IDFCFIRSTB

Idfc First Bank Limited

80.91 +1.79 (2.26%)

L: 78.34 H: 81.15

Back to Option Chain

Historical option data for IDFCFIRSTB
09 Dec 2025 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

IDFCFIRSTB 30-DEC-2025 73 CE
Delta: 0.96 Vega: 0.02 Theta: -0.03 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	80.91	8.3 ₹ 76,982.5	1.92 17808.00	25.91	11 1,02,025	0 0	53 4,91,575
8 Dec	79.12	6.38 ₹ 59,174.5	-2.21 -20497.75	-	9 83,475	1 9,275	51 4,73,025
5 Dec	80.87	8.59 ₹ 79,672.25	1.27 11779.25	30.21	6 55,650	0 0	49 4,54,475
4 Dec	79.88	7.32 ₹ 67,893	-0.59 -5472.25	-	5 46,375	2 18,550	49 4,54,475
3 Dec	80.58	8.05 ₹ 74,663.75	-0.03 -278.25	-	48 4,45,200	22 2,04,050	46 4,26,650
2 Dec	81.98	8.1 ₹ 75,127.5	-0.09 -834.75	-	0 0	1 9,275	0 0
1 Dec	80.71	8.1 ₹ 75,127.5	-0.09 -834.75	-	4 37,100	0 0	23 2,13,325
28 Nov	80.13	8.29 ₹ 76,889.75	1.25 11593.75	-	0 0	7 64,925	0 0
27 Nov	80.50	8.29 ₹ 76,889.75	1.25 11593.75	-	30 2,78,250	5 46,375	21 1,94,775
26 Nov	80.37	7.12 ₹ 66,038	0.87 8069.25	-	0 0	10 92,750	0 0

25 Nov	79.35	7.12 ₹ 66,038	0.87 8069.25	18.39	18 1,66,950	7 64,925	13 1,20,575
24 Nov	77.97	6.25 ₹ 57,968.75	-0.6 -5565.00	29.07	4 37,100	1 9,275	5 46,375
21 Nov	78.33	6.85 ₹ 63,533.75	-0.3 -2782.50	29.04	7 64,925	1 9,275	3 27,825
20 Nov	78.93	7.15 ₹ 66,316.25	-0.5 -4637.50	24.24	1 9,275	0 0	2 18,550
19 Nov	79.61	7.65 ₹ 70,953.75	-2.25 -20868.75	24.05	2 18,550	1 9,275	2 18,550
18 Nov	80.11	9.9 ₹ 91,822.5	1.25 11593.75	-	0 0	0 0	0 0
17 Nov	81.01	9.9 ₹ 91,822.5	1.25 11593.75	-	0 0	0 0	0 0
14 Nov	80.43	9.9 ₹ 91,822.5	1.25 11593.75	-	0 0	0 0	0 0
13 Nov	80.00	9.9 ₹ 91,822.5	1.25 11593.75	-	0 0	0 0	0 0
12 Nov	81.58	9.9 ₹ 91,822.5	1.25 11593.75	-	0 0	0 0	0 0
11 Nov	80.69	9.9 ₹ 91,822.5	1.25 11593.75	-	0 0	0 0	0 0
10 Nov	81.21	9.9 ₹ 91,822.5	1.25 11593.75	-	0 0	0 0	0 0
7 Nov	81.47	9.9 ₹ 91,822.5	1.25 11593.75	-	0 0	0 0	0 0
6 Nov	80.37	9.9 ₹ 91,822.5	1.25 11593.75	-	0 0	0 0	0 0
4 Nov	81.13	9.9 ₹ 91,822.5	1.25 11593.75	-	0 0	0 0	0 0
3 Nov	81.99	9.9 ₹ 91,822.5	1.25 11593.75	-	0 0	1 9,275	0 0
31 Oct	81.77	9.9 ₹ 91,822.5	1.25 11593.75	-	1 9,275	0 0	0 0
30 Oct	78.93	8.65 ₹ 80,228.75	0 0.00	-	0 0	0 0	0 0
29 Oct	79.35	8.65 ₹ 80,228.75	0 0.00	-	0 0	0 0	0 0

For Idfc First Bank Limited - strike price 73 expiring on 30DEC2025

Delta for 73 CE is 0.96

Historical price for 73 CE is as follows

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 8.3, which was 1.92 higher than the previous day. The implied volatity was 25.91, the open interest changed by 0 which decreased total open position to 53

On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 6.38, which was -2.21 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 51

On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 8.59, which was 1.27 higher than the previous day. The implied volatity was 30.21, the open interest changed by 0 which decreased total open position to 49

On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 7.32, which was -0.59 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 49

On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 8.05, which was -0.03 lower than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 46

