IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
02 Mar 2026 04:11 PM IST
| IDFCFIRSTB 30-MAR-2026 72 CE | ||||||||||||||||
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Delta: 0.54
Vega: 0.08
Theta: -0.06
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 2 Mar | 71.78 | 3.1 | -0.67 | 36.59 | 2,574 | 618 | 1,588 | |||||||||
| 27 Feb | 73.48 | 3.68 | 0.07 | 31.27 | 1,877 | -149 | 977 | |||||||||
| 26 Feb | 72.81 | 3.56 | 0.55 | 33.19 | 3,756 | -103 | 1,125 | |||||||||
| 25 Feb | 70.22 | 2.98 | -0.88 | 41.79 | 1,992 | 83 | 1,217 | |||||||||
| 24 Feb | 70.97 | 3.75 | 0.1 | 46.68 | 5,002 | 557 | 1,133 | |||||||||
| 23 Feb | 70.04 | 3.71 | -8.22 | 49.21 | 2,055 | 562 | 565 | |||||||||
| 20 Feb | 83.51 | 11.93 | 0.93 | 21.47 | 1 | 0 | 3 | |||||||||
| 19 Feb | 82.98 | 11 | 1.82 | - | 0 | 0 | 3 | |||||||||
| 18 Feb | 84.61 | 11 | 1.82 | - | 0 | 0 | 3 | |||||||||
| 17 Feb | 83.35 | 11 | 1.82 | 21.11 | 1 | 0 | 2 | |||||||||
| 16 Feb | 82.91 | 9.18 | -5.55 | - | 2 | 0 | 0 | |||||||||
| 13 Feb | 81.54 | 14.73 | 0 | - | 0 | 0 | 0 | |||||||||
For Idfc First Bank Limited - strike price 72 expiring on 30MAR2026
Delta for 72 CE is 0.54
Historical price for 72 CE is as follows
On 2 Mar IDFCFIRSTB was trading at 71.78. The strike last trading price was 3.1, which was -0.67 lower than the previous day. The implied volatity was 36.59, the open interest changed by 618 which increased total open position to 1588
On 27 Feb IDFCFIRSTB was trading at 73.48. The strike last trading price was 3.68, which was 0.07 higher than the previous day. The implied volatity was 31.27, the open interest changed by -149 which decreased total open position to 977
On 26 Feb IDFCFIRSTB was trading at 72.81. The strike last trading price was 3.56, which was 0.55 higher than the previous day. The implied volatity was 33.19, the open interest changed by -103 which decreased total open position to 1125
On 25 Feb IDFCFIRSTB was trading at 70.22. The strike last trading price was 2.98, which was -0.88 lower than the previous day. The implied volatity was 41.79, the open interest changed by 83 which increased total open position to 1217
On 24 Feb IDFCFIRSTB was trading at 70.97. The strike last trading price was 3.75, which was 0.1 higher than the previous day. The implied volatity was 46.68, the open interest changed by 557 which increased total open position to 1133
On 23 Feb IDFCFIRSTB was trading at 70.04. The strike last trading price was 3.71, which was -8.22 lower than the previous day. The implied volatity was 49.21, the open interest changed by 562 which increased total open position to 565
On 20 Feb IDFCFIRSTB was trading at 83.51. The strike last trading price was 11.93, which was 0.93 higher than the previous day. The implied volatity was 21.47, the open interest changed by 0 which decreased total open position to 3
On 19 Feb IDFCFIRSTB was trading at 82.98. The strike last trading price was 11, which was 1.82 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Feb IDFCFIRSTB was trading at 84.61. The strike last trading price was 11, which was 1.82 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Feb IDFCFIRSTB was trading at 83.35. The strike last trading price was 11, which was 1.82 higher than the previous day. The implied volatity was 21.11, the open interest changed by 0 which decreased total open position to 2
On 16 Feb IDFCFIRSTB was trading at 82.91. The strike last trading price was 9.18, which was -5.55 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 14.73, 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 72 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.46
Vega: 0.08
Theta: -0.04
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 71.78 | 2.8 | 0.75 | 37.86 | 2,391 | 74 | 619 |
| 27 Feb | 73.48 | 2.11 | -0.45 | 35.2 | 1,621 | 20 | 550 |
| 26 Feb | 72.81 | 2.61 | -1.83 | 38.19 | 1,882 | 127 | 531 |
| 25 Feb | 70.22 | 4.44 | 0 | 44.98 | 384 | 58 | 404 |
| 24 Feb | 70.97 | 4.57 | -0.71 | 49.44 | 1,065 | 146 | 347 |
| 23 Feb | 70.04 | 5.33 | 5.11 | 53.8 | 795 | 173 | 201 |
| 20 Feb | 83.51 | 0.22 | 0.01 | 31.71 | 26 | 21 | 28 |
| 19 Feb | 82.98 | 0.21 | -0.62 | 29.83 | 8 | 6 | 6 |
| 18 Feb | 84.61 | 0.83 | 0 | 15.55 | 0 | 0 | 0 |
| 17 Feb | 83.35 | 0.83 | 0 | 14 | 0 | 0 | 0 |
| 16 Feb | 82.91 | 0.83 | 0 | 13.74 | 0 | 0 | 0 |
| 13 Feb | 81.54 | 0.83 | 0 | 12.3 | 0 | 0 | 0 |
For Idfc First Bank Limited - strike price 72 expiring on 30MAR2026
Delta for 72 PE is -0.46
Historical price for 72 PE is as follows
On 2 Mar IDFCFIRSTB was trading at 71.78. The strike last trading price was 2.8, which was 0.75 higher than the previous day. The implied volatity was 37.86, the open interest changed by 74 which increased total open position to 619
On 27 Feb IDFCFIRSTB was trading at 73.48. The strike last trading price was 2.11, which was -0.45 lower than the previous day. The implied volatity was 35.2, the open interest changed by 20 which increased total open position to 550
On 26 Feb IDFCFIRSTB was trading at 72.81. The strike last trading price was 2.61, which was -1.83 lower than the previous day. The implied volatity was 38.19, the open interest changed by 127 which increased total open position to 531
On 25 Feb IDFCFIRSTB was trading at 70.22. The strike last trading price was 4.44, which was 0 lower than the previous day. The implied volatity was 44.98, the open interest changed by 58 which increased total open position to 404
On 24 Feb IDFCFIRSTB was trading at 70.97. The strike last trading price was 4.57, which was -0.71 lower than the previous day. The implied volatity was 49.44, the open interest changed by 146 which increased total open position to 347
On 23 Feb IDFCFIRSTB was trading at 70.04. The strike last trading price was 5.33, which was 5.11 higher than the previous day. The implied volatity was 53.8, the open interest changed by 173 which increased total open position to 201
On 20 Feb IDFCFIRSTB was trading at 83.51. The strike last trading price was 0.22, which was 0.01 higher than the previous day. The implied volatity was 31.71, the open interest changed by 21 which increased total open position to 28
On 19 Feb IDFCFIRSTB was trading at 82.98. The strike last trading price was 0.21, which was -0.62 lower than the previous day. The implied volatity was 29.83, the open interest changed by 6 which increased total open position to 6
On 18 Feb IDFCFIRSTB was trading at 84.61. The strike last trading price was 0.83, which was 0 lower than the previous day. The implied volatity was 15.55, 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 0.83, which was 0 lower than the previous day. The implied volatity was 14, 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 0.83, which was 0 lower than the previous day. The implied volatity was 13.74, 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 0.83, which was 0 lower than the previous day. The implied volatity was 12.3, the open interest changed by 0 which decreased total open position to 0
