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Historical option data for IDFCFIRSTB

19 Jun 2026 04:10 PM IST
IDFCFIRSTB 30-Jun-2026 (10d) 75 CE
Delta: 0.88
Vega: 0
Theta: -0.03
Gamma: 0.05998
Date Close Ltp Change IV Volume OI Chg OI
19 Jun 78.68 3.96 0.14 (3.66%) 24.14 353 -77 779
18 Jun 78.09 3.79 0.45 (13.47%) 31.98 793 -297 856
17 Jun 77.38 3.22 -0.31 (-8.78%) 30.32 209 -53 1,154
16 Jun 77.50 3.6 -0.61 (-14.49%) 29.94 239 -60 1,207
15 Jun 78.33 4.11 1.41 (52.22%) 30.94 916 -227 1,268
12 Jun 76.50 3.15 2.01 (176.32%) 26.54 4,115 -550 1,639
11 Jun 72.95 1.17 -0.03 (-2.50%) 27.54 1,323 82 2,195
10 Jun 72.99 1.29 -0.34 (-20.86%) 28.68 2,465 556 2,122
9 Jun 73.69 1.63 0.71 (77.17%) 29.59 7,225 106 1,714
8 Jun 71.43 0.88 -0.29 (-24.79%) 30.47 1,810 186 1,610
5 Jun 72.35 1.21 0.05 (4.31%) 28.13 2,314 110 1,521
4 Jun 72.16 1.2 0 (0.00%) 27.88 1,486 71 1,410
3 Jun 71.78 1.22 0.19 (18.45%) 29.48 1,718 -44 1,344
2 Jun 71.59 1.06 0.13 (13.98%) 28.63 1,276 36 1,388
1 Jun 71.25 0.92 -0.06 (-6.12%) 27.38 746 94 1,352
29 May 71.32 0.93 -0.16 (-14.68%) 25.9 1,981 117 1,260
27 May 71.48 1.16 0.49 (73.13%) 25.83 1,795 378 1,142
26 May 70.22 0.68 0 (0.00%) 24.55 729 173 764
25 May 69.46 0.67 -0.02 (-2.90%) 26.88 541 173 585
22 May 68.88 0.7 0.01 (1.45%) 27.57 281 128 413
21 May 68.30 0.7 -0.04 (-5.41%) 28.99 126 57 285
20 May 68.21 0.73 0.02 (2.82%) 29.26 114 34 227
19 May 67.81 0.71 -0.01 (-1.39%) 30.2 126 53 193
18 May 67.59 0.72 -0.15 (-17.24%) 30.16 62 1 140
15 May 67.65 0.86 -0.21 (-19.63%) 31.31 56 -8 138
14 May 68.54 1.08 0.02 (1.89%) 31.41 84 8 145
13 May 68.30 1.07 0.12 (12.63%) 0 115 53 136
12 May 67.68 0.95 -0.46 (-32.62%) 0 33 3 83
11 May 69.22 1.42 -0.69 (-32.70%) 0 36 -7 79
8 May 71.27 2.11 0.19 (9.90%) 31.17 48 10 85
7 May 70.39 2.05 0.3 (17.14%) 31.32 18 4 75
6 May 69.59 1.75 0.25 (16.67%) 32.79 27 10 68
5 May 68.75 1.5 -0.25 (-14.29%) 31.76 52 29 56
4 May 69.59 1.76 -0.18 (-9.28%) 31.67 19 19 26
30 Apr 69.64 1.94 -0.4 (-17.09%) 31.44 4 2 9
29 Apr 70.15 2.34 -0.26 (-10.00%) 34.84 8 6 6


For Idfc First Bank Limited - strike price 75 expiring on 30JUN2026

Delta for 75 CE is 0.88

Historical price for 75 CE is as follows

On 19 Jun IDFCFIRSTB was trading at 78.68. The strike last trading price was 3.96, which was 0.14 higher than the previous day. The implied volatity was 24.14, the open interest changed by -77 which decreased total open position to 779


On 18 Jun IDFCFIRSTB was trading at 78.09. The strike last trading price was 3.79, which was 0.45 higher than the previous day. The implied volatity was 31.98, the open interest changed by -297 which decreased total open position to 856


On 17 Jun IDFCFIRSTB was trading at 77.38. The strike last trading price was 3.22, which was -0.31 lower than the previous day. The implied volatity was 30.32, the open interest changed by -53 which decreased total open position to 1154


