[--[65.84.65.76]--]

IDFCFIRSTB

Idfc First Bank Limited
67.08 -0.75 (-1.11%)
L: 67.05 H: 68.64

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Historical option data for IDFCFIRSTB

24 Apr 2026 01:29 PM IST
IDFCFIRSTB 28-Apr-2026 (4d) 75 CE
Delta: 0.05
Vega: 0
Theta: -0.06
Gamma: 0.02409
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 67.05 0.1 0.03 61.32 320 17 825
23 Apr 67.83 0.08 -0.020000000000000004 48.82 437 -27 807
22 Apr 68.38 0.11 0 44.65 323 -9 835
21 Apr 67.94 0.12 -0.020000000000000018 42.89 443 39 845
20 Apr 67.50 0.14 -0.04999999999999999 46.11 413 -44 803
17 Apr 68.53 0.19 0.010000000000000009 37.48 984 -143 851
16 Apr 67.82 0.18 0.03 38.25 1,002 181 994
15 Apr 66.91 0.15 0.04999999999999999 39.11 735 101 819
13 Apr 64.86 0.11 -0.020000000000000004 40.92 340 -9 717
10 Apr 66.21 0.13 0 34 396 27 728
9 Apr 65.28 0.14 -0.02 37 384 18 701
8 Apr 65.87 0.19 0.11 35.42 883 126 685
7 Apr 61.19 0.08 -0.01 43.62 439 9 559
6 Apr 61.08 0.1 0.01 44.09 336 37 546
2 Apr 60.22 0.1 -0.01 42.99 660 -63 512
1 Apr 60.18 0.12 0 43.81 354 74 575
30 Mar 58.85 0.12 -0.15 46.04 243 21 499
27 Mar 61.87 0.27 -0.12 42.46 212 3 477
25 Mar 63.24 0.39 -0.02 40.71 214 51 476
24 Mar 62.09 0.41 0.02 44.25 84 -12 425
23 Mar 60.24 0.39 -0.16 48.78 201 42 436
20 Mar 62.95 0.55 0.06 42.27 56 13 393
19 Mar 62.61 0.52 -0.16 41.4 150 -18 380
18 Mar 65.26 0.68 0.05 36.96 300 56 398
17 Mar 63.66 0.63 -0.02 40.29 81 38 342
16 Mar 62.81 0.64 -0.02 42.65 137 68 304
13 Mar 62.57 0.64 -0.34 41.78 104 19 236
12 Mar 64.78 0.96 -0.27 40.04 78 35 217
11 Mar 66.16 1.2 -0.08 39.49 105 25 181
10 Mar 67.27 1.28 -0.37 35.45 97 26 155
9 Mar 66.76 1.5 -0.68 39.74 196 47 133
6 Mar 69.98 2.13 -0.17 34.49 32 9 86
5 Mar 70.40 2.22 -0.38 33.17 85 24 77
4 Mar 70.06 2.6 -0.45 38.11 35 24 54
2 Mar 71.78 3.01 -0.49 34.2 39 15 30
27 Feb 73.48 3.52 -0.13 31.67 15 11 14
26 Feb 72.81 3.65 0.36 34.68 5 3 3
25 Feb 70.22 3.29 0 4.07 0 0 0


For Idfc First Bank Limited - strike price 75 expiring on 28APR2026

Delta for 75 CE is 0.05

Historical price for 75 CE is as follows

On 24 Apr IDFCFIRSTB was trading at 67.05. The strike last trading price was 0.1, which was 0.03 higher than the previous day. The implied volatity was 61.32, the open interest changed by 17 which increased total open position to 825


On 23 Apr IDFCFIRSTB was trading at 67.83. The strike last trading price was 0.08, which was -0.020000000000000004 lower than the previous day. The implied volatity was 48.82, the open interest changed by -27 which decreased total open position to 807


On 22 Apr IDFCFIRSTB was trading at 68.38. The strike last trading price was 0.11, which was 0 lower than the previous day. The implied volatity was 44.65, the open interest changed by -9 which decreased total open position to 835


On 21 Apr IDFCFIRSTB was trading at 67.94. The strike last trading price was 0.12, which was -0.020000000000000018 lower than the previous day. The implied volatity was 42.89, the open interest changed by 39 which increased total open position to 845


