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 75 CE
Delta: 0.97 Vega: 0.01 Theta: -0.03 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	80.91	6.28 ₹ 58,247	1.36 12614.00	18.64	56 5,19,400	4 37,100	279 25,87,725
8 Dec	79.12	4.88 ₹ 45,262	-1.68 -15582.00	24.88	35 3,24,625	5 46,375	276 25,59,900
5 Dec	80.87	6.57 ₹ 60,936.75	0.93 8625.75	23.42	40 3,71,000	0 0	271 25,13,525
4 Dec	79.88	5.65 ₹ 52,403.75	-0.55 -5101.25	21.52	67 6,21,425	21 1,94,775	273 25,32,075

3 Dec	80.58	6.18 ₹ 57,319.5	-1.32 -12243.00	14.70	39 3,61,725	1 9,275	252 23,37,300
2 Dec	81.98	7.5 ₹ 69,562.5	1.25 11593.75	-	43 3,98,825	-1 -9,275	251 23,28,025
1 Dec	80.71	6.21 ₹ 57,597.75	0.23 2133.25	16.61	41 3,80,275	-1 -9,275	252 23,37,300
28 Nov	80.13	5.98 ₹ 55,464.5	-0.44 -4081.00	17.44	9 83,475	0 0	253 23,46,575
27 Nov	80.50	6.45 ₹ 59,823.75	0.15 1391.25	13.62	46 4,26,650	0 0	253 23,46,575
26 Nov	80.37	6.3 ₹ 58,432.5	1 9275.00	20.10	47 4,35,925	7 64,925	253 23,46,575
25 Nov	79.35	5.42 ₹ 50,270.5	1.02 9460.50	20.41	42 3,89,550	11 1,02,025	244 22,63,100
24 Nov	77.97	4.3 ₹ 39,882.5	-0.4 -3710.00	22.71	115 10,66,625	74 6,86,350	236 21,88,900
21 Nov	78.33	4.7 ₹ 43,592.5	-0.81 -7512.75	20.50	59 5,47,225	33 3,06,075	160 14,84,000
20 Nov	78.93	5.6 ₹ 51,940	-0.45 -4173.75	25.08	71 6,58,525	11 1,02,025	126 11,68,650
19 Nov	79.61	6.05 ₹ 56,113.75	-0.43 -3988.25	24.82	32 2,96,800	16 1,48,400	114 10,57,350
18 Nov	80.11	6.48 ₹ 60,102	-0.9 -8347.50	24.46	2 18,550	1 9,275	99 9,18,225
17 Nov	81.01	7.38 ₹ 68,449.5	0.58 5379.50	25.41	10 92,750	4 37,100	96 8,90,400
14 Nov	80.43	6.8 ₹ 63,070	-0.3 -2782.50	20.02	2 18,550	1 9,275	91 8,44,025
13 Nov	80.00	7.1 ₹ 65,852.5	-1.12 -10388.00	31.29	4 37,100	0 0	90 8,34,750
12 Nov	81.58	8.22 ₹ 76,240.5	1.52 14098.00	28.34	4 37,100	1 9,275	90 8,34,750
11 Nov	80.69	6.7 ₹ 62,142.5	-1.15 -10666.25	13.34	71 6,58,525	65 6,02,875	83 7,69,825
10 Nov	81.21	7.85 ₹ 72,808.75	0.05 463.75	26.85	2 18,550	0 0	18 1,66,950
7 Nov	81.47	7.8 ₹ 72,345	0.8 7420.00	21.77	3 27,825	-1 -9,275	18 1,66,950
6 Nov	80.37	7 ₹ 64,925	-0.4 -3710.00	23.06	3 27,825	-2 -18,550	18 1,66,950
4 Nov	81.13	7.4 ₹ 68,635	-1.15 -10666.25	18.28	19 1,76,225	2 18,550	6 55,650
3 Nov	81.99	8.55 ₹ 79,301.25	0.05 463.75	24.89	1 9,275	0 0	4 37,100
31 Oct	81.77	8.5 ₹ 78,837.5	2.5 23187.50	-	5 46,375	1 9,275	5 46,375
30 Oct	78.93	6 ₹ 55,650	-1.3 -12057.50	-	0 0	4 37,100	0 0
29 Oct	79.35	6 ₹ 55,650	-1.3 -12057.50	17.41	4 37,100	0 0	0 0