On 16 Jun IDFCFIRSTB was trading at 77.50. The strike last trading price was 3.6, which was -0.61 lower than the previous day. The implied volatity was 29.94, the open interest changed by -60 which decreased total open position to 1207


On 15 Jun IDFCFIRSTB was trading at 78.33. The strike last trading price was 4.11, which was 1.41 higher than the previous day. The implied volatity was 30.94, the open interest changed by -227 which decreased total open position to 1268


On 12 Jun IDFCFIRSTB was trading at 76.50. The strike last trading price was 3.15, which was 2.01 higher than the previous day. The implied volatity was 26.54, the open interest changed by -550 which decreased total open position to 1639


On 11 Jun IDFCFIRSTB was trading at 72.95. The strike last trading price was 1.17, which was -0.03 lower than the previous day. The implied volatity was 27.54, the open interest changed by 82 which increased total open position to 2195


On 10 Jun IDFCFIRSTB was trading at 72.99. The strike last trading price was 1.29, which was -0.34 lower than the previous day. The implied volatity was 28.68, the open interest changed by 556 which increased total open position to 2122


On 9 Jun IDFCFIRSTB was trading at 73.69. The strike last trading price was 1.63, which was 0.71 higher than the previous day. The implied volatity was 29.59, the open interest changed by 106 which increased total open position to 1714


On 8 Jun IDFCFIRSTB was trading at 71.43. The strike last trading price was 0.88, which was -0.29 lower than the previous day. The implied volatity was 30.47, the open interest changed by 186 which increased total open position to 1610


On 5 Jun IDFCFIRSTB was trading at 72.35. The strike last trading price was 1.21, which was 0.05 higher than the previous day. The implied volatity was 28.13, the open interest changed by 110 which increased total open position to 1521


On 4 Jun IDFCFIRSTB was trading at 72.16. The strike last trading price was 1.2, which was 0 lower than the previous day. The implied volatity was 27.88, the open interest changed by 71 which increased total open position to 1410


On 3 Jun IDFCFIRSTB was trading at 71.78. The strike last trading price was 1.22, which was 0.19 higher than the previous day. The implied volatity was 29.48, the open interest changed by -44 which decreased total open position to 1344


On 2 Jun IDFCFIRSTB was trading at 71.59. The strike last trading price was 1.06, which was 0.13 higher than the previous day. The implied volatity was 28.63, the open interest changed by 36 which increased total open position to 1388


On 1 Jun IDFCFIRSTB was trading at 71.25. The strike last trading price was 0.92, which was -0.06 lower than the previous day. The implied volatity was 27.38, the open interest changed by 94 which increased total open position to 1352


On 29 May IDFCFIRSTB was trading at 71.32. The strike last trading price was 0.93, which was -0.16 lower than the previous day. The implied volatity was 25.9, the open interest changed by 117 which increased total open position to 1260


On 27 May IDFCFIRSTB was trading at 71.48. The strike last trading price was 1.16, which was 0.49 higher than the previous day. The implied volatity was 25.83, the open interest changed by 378 which increased total open position to 1142


On 26 May IDFCFIRSTB was trading at 70.22. The strike last trading price was 0.68, which was 0 lower than the previous day. The implied volatity was 24.55, the open interest changed by 173 which increased total open position to 764


On 25 May IDFCFIRSTB was trading at 69.46. The strike last trading price was 0.67, which was -0.02 lower than the previous day. The implied volatity was 26.88, the open interest changed by 173 which increased total open position to 585


On 22 May IDFCFIRSTB was trading at 68.88. The strike last trading price was 0.7, which was 0.01 higher than the previous day. The implied volatity was 27.57, the open interest changed by 128 which increased total open position to 413


On 21 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 0.7, which was -0.04 lower than the previous day. The implied volatity was 28.99, the open interest changed by 57 which increased total open position to 285


On 20 May IDFCFIRSTB was trading at 68.21. The strike last trading price was 0.73, which was 0.02 higher than the previous day. The implied volatity was 29.26, the open interest changed by 34 which increased total open position to 227


On 19 May IDFCFIRSTB was trading at 67.81. The strike last trading price was 0.71, which was -0.01 lower than the previous day. The implied volatity was 30.2, the open interest changed by 53 which increased total open position to 193


