[--[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 76 CE
Delta: 0.89
Vega: 0.04
Theta: -0.04
Gamma: 0.04
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 80.91 5.5 1.38 23.81 13 6 74
8 Dec 79.12 4.12 -1.53 25.32 24 12 70
5 Dec 80.87 5.65 0.86 22.43 22 -3 59
4 Dec 79.88 4.79 -0.54 21.39 15 9 63
3 Dec 80.58 5.34 -1.45 19.64 27 17 54
2 Dec 81.98 6.8 1.42 23.44 43 -9 36
1 Dec 80.71 5.33 0.28 17.99 11 4 45
28 Nov 80.13 5.05 -0.53 16.66 18 2 39
27 Nov 80.50 5.57 0.04 16.37 34 4 38
26 Nov 80.37 5.53 0.99 21.80 20 0 33
25 Nov 79.35 4.59 0.92 20.10 24 -2 32
24 Nov 77.97 3.62 -0.83 22.78 22 10 33
21 Nov 78.33 4.45 -0.31 26.14 4 2 23
20 Nov 78.93 4.76 -0.64 23.74 18 12 20
19 Nov 79.61 5.4 -0.29 26.06 3 -1 9
18 Nov 80.11 5.69 0.04 24.30 1 0 9
17 Nov 81.01 5.65 -0.85 - 0 0 0
14 Nov 80.43 5.65 -0.85 - 0 0 0
13 Nov 80.00 5.65 -0.85 - 0 0 0
12 Nov 81.58 5.65 -0.85 - 0 0 0
11 Nov 80.69 5.65 -0.85 - 0 0 0
10 Nov 81.21 5.65 -0.85 - 0 0 0
7 Nov 81.47 5.65 -0.85 - 4 -1 8
6 Nov 80.37 6.5 -1.08 - 0 4 0
4 Nov 81.13 6.5 -1.08 17.72 4 1 6
3 Nov 81.99 7.58 2.58 20.39 4 0 5
31 Oct 81.77 5 -0.2 - 0 1 0
30 Oct 78.93 5 -0.2 19.08 1 0 4
29 Oct 79.35 5.2 1 - 0 0 0
28 Oct 79.20 5.2 1 - 0 0 0
27 Oct 78.03 5.2 1 - 0 3 0
24 Oct 78.20 5.2 1 23.33 4 2 3
23 Oct 78.96 4.2 1.6 - 0 0 0
21 Oct 76.77 4.2 1.6 - 0 -2 0
20 Oct 76.93 4.2 1.6 21.76 4 -3 0
17 Oct 71.88 2.6 -0.1 28.50 3 0 0
16 Oct 71.79 2.7 0 2.68 0 0 0
15 Oct 72.97 2.7 0 - 0 0 0
14 Oct 72.80 2.7 0 1.74 0 0 0
13 Oct 73.71 2.7 0 - 0 0 0
10 Oct 74.43 2.7 0 - 0 0 0


For Idfc First Bank Limited - strike price 76 expiring on 30DEC2025

Delta for 76 CE is 0.89

Historical price for 76 CE is as follows

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 5.5, which was 1.38 higher than the previous day. The implied volatity was 23.81, the open interest changed by 6 which increased total open position to 74


On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 4.12, which was -1.53 lower than the previous day. The implied volatity was 25.32, the open interest changed by 12 which increased total open position to 70


On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 5.65, which was 0.86 higher than the previous day. The implied volatity was 22.43, the open interest changed by -3 which decreased total open position to 59


On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 4.79, which was -0.54 lower than the previous day. The implied volatity was 21.39, the open interest changed by 9 which increased total open position to 63


On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 5.34, which was -1.45 lower than the previous day. The implied volatity was 19.64, the open interest changed by 17 which increased total open position to 54


On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 6.8, which was 1.42 higher than the previous day. The implied volatity was 23.44, the open interest changed by -9 which decreased total open position to 36


