IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
24 Apr 2026 03:17 PM IST
| IDFCFIRSTB 28-Apr-2026 (4d) 76 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0
Theta: -0.03
Gamma: 0.01596
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 67.32 | 0.05 | 0 | 58.92 | 201 | 62 | 211 | |||||||||
| 23 Apr | 67.83 | 0.05 | -0.020000000000000004 | 49.45 | 25 | 4 | 157 | |||||||||
| 22 Apr | 68.38 | 0.07 | 0 | 45.28 | 97 | -2 | 153 | |||||||||
| 21 Apr | 67.94 | 0.07 | -0.01999999999999999 | 44.76 | 155 | 76 | 155 | |||||||||
| 20 Apr | 67.50 | 0.1 | -0.03 | 47.28 | 73 | 13 | 80 | |||||||||
| 17 Apr | 68.53 | 0.13 | 0 | 37.27 | 21 | -4 | 65 | |||||||||
| 16 Apr | 67.82 | 0.14 | 0.030000000000000013 | 39.68 | 128 | -17 | 64 | |||||||||
| 15 Apr | 66.91 | 0.11 | 0.03 | 39.98 | 85 | 28 | 81 | |||||||||
| 13 Apr | 64.86 | 0.08 | -0.03 | 42.08 | 36 | -1 | 53 | |||||||||
| 10 Apr | 66.21 | 0.11 | 0.009999999999999995 | 35.86 | 18 | 5 | 53 | |||||||||
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| 9 Apr | 65.28 | 0.1 | -0.02 | 37.26 | 46 | 2 | 46 | |||||||||
| 8 Apr | 65.87 | 0.13 | 0.07 | 35.28 | 141 | -26 | 45 | |||||||||
| 7 Apr | 61.19 | 0.06 | -0.01 | 43.92 | 61 | 16 | 71 | |||||||||
| 6 Apr | 61.08 | 0.07 | -0.01 | 43.77 | 10 | 1 | 56 | |||||||||
| 2 Apr | 60.22 | 0.09 | 0 | 43.88 | 47 | 14 | 54 | |||||||||
| 1 Apr | 60.18 | 0.09 | -0.01 | 43.73 | 79 | 11 | 39 | |||||||||
| 30 Mar | 58.85 | 0.1 | -0.11 | 46.65 | 35 | 6 | 26 | |||||||||
| 27 Mar | 61.87 | 0.21 | -0.11 | 42.31 | 24 | 7 | 20 | |||||||||
| 25 Mar | 63.24 | 0.32 | -0.08 | 40.98 | 19 | 0 | 3 | |||||||||
| 24 Mar | 62.09 | 0.4 | 0 | 46.27 | 1 | 0 | 2 | |||||||||
| 23 Mar | 60.24 | 0.4 | -0.03 | 51.29 | 1 | 0 | 2 | |||||||||
| 20 Mar | 62.95 | 0.43 | -0.94 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 62.61 | 0.43 | -0.94 | 41.46 | 1 | 0 | 2 | |||||||||
| 18 Mar | 65.26 | 1.37 | 0.39 | - | 0 | 0 | 2 | |||||||||
| 17 Mar | 63.66 | 1.37 | 0.39 | - | 0 | 0 | 2 | |||||||||
| 16 Mar | 62.81 | 1.37 | 0.39 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 62.57 | 1.37 | 0.39 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 64.78 | 1.37 | 0.39 | - | 0 | -1 | 0 | |||||||||
| 11 Mar | 66.16 | 1.37 | 0.39 | 44.63 | 1 | 0 | 3 | |||||||||
| 10 Mar | 67.27 | 0.98 | -1.02 | - | 6 | 0 | 3 | |||||||||
| 9 Mar | 66.76 | 0.98 | -1.02 | 35.51 | 6 | -2 | 2 | |||||||||
| 6 Mar | 69.98 | 2 | -8.48 | - | 0 | 0 | 4 | |||||||||
| 5 Mar | 70.40 | 2 | -8.48 | 34.07 | 4 | 3 | 3 | |||||||||
| 4 Mar | 70.06 | 10.48 | 0 | 5.55 | 0 | 0 | 0 | |||||||||
| 2 Mar | 71.78 | 10.48 | 0 | 3.42 | 0 | 0 | 0 | |||||||||
| 27 Feb | 73.48 | 10.48 | 0 | 1.85 | 0 | 0 | 0 | |||||||||
| 26 Feb | 72.81 | 10.48 | 0 | 2.56 | 0 | 0 | 0 | |||||||||
| 25 Feb | 70.22 | 10.48 | 0 | 5.07 | 0 | 0 | 0 | |||||||||
| 24 Feb | 70.97 | 10.48 | 0 | 4.31 | 0 | 0 | 0 | |||||||||
| 23 Feb | 70.04 | 10.48 | 0 | 4.99 | 0 | 0 | 0 | |||||||||
| 20 Feb | 83.51 | - | - | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 82.98 | 10.48 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 84.61 | 10.48 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 83.35 | 10.48 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 82.91 | 10.48 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 81.54 | 10.48 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 82.15 | 10.48 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 82.56 | 10.48 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 83.77 | 10.48 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 84.76 | 10.48 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 85.11 | 10.48 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 85.48 | 10.48 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 85.14 | 10.48 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 84.85 | 10.48 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 81.21 | 10.48 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 82.03 | 10.48 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 83.58 | 10.48 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 83.47 | 10.48 | 0 | - | 0 | 0 | 0 | |||||||||
For Idfc First Bank Limited - strike price 76 expiring on 28APR2026
Delta for 76 CE is 0.03
Historical price for 76 CE is as follows
On 24 Apr IDFCFIRSTB was trading at 67.32. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 58.92, the open interest changed by 62 which increased total open position to 211