On 18 May IDFCFIRSTB was trading at 67.59. The strike last trading price was 0.72, which was -0.15 lower than the previous day. The implied volatity was 30.16, the open interest changed by 1 which increased total open position to 140


On 15 May IDFCFIRSTB was trading at 67.65. The strike last trading price was 0.86, which was -0.21 lower than the previous day. The implied volatity was 31.31, the open interest changed by -8 which decreased total open position to 138


On 14 May IDFCFIRSTB was trading at 68.54. The strike last trading price was 1.08, which was 0.02 higher than the previous day. The implied volatity was 31.41, the open interest changed by 8 which increased total open position to 145


On 13 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 1.07, which was 0.12 higher than the previous day. The implied volatity was 0, the open interest changed by 53 which increased total open position to 136


On 12 May IDFCFIRSTB was trading at 67.68. The strike last trading price was 0.95, which was -0.46 lower than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 83


On 11 May IDFCFIRSTB was trading at 69.22. The strike last trading price was 1.42, which was -0.69 lower than the previous day. The implied volatity was 0, the open interest changed by -7 which decreased total open position to 79


On 8 May IDFCFIRSTB was trading at 71.27. The strike last trading price was 2.11, which was 0.19 higher than the previous day. The implied volatity was 31.17, the open interest changed by 10 which increased total open position to 85


On 7 May IDFCFIRSTB was trading at 70.39. The strike last trading price was 2.05, which was 0.3 higher than the previous day. The implied volatity was 31.32, the open interest changed by 4 which increased total open position to 75


On 6 May IDFCFIRSTB was trading at 69.59. The strike last trading price was 1.75, which was 0.25 higher than the previous day. The implied volatity was 32.79, the open interest changed by 10 which increased total open position to 68


On 5 May IDFCFIRSTB was trading at 68.75. The strike last trading price was 1.5, which was -0.25 lower than the previous day. The implied volatity was 31.76, the open interest changed by 29 which increased total open position to 56


On 4 May IDFCFIRSTB was trading at 69.59. The strike last trading price was 1.76, which was -0.18 lower than the previous day. The implied volatity was 31.67, the open interest changed by 19 which increased total open position to 26


On 30 Apr IDFCFIRSTB was trading at 69.64. The strike last trading price was 1.94, which was -0.4 lower than the previous day. The implied volatity was 31.44, the open interest changed by 2 which increased total open position to 9


On 29 Apr IDFCFIRSTB was trading at 70.15. The strike last trading price was 2.34, which was -0.26 lower than the previous day. The implied volatity was 34.84, the open interest changed by 6 which increased total open position to 6


IDFCFIRSTB 30-Jun-2026 (10d) 75 PE
Delta: -0.14
Vega: 0
Theta: -0.03
Gamma: 0.06121
Date Close Ltp Change IV Volume OI Chg OI
19 Jun 78.68 0.28 -0.17 (-37.78%) 26.76 735 75 755
18 Jun 78.09 0.47 -0.14 (-22.95%) 27.9 2,327 -137 684
17 Jun 77.38 0.65 0.02 (3.17%) 27.07 819 30 821
16 Jun 77.50 0.61 0.02 (3.39%) 27.7 656 12 791
15 Jun 78.33 0.61 -0.59 (-49.17%) 29.34 1,924 82 785
12 Jun 76.50 1.07 -1.87 (-63.61%) 29.2 1,635 186 702
11 Jun 72.95 2.86 -0.13 (-4.35%) 26.4 183 6 515
10 Jun 72.99 2.85 0.4 (16.33%) 27.76 264 -14 509
9 Jun 73.69 2.43 -1.64 (-40.29%) 26.29 544 -1 524
8 Jun 71.43 4.1 0.85 (26.15%) 27.16 182 26 523
5 Jun 72.35 3.28 -0.19 (-5.48%) 24.62 376 -90 499
4 Jun 72.16 3.43 -0.45 (-11.60%) 25.06 145 11 590
3 Jun 71.78 3.81 0 (0.00%) 25.3 77 11 580
2 Jun 71.59 3.81 -0.18 (-4.51%) 21.53 44 3 569
1 Jun 71.25 3.99 -0.02 (-0.50%) 23.38 49 13 566
29 May 71.32 4.25 0.73 (20.74%) 18.73 300 58 553
27 May 71.48 3.59 -1.28 (-26.28%) 21.55 84 17 494
26 May 70.22 4.92 -0.59 (-10.71%) 22.3 384 244 475
25 May 69.46 5.45 -0.55 (-9.17%) 19.43 130 47 230
22 May 68.88 6.14 -0.86 (-12.29%) 25.23 113 98 183
21 May 68.30 7 -0.09 (-1.27%) 28.75 26 22 83
20 May 68.21 7.09 0.18 (2.60%) 28.16 20 10 60
19 May 67.81 6.91 -1.55 (-18.32%) 26.07 26 4 40
18 May 67.59 8.46 1.18 (16.21%) 29.34 3 1 36
15 May 67.65 7.28 -0.02 (-0.27%) 24.85 7 3 32
14 May 68.54 7.3 1.05 (16.80%) 0 1 0 28
13 May 68.30 6.25 -1.2 (-16.11%) 0 9 4 28
12 May 67.68 7.45 1.25 (20.16%) 0 9 6 23
11 May 69.22 6.2 1.25 (25.25%) 0 7 4 16
8 May 71.27 4.95 -0.58 (-10.49%) 28.9 7 3 11
7 May 70.39 5.4 -0.6 (-10.00%) 27.91 6 2 7
6 May 69.59 6 -0.16 (-2.60%) 28.9 3 2 4
5 May 68.75 6.16 0.86 (16.23%) 27.43 1 0 1
4 May 69.59 5.3 -2.84 (-34.89%) 20.21 1 0 0
30 Apr 69.64 0 0 - 0 0 0
29 Apr 70.15 0 0 - 0 0 0