On 20 Apr IDFCFIRSTB was trading at 67.50. The strike last trading price was 0.14, which was -0.04999999999999999 lower than the previous day. The implied volatity was 46.11, the open interest changed by -44 which decreased total open position to 803


On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was 0.19, which was 0.010000000000000009 higher than the previous day. The implied volatity was 37.48, the open interest changed by -143 which decreased total open position to 851


On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was 0.18, which was 0.03 higher than the previous day. The implied volatity was 38.25, the open interest changed by 181 which increased total open position to 994


On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was 0.15, which was 0.04999999999999999 higher than the previous day. The implied volatity was 39.11, the open interest changed by 101 which increased total open position to 819


On 13 Apr IDFCFIRSTB was trading at 64.86. The strike last trading price was 0.11, which was -0.020000000000000004 lower than the previous day. The implied volatity was 40.92, the open interest changed by -9 which decreased total open position to 717


On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 0.13, which was 0 lower than the previous day. The implied volatity was 34, the open interest changed by 27 which increased total open position to 728


On 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 0.14, which was -0.02 lower than the previous day. The implied volatity was 37, the open interest changed by 18 which increased total open position to 701


On 8 Apr IDFCFIRSTB was trading at 65.87. The strike last trading price was 0.19, which was 0.11 higher than the previous day. The implied volatity was 35.42, the open interest changed by 126 which increased total open position to 685


On 7 Apr IDFCFIRSTB was trading at 61.19. The strike last trading price was 0.08, which was -0.01 lower than the previous day. The implied volatity was 43.62, the open interest changed by 9 which increased total open position to 559


On 6 Apr IDFCFIRSTB was trading at 61.08. The strike last trading price was 0.1, which was 0.01 higher than the previous day. The implied volatity was 44.09, the open interest changed by 37 which increased total open position to 546


On 2 Apr IDFCFIRSTB was trading at 60.22. The strike last trading price was 0.1, which was -0.01 lower than the previous day. The implied volatity was 42.99, the open interest changed by -63 which decreased total open position to 512


On 1 Apr IDFCFIRSTB was trading at 60.18. The strike last trading price was 0.12, which was 0 lower than the previous day. The implied volatity was 43.81, the open interest changed by 74 which increased total open position to 575


On 30 Mar IDFCFIRSTB was trading at 58.85. The strike last trading price was 0.12, which was -0.15 lower than the previous day. The implied volatity was 46.04, the open interest changed by 21 which increased total open position to 499


On 27 Mar IDFCFIRSTB was trading at 61.87. The strike last trading price was 0.27, which was -0.12 lower than the previous day. The implied volatity was 42.46, the open interest changed by 3 which increased total open position to 477


On 25 Mar IDFCFIRSTB was trading at 63.24. The strike last trading price was 0.39, which was -0.02 lower than the previous day. The implied volatity was 40.71, the open interest changed by 51 which increased total open position to 476


On 24 Mar IDFCFIRSTB was trading at 62.09. The strike last trading price was 0.41, which was 0.02 higher than the previous day. The implied volatity was 44.25, the open interest changed by -12 which decreased total open position to 425


On 23 Mar IDFCFIRSTB was trading at 60.24. The strike last trading price was 0.39, which was -0.16 lower than the previous day. The implied volatity was 48.78, the open interest changed by 42 which increased total open position to 436


On 20 Mar IDFCFIRSTB was trading at 62.95. The strike last trading price was 0.55, which was 0.06 higher than the previous day. The implied volatity was 42.27, the open interest changed by 13 which increased total open position to 393


On 19 Mar IDFCFIRSTB was trading at 62.61. The strike last trading price was 0.52, which was -0.16 lower than the previous day. The implied volatity was 41.4, the open interest changed by -18 which decreased total open position to 380


On 18 Mar IDFCFIRSTB was trading at 65.26. The strike last trading price was 0.68, which was 0.05 higher than the previous day. The implied volatity was 36.96, the open interest changed by 56 which increased total open position to 398


On 17 Mar IDFCFIRSTB was trading at 63.66. The strike last trading price was 0.63, which was -0.02 lower than the previous day. The implied volatity was 40.29, the open interest changed by 38 which increased total open position to 342


On 16 Mar IDFCFIRSTB was trading at 62.81. The strike last trading price was 0.64, which was -0.02 lower than the previous day. The implied volatity was 42.65, the open interest changed by 68 which increased total open position to 304