On 23 Apr IDFCFIRSTB was trading at 67.83. The strike last trading price was 0.05, which was -0.020000000000000004 lower than the previous day. The implied volatity was 49.45, the open interest changed by 4 which increased total open position to 157
On 22 Apr IDFCFIRSTB was trading at 68.38. The strike last trading price was 0.07, which was 0 lower than the previous day. The implied volatity was 45.28, the open interest changed by -2 which decreased total open position to 153
On 21 Apr IDFCFIRSTB was trading at 67.94. The strike last trading price was 0.07, which was -0.01999999999999999 lower than the previous day. The implied volatity was 44.76, the open interest changed by 76 which increased total open position to 155
On 20 Apr IDFCFIRSTB was trading at 67.50. The strike last trading price was 0.1, which was -0.03 lower than the previous day. The implied volatity was 47.28, the open interest changed by 13 which increased total open position to 80
On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was 0.13, which was 0 lower than the previous day. The implied volatity was 37.27, the open interest changed by -4 which decreased total open position to 65
On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was 0.14, which was 0.030000000000000013 higher than the previous day. The implied volatity was 39.68, the open interest changed by -17 which decreased total open position to 64
On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was 0.11, which was 0.03 higher than the previous day. The implied volatity was 39.98, the open interest changed by 28 which increased total open position to 81
On 13 Apr IDFCFIRSTB was trading at 64.86. The strike last trading price was 0.08, which was -0.03 lower than the previous day. The implied volatity was 42.08, the open interest changed by -1 which decreased total open position to 53
On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 0.11, which was 0.009999999999999995 higher than the previous day. The implied volatity was 35.86, the open interest changed by 5 which increased total open position to 53
On 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 0.1, which was -0.02 lower than the previous day. The implied volatity was 37.26, the open interest changed by 2 which increased total open position to 46
On 8 Apr IDFCFIRSTB was trading at 65.87. The strike last trading price was 0.13, which was 0.07 higher than the previous day. The implied volatity was 35.28, the open interest changed by -26 which decreased total open position to 45
On 7 Apr IDFCFIRSTB was trading at 61.19. The strike last trading price was 0.06, which was -0.01 lower than the previous day. The implied volatity was 43.92, the open interest changed by 16 which increased total open position to 71
On 6 Apr IDFCFIRSTB was trading at 61.08. The strike last trading price was 0.07, which was -0.01 lower than the previous day. The implied volatity was 43.77, the open interest changed by 1 which increased total open position to 56
On 2 Apr IDFCFIRSTB was trading at 60.22. The strike last trading price was 0.09, which was 0 lower than the previous day. The implied volatity was 43.88, the open interest changed by 14 which increased total open position to 54
On 1 Apr IDFCFIRSTB was trading at 60.18. The strike last trading price was 0.09, which was -0.01 lower than the previous day. The implied volatity was 43.73, the open interest changed by 11 which increased total open position to 39
On 30 Mar IDFCFIRSTB was trading at 58.85. The strike last trading price was 0.1, which was -0.11 lower than the previous day. The implied volatity was 46.65, the open interest changed by 6 which increased total open position to 26
On 27 Mar IDFCFIRSTB was trading at 61.87. The strike last trading price was 0.21, which was -0.11 lower than the previous day. The implied volatity was 42.31, the open interest changed by 7 which increased total open position to 20
On 25 Mar IDFCFIRSTB was trading at 63.24. The strike last trading price was 0.32, which was -0.08 lower than the previous day. The implied volatity was 40.98, the open interest changed by 0 which decreased total open position to 3
On 24 Mar IDFCFIRSTB was trading at 62.09. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 46.27, the open interest changed by 0 which decreased total open position to 2
On 23 Mar IDFCFIRSTB was trading at 60.24. The strike last trading price was 0.4, which was -0.03 lower than the previous day. The implied volatity was 51.29, the open interest changed by 0 which decreased total open position to 2
