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Historical option data for IDFCFIRSTB

05 Jun 2026 11:52 AM IST
IDFCFIRSTB 30-Jun-2026 (25d) 72 CE
Delta: 0.56
Vega: 0
Theta: -0.05
Gamma: 0.06874
Date Close Ltp Change IV Volume OI Chg OI
5 Jun 72.40 2.62 0.15 (6.07%) 29.99 795 -240 558
4 Jun 72.16 2.53 0.13 (5.42%) 28.85 1,574 -49 798
3 Jun 71.78 2.46 0.21 (9.33%) 32.71 2,261 220 847
2 Jun 71.59 2.28 0.22 (10.68%) 29.22 943 24 623
1 Jun 71.25 2.05 -0.12 (-5.53%) 28.27 1,009 38 609
29 May 71.32 2.02 -0.14 (-6.48%) 26.39 1,215 214 570
27 May 71.48 2.45 0.81 (49.39%) 26.33 953 96 356
26 May 70.22 1.64 0.07 (4.46%) 25.66 299 86 260
25 May 69.46 1.55 0.08 (5.44%) 27.36 148 24 174
22 May 68.88 1.54 0.19 (14.07%) 28.79 117 45 149
21 May 68.30 1.35 -0.11 (-7.53%) 28.93 69 17 104
20 May 68.21 1.48 0.11 (8.03%) 29.93 50 17 86
19 May 67.81 1.35 -0.05 (-3.57%) 30.34 29 16 67
18 May 67.59 1.41 -0.22 (-13.50%) 30.56 22 2 49
15 May 67.65 1.63 -0.38 (-18.91%) 32.15 66 28 47
14 May 68.54 2.01 0.12 (6.35%) 31.39 16 8 18
13 May 68.30 1.85 -0.4 (-17.78%) 0 13 8 10
12 May 67.68 2.25 -0.81 (-26.47%) 0 2 0 2
11 May 69.22 3.06 0.06 (2.00%) 0 2 0 1
8 May 71.27 3 1.7 (130.77%) 28.62 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
28 Apr 68.71 - - - 0 0 0
27 Apr 70.27 - - - 0 0 0
24 Apr 67.23 - - - 0 0 0
23 Apr 67.83 - - - 0 0 0
22 Apr 68.38 - - - 0 0 0
21 Apr 67.94 - - - 0 0 0
20 Apr 67.50 - - - 0 0 0
17 Apr 68.53 - - - 0 0 0
16 Apr 67.82 - - - 0 0 0
15 Apr 66.91 - - - 0 0 0
13 Apr 64.86 - - - 0 0 0
10 Apr 66.21 1.3 0 (0.00%) 4.94 0 0 0
9 Apr 65.28 1.3 0 (0.00%) 5.09 0 0 0


For Idfc First Bank Limited - strike price 72 expiring on 30JUN2026

Delta for 72 CE is 0.56

Historical price for 72 CE is as follows

On 5 Jun IDFCFIRSTB was trading at 72.40. The strike last trading price was 2.62, which was 0.15 higher than the previous day. The implied volatity was 29.99, the open interest changed by -240 which decreased total open position to 558


On 4 Jun IDFCFIRSTB was trading at 72.16. The strike last trading price was 2.53, which was 0.13 higher than the previous day. The implied volatity was 28.85, the open interest changed by -49 which decreased total open position to 798


On 3 Jun IDFCFIRSTB was trading at 71.78. The strike last trading price was 2.46, which was 0.21 higher than the previous day. The implied volatity was 32.71, the open interest changed by 220 which increased total open position to 847


On 2 Jun IDFCFIRSTB was trading at 71.59. The strike last trading price was 2.28, which was 0.22 higher than the previous day. The implied volatity was 29.22, the open interest changed by 24 which increased total open position to 623


On 1 Jun IDFCFIRSTB was trading at 71.25. The strike last trading price was 2.05, which was -0.12 lower than the previous day. The implied volatity was 28.27, the open interest changed by 38 which increased total open position to 609


On 29 May IDFCFIRSTB was trading at 71.32. The strike last trading price was 2.02, which was -0.14 lower than the previous day. The implied volatity was 26.39, the open interest changed by 214 which increased total open position to 570


On 27 May IDFCFIRSTB was trading at 71.48. The strike last trading price was 2.45, which was 0.81 higher than the previous day. The implied volatity was 26.33, the open interest changed by 96 which increased total open position to 356


On 26 May IDFCFIRSTB was trading at 70.22. The strike last trading price was 1.64, which was 0.07 higher than the previous day. The implied volatity was 25.66, the open interest changed by 86 which increased total open position to 260


On 25 May IDFCFIRSTB was trading at 69.46. The strike last trading price was 1.55, which was 0.08 higher than the previous day. The implied volatity was 27.36, the open interest changed by 24 which increased total open position to 174