On 13 Mar IDFCFIRSTB was trading at 62.57. The strike last trading price was 0.64, which was -0.34 lower than the previous day. The implied volatity was 41.78, the open interest changed by 19 which increased total open position to 236


On 12 Mar IDFCFIRSTB was trading at 64.78. The strike last trading price was 0.96, which was -0.27 lower than the previous day. The implied volatity was 40.04, the open interest changed by 35 which increased total open position to 217


On 11 Mar IDFCFIRSTB was trading at 66.16. The strike last trading price was 1.2, which was -0.08 lower than the previous day. The implied volatity was 39.49, the open interest changed by 25 which increased total open position to 181


On 10 Mar IDFCFIRSTB was trading at 67.27. The strike last trading price was 1.28, which was -0.37 lower than the previous day. The implied volatity was 35.45, the open interest changed by 26 which increased total open position to 155


On 9 Mar IDFCFIRSTB was trading at 66.76. The strike last trading price was 1.5, which was -0.68 lower than the previous day. The implied volatity was 39.74, the open interest changed by 47 which increased total open position to 133


On 6 Mar IDFCFIRSTB was trading at 69.98. The strike last trading price was 2.13, which was -0.17 lower than the previous day. The implied volatity was 34.49, the open interest changed by 9 which increased total open position to 86


On 5 Mar IDFCFIRSTB was trading at 70.40. The strike last trading price was 2.22, which was -0.38 lower than the previous day. The implied volatity was 33.17, the open interest changed by 24 which increased total open position to 77


On 4 Mar IDFCFIRSTB was trading at 70.06. The strike last trading price was 2.6, which was -0.45 lower than the previous day. The implied volatity was 38.11, the open interest changed by 24 which increased total open position to 54


On 2 Mar IDFCFIRSTB was trading at 71.78. The strike last trading price was 3.01, which was -0.49 lower than the previous day. The implied volatity was 34.2, the open interest changed by 15 which increased total open position to 30


On 27 Feb IDFCFIRSTB was trading at 73.48. The strike last trading price was 3.52, which was -0.13 lower than the previous day. The implied volatity was 31.67, the open interest changed by 11 which increased total open position to 14


On 26 Feb IDFCFIRSTB was trading at 72.81. The strike last trading price was 3.65, which was 0.36 higher than the previous day. The implied volatity was 34.68, the open interest changed by 3 which increased total open position to 3


On 25 Feb IDFCFIRSTB was trading at 70.22. The strike last trading price was 3.29, which was 0 lower than the previous day. The implied volatity was 4.07, the open interest changed by 0 which decreased total open position to 0


IDFCFIRSTB 28-Apr-2026 (4d) 75 PE
Delta: -0.96
Vega: 0
Theta: -0.04
Gamma: 0.02258
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 67.05 7.45 -0.2699999999999996 54.36 2 -1 293
23 Apr 67.83 7.72 1.0999999999999996 67.68 8 -4 294
22 Apr 68.38 6.62 -0.47999999999999954 46.19 13 -3 298
21 Apr 67.94 6.92 0.20000000000000018 46.69 31 0 301
20 Apr 67.50 6.72 0.16000000000000014 46.6 8 -1 299
17 Apr 68.53 6.72 -0.5200000000000005 41.22 102 -21 299
16 Apr 67.82 7.43 -0.6699999999999999 42.89 34 14 315
15 Apr 66.91 8.1 -1.9600000000000009 35.15 24 5 301
13 Apr 64.86 10.06 1.5099999999999998 39.13 5 0 295
10 Apr 66.21 8.55 -0.9699999999999989 32.47 48 7 295
9 Apr 65.28 9.5 0.68 36.39 62 36 287
8 Apr 65.87 8.75 -4.75 39.35 183 38 250
7 Apr 61.19 13.5 -1.8 46.9 1 0 211
6 Apr 61.08 15.3 0.8 - 0 0 211
2 Apr 60.22 15.3 0.8 78.29 2 -1 210
1 Apr 60.18 14.5 -0.7 52.2 1 0 210
30 Mar 58.85 15.2 2.29 41.35 12 11 209
27 Mar 61.87 12.9 1.4 46.6 114 50 138
25 Mar 63.24 11.5 -1.25 42.21 37 36 87
24 Mar 62.09 12.75 -1.9 46.84 2 1 50
23 Mar 60.24 14.65 3.17 51.62 6 1 48
20 Mar 62.95 11.48 -0.99 36.11 13 12 46
19 Mar 62.61 12.5 2.25 54.76 6 3 33
18 Mar 65.26 10.25 -1.6 48.34 1 0 29
17 Mar 63.66 11.85 -1.15 53.48 4 3 28
16 Mar 62.81 13 2.74 58.99 1 0 26
13 Mar 62.57 10.26 1.61 - 0 14 0
12 Mar 64.78 10.26 1.61 41.86 21 14 26
11 Mar 66.16 8.65 2.8 29.86 9 5 9
10 Mar 67.27 5.85 1.35 - 0 0 4
9 Mar 66.76 5.85 1.35 - 0 0 4
6 Mar 69.98 5.85 1.35 - 0 0 4
5 Mar 70.40 5.85 1.35 35.4 2 0 3
4 Mar 70.06 4.5 -0.23 - 0 0 3
2 Mar 71.78 4.5 -0.23 - 0 1 0
27 Feb 73.48 4.5 -0.23 35.74 1 0 2
26 Feb 72.81 4.73 -1.74 35.21 3 1 1
25 Feb 70.22 6.47 0 0 0 0 0