For Idfc First Bank Limited - strike price 75 expiring on 30DEC2025

Delta for 75 CE is 0.97

Historical price for 75 CE is as follows

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 6.28, which was 1.36 higher than the previous day. The implied volatity was 18.64, the open interest changed by 4 which increased total open position to 279

On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 4.88, which was -1.68 lower than the previous day. The implied volatity was 24.88, the open interest changed by 5 which increased total open position to 276

On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 6.57, which was 0.93 higher than the previous day. The implied volatity was 23.42, the open interest changed by 0 which decreased total open position to 271

On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 5.65, which was -0.55 lower than the previous day. The implied volatity was 21.52, the open interest changed by 21 which increased total open position to 273

On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 6.18, which was -1.32 lower than the previous day. The implied volatity was 14.70, the open interest changed by 1 which increased total open position to 252

On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 7.5, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 251

On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 6.21, which was 0.23 higher than the previous day. The implied volatity was 16.61, the open interest changed by -1 which decreased total open position to 252

On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 5.98, which was -0.44 lower than the previous day. The implied volatity was 17.44, the open interest changed by 0 which decreased total open position to 253

On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 6.45, which was 0.15 higher than the previous day. The implied volatity was 13.62, the open interest changed by 0 which decreased total open position to 253

On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 6.3, which was 1 higher than the previous day. The implied volatity was 20.10, the open interest changed by 7 which increased total open position to 253

On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 5.42, which was 1.02 higher than the previous day. The implied volatity was 20.41, the open interest changed by 11 which increased total open position to 244

On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 4.3, which was -0.4 lower than the previous day. The implied volatity was 22.71, the open interest changed by 74 which increased total open position to 236

On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 4.7, which was -0.81 lower than the previous day. The implied volatity was 20.50, the open interest changed by 33 which increased total open position to 160

On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 5.6, which was -0.45 lower than the previous day. The implied volatity was 25.08, the open interest changed by 11 which increased total open position to 126

On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 6.05, which was -0.43 lower than the previous day. The implied volatity was 24.82, the open interest changed by 16 which increased total open position to 114

On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 6.48, which was -0.9 lower than the previous day. The implied volatity was 24.46, the open interest changed by 1 which increased total open position to 99

On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 7.38, which was 0.58 higher than the previous day. The implied volatity was 25.41, the open interest changed by 4 which increased total open position to 96

On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 6.8, which was -0.3 lower than the previous day. The implied volatity was 20.02, the open interest changed by 1 which increased total open position to 91

On 13 Nov IDFCFIRSTB was trading at 80.00. The strike last trading price was 7.1, which was -1.12 lower than the previous day. The implied volatity was 31.29, the open interest changed by 0 which decreased total open position to 90

On 12 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 8.22, which was 1.52 higher than the previous day. The implied volatity was 28.34, the open interest changed by 1 which increased total open position to 90

On 11 Nov IDFCFIRSTB was trading at 80.69. The strike last trading price was 6.7, which was -1.15 lower than the previous day. The implied volatity was 13.34, the open interest changed by 65 which increased total open position to 83

On 10 Nov IDFCFIRSTB was trading at 81.21. The strike last trading price was 7.85, which was 0.05 higher than the previous day. The implied volatity was 26.85, the open interest changed by 0 which decreased total open position to 18

On 7 Nov IDFCFIRSTB was trading at 81.47. The strike last trading price was 7.8, which was 0.8 higher than the previous day. The implied volatity was 21.77, the open interest changed by -1 which decreased total open position to 18

On 6 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 7, which was -0.4 lower than the previous day. The implied volatity was 23.06, the open interest changed by -2 which decreased total open position to 18

On 4 Nov IDFCFIRSTB was trading at 81.13. The strike last trading price was 7.4, which was -1.15 lower than the previous day. The implied volatity was 18.28, the open interest changed by 2 which increased total open position to 6

On 3 Nov IDFCFIRSTB was trading at 81.99. The strike last trading price was 8.55, which was 0.05 higher than the previous day. The implied volatity was 24.89, the open interest changed by 0 which decreased total open position to 4

On 31 Oct IDFCFIRSTB was trading at 81.77. The strike last trading price was 8.5, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5

On 30 Oct IDFCFIRSTB was trading at 78.93. The strike last trading price was 6, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0

On 29 Oct IDFCFIRSTB was trading at 79.35. The strike last trading price was 6, which was -1.3 lower than the previous day. The implied volatity was 17.41, the open interest changed by 0 which decreased total open position to 0

