[--[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 74 CE
Delta: 0.92
Vega: 0.03
Theta: -0.04
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 80.91 7.42 1.59 28.12 16 0 57
8 Dec 79.12 5.83 -1.44 27.54 7 1 57
5 Dec 80.87 7.27 0.79 - 14 0 56
4 Dec 79.88 6.5 -0.53 19.66 5 2 56
3 Dec 80.58 7.18 -1.42 19.89 54 21 53
2 Dec 81.98 8.6 1.45 21.26 17 -4 33
1 Dec 80.71 7.13 0.26 - 17 10 37
28 Nov 80.13 6.87 -0.37 14.65 9 -1 24
27 Nov 80.50 7.35 0.04 - 27 5 24
26 Nov 80.37 7.31 1.36 23.11 8 2 19
25 Nov 79.35 5.95 0.42 - 4 3 17
24 Nov 77.97 5.53 0.03 29.34 2 1 13
21 Nov 78.33 5.5 -1 20.52 2 0 12
20 Nov 78.93 6.5 -0.4 26.90 9 3 6
19 Nov 79.61 6.9 -2.35 25.62 1 0 2
18 Nov 80.11 9.25 5.85 - 0 2 0
17 Nov 81.01 9.25 5.85 40.32 2 0 0
14 Nov 80.43 3.4 0 - 0 0 0
13 Nov 80.00 3.4 0 - 0 0 0
12 Nov 81.58 3.4 0 - 0 0 0
11 Nov 80.69 3.4 0 - 0 0 0
10 Nov 81.21 3.4 0 - 0 0 0
7 Nov 81.47 3.4 0 - 0 0 0
6 Nov 80.37 3.4 0 - 0 0 0
4 Nov 81.13 3.4 0 - 0 0 0
3 Nov 81.99 3.4 0 - 0 0 0
31 Oct 81.77 3.4 0 - 0 0 0
30 Oct 78.93 3.4 0 - 0 0 0
29 Oct 79.35 3.4 0 - 0 0 0
28 Oct 79.20 3.4 0 - 0 0 0
27 Oct 78.03 3.4 0 - 0 0 0
24 Oct 78.20 3.4 0 - 0 0 0
23 Oct 78.96 3.4 0 - 0 0 0
21 Oct 76.77 3.4 0 - 0 0 0
20 Oct 76.93 3.4 0 - 0 0 0
17 Oct 71.88 3.4 0 0.67 0 0 0
16 Oct 71.79 3.4 0 0.83 0 0 0
15 Oct 72.97 3.4 0 - 0 0 0
14 Oct 72.80 3.4 0 - 0 0 0
13 Oct 73.71 3.4 0 - 0 0 0
10 Oct 74.43 3.4 0 - 0 0 0


For Idfc First Bank Limited - strike price 74 expiring on 30DEC2025

Delta for 74 CE is 0.92

Historical price for 74 CE is as follows

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 7.42, which was 1.59 higher than the previous day. The implied volatity was 28.12, the open interest changed by 0 which decreased total open position to 57


On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 5.83, which was -1.44 lower than the previous day. The implied volatity was 27.54, the open interest changed by 1 which increased total open position to 57


On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 7.27, which was 0.79 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56


On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 6.5, which was -0.53 lower than the previous day. The implied volatity was 19.66, the open interest changed by 2 which increased total open position to 56


On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 7.18, which was -1.42 lower than the previous day. The implied volatity was 19.89, the open interest changed by 21 which increased total open position to 53


On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 8.6, which was 1.45 higher than the previous day. The implied volatity was 21.26, the open interest changed by -4 which decreased total open position to 33


On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 7.13, which was 0.26 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 37


On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 6.87, which was -0.37 lower than the previous day. The implied volatity was 14.65, the open interest changed by -1 which decreased total open position to 24


On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 7.35, which was 0.04 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 24


On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 7.31, which was 1.36 higher than the previous day. The implied volatity was 23.11, the open interest changed by 2 which increased total open position to 19


On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 5.95, which was 0.42 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 17


On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 5.53, which was 0.03 higher than the previous day. The implied volatity was 29.34, the open interest changed by 1 which increased total open position to 13


On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 5.5, which was -1 lower than the previous day. The implied volatity was 20.52, the open interest changed by 0 which decreased total open position to 12


On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 6.5, which was -0.4 lower than the previous day. The implied volatity was 26.90, the open interest changed by 3 which increased total open position to 6


On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 6.9, which was -2.35 lower than the previous day. The implied volatity was 25.62, the open interest changed by 0 which decreased total open position to 2