For Idfc First Bank Limited - strike price 75 expiring on 28APR2026

Delta for 75 PE is -0.96

Historical price for 75 PE is as follows

On 24 Apr IDFCFIRSTB was trading at 67.05. The strike last trading price was 7.45, which was -0.2699999999999996 lower than the previous day. The implied volatity was 54.36, the open interest changed by -1 which decreased total open position to 293


On 23 Apr IDFCFIRSTB was trading at 67.83. The strike last trading price was 7.72, which was 1.0999999999999996 higher than the previous day. The implied volatity was 67.68, the open interest changed by -4 which decreased total open position to 294


On 22 Apr IDFCFIRSTB was trading at 68.38. The strike last trading price was 6.62, which was -0.47999999999999954 lower than the previous day. The implied volatity was 46.19, the open interest changed by -3 which decreased total open position to 298


On 21 Apr IDFCFIRSTB was trading at 67.94. The strike last trading price was 6.92, which was 0.20000000000000018 higher than the previous day. The implied volatity was 46.69, the open interest changed by 0 which decreased total open position to 301


On 20 Apr IDFCFIRSTB was trading at 67.50. The strike last trading price was 6.72, which was 0.16000000000000014 higher than the previous day. The implied volatity was 46.6, the open interest changed by -1 which decreased total open position to 299


On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was 6.72, which was -0.5200000000000005 lower than the previous day. The implied volatity was 41.22, the open interest changed by -21 which decreased total open position to 299


On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was 7.43, which was -0.6699999999999999 lower than the previous day. The implied volatity was 42.89, the open interest changed by 14 which increased total open position to 315


On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was 8.1, which was -1.9600000000000009 lower than the previous day. The implied volatity was 35.15, the open interest changed by 5 which increased total open position to 301


On 13 Apr IDFCFIRSTB was trading at 64.86. The strike last trading price was 10.06, which was 1.5099999999999998 higher than the previous day. The implied volatity was 39.13, the open interest changed by 0 which decreased total open position to 295


On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 8.55, which was -0.9699999999999989 lower than the previous day. The implied volatity was 32.47, the open interest changed by 7 which increased total open position to 295


On 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 9.5, which was 0.68 higher than the previous day. The implied volatity was 36.39, the open interest changed by 36 which increased total open position to 287


On 8 Apr IDFCFIRSTB was trading at 65.87. The strike last trading price was 8.75, which was -4.75 lower than the previous day. The implied volatity was 39.35, the open interest changed by 38 which increased total open position to 250


On 7 Apr IDFCFIRSTB was trading at 61.19. The strike last trading price was 13.5, which was -1.8 lower than the previous day. The implied volatity was 46.9, the open interest changed by 0 which decreased total open position to 211


On 6 Apr IDFCFIRSTB was trading at 61.08. The strike last trading price was 15.3, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 211


On 2 Apr IDFCFIRSTB was trading at 60.22. The strike last trading price was 15.3, which was 0.8 higher than the previous day. The implied volatity was 78.29, the open interest changed by -1 which decreased total open position to 210