IDFCFIRSTB 30DEC2025 75 PE
Delta: -0.10 Vega: 0.03 Theta: -0.02 Gamma: 0.03
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	80.91	0.24 ₹ 2,226	-0.17 -1576.75	26.41	353 32,74,075	-10 -92,750	870 80,69,250
8 Dec	79.12	0.41 ₹ 3,802.75	0.18 1669.50	24.47	753 69,84,075	349 32,36,975	880 81,62,000
5 Dec	80.87	0.24 ₹ 2,226	-0.11 -1020.25	24.62	222 20,59,050	-56 -5,19,400	536 49,71,400
4 Dec	79.88	0.38 ₹ 3,524.5	0.06 556.50	24.83	132 12,24,300	15 1,39,125	590 54,72,250
3 Dec	80.58	0.32 ₹ 2,968	0.09 834.75	25.11	268 24,85,700	-5 -46,375	574 53,23,850
2 Dec	81.98	0.22 ₹ 2,040.5	-0.11 -1020.25	25.61	417 38,67,675	-99 -9,18,225	576 53,42,400
1 Dec	80.71	0.34 ₹ 3,153.5	0.02 185.50	24.67	219 20,31,225	15 1,39,125	675 62,60,625
28 Nov	80.13	0.32 ₹ 2,968	0.01 92.75	22.37	99 9,18,225	6 55,650	660 61,21,500
27 Nov	80.50	0.3 ₹ 2,782.5	-0.07 -649.25	22.99	229 21,23,975	-23 -2,13,325	655 60,75,125
26 Nov	80.37	0.37 ₹ 3,431.75	-0.22 -2040.50	23.25	283 26,24,825	2 18,550	677 62,79,175
25 Nov	79.35	0.57 ₹ 5,286.75	-0.32 -2968.00	23.70	436 40,43,900	59 5,47,225	675 62,60,625
24 Nov	77.97	0.92 ₹ 8,533	-0.01 -92.75	23.43	205 19,01,375	47 4,35,925	610 56,57,750
21 Nov	78.33	0.94 ₹ 8,718.5	0.05 463.75	24.78	303 28,10,325	72 6,67,800	563 52,21,825
20 Nov	78.93	0.91 ₹ 8,440.25	0.03 278.25	26.08	209 19,38,475	61 5,65,775	491 45,54,025
19 Nov	79.61	0.86 ₹ 7,976.5	-0.07 -649.25	26.67	222 20,59,050	102 9,46,050	429 39,78,975
18 Nov	80.11	0.98 ₹ 9,089.5	0.27 2504.25	29.34	210 19,47,750	76 7,04,900	313 29,03,075
17 Nov	81.01	0.72 ₹ 6,678	-0.18 -1669.50	28.08	160 14,84,000	-19 -1,76,225	237 21,98,175
14 Nov	80.43	0.9 ₹ 8,347.5	0.01 92.75	28.61	19 1,76,225	13 1,20,575	256 23,74,400
13 Nov	80.00	0.91 ₹ 8,440.25	0.29 2689.75	26.78	211 19,57,025	144 13,35,600	242 22,44,550
12 Nov	81.58	0.63 ₹ 5,843.25	-0.06 -556.50	26.63	71 6,58,525	22 2,04,050	97 8,99,675
11 Nov	80.69	0.68 ₹ 6,307	0.02 185.50	25.25	46 4,26,650	34 3,15,350	74 6,86,350
10 Nov	81.21	0.66 ₹ 6,121.5	-0.04 -371.00	25.76	29 2,68,975	6 55,650	40 3,71,000
7 Nov	81.47	0.7 ₹ 6,492.5	-0.14 -1298.50	26.19	14 1,29,850	0 0	34 3,15,350
6 Nov	80.37	0.84 ₹ 7,791	0.06 556.50	25.45	9 83,475	8 74,200	33 3,06,075
4 Nov	81.13	0.78 ₹ 7,234.5	0.08 742.00	25.98	17 1,57,675	11 1,02,025	24 2,22,600
3 Nov	81.99	0.7 ₹ 6,492.5	-0.05 -463.75	26.41	18 1,66,950	8 74,200	13 1,20,575
31 Oct	81.77	0.75 ₹ 6,956.25	-0.6 -5565.00	-	7 64,925	5 46,375	6 55,650
30 Oct	78.93	1.35 ₹ 12,521.25	-0.95 -8811.25	26.32	1 9,275	0 0	0 0
29 Oct	79.35	2.3 ₹ 21,332.5	0 0.00	5.70	0 0	0 0	0 0