On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 5.33, which was 0.28 higher than the previous day. The implied volatity was 17.99, the open interest changed by 4 which increased total open position to 45


On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 5.05, which was -0.53 lower than the previous day. The implied volatity was 16.66, the open interest changed by 2 which increased total open position to 39


On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 5.57, which was 0.04 higher than the previous day. The implied volatity was 16.37, the open interest changed by 4 which increased total open position to 38


On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 5.53, which was 0.99 higher than the previous day. The implied volatity was 21.80, the open interest changed by 0 which decreased total open position to 33


On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 4.59, which was 0.92 higher than the previous day. The implied volatity was 20.10, the open interest changed by -2 which decreased total open position to 32


On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 3.62, which was -0.83 lower than the previous day. The implied volatity was 22.78, the open interest changed by 10 which increased total open position to 33


On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 4.45, which was -0.31 lower than the previous day. The implied volatity was 26.14, the open interest changed by 2 which increased total open position to 23


On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 4.76, which was -0.64 lower than the previous day. The implied volatity was 23.74, the open interest changed by 12 which increased total open position to 20


On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 5.4, which was -0.29 lower than the previous day. The implied volatity was 26.06, the open interest changed by -1 which decreased total open position to 9


On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 5.69, which was 0.04 higher than the previous day. The implied volatity was 24.30, the open interest changed by 0 which decreased total open position to 9


On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 5.65, which was -0.85 lower than the previous day. The implied volatity was -, 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 5.65, which was -0.85 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 5.65, which was -0.85 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 5.65, which was -0.85 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 5.65, which was -0.85 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 5.65, which was -0.85 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 5.65, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 8


On 6 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 6.5, which was -1.08 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 4 Nov IDFCFIRSTB was trading at 81.13. The strike last trading price was 6.5, which was -1.08 lower than the previous day. The implied volatity was 17.72, the open interest changed by 1 which increased total open position to 6


On 3 Nov IDFCFIRSTB was trading at 81.99. The strike last trading price was 7.58, which was 2.58 higher than the previous day. The implied volatity was 20.39, the open interest changed by 0 which decreased total open position to 5


On 31 Oct IDFCFIRSTB was trading at 81.77. The strike last trading price was 5, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 30 Oct IDFCFIRSTB was trading at 78.93. The strike last trading price was 5, which was -0.2 lower than the previous day. The implied volatity was 19.08, the open interest changed by 0 which decreased total open position to 4


On 29 Oct IDFCFIRSTB was trading at 79.35. The strike last trading price was 5.2, which was 1 higher 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 5.2, which was 1 higher 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 5.2, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 24 Oct IDFCFIRSTB was trading at 78.20. The strike last trading price was 5.2, which was 1 higher than the previous day. The implied volatity was 23.33, the open interest changed by 2 which increased total open position to 3


On 23 Oct IDFCFIRSTB was trading at 78.96. The strike last trading price was 4.2, which was 1.6 higher 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 4.2, which was 1.6 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0


On 20 Oct IDFCFIRSTB was trading at 76.93. The strike last trading price was 4.2, which was 1.6 higher than the previous day. The implied volatity was 21.76, the open interest changed by -3 which decreased total open position to 0