On 1 Apr IDFCFIRSTB was trading at 60.18. The strike last trading price was 14.5, which was -0.7 lower than the previous day. The implied volatity was 52.2, the open interest changed by 0 which decreased total open position to 210


On 30 Mar IDFCFIRSTB was trading at 58.85. The strike last trading price was 15.2, which was 2.29 higher than the previous day. The implied volatity was 41.35, the open interest changed by 11 which increased total open position to 209


On 27 Mar IDFCFIRSTB was trading at 61.87. The strike last trading price was 12.9, which was 1.4 higher than the previous day. The implied volatity was 46.6, the open interest changed by 50 which increased total open position to 138


On 25 Mar IDFCFIRSTB was trading at 63.24. The strike last trading price was 11.5, which was -1.25 lower than the previous day. The implied volatity was 42.21, the open interest changed by 36 which increased total open position to 87


On 24 Mar IDFCFIRSTB was trading at 62.09. The strike last trading price was 12.75, which was -1.9 lower than the previous day. The implied volatity was 46.84, the open interest changed by 1 which increased total open position to 50


On 23 Mar IDFCFIRSTB was trading at 60.24. The strike last trading price was 14.65, which was 3.17 higher than the previous day. The implied volatity was 51.62, the open interest changed by 1 which increased total open position to 48


On 20 Mar IDFCFIRSTB was trading at 62.95. The strike last trading price was 11.48, which was -0.99 lower than the previous day. The implied volatity was 36.11, the open interest changed by 12 which increased total open position to 46


On 19 Mar IDFCFIRSTB was trading at 62.61. The strike last trading price was 12.5, which was 2.25 higher than the previous day. The implied volatity was 54.76, the open interest changed by 3 which increased total open position to 33


On 18 Mar IDFCFIRSTB was trading at 65.26. The strike last trading price was 10.25, which was -1.6 lower than the previous day. The implied volatity was 48.34, the open interest changed by 0 which decreased total open position to 29


On 17 Mar IDFCFIRSTB was trading at 63.66. The strike last trading price was 11.85, which was -1.15 lower than the previous day. The implied volatity was 53.48, the open interest changed by 3 which increased total open position to 28


On 16 Mar IDFCFIRSTB was trading at 62.81. The strike last trading price was 13, which was 2.74 higher than the previous day. The implied volatity was 58.99, the open interest changed by 0 which decreased total open position to 26


On 13 Mar IDFCFIRSTB was trading at 62.57. The strike last trading price was 10.26, which was 1.61 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 0


On 12 Mar IDFCFIRSTB was trading at 64.78. The strike last trading price was 10.26, which was 1.61 higher than the previous day. The implied volatity was 41.86, the open interest changed by 14 which increased total open position to 26


On 11 Mar IDFCFIRSTB was trading at 66.16. The strike last trading price was 8.65, which was 2.8 higher than the previous day. The implied volatity was 29.86, the open interest changed by 5 which increased total open position to 9


On 10 Mar IDFCFIRSTB was trading at 67.27. The strike last trading price was 5.85, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 9 Mar IDFCFIRSTB was trading at 66.76. The strike last trading price was 5.85, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 6 Mar IDFCFIRSTB was trading at 69.98. The strike last trading price was 5.85, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 5 Mar IDFCFIRSTB was trading at 70.40. The strike last trading price was 5.85, which was 1.35 higher than the previous day. The implied volatity was 35.4, the open interest changed by 0 which decreased total open position to 3


On 4 Mar IDFCFIRSTB was trading at 70.06. The strike last trading price was 4.5, which was -0.23 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 2 Mar IDFCFIRSTB was trading at 71.78. The strike last trading price was 4.5, which was -0.23 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 27 Feb IDFCFIRSTB was trading at 73.48. The strike last trading price was 4.5, which was -0.23 lower than the previous day. The implied volatity was 35.74, the open interest changed by 0 which decreased total open position to 2


On 26 Feb IDFCFIRSTB was trading at 72.81. The strike last trading price was 4.73, which was -1.74 lower than the previous day. The implied volatity was 35.21, the open interest changed by 1 which increased total open position to 1


On 25 Feb IDFCFIRSTB was trading at 70.22. The strike last trading price was 6.47, 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 0