For Idfc First Bank Limited - strike price 75 expiring on 30DEC2025

Delta for 75 PE is -0.10

Historical price for 75 PE is as follows

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 0.24, which was -0.17 lower than the previous day. The implied volatity was 26.41, the open interest changed by -10 which decreased total open position to 870

On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 0.41, which was 0.18 higher than the previous day. The implied volatity was 24.47, the open interest changed by 349 which increased total open position to 880

On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 0.24, which was -0.11 lower than the previous day. The implied volatity was 24.62, the open interest changed by -56 which decreased total open position to 536

On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 0.38, which was 0.06 higher than the previous day. The implied volatity was 24.83, the open interest changed by 15 which increased total open position to 590

On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 0.32, which was 0.09 higher than the previous day. The implied volatity was 25.11, the open interest changed by -5 which decreased total open position to 574

On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 0.22, which was -0.11 lower than the previous day. The implied volatity was 25.61, the open interest changed by -99 which decreased total open position to 576

On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 0.34, which was 0.02 higher than the previous day. The implied volatity was 24.67, the open interest changed by 15 which increased total open position to 675

On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 0.32, which was 0.01 higher than the previous day. The implied volatity was 22.37, the open interest changed by 6 which increased total open position to 660

On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 0.3, which was -0.07 lower than the previous day. The implied volatity was 22.99, the open interest changed by -23 which decreased total open position to 655

On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 0.37, which was -0.22 lower than the previous day. The implied volatity was 23.25, the open interest changed by 2 which increased total open position to 677

On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 0.57, which was -0.32 lower than the previous day. The implied volatity was 23.70, the open interest changed by 59 which increased total open position to 675

On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 0.92, which was -0.01 lower than the previous day. The implied volatity was 23.43, the open interest changed by 47 which increased total open position to 610

On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 0.94, which was 0.05 higher than the previous day. The implied volatity was 24.78, the open interest changed by 72 which increased total open position to 563

On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 0.91, which was 0.03 higher than the previous day. The implied volatity was 26.08, the open interest changed by 61 which increased total open position to 491

On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 0.86, which was -0.07 lower than the previous day. The implied volatity was 26.67, the open interest changed by 102 which increased total open position to 429

On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 0.98, which was 0.27 higher than the previous day. The implied volatity was 29.34, the open interest changed by 76 which increased total open position to 313

On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 0.72, which was -0.18 lower than the previous day. The implied volatity was 28.08, the open interest changed by -19 which decreased total open position to 237

On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 0.9, which was 0.01 higher than the previous day. The implied volatity was 28.61, the open interest changed by 13 which increased total open position to 256

On 13 Nov IDFCFIRSTB was trading at 80.00. The strike last trading price was 0.91, which was 0.29 higher than the previous day. The implied volatity was 26.78, the open interest changed by 144 which increased total open position to 242

On 12 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 0.63, which was -0.06 lower than the previous day. The implied volatity was 26.63, the open interest changed by 22 which increased total open position to 97

On 11 Nov IDFCFIRSTB was trading at 80.69. The strike last trading price was 0.68, which was 0.02 higher than the previous day. The implied volatity was 25.25, the open interest changed by 34 which increased total open position to 74

On 10 Nov IDFCFIRSTB was trading at 81.21. The strike last trading price was 0.66, which was -0.04 lower than the previous day. The implied volatity was 25.76, the open interest changed by 6 which increased total open position to 40

On 7 Nov IDFCFIRSTB was trading at 81.47. The strike last trading price was 0.7, which was -0.14 lower than the previous day. The implied volatity was 26.19, the open interest changed by 0 which decreased total open position to 34

On 6 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 0.84, which was 0.06 higher than the previous day. The implied volatity was 25.45, the open interest changed by 8 which increased total open position to 33

On 4 Nov IDFCFIRSTB was trading at 81.13. The strike last trading price was 0.78, which was 0.08 higher than the previous day. The implied volatity was 25.98, the open interest changed by 11 which increased total open position to 24

On 3 Nov IDFCFIRSTB was trading at 81.99. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 26.41, the open interest changed by 8 which increased total open position to 13

On 31 Oct IDFCFIRSTB was trading at 81.77. The strike last trading price was 0.75, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 6

On 30 Oct IDFCFIRSTB was trading at 78.93. The strike last trading price was 1.35, which was -0.95 lower than the previous day. The implied volatity was 26.32, 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 2.3, which was 0 lower than the previous day. The implied volatity was 5.70, the open interest changed by 0 which decreased total open position to 0

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