On 22 May IDFCFIRSTB was trading at 68.88. The strike last trading price was 1.54, which was 0.19 higher than the previous day. The implied volatity was 28.79, the open interest changed by 45 which increased total open position to 149


On 21 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 1.35, which was -0.11 lower than the previous day. The implied volatity was 28.93, the open interest changed by 17 which increased total open position to 104


On 20 May IDFCFIRSTB was trading at 68.21. The strike last trading price was 1.48, which was 0.11 higher than the previous day. The implied volatity was 29.93, the open interest changed by 17 which increased total open position to 86


On 19 May IDFCFIRSTB was trading at 67.81. The strike last trading price was 1.35, which was -0.05 lower than the previous day. The implied volatity was 30.34, the open interest changed by 16 which increased total open position to 67


On 18 May IDFCFIRSTB was trading at 67.59. The strike last trading price was 1.41, which was -0.22 lower than the previous day. The implied volatity was 30.56, the open interest changed by 2 which increased total open position to 49


On 15 May IDFCFIRSTB was trading at 67.65. The strike last trading price was 1.63, which was -0.38 lower than the previous day. The implied volatity was 32.15, the open interest changed by 28 which increased total open position to 47


On 14 May IDFCFIRSTB was trading at 68.54. The strike last trading price was 2.01, which was 0.12 higher than the previous day. The implied volatity was 31.39, the open interest changed by 8 which increased total open position to 18


On 13 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 1.85, which was -0.4 lower than the previous day. The implied volatity was 0, the open interest changed by 8 which increased total open position to 10


On 12 May IDFCFIRSTB was trading at 67.68. The strike last trading price was 2.25, which was -0.81 lower 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 3.06, which was 0.06 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1


On 8 May IDFCFIRSTB was trading at 71.27. The strike last trading price was 3, which was 1.7 higher than the previous day. The implied volatity was 28.62, 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


On 28 Apr IDFCFIRSTB was trading at 68.71. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Apr IDFCFIRSTB was trading at 70.27. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Apr IDFCFIRSTB was trading at 67.23. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Apr IDFCFIRSTB was trading at 67.83. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Apr IDFCFIRSTB was trading at 68.38. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


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


On 20 Apr IDFCFIRSTB was trading at 67.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


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


On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 1.3, which was 0 lower than the previous day. The implied volatity was 4.94, the open interest changed by 0 which decreased total open position to 0


On 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 1.3, which was 0 lower than the previous day. The implied volatity was 5.09, the open interest changed by 0 which decreased total open position to 0


IDFCFIRSTB 30-Jun-2026 (25d) 72 PE
Delta: -0.43
Vega: 0
Theta: -0.03
Gamma: 0.08007
Date Close Ltp Change IV Volume OI Chg OI
5 Jun 72.40 1.64 -0.2 (-10.87%) 25.68 1,163 250 784
4 Jun 72.16 1.77 -0.4 (-18.43%) 26.56 1,449 75 534
3 Jun 71.78 2.12 0.08 (3.92%) 27.68 428 -3 458
2 Jun 71.59 2.06 -0.18 (-8.04%) 25.28 224 34 460
1 Jun 71.25 2.25 0.04 (1.81%) 25.27 427 36 425
29 May 71.32 2.4 0.25 (11.63%) 25.56 1,073 65 389
27 May 71.48 1.96 -0.91 (-31.71%) 23.84 431 237 324
26 May 70.22 2.86 -0.51 (-15.13%) 23.85 87 55 85
25 May 69.46 3.43 -0.57 (-14.25%) 24.69 22 6 30
22 May 68.88 4.16 -0.54 (-11.49%) 25.96 13 5 20
21 May 68.30 4.7 -0.06 (-1.26%) 28.03 3 2 14
20 May 68.21 4.76 -0.14 (-2.86%) 28.18 2 0 12
19 May 67.81 4.9 -1.1 (-18.33%) 28.56 8 6 12
18 May 67.59 6 0.7 (13.21%) 30.7 2 1 6
15 May 67.65 5.3 0.61 (13.01%) 27.68 1 0 5
14 May 68.54 4.69 -0.56 (-10.67%) 27.94 3 1 4
13 May 68.30 5.25 0 (0.00%) 0 0 0 3
12 May 67.68 5.25 1.65 (45.83%) 0 5 2 3
11 May 69.22 3.6 0 (0.00%) 0 0 0 1
8 May 71.27 3.6 -9.56 (-72.64%) 32.09 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
28 Apr 68.71 - - - 0 0 0
27 Apr 70.27 - - - 0 0 0
24 Apr 67.23 - - - 0 0 0
23 Apr 67.83 - - - 0 0 0
22 Apr 68.38 - - - 0 0 0
21 Apr 67.94 - - - 0 0 0
20 Apr 67.50 - - - 0 0 0
17 Apr 68.53 - - - 0 0 0
16 Apr 67.82 - - - 0 0 0
15 Apr 66.91 - - - 0 0 0
13 Apr 64.86 - - - 0 0 0
10 Apr 66.21 13.16 0 (0.00%) - 0 0 0
9 Apr 65.28 13.16 0 (0.00%) - 0 0 0