On 17 Oct IDFCFIRSTB was trading at 71.88. The strike last trading price was 2.6, which was -0.1 lower than the previous day. The implied volatity was 28.50, 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 2.7, which was 0 lower than the previous day. The implied volatity was 2.68, 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 2.7, 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 2.7, which was 0 lower than the previous day. The implied volatity was 1.74, 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 2.7, 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 2.7, 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 76 PE
Delta: -0.13
Vega: 0.04
Theta: -0.02
Gamma: 0.04
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 80.91 0.34 -0.27 25.72 261 -17 531
8 Dec 79.12 0.61 0.26 24.40 193 47 548
5 Dec 80.87 0.35 -0.17 24.24 110 -10 502
4 Dec 79.88 0.55 0.09 24.71 79 21 512
3 Dec 80.58 0.45 0.13 24.60 154 -3 489
2 Dec 81.98 0.32 -0.15 25.42 294 19 490
1 Dec 80.71 0.48 0.02 24.39 111 30 470
28 Nov 80.13 0.46 0.04 22.10 49 11 438
27 Nov 80.50 0.41 -0.1 22.42 85 36 427
26 Nov 80.37 0.52 -0.28 23.04 266 -23 395
25 Nov 79.35 0.78 -0.38 23.57 146 19 417
24 Nov 77.97 1.19 -0.03 22.97 160 45 397
21 Nov 78.33 1.22 0.12 24.65 198 73 352
20 Nov 78.93 1.14 0.02 25.61 114 64 279
19 Nov 79.61 1.12 -0.05 26.76 103 61 211
18 Nov 80.11 1.2 0.3 28.92 132 47 140
17 Nov 81.01 0.9 -0.21 27.57 50 31 91
14 Nov 80.43 1.11 0 28.33 7 1 59
13 Nov 80.00 1.11 0.33 26.24 7 6 59
12 Nov 81.58 0.78 -0.32 26.15 19 3 53
11 Nov 80.69 1.1 0.21 27.74 4 2 49
10 Nov 81.21 0.89 -0.3 - 0 0 0
7 Nov 81.47 0.89 -0.3 26.10 2 0 47
6 Nov 80.37 1.19 0.15 26.72 4 2 47
4 Nov 81.13 1.04 0.21 26.52 23 8 47
3 Nov 81.99 0.83 -0.07 26.12 6 3 38
31 Oct 81.77 0.9 -0.7 - 10 1 35
30 Oct 78.93 1.6 0.1 26.02 19 1 34
29 Oct 79.35 1.5 -6.3 26.03 42 33 33
28 Oct 79.20 7.8 0 4.62 0 0 0
27 Oct 78.03 7.8 0 3.50 0 0 0
24 Oct 78.20 7.8 0 3.69 0 0 0
23 Oct 78.96 7.8 0 4.35 0 0 0
21 Oct 76.77 7.8 0 2.28 0 0 0
20 Oct 76.93 7.8 0 2.43 0 0 0
17 Oct 71.88 7.8 0 - 0 0 0
16 Oct 71.79 7.8 0 - 0 0 0
15 Oct 72.97 7.8 0 - 0 0 0
14 Oct 72.80 7.8 0 - 0 0 0
13 Oct 73.71 7.8 0 - 0 0 0
10 Oct 74.43 7.8 0 0.22 0 0 0


For Idfc First Bank Limited - strike price 76 expiring on 30DEC2025

Delta for 76 PE is -0.13

Historical price for 76 PE is as follows

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 0.34, which was -0.27 lower than the previous day. The implied volatity was 25.72, the open interest changed by -17 which decreased total open position to 531


On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 0.61, which was 0.26 higher than the previous day. The implied volatity was 24.40, the open interest changed by 47 which increased total open position to 548


On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 0.35, which was -0.17 lower than the previous day. The implied volatity was 24.24, the open interest changed by -10 which decreased total open position to 502


On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 0.55, which was 0.09 higher than the previous day. The implied volatity was 24.71, the open interest changed by 21 which increased total open position to 512


On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 0.45, which was 0.13 higher than the previous day. The implied volatity was 24.60, the open interest changed by -3 which decreased total open position to 489


On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 0.32, which was -0.15 lower than the previous day. The implied volatity was 25.42, the open interest changed by 19 which increased total open position to 490


On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 0.48, which was 0.02 higher than the previous day. The implied volatity was 24.39, the open interest changed by 30 which increased total open position to 470


On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 0.46, which was 0.04 higher than the previous day. The implied volatity was 22.10, the open interest changed by 11 which increased total open position to 438


On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 0.41, which was -0.1 lower than the previous day. The implied volatity was 22.42, the open interest changed by 36 which increased total open position to 427