On 20 Mar IDFCFIRSTB was trading at 62.95. The strike last trading price was 0.43, which was -0.94 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar IDFCFIRSTB was trading at 62.61. The strike last trading price was 0.43, which was -0.94 lower than the previous day. The implied volatity was 41.46, the open interest changed by 0 which decreased total open position to 2
On 18 Mar IDFCFIRSTB was trading at 65.26. The strike last trading price was 1.37, which was 0.39 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Mar IDFCFIRSTB was trading at 63.66. The strike last trading price was 1.37, which was 0.39 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Mar IDFCFIRSTB was trading at 62.81. The strike last trading price was 1.37, which was 0.39 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar IDFCFIRSTB was trading at 62.57. The strike last trading price was 1.37, which was 0.39 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar IDFCFIRSTB was trading at 64.78. The strike last trading price was 1.37, which was 0.39 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 11 Mar IDFCFIRSTB was trading at 66.16. The strike last trading price was 1.37, which was 0.39 higher than the previous day. The implied volatity was 44.63, the open interest changed by 0 which decreased total open position to 3
On 10 Mar IDFCFIRSTB was trading at 67.27. The strike last trading price was 0.98, which was -1.02 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Mar IDFCFIRSTB was trading at 66.76. The strike last trading price was 0.98, which was -1.02 lower than the previous day. The implied volatity was 35.51, the open interest changed by -2 which decreased total open position to 2
On 6 Mar IDFCFIRSTB was trading at 69.98. The strike last trading price was 2, which was -8.48 lower 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 2, which was -8.48 lower than the previous day. The implied volatity was 34.07, the open interest changed by 3 which increased total open position to 3
On 4 Mar IDFCFIRSTB was trading at 70.06. The strike last trading price was 10.48, which was 0 lower than the previous day. The implied volatity was 5.55, the open interest changed by 0 which decreased total open position to 0
On 2 Mar IDFCFIRSTB was trading at 71.78. The strike last trading price was 10.48, which was 0 lower than the previous day. The implied volatity was 3.42, the open interest changed by 0 which decreased total open position to 0
On 27 Feb IDFCFIRSTB was trading at 73.48. The strike last trading price was 10.48, which was 0 lower than the previous day. The implied volatity was 1.85, the open interest changed by 0 which decreased total open position to 0
On 26 Feb IDFCFIRSTB was trading at 72.81. The strike last trading price was 10.48, which was 0 lower than the previous day. The implied volatity was 2.56, the open interest changed by 0 which decreased total open position to 0
On 25 Feb IDFCFIRSTB was trading at 70.22. The strike last trading price was 10.48, which was 0 lower than the previous day. The implied volatity was 5.07, the open interest changed by 0 which decreased total open position to 0
On 24 Feb IDFCFIRSTB was trading at 70.97. The strike last trading price was 10.48, which was 0 lower than the previous day. The implied volatity was 4.31, the open interest changed by 0 which decreased total open position to 0
On 23 Feb IDFCFIRSTB was trading at 70.04. The strike last trading price was 10.48, which was 0 lower than the previous day. The implied volatity was 4.99, the open interest changed by 0 which decreased total open position to 0
On 20 Feb IDFCFIRSTB was trading at 83.51. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Feb IDFCFIRSTB was trading at 82.98. The strike last trading price was 10.48, 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 18 Feb IDFCFIRSTB was trading at 84.61. The strike last trading price was 10.48, 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 Feb IDFCFIRSTB was trading at 83.35. The strike last trading price was 10.48, 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 Feb IDFCFIRSTB was trading at 82.91. The strike last trading price was 10.48, 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 Feb IDFCFIRSTB was trading at 81.54. The strike last trading price was 10.48, 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 Feb IDFCFIRSTB was trading at 82.15. The