On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 8.1, which was -0.09 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 8.1, which was -0.09 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23

On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 8.29, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0

On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 8.29, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 21

On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 7.12, which was 0.87 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0

On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 7.12, which was 0.87 higher than the previous day. The implied volatity was 18.39, the open interest changed by 7 which increased total open position to 13

On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 6.25, which was -0.6 lower than the previous day. The implied volatity was 29.07, the open interest changed by 1 which increased total open position to 5

On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 6.85, which was -0.3 lower than the previous day. The implied volatity was 29.04, the open interest changed by 1 which increased total open position to 3

On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 7.15, which was -0.5 lower than the previous day. The implied volatity was 24.24, the open interest changed by 0 which decreased total open position to 2

On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 7.65, which was -2.25 lower than the previous day. The implied volatity was 24.05, the open interest changed by 1 which increased total open position to 2

On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 9.9, which was 1.25 higher 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 9.9, which was 1.25 higher 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 9.9, which was 1.25 higher 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 9.9, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 9.9, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 11 Nov IDFCFIRSTB was trading at 80.69. The strike last trading price was 9.9, which was 1.25 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 9.9, which was 1.25 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 9.9, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 6 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 9.9, which was 1.25 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 9.9, which was 1.25 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 9.9, which was 1.25 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 9.9, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 30 Oct IDFCFIRSTB was trading at 78.93. The strike last trading price was 8.65, 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 Oct IDFCFIRSTB was trading at 79.35. The strike last trading price was 8.65, 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 30DEC2025 73 PE
Delta: -0.05 Vega: 0.02 Theta: -0.01 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	80.91	0.12 ₹ 1,113	-0.07 -649.25	27.99	145 13,44,875	-34 -3,15,350	285 26,43,375
8 Dec	79.12	0.19 ₹ 1,762.25	0.07 649.25	25.49	105 9,73,875	13 1,20,575	319 29,58,725
5 Dec	80.87	0.12 ₹ 1,113	-0.04 -371.00	26.01	211 19,57,025	-121 -11,22,275	307 28,47,425
4 Dec	79.88	0.17 ₹ 1,576.75	0.03 278.25	25.22	29 2,68,975	7 64,925	428 39,69,700
3 Dec	80.58	0.14 ₹ 1,298.5	0.03 278.25	25.38	74 6,86,350	8 74,200	421 39,04,775
2 Dec	81.98	0.11 ₹ 1,020.25	-0.04 -371.00	26.65	188 17,43,700	-21 -1,94,775	413 38,30,575
1 Dec	80.71	0.15 ₹ 1,391.25	0 0.00	24.87	247 22,90,925	149 13,81,975	434 40,25,350
28 Nov	80.13	0.15 ₹ 1,391.25	0.01 92.75	23.05	35 3,24,625	12 1,11,300	285 26,43,375
27 Nov	80.50	0.14 ₹ 1,298.5	-0.06 -556.50	23.53	235 21,79,625	90 8,34,750	268 24,85,700
26 Nov	80.37	0.2 ₹ 1,855	-0.14 -1298.50	24.43	206 19,10,650	-38 -3,52,450	178 16,50,950
25 Nov	79.35	0.35 ₹ 3,246.25	-0.13 -1205.75	25.44	156 14,46,900	45 4,17,375	209 19,38,475
24 Nov	77.97	0.48 ₹ 4,452	-0.07 -649.25	23.52	148 13,72,700	35 3,24,625	165 15,30,375
21 Nov	78.33	0.55 ₹ 5,101.25	0.02 185.50	25.42	105 9,73,875	26 2,41,150	129 11,96,475
20 Nov	78.93	0.53 ₹ 4,915.75	0 0.00	26.45	104 9,64,600	58 5,37,950	98 9,08,950
19 Nov	79.61	0.53 ₹ 4,915.75	-0.08 -742.00	27.46	18 1,66,950	6 55,650	38 3,52,450
18 Nov	80.11	0.61 ₹ 5,657.75	0.17 1576.75	29.71	11 1,02,025	4 37,100	31 2,87,525
17 Nov	81.01	0.45 ₹ 4,173.75	-0.09 -834.75	28.71	11 1,02,025	6 55,650	25 2,31,875
14 Nov	80.43	0.54 ₹ 5,008.5	0.07 649.25	-	0 0	0 0	0 0
13 Nov	80.00	0.54 ₹ 5,008.5	0.07 649.25	26.89	1 9,275	0 0	19 1,76,225
12 Nov	81.58	0.47 ₹ 4,359.25	0.01 92.75	-	0 0	1 9,275	0 0
11 Nov	80.69	0.47 ₹ 4,359.25	0.01 92.75	26.90	1 9,275	0 0	18 1,66,950
10 Nov	81.21	0.46 ₹ 4,266.5	0.01 92.75	-	0 0	0 0	0 0
7 Nov	81.47	0.46 ₹ 4,266.5	0.01 92.75	-	0 0	0 0	0 0
6 Nov	80.37	0.46 ₹ 4,266.5	0.01 92.75	-	0 0	2 18,550	0 0
4 Nov	81.13	0.46 ₹ 4,266.5	0.01 92.75	25.98	2 18,550	0 0	16 1,48,400
3 Nov	81.99	0.45 ₹ 4,173.75	-1.25 -11593.75	-	0 0	16 1,48,400	0 0
31 Oct	81.77	0.45 ₹ 4,173.75	-1.25 -11593.75	-	16 1,48,400	15 1,39,125	15 1,39,125
30 Oct	78.93	1.7 ₹ 15,767.5	0 0.00	7.50	0 0	0 0	0 0
29 Oct	79.35	1.7 ₹ 15,767.5	0 0.00	7.60	0 0	0 0	0 0