On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 0.52, which was -0.28 lower than the previous day. The implied volatity was 23.04, the open interest changed by -23 which decreased total open position to 395


On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 0.78, which was -0.38 lower than the previous day. The implied volatity was 23.57, the open interest changed by 19 which increased total open position to 417


On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 1.19, which was -0.03 lower than the previous day. The implied volatity was 22.97, the open interest changed by 45 which increased total open position to 397


On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 1.22, which was 0.12 higher than the previous day. The implied volatity was 24.65, the open interest changed by 73 which increased total open position to 352


On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 1.14, which was 0.02 higher than the previous day. The implied volatity was 25.61, the open interest changed by 64 which increased total open position to 279


On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 1.12, which was -0.05 lower than the previous day. The implied volatity was 26.76, the open interest changed by 61 which increased total open position to 211


On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 1.2, which was 0.3 higher than the previous day. The implied volatity was 28.92, the open interest changed by 47 which increased total open position to 140


On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 0.9, which was -0.21 lower than the previous day. The implied volatity was 27.57, the open interest changed by 31 which increased total open position to 91


On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 1.11, which was 0 lower than the previous day. The implied volatity was 28.33, the open interest changed by 1 which increased total open position to 59


On 13 Nov IDFCFIRSTB was trading at 80.00. The strike last trading price was 1.11, which was 0.33 higher than the previous day. The implied volatity was 26.24, the open interest changed by 6 which increased total open position to 59


On 12 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 0.78, which was -0.32 lower than the previous day. The implied volatity was 26.15, the open interest changed by 3 which increased total open position to 53


On 11 Nov IDFCFIRSTB was trading at 80.69. The strike last trading price was 1.1, which was 0.21 higher than the previous day. The implied volatity was 27.74, the open interest changed by 2 which increased total open position to 49


On 10 Nov IDFCFIRSTB was trading at 81.21. The strike last trading price was 0.89, which was -0.3 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 0.89, which was -0.3 lower than the previous day. The implied volatity was 26.10, the open interest changed by 0 which decreased total open position to 47


On 6 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 1.19, which was 0.15 higher than the previous day. The implied volatity was 26.72, the open interest changed by 2 which increased total open position to 47


On 4 Nov IDFCFIRSTB was trading at 81.13. The strike last trading price was 1.04, which was 0.21 higher than the previous day. The implied volatity was 26.52, the open interest changed by 8 which increased total open position to 47


On 3 Nov IDFCFIRSTB was trading at 81.99. The strike last trading price was 0.83, which was -0.07 lower than the previous day. The implied volatity was 26.12, the open interest changed by 3 which increased total open position to 38


On 31 Oct IDFCFIRSTB was trading at 81.77. The strike last trading price was 0.9, which was -0.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 35


On 30 Oct IDFCFIRSTB was trading at 78.93. The strike last trading price was 1.6, which was 0.1 higher than the previous day. The implied volatity was 26.02, the open interest changed by 1 which increased total open position to 34


On 29 Oct IDFCFIRSTB was trading at 79.35. The strike last trading price was 1.5, which was -6.3 lower than the previous day. The implied volatity was 26.03, the open interest changed by 33 which increased total open position to 33


On 28 Oct IDFCFIRSTB was trading at 79.20. The strike last trading price was 7.8, which was 0 lower than the previous day. The implied volatity was 4.62, 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 7.8, which was 0 lower than the previous day. The implied volatity was 3.50, 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 7.8, which was 0 lower than the previous day. The implied volatity was 3.69, 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 7.8, which was 0 lower than the previous day. The implied volatity was 4.35, 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 7.8, which was 0 lower than the previous day. The implied volatity was 2.28, 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 7.8, which was 0 lower than the previous day. The implied volatity was 2.43, 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 7.8, 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 7.8, 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 7.8, 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 7.8, 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 7.8, 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 7.8, which was 0 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0