Historical option data for IDFCFIRSTB
12 Jun 2026 04:10 PM IST
| IDFCFIRSTB 30-Jun-2026 (17d) 74 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.76
Vega: 0
Theta: -0.04
Gamma: 0.0643
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Jun | 76.50 | 3.9 | 2.4 (160.00%) | 28.03 | 2,335 | -185 | 612 | |||||||||
| 11 Jun | 72.95 | 1.56 | -0.04 (-2.50%) | 27.51 | 897 | 186 | 797 | |||||||||
| 10 Jun | 72.99 | 1.68 | -0.45 (-21.13%) | 27.96 | 1,150 | 21 | 612 | |||||||||
| 9 Jun | 73.69 | 2.11 | 0.91 (75.83%) | 29.39 | 4,167 | 194 | 590 | |||||||||
| 8 Jun | 71.43 | 1.15 | -0.4 (-25.81%) | 30.58 | 659 | 18 | 397 | |||||||||
| 5 Jun | 72.35 | 1.56 | 0.04 (2.63%) | 28.08 | 983 | 11 | 379 | |||||||||
| 4 Jun | 72.16 | 1.56 | 0.05 (3.31%) | 28.03 | 664 | -19 | 367 | |||||||||
| 3 Jun | 71.78 | 1.54 | 0.19 (14.07%) | 31.32 | 474 | 8 | 387 | |||||||||
| 2 Jun | 71.59 | 1.37 | 0.17 (14.17%) | 28.01 | 619 | 61 | 380 | |||||||||
| 1 Jun | 71.25 | 1.23 | -0.06 (-4.65%) | 27.25 | 494 | -49 | 322 | |||||||||
| 29 May | 71.32 | 1.24 | -0.37 (-22.98%) | 26.21 | 1,955 | -2 | 370 | |||||||||
| 27 May | 71.48 | 1.51 | 0.59 (64.13%) | 25.46 | 620 | 228 | 373 | |||||||||
| 26 May | 70.22 | 0.93 | 0.02 (2.20%) | 24.87 | 148 | 65 | 145 | |||||||||
| 25 May | 69.46 | 0.95 | 0.05 (5.56%) | 27.46 | 157 | -8 | 78 | |||||||||
| 22 May | 68.88 | 0.92 | 0.05 (5.75%) | 27.44 | 61 | 44 | 87 | |||||||||
| 21 May | 68.30 | 0.86 | -0.09 (-9.47%) | 28.62 | 45 | 26 | 40 | |||||||||
| 20 May | 68.21 | 0.96 | 0.04 (4.35%) | 29.77 | 14 | 5 | 14 | |||||||||
| 19 May | 67.81 | 0.92 | 0.07 (8.24%) | 29.69 | 5 | 3 | 8 | |||||||||
| 18 May | 67.59 | 0.85 | -0.3 (-26.09%) | 31.61 | 4 | -2 | 6 | |||||||||
| 15 May | 67.65 | 1.15 | -0.23 (-16.67%) | 32.03 | 2 | 1 | 8 | |||||||||
| 14 May | 68.54 | 1.38 | 0.14 (11.29%) | 31.89 | 5 | 3 | 6 | |||||||||
| 13 May | 68.30 | 1.24 | -0.02 (-1.59%) | 0 | 2 | 1 | 2 | |||||||||
| 12 May | 67.68 | 1.26 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 11 May | 69.22 | 1.26 | 0.24 (23.53%) | 27.31 | 1 | 0 | 0 | |||||||||
| 8 May | 71.27 | 0 | 0 | - | 0 | 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 | |||||||||
| 13 Apr | 64.86 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 66.21 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 65.28 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Idfc First Bank Limited - strike price 74 expiring on 30JUN2026
Delta for 74 CE is 0.76
Historical price for 74 CE is as follows
On 12 Jun IDFCFIRSTB was trading at 76.50. The strike last trading price was 3.9, which was 2.4 higher than the previous day. The implied volatity was 28.03, the open interest changed by -185 which decreased total open position to 612
On 11 Jun IDFCFIRSTB was trading at 72.95. The strike last trading price was 1.56, which was -0.04 lower than the previous day. The implied volatity was 27.51, the open interest changed by 186 which increased total open position to 797
On 10 Jun IDFCFIRSTB was trading at 72.99. The strike last trading price was 1.68, which was -0.45 lower than the previous day. The implied volatity was 27.96, the open interest changed by 21 which increased total open position to 612
On 9 Jun IDFCFIRSTB was trading at 73.69. The strike last trading price was 2.11, which was 0.91 higher than the previous day. The implied volatity was 29.39, the open interest changed by 194 which increased total open position to 590
On 8 Jun IDFCFIRSTB was trading at 71.43. The strike last trading price was 1.15, which was -0.4 lower than the previous day. The implied volatity was 30.58, the open interest changed by 18 which increased total open position to 397
On 5 Jun IDFCFIRSTB was trading at 72.35. The strike last trading price was 1.56, which was 0.04 higher than the previous day. The implied volatity was 28.08, the open interest changed by 11 which increased total open position to 379
