position to 0


On 21 Oct IDFCFIRSTB was trading at 76.77. The strike last trading price was 5.3, 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 Oct IDFCFIRSTB was trading at 76.93. The strike last trading price was 5.3, which was 0 lower than the previous day. The implied volatity was 6.20, the open interest changed by 0 which decreased total open position to 0


On 17 Oct IDFCFIRSTB was trading at 71.88. The strike last trading price was 5.3, which was 0 lower than the previous day. The implied volatity was 1.67, the open interest changed by 0 which decreased total open position to 0


On 16 Oct IDFCFIRSTB was trading at 71.79. The strike last trading price was 5.3, which was 0 lower than the previous day. The implied volatity was 1.49, the open interest changed by 0 which decreased total open position to 0


On 15 Oct IDFCFIRSTB was trading at 72.97. The strike last trading price was 5.3, 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 Oct IDFCFIRSTB was trading at 72.80. The strike last trading price was 5.3, which was 0 lower than the previous day. The implied volatity was 2.43, the open interest changed by 0 which decreased total open position to 0


On 13 Oct IDFCFIRSTB was trading at 73.71. The strike last trading price was 5.3, which was 0 lower than the previous day. The implied volatity was 3.30, the open interest changed by 0 which decreased total open position to 0


On 10 Oct IDFCFIRSTB was trading at 74.43. The strike last trading price was 5.3, which was 0 lower than the previous day. The implied volatity was 3.94, the open interest changed by 0 which decreased total open position to 0


On 8 Oct IDFCFIRSTB was trading at 71.99. The strike last trading price was 5.3, which was 0 lower than the previous day. The implied volatity was 1.80, the open interest changed by 0 which decreased total open position to 0


On 7 Oct IDFCFIRSTB was trading at 71.99. The strike last trading price was 5.3, which was 0 lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0