For Idfc First Bank Limited - strike price 72 expiring on 30JUN2026

Delta for 72 PE is -0.43

Historical price for 72 PE is as follows

On 5 Jun IDFCFIRSTB was trading at 72.40. The strike last trading price was 1.64, which was -0.2 lower than the previous day. The implied volatity was 25.68, the open interest changed by 250 which increased total open position to 784


On 4 Jun IDFCFIRSTB was trading at 72.16. The strike last trading price was 1.77, which was -0.4 lower than the previous day. The implied volatity was 26.56, the open interest changed by 75 which increased total open position to 534


On 3 Jun IDFCFIRSTB was trading at 71.78. The strike last trading price was 2.12, which was 0.08 higher than the previous day. The implied volatity was 27.68, the open interest changed by -3 which decreased total open position to 458


On 2 Jun IDFCFIRSTB was trading at 71.59. The strike last trading price was 2.06, which was -0.18 lower than the previous day. The implied volatity was 25.28, the open interest changed by 34 which increased total open position to 460


On 1 Jun IDFCFIRSTB was trading at 71.25. The strike last trading price was 2.25, which was 0.04 higher than the previous day. The implied volatity was 25.27, the open interest changed by 36 which increased total open position to 425


On 29 May IDFCFIRSTB was trading at 71.32. The strike last trading price was 2.4, which was 0.25 higher than the previous day. The implied volatity was 25.56, the open interest changed by 65 which increased total open position to 389


On 27 May IDFCFIRSTB was trading at 71.48. The strike last trading price was 1.96, which was -0.91 lower than the previous day. The implied volatity was 23.84, the open interest changed by 237 which increased total open position to 324


On 26 May IDFCFIRSTB was trading at 70.22. The strike last trading price was 2.86, which was -0.51 lower than the previous day. The implied volatity was 23.85, the open interest changed by 55 which increased total open position to 85


On 25 May IDFCFIRSTB was trading at 69.46. The strike last trading price was 3.43, which was -0.57 lower than the previous day. The implied volatity was 24.69, the open interest changed by 6 which increased total open position to 30


On 22 May IDFCFIRSTB was trading at 68.88. The strike last trading price was 4.16, which was -0.54 lower than the previous day. The implied volatity was 25.96, the open interest changed by 5 which increased total open position to 20


On 21 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 4.7, which was -0.06 lower than the previous day. The implied volatity was 28.03, the open interest changed by 2 which increased total open position to 14


On 20 May IDFCFIRSTB was trading at 68.21. The strike last trading price was 4.76, which was -0.14 lower than the previous day. The implied volatity was 28.18, the open interest changed by 0 which decreased total open position to 12


On 19 May IDFCFIRSTB was trading at 67.81. The strike last trading price was 4.9, which was -1.1 lower than the previous day. The implied volatity was 28.56, the open interest changed by 6 which increased total open position to 12


On 18 May IDFCFIRSTB was trading at 67.59. The strike last trading price was 6, which was 0.7 higher than the previous day. The implied volatity was 30.7, the open interest changed by 1 which increased total open position to 6


On 15 May IDFCFIRSTB was trading at 67.65. The strike last trading price was 5.3, which was 0.61 higher than the previous day. The implied volatity was 27.68, the open interest changed by 0 which decreased total open position to 5


On 14 May IDFCFIRSTB was trading at 68.54. The strike last trading price was 4.69, which was -0.56 lower than the previous day. The implied volatity was 27.94, the open interest changed by 1 which increased total open position to 4


On 13 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 5.25, 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 3


On 12 May IDFCFIRSTB was trading at 67.68. The strike last trading price was 5.25, which was 1.65 higher than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 3


On 11 May IDFCFIRSTB was trading at 69.22. The strike last trading price was 3.6, 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 1


On 8 May IDFCFIRSTB was trading at 71.27. The strike last trading price was 3.6, which was -9.56 lower than the previous day. The implied volatity was 32.09, 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


On 28 Apr IDFCFIRSTB was trading at 68.71. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Apr IDFCFIRSTB was trading at 70.27. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Apr IDFCFIRSTB was trading at 67.23. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Apr IDFCFIRSTB was trading at 67.83. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Apr IDFCFIRSTB was trading at 68.38. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


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


On 20 Apr IDFCFIRSTB was trading at 67.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


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


On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 13.16, 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 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 13.16, 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