On 4 Jun IDFCFIRSTB was trading at 72.16. The strike last trading price was 1.56, which was 0.05 higher than the previous day. The implied volatity was 28.03, the open interest changed by -19 which decreased total open position to 367
On 3 Jun IDFCFIRSTB was trading at 71.78. The strike last trading price was 1.54, which was 0.19 higher than the previous day. The implied volatity was 31.32, the open interest changed by 8 which increased total open position to 387
On 2 Jun IDFCFIRSTB was trading at 71.59. The strike last trading price was 1.37, which was 0.17 higher than the previous day. The implied volatity was 28.01, the open interest changed by 61 which increased total open position to 380
On 1 Jun IDFCFIRSTB was trading at 71.25. The strike last trading price was 1.23, which was -0.06 lower than the previous day. The implied volatity was 27.25, the open interest changed by -49 which decreased total open position to 322
On 29 May IDFCFIRSTB was trading at 71.32. The strike last trading price was 1.24, which was -0.37 lower than the previous day. The implied volatity was 26.21, the open interest changed by -2 which decreased total open position to 370
On 27 May IDFCFIRSTB was trading at 71.48. The strike last trading price was 1.51, which was 0.59 higher than the previous day. The implied volatity was 25.46, the open interest changed by 228 which increased total open position to 373
On 26 May IDFCFIRSTB was trading at 70.22. The strike last trading price was 0.93, which was 0.02 higher than the previous day. The implied volatity was 24.87, the open interest changed by 65 which increased total open position to 145
On 25 May IDFCFIRSTB was trading at 69.46. The strike last trading price was 0.95, which was 0.05 higher than the previous day. The implied volatity was 27.46, the open interest changed by -8 which decreased total open position to 78
On 22 May IDFCFIRSTB was trading at 68.88. The strike last trading price was 0.92, which was 0.05 higher than the previous day. The implied volatity was 27.44, the open interest changed by 44 which increased total open position to 87
On 21 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 0.86, which was -0.09 lower than the previous day. The implied volatity was 28.62, the open interest changed by 26 which increased total open position to 40
On 20 May IDFCFIRSTB was trading at 68.21. The strike last trading price was 0.96, which was 0.04 higher than the previous day. The implied volatity was 29.77, the open interest changed by 5 which increased total open position to 14
On 19 May IDFCFIRSTB was trading at 67.81. The strike last trading price was 0.92, which was 0.07 higher than the previous day. The implied volatity was 29.69, the open interest changed by 3 which increased total open position to 8
On 18 May IDFCFIRSTB was trading at 67.59. The strike last trading price was 0.85, which was -0.3 lower than the previous day. The implied volatity was 31.61, the open interest changed by -2 which decreased total open position to 6
On 15 May IDFCFIRSTB was trading at 67.65. The strike last trading price was 1.15, which was -0.23 lower than the previous day. The implied volatity was 32.03, the open interest changed by 1 which increased total open position to 8
On 14 May IDFCFIRSTB was trading at 68.54. The strike last trading price was 1.38, which was 0.14 higher than the previous day. The implied volatity was 31.89, the open interest changed by 3 which increased total open position to 6
On 13 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 1.24, which was -0.02 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 2
On 12 May IDFCFIRSTB was trading at 67.68. The strike last trading price was 1.26, 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 11 May IDFCFIRSTB was trading at 69.22. The strike last trading price was 1.26, which was 0.24 higher than the previous day. The implied volatity was 27.31, the open interest changed by 0 which decreased total open position to 0