strike last trading price was 10.48, 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 Feb IDFCFIRSTB was trading at 82.56. The strike last trading price was 10.48, 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 Feb IDFCFIRSTB was trading at 83.77. The strike last trading price was 10.48, 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 9 Feb IDFCFIRSTB was trading at 84.76. The strike last trading price was 10.48, 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 Feb IDFCFIRSTB was trading at 85.11. The strike last trading price was 10.48, 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 5 Feb IDFCFIRSTB was trading at 85.48. The strike last trading price was 10.48, 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 Feb IDFCFIRSTB was trading at 85.14. The strike last trading price was 10.48, 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 Feb IDFCFIRSTB was trading at 84.85. The strike last trading price was 10.48, 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 2 Feb IDFCFIRSTB was trading at 81.21. The strike last trading price was 10.48, 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 1 Feb IDFCFIRSTB was trading at 82.03. The strike last trading price was 10.48, 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 Jan IDFCFIRSTB was trading at 83.58. The strike last trading price was 10.48, 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 Jan IDFCFIRSTB was trading at 83.47. The strike last trading price was 10.48, 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 28-Apr-2026 (4d) 76 PE | |||||||
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Delta: -0.99
Vega: 0
Theta: 0
Gamma: 0.00705
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 67.32 | 8.68 | 0.5999999999999996 | 46.27 | 1 | 0 | 68 |
| 23 Apr | 67.83 | 8.08 | 8.08 | 59.54 | 0 | 0 | 68 |
| 22 Apr | 68.38 | 8.08 | 0.08000000000000007 | 59.54 | 4 | -3 | 69 |
| 21 Apr | 67.94 | 8 | 0.3200000000000003 | 54.66 | 2 | 0 | 72 |
| 20 Apr | 67.50 | 7.68 | 0.10999999999999943 | 39.3 | 9 | -5 | 73 |
| 17 Apr | 68.53 | 7.61 | -1.2700000000000005 | 41.49 | 62 | 41 | 77 |
| 16 Apr | 67.82 | 8.88 | 8.88 | 24.57 | 0 | 0 | 36 |
| 15 Apr | 66.91 | 8.88 | -1.7199999999999989 | 24.57 | 3 | 1 | 34 |
| 13 Apr | 64.86 | 10.6 | 10.6 | - | 0 | 0 | 33 |
| 10 Apr | 66.21 | 10.6 | 10.6 | - | 0 | 0 | 33 |
| 9 Apr | 65.28 | 10.6 | -4.14 | 44.59 | 3 | -2 | 34 |
| 8 Apr | 65.87 | 14.74 | -1.99 | - | 0 | 0 | 36 |
| 7 Apr | 61.19 | 14.74 | -1.99 | - | 0 | 0 | 36 |
| 6 Apr | 61.08 | 14.74 | -1.99 | - | 0 | 0 | 36 |
| 2 Apr | 60.22 | 14.74 | -1.99 | - | 0 | 0 | 36 |
| 1 Apr | 60.18 | 14.74 | -1.99 | 41.55 | 4 | 0 | 36 |
| 30 Mar | 58.85 | 16.73 | 2.73 | 51.98 | 2 | -1 | 37 |
| 27 Mar | 61.87 | 14 | 1.48 | 52.22 | 20 | 19 | 37 |
| 25 Mar | 63.24 | 12.52 | -0.93 | 45.4 | 14 | 12 | 17 |
| 24 Mar | 62.09 | 13.45 | 2.05 | 40.04 | 2 | 1 | 4 |
| 23 Mar | 60.24 | 11.4 | 9.58 | - | 0 | 0 | 3 |
| 20 Mar | 62.95 | 11.4 | 9.58 | - | 0 | 0 | 0 |
| 19 Mar | 62.61 | 11.4 | 9.58 | - | 3 | 0 | 3 |
| 18 Mar | 65.26 | 11.4 | 9.58 | 53.26 | 3 | 2 | 2 |
| 17 Mar | 63.66 | 1.82 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 62.81 | 1.82 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 62.57 | 1.82 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 64.78 | 1.82 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 66.16 | 1.82 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 67.27 | 1.82 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 66.76 | 1.82 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 69.98 | 1.82 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 70.40 | 1.82 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 70.06 | 1.82 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 71.78 | 1.82 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 73.48 | 1.82 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 72.81 | 1.82 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 70.22 | 1.82 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 70.97 | 1.82 | 0 | - | 0 | 0 | 0 |
| 23 Feb | 70.04 | 1.82 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 83.51 | - | - | - | 0 | 0 | 0 |
| 19 Feb | 82.98 | 1.82 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 84.61 | 1.82 | 0 | 9.22 | 0 | 0 | 0 |
| 17 Feb | 83.35 | 1.82 | 0 | 7.65 | 0 | 0 | 0 |
| 16 Feb | 82.91 | 1.82 | 0 | 6.59 | 0 | 0 | 0 |
| 13 Feb | 81.54 | 1.82 | 0 | 5.83 | 0 | 0 | 0 |
| 12 Feb | 82.15 | 1.82 | 0