On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 9.25, which was 5.85 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 9.25, which was 5.85 higher than the previous day. The implied volatity was 40.32, 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 3.4, 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 Nov IDFCFIRSTB was trading at 80.00. The strike last trading price was 3.4, 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 12 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 3.4, 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 11 Nov IDFCFIRSTB was trading at 80.69. The strike last trading price was 3.4, 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 3.4, 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 Nov IDFCFIRSTB was trading at 81.47. The strike last trading price was 3.4, 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 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 3.4, 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 Nov IDFCFIRSTB was trading at 81.13. The strike last trading price was 3.4, 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 3 Nov IDFCFIRSTB was trading at 81.99. The strike last trading price was 3.4, 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 31 Oct IDFCFIRSTB was trading at 81.77. The strike last trading price was 3.4, 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 Oct IDFCFIRSTB was trading at 78.93. The strike last trading price was 3.4, 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 3.4, 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 Oct IDFCFIRSTB was trading at 79.20. The strike last trading price was 3.4, 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 27 Oct IDFCFIRSTB was trading at 78.03. The strike last trading price was 3.4, 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 24 Oct IDFCFIRSTB was trading at 78.20. The strike last trading price was 3.4, 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 23 Oct IDFCFIRSTB was trading at 78.96. The strike last trading price was 3.4, 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 21 Oct IDFCFIRSTB was trading at 76.77. The strike last trading price was 3.4, 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 3.4, 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 17 Oct IDFCFIRSTB was trading at 71.88. The strike last trading price was 3.4, which was 0 lower than the previous day. The implied volatity was 0.67, 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 3.4, which was 0 lower than the previous day. The implied volatity was 0.83, 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 3.4, 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 3.4, 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 Oct IDFCFIRSTB was trading at 73.71. The strike last trading price was 3.4, 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 Oct IDFCFIRSTB was trading at 74.43. The strike last trading price was 3.4, 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 74 PE
Delta: -0.07
Vega: 0.03
Theta: -0.01
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 80.91 0.16 -0.11 26.80 431 -47 673
8 Dec 79.12 0.28 0.12 24.93 254 58 719
5 Dec 80.87 0.16 -0.08 24.95 71 14 661
4 Dec 79.88 0.26 0.05 25.09 55 2 647
3 Dec 80.58 0.21 0.05 25.01 176 24 645
2 Dec 81.98 0.16 -0.06 26.26 251 -2 622
1 Dec 80.71 0.23 0.01 24.79 184 9 624
28 Nov 80.13 0.22 0.01 22.67 101 53 616
27 Nov 80.50 0.2 -0.07 23.05 144 -14 561
26 Nov 80.37 0.27 -0.18 23.76 271 128 574
25 Nov 79.35 0.44 -0.19 24.44 151 37 447
24 Nov 77.97 0.64 -0.06 22.99 89 46 410
21 Nov 78.33 0.72 0.03 25.04 287 197 365
20 Nov 78.93 0.69 0.01 26.12 71 41 166
19 Nov 79.61 0.68 -0.07 27.09 39 14 125
18 Nov 80.11 0.78 0.24 29.55 102 48 108
17 Nov 81.01 0.54 -0.2 27.80 14 8 59
14 Nov 80.43 0.74 0.04 29.16 5 3 51
13 Nov 80.00 0.71 0.22 26.89 17 9 47
12 Nov 81.58 0.49 -0.05 26.85 1 0 37
11 Nov 80.69 0.54 -0.15 - 0 0 0
10 Nov 81.21 0.54 -0.15 - 0 10 0
7 Nov 81.47 0.54 -0.15 26.24 21 6 33
6 Nov 80.37 0.69 -0.01 26.02 4 -1 30
4 Nov 81.13 0.7 0.11 27.32 6 4 31
3 Nov 81.99 0.59 0.04 27.51 14 9 27
31 Oct 81.77 0.55 -0.65 - 13 10 19
30 Oct 78.93 1.2 0.1 - 0 1 0
29 Oct 79.35 1.2 0.1 28.45 4 1 9
28 Oct 79.20 1.1 -0.2 27.02 5 0 6
27 Oct 78.03 1.3 -0.1 26.32 2 1 5
24 Oct 78.20 1.4 0.2 - 4 0 2
23 Oct 78.96 1.2 -0.6 - 3 1 2
21 Oct 76.77 1.8 -4.7 26.45 1 0 0
20 Oct 76.93 6.5 0 4.42 0 0 0
17 Oct 71.88 6.5 0 - 0 0 0
16 Oct 71.79 6.5 0 - 0 0 0
15 Oct 72.97 6.5 0 - 0 0 0
14 Oct 72.80 6.5 0 0.55 0 0 0
13 Oct 73.71 6.5 0 1.48 0 0 0
10 Oct 74.43 6.5 0 2.06 0 0 0


For Idfc First Bank Limited - strike price 74 expiring on 30DEC2025

Delta for 74 PE is -0.07

Historical price for 74 PE is as follows

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 0.16, which was -0.11 lower than the previous day. The implied volatity was 26.80, the open interest changed by -47 which decreased total open position to 673


On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 0.28, which was 0.12 higher than the previous day. The implied volatity was 24.93, the open interest changed by 58 which increased total open position to 719


On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 0.16, which was -0.08 lower than the previous day. The implied volatity was 24.95, the open interest changed by 14 which increased total open position to 661


On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 0.26, which was 0.05 higher than the previous day. The implied volatity was 25.09, the open interest changed by 2 which increased total open position to 647