On 8 May IDFCFIRSTB was trading at 71.27. 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 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 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 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 9 Apr IDFCFIRSTB was trading at 65.28. 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 30-Jun-2026 (17d) 74 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.26
Vega: 0
Theta: -0.04
Gamma: 0.06087
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Jun | 76.50 | 0.85 | -1.45 (-63.04%) | 30.7 | 2,970 | 1,120 | 1,486 |
| 11 Jun | 72.95 | 2.24 | -0.13 (-5.49%) | 28.34 | 134 | 25 | 365 |
| 10 Jun | 72.99 | 2.26 | 0.33 (17.10%) | 27.94 | 437 | 20 | 341 |
| 9 Jun | 73.69 | 1.92 | -1.33 (-40.92%) | 26.56 | 1,363 | 160 | 322 |
| 8 Jun | 71.43 | 3.38 | 0.74 (28.03%) | 25.79 | 45 | 5 | 162 |
| 5 Jun | 72.35 | 2.62 | -0.31 (-10.58%) | 24.43 | 72 | -19 | 157 |
| 4 Jun | 72.16 | 2.9 | -0.32 (-9.94%) | 26.26 | 163 | 17 | 175 |
| 3 Jun | 71.78 | 3.19 | 0.08 (2.57%) | 23.98 | 70 | 16 | 158 |
| 2 Jun | 71.59 | 3.12 | -0.29 (-8.50%) | 24.22 | 45 | 8 | 140 |
| 1 Jun | 71.25 | 3.41 | 0.11 (3.33%) | 24.08 | 111 | 21 | 133 |
| 29 May | 71.32 | 3.56 | 0.68 (23.61%) | 22.12 | 268 | 73 | 110 |
| 27 May | 71.48 | 2.97 | -1.17 (-28.26%) | 22.56 | 16 | 4 | 38 |
| 26 May | 70.22 | 4.18 | -0.49 (-10.49%) | 22.96 | 22 | 10 | 34 |
| 25 May | 69.46 | 4.7 | -0.3 (-6.00%) | 22.98 | 30 | 10 | 22 |
| 22 May | 68.88 | 5.3 | -0.88 (-14.24%) | 25.36 | 6 | 1 | 11 |
| 21 May | 68.30 | 6.18 | 0.18 (3.00%) | 25.72 | 2 | 0 | 9 |
| 20 May | 68.21 | 6 | -0.4 (-6.25%) | 24.75 | 4 | 3 | 8 |
| 19 May | 67.81 | 6.4 | 6.4 | - | 0 | 0 | 5 |
| 18 May | 67.59 | 6.4 | 6.4 (0.00%) | - | 0 | 0 | 5 |
| 15 May | 67.65 | 6.4 | 0.37 (6.14%) | 30.99 | 1 | 1 | 5 |
| 14 May | 68.54 | 6.03 | 0.53 (9.64%) | 25.67 | 3 | 3 | 4 |
| 13 May | 68.30 | 5.5 | -1.3 (-19.12%) | 16.84 | 1 | 1 | 1 |
| 12 May | 67.68 | 6.8 | 2.55 (60.00%) | 0 | 1 | -1 | 0 |
| 11 May | 69.22 | 4.25 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 8 May | 71.27 | 4.25 | -10.6 (-71.38%) | 27.33 | 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 |
| 13 Apr | 64.86 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 66.21 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 65.28 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Idfc First Bank Limited - strike price 74 expiring on 30JUN2026
Delta for 74 PE is -0.26
Historical price for 74 PE is as follows
On 12 Jun IDFCFIRSTB was trading at 76.50. The strike last trading price was 0.85, which was -1.45 lower than the previous day. The implied volatity was 30.7, the open interest changed by 1120 which increased total open position to 1486
On 11 Jun IDFCFIRSTB was trading at 72.95. The strike last trading price was 2.24, which was -0.13 lower than the previous day. The implied volatity was 28.34, the open interest changed by 25 which increased total open position to 365
On 10 Jun IDFCFIRSTB was trading at 72.99. The strike last trading price was 2.26, which was 0.33 higher than the previous day. The implied volatity was 27.94, the open interest changed by 20 which increased total open position to 341
On 9 Jun IDFCFIRSTB was trading at 73.69. The strike last trading price was 1.92, which was -1.33 lower than the previous day. The implied volatity was 26.56, the open interest changed by 160 which increased total open position to 322
On 8 Jun IDFCFIRSTB was trading at 71.43. The strike last trading price was 3.38, which was 0.74 higher than the previous day. The implied volatity was 25.79, the open interest changed by 5 which increased total open position to 162
On 5 Jun IDFCFIRSTB was trading at 72.35. The strike last trading price was 2.62, which was -0.31 lower than the previous day. The implied volatity was 24.43, the open interest changed by -19 which decreased total open position to 157
On 4 Jun IDFCFIRSTB was trading at 72.16. The strike last trading price was 2.9, which was -0.32 lower than the previous day. The implied volatity was 26.26, the open interest changed by 17 which increased total open position to 175