For Idfc First Bank Limited - strike price 75 expiring on 30JUN2026

Delta for 75 PE is -0.14

Historical price for 75 PE is as follows

On 19 Jun IDFCFIRSTB was trading at 78.68. The strike last trading price was 0.28, which was -0.17 lower than the previous day. The implied volatity was 26.76, the open interest changed by 75 which increased total open position to 755


On 18 Jun IDFCFIRSTB was trading at 78.09. The strike last trading price was 0.47, which was -0.14 lower than the previous day. The implied volatity was 27.9, the open interest changed by -137 which decreased total open position to 684


On 17 Jun IDFCFIRSTB was trading at 77.38. The strike last trading price was 0.65, which was 0.02 higher than the previous day. The implied volatity was 27.07, the open interest changed by 30 which increased total open position to 821


On 16 Jun IDFCFIRSTB was trading at 77.50. The strike last trading price was 0.61, which was 0.02 higher than the previous day. The implied volatity was 27.7, the open interest changed by 12 which increased total open position to 791


On 15 Jun IDFCFIRSTB was trading at 78.33. The strike last trading price was 0.61, which was -0.59 lower than the previous day. The implied volatity was 29.34, the open interest changed by 82 which increased total open position to 785


On 12 Jun IDFCFIRSTB was trading at 76.50. The strike last trading price was 1.07, which was -1.87 lower than the previous day. The implied volatity was 29.2, the open interest changed by 186 which increased total open position to 702


On 11 Jun IDFCFIRSTB was trading at 72.95. The strike last trading price was 2.86, which was -0.13 lower than the previous day. The implied volatity was 26.4, the open interest changed by 6 which increased total open position to 515


On 10 Jun IDFCFIRSTB was trading at 72.99. The strike last trading price was 2.85, which was 0.4 higher than the previous day. The implied volatity was 27.76, the open interest changed by -14 which decreased total open position to 509


On 9 Jun IDFCFIRSTB was trading at 73.69. The strike last trading price was 2.43, which was -1.64 lower than the previous day. The implied volatity was 26.29, the open interest changed by -1 which decreased total open position to 524


On 8 Jun IDFCFIRSTB was trading at 71.43. The strike last trading price was 4.1, which was 0.85 higher than the previous day. The implied volatity was 27.16, the open interest changed by 26 which increased total open position to 523


On 5 Jun IDFCFIRSTB was trading at 72.35. The strike last trading price was 3.28, which was -0.19 lower than the previous day. The implied volatity was 24.62, the open interest changed by -90 which decreased total open position to 499


On 4 Jun IDFCFIRSTB was trading at 72.16. The strike last trading price was 3.43, which was -0.45 lower than the previous day. The implied volatity was 25.06, the open interest changed by 11 which increased total open position to 590