On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 0.21, which was 0.05 higher than the previous day. The implied volatity was 25.01, the open interest changed by 24 which increased total open position to 645


On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 0.16, which was -0.06 lower than the previous day. The implied volatity was 26.26, the open interest changed by -2 which decreased total open position to 622


On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 0.23, which was 0.01 higher than the previous day. The implied volatity was 24.79, the open interest changed by 9 which increased total open position to 624


On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 0.22, which was 0.01 higher than the previous day. The implied volatity was 22.67, the open interest changed by 53 which increased total open position to 616


On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 0.2, which was -0.07 lower than the previous day. The implied volatity was 23.05, the open interest changed by -14 which decreased total open position to 561


On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 0.27, which was -0.18 lower than the previous day. The implied volatity was 23.76, the open interest changed by 128 which increased total open position to 574


On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 0.44, which was -0.19 lower than the previous day. The implied volatity was 24.44, the open interest changed by 37 which increased total open position to 447


On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 0.64, which was -0.06 lower than the previous day. The implied volatity was 22.99, the open interest changed by 46 which increased total open position to 410


On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 0.72, which was 0.03 higher than the previous day. The implied volatity was 25.04, the open interest changed by 197 which increased total open position to 365


On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 0.69, which was 0.01 higher than the previous day. The implied volatity was 26.12, the open interest changed by 41 which increased total open position to 166


On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 0.68, which was -0.07 lower than the previous day. The implied volatity was 27.09, the open interest changed by 14 which increased total open position to 125


On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 0.78, which was 0.24 higher than the previous day. The implied volatity was 29.55, the open interest changed by 48 which increased total open position to 108


On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 0.54, which was -0.2 lower than the previous day. The implied volatity was 27.80, the open interest changed by 8 which increased total open position to 59


On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 0.74, which was 0.04 higher than the previous day. The implied volatity was 29.16, the open interest changed by 3 which increased total open position to 51


On 13 Nov IDFCFIRSTB was trading at 80.00. The strike last trading price was 0.71, which was 0.22 higher than the previous day. The implied volatity was 26.89, the open interest changed by 9 which increased total open position to 47


On 12 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 0.49, which was -0.05 lower than the previous day. The implied volatity was 26.85, the open interest changed by 0 which decreased total open position to 37


On 11 Nov IDFCFIRSTB was trading at 80.69. The strike last trading price was 0.54, 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 10 Nov IDFCFIRSTB was trading at 81.21. The strike last trading price was 0.54, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0


On 7 Nov IDFCFIRSTB was trading at 81.47. The strike last trading price was 0.54, which was -0.15 lower than the previous day. The implied volatity was 26.24, the open interest changed by 6 which increased total open position to 33


On 6 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 0.69, which was -0.01 lower than the previous day. The implied volatity was 26.02, the open interest changed by -1 which decreased total open position to 30


On 4 Nov IDFCFIRSTB was trading at 81.13. The strike last trading price was 0.7, which was 0.11 higher than the previous day. The implied volatity was 27.32, the open interest changed by 4 which increased total open position to 31


On 3 Nov IDFCFIRSTB was trading at 81.99. The strike last trading price was 0.59, which was 0.04 higher than the previous day. The implied volatity was 27.51, the open interest changed by 9 which increased total open position to 27


On 31 Oct IDFCFIRSTB was trading at 81.77. The strike last trading price was 0.55, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 19


On 30 Oct IDFCFIRSTB was trading at 78.93. The strike last trading price was 1.2, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 29 Oct IDFCFIRSTB was trading at 79.35. The strike last trading price was 1.2, which was 0.1 higher than the previous day. The implied volatity was 28.45, the open interest changed by 1 which increased total open position to 9


On 28 Oct IDFCFIRSTB was trading at 79.20. The strike last trading price was 1.1, which was -0.2 lower than the previous day. The implied volatity was 27.02, the open interest changed by 0 which decreased total open position to 6


On 27 Oct IDFCFIRSTB was trading at 78.03. The strike last trading price was 1.3, which was -0.1 lower than the previous day. The implied volatity was 26.32, the open interest changed by 1 which increased total open position to 5


On 24 Oct IDFCFIRSTB was trading at 78.20. The strike last trading price was 1.4, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 23 Oct IDFCFIRSTB was trading at 78.96. The strike last trading price was 1.2, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2


On 21 Oct IDFCFIRSTB was trading at 76.77. The strike last trading price was 1.8, which was -4.7 lower than the previous day. The implied volatity was 26.45, 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 6.5, which was 0 lower than the previous day. The implied volatity was 4.42, 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 6.5, 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 16 Oct IDFCFIRSTB was trading at 71.79. The strike last trading price was 6.5, 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 15 Oct IDFCFIRSTB was trading at 72.97. The strike last trading price was 6.5, 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 6.5, which was 0 lower than the previous day. The implied volatity was 0.55, 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 6.5, which was 0 lower than the previous day. The implied volatity was 1.48, 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 6.5, which was 0 lower than the previous day. The implied volatity was 2.06, the open interest changed by 0 which decreased total open position to 0