For Idfc First Bank Limited - strike price 73 expiring on 30DEC2025

Delta for 73 PE is -0.05

Historical price for 73 PE is as follows

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 0.12, which was -0.07 lower than the previous day. The implied volatity was 27.99, the open interest changed by -34 which decreased total open position to 285

On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 0.19, which was 0.07 higher than the previous day. The implied volatity was 25.49, the open interest changed by 13 which increased total open position to 319

On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 0.12, which was -0.04 lower than the previous day. The implied volatity was 26.01, the open interest changed by -121 which decreased total open position to 307

On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 0.17, which was 0.03 higher than the previous day. The implied volatity was 25.22, the open interest changed by 7 which increased total open position to 428

On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 0.14, which was 0.03 higher than the previous day. The implied volatity was 25.38, the open interest changed by 8 which increased total open position to 421

On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 0.11, which was -0.04 lower than the previous day. The implied volatity was 26.65, the open interest changed by -21 which decreased total open position to 413

On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 24.87, the open interest changed by 149 which increased total open position to 434

On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 0.15, which was 0.01 higher than the previous day. The implied volatity was 23.05, the open interest changed by 12 which increased total open position to 285

On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 0.14, which was -0.06 lower than the previous day. The implied volatity was 23.53, the open interest changed by 90 which increased total open position to 268

On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 0.2, which was -0.14 lower than the previous day. The implied volatity was 24.43, the open interest changed by -38 which decreased total open position to 178

On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 0.35, which was -0.13 lower than the previous day. The implied volatity was 25.44, the open interest changed by 45 which increased total open position to 209

On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 0.48, which was -0.07 lower than the previous day. The implied volatity was 23.52, the open interest changed by 35 which increased total open position to 165

On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 0.55, which was 0.02 higher than the previous day. The implied volatity was 25.42, the open interest changed by 26 which increased total open position to 129

On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 0.53, which was 0 lower than the previous day. The implied volatity was 26.45, the open interest changed by 58 which increased total open position to 98

On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 0.53, which was -0.08 lower than the previous day. The implied volatity was 27.46, the open interest changed by 6 which increased total open position to 38

On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 0.61, which was 0.17 higher than the previous day. The implied volatity was 29.71, the open interest changed by 4 which increased total open position to 31

On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 0.45, which was -0.09 lower than the previous day. The implied volatity was 28.71, the open interest changed by 6 which increased total open position to 25

On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 0.54, which was 0.07 higher 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 0.54, which was 0.07 higher than the previous day. The implied volatity was 26.89, the open interest changed by 0 which decreased total open position to 19

On 12 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 0.47, which was 0.01 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 11 Nov IDFCFIRSTB was trading at 80.69. The strike last trading price was 0.47, which was 0.01 higher than the previous day. The implied volatity was 26.90, the open interest changed by 0 which decreased total open position to 18

On 10 Nov IDFCFIRSTB was trading at 81.21. The strike last trading price was 0.46, which was 0.01 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 0.46, which was 0.01 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 6 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 0.46, which was 0.01 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 4 Nov IDFCFIRSTB was trading at 81.13. The strike last trading price was 0.46, which was 0.01 higher than the previous day. The implied volatity was 25.98, the open interest changed by 0 which decreased total open position to 16

On 3 Nov IDFCFIRSTB was trading at 81.99. The strike last trading price was 0.45, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 0

On 31 Oct IDFCFIRSTB was trading at 81.77. The strike last trading price was 0.45, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 15

On 30 Oct IDFCFIRSTB was trading at 78.93. The strike last trading price was 1.7, which was 0 lower than the previous day. The implied volatity was 7.50, 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 1.7, which was 0 lower than the previous day. The implied volatity was 7.60, the open interest changed by 0 which decreased total open position to 0

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