On 3 Jun IDFCFIRSTB was trading at 71.78. The strike last trading price was 3.81, which was 0 lower than the previous day. The implied volatity was 25.3, the open interest changed by 11 which increased total open position to 580


On 2 Jun IDFCFIRSTB was trading at 71.59. The strike last trading price was 3.81, which was -0.18 lower than the previous day. The implied volatity was 21.53, the open interest changed by 3 which increased total open position to 569


On 1 Jun IDFCFIRSTB was trading at 71.25. The strike last trading price was 3.99, which was -0.02 lower than the previous day. The implied volatity was 23.38, the open interest changed by 13 which increased total open position to 566


On 29 May IDFCFIRSTB was trading at 71.32. The strike last trading price was 4.25, which was 0.73 higher than the previous day. The implied volatity was 18.73, the open interest changed by 58 which increased total open position to 553


On 27 May IDFCFIRSTB was trading at 71.48. The strike last trading price was 3.59, which was -1.28 lower than the previous day. The implied volatity was 21.55, the open interest changed by 17 which increased total open position to 494


On 26 May IDFCFIRSTB was trading at 70.22. The strike last trading price was 4.92, which was -0.59 lower than the previous day. The implied volatity was 22.3, the open interest changed by 244 which increased total open position to 475


On 25 May IDFCFIRSTB was trading at 69.46. The strike last trading price was 5.45, which was -0.55 lower than the previous day. The implied volatity was 19.43, the open interest changed by 47 which increased total open position to 230


On 22 May IDFCFIRSTB was trading at 68.88. The strike last trading price was 6.14, which was -0.86 lower than the previous day. The implied volatity was 25.23, the open interest changed by 98 which increased total open position to 183


On 21 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 7, which was -0.09 lower than the previous day. The implied volatity was 28.75, the open interest changed by 22 which increased total open position to 83


On 20 May IDFCFIRSTB was trading at 68.21. The strike last trading price was 7.09, which was 0.18 higher than the previous day. The implied volatity was 28.16, the open interest changed by 10 which increased total open position to 60


On 19 May IDFCFIRSTB was trading at 67.81. The strike last trading price was 6.91, which was -1.55 lower than the previous day. The implied volatity was 26.07, the open interest changed by 4 which increased total open position to 40


On 18 May IDFCFIRSTB was trading at 67.59. The strike last trading price was 8.46, which was 1.18 higher than the previous day. The implied volatity was 29.34, the open interest changed by 1 which increased total open position to 36


On 15 May IDFCFIRSTB was trading at 67.65. The strike last trading price was 7.28, which was -0.02 lower than the previous day. The implied volatity was 24.85, the open interest changed by 3 which increased total open position to 32


On 14 May IDFCFIRSTB was trading at 68.54. The strike last trading price was 7.3, which was 1.05 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 28


On 13 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 6.25, which was -1.2 lower than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 28


On 12 May IDFCFIRSTB was trading at 67.68. The strike last trading price was 7.45, which was 1.25 higher than the previous day. The implied volatity was 0, the open interest changed by 6 which increased total open position to 23


On 11 May IDFCFIRSTB was trading at 69.22. The strike last trading price was 6.2, which was 1.25 higher than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 16


On 8 May IDFCFIRSTB was trading at 71.27. The strike last trading price was 4.95, which was -0.58 lower than the previous day. The implied volatity was 28.9, the open interest changed by 3 which increased total open position to 11


On 7 May IDFCFIRSTB was trading at 70.39. The strike last trading price was 5.4, which was -0.6 lower than the previous day. The implied volatity was 27.91, the open interest changed by 2 which increased total open position to 7


On 6 May IDFCFIRSTB was trading at 69.59. The strike last trading price was 6, which was -0.16 lower than the previous day. The implied volatity was 28.9, the open interest changed by 2 which increased total open position to 4


On 5 May IDFCFIRSTB was trading at 68.75. The strike last trading price was 6.16, which was 0.86 higher than the previous day. The implied volatity was 27.43, the open interest changed by 0 which decreased total open position to 1


On 4 May IDFCFIRSTB was trading at 69.59. The strike last trading price was 5.3, which was -2.84 lower than the previous day. The implied volatity was 20.21, 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