On 3 Jun IDFCFIRSTB was trading at 71.78. The strike last trading price was 3.19, which was 0.08 higher than the previous day. The implied volatity was 23.98, the open interest changed by 16 which increased total open position to 158
On 2 Jun IDFCFIRSTB was trading at 71.59. The strike last trading price was 3.12, which was -0.29 lower than the previous day. The implied volatity was 24.22, the open interest changed by 8 which increased total open position to 140
On 1 Jun IDFCFIRSTB was trading at 71.25. The strike last trading price was 3.41, which was 0.11 higher than the previous day. The implied volatity was 24.08, the open interest changed by 21 which increased total open position to 133
On 29 May IDFCFIRSTB was trading at 71.32. The strike last trading price was 3.56, which was 0.68 higher than the previous day. The implied volatity was 22.12, the open interest changed by 73 which increased total open position to 110
On 27 May IDFCFIRSTB was trading at 71.48. The strike last trading price was 2.97, which was -1.17 lower than the previous day. The implied volatity was 22.56, the open interest changed by 4 which increased total open position to 38
On 26 May IDFCFIRSTB was trading at 70.22. The strike last trading price was 4.18, which was -0.49 lower than the previous day. The implied volatity was 22.96, the open interest changed by 10 which increased total open position to 34
On 25 May IDFCFIRSTB was trading at 69.46. The strike last trading price was 4.7, which was -0.3 lower than the previous day. The implied volatity was 22.98, the open interest changed by 10 which increased total open position to 22
On 22 May IDFCFIRSTB was trading at 68.88. The strike last trading price was 5.3, which was -0.88 lower than the previous day. The implied volatity was 25.36, the open interest changed by 1 which increased total open position to 11
On 21 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 6.18, which was 0.18 higher than the previous day. The implied volatity was 25.72, the open interest changed by 0 which decreased total open position to 9
On 20 May IDFCFIRSTB was trading at 68.21. The strike last trading price was 6, which was -0.4 lower than the previous day. The implied volatity was 24.75, the open interest changed by 3 which increased total open position to 8
On 19 May IDFCFIRSTB was trading at 67.81. The strike last trading price was 6.4, which was 6.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 18 May IDFCFIRSTB was trading at 67.59. The strike last trading price was 6.4, which was 6.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 15 May IDFCFIRSTB was trading at 67.65. The strike last trading price was 6.4, which was 0.37 higher than the previous day. The implied volatity was 30.99, the open interest changed by 1 which increased total open position to 5
On 14 May IDFCFIRSTB was trading at 68.54. The strike last trading price was 6.03, which was 0.53 higher than the previous day. The implied volatity was 25.67, the open interest changed by 3 which increased total open position to 4
On 13 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 5.5, which was -1.3 lower than the previous day. The implied volatity was 16.84, the open interest changed by 1 which increased total open position to 1
On 12 May IDFCFIRSTB was trading at 67.68. The strike last trading price was 6.8, which was 2.55 higher than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 0
On 11 May IDFCFIRSTB was trading at 69.22. The strike last trading price was 4.25, 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 1
On 8 May IDFCFIRSTB was trading at 71.27. The strike last trading price was 4.25, which was -10.6 lower than the previous day. The implied volatity was 27.33, 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 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 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 9 Apr IDFCFIRSTB was trading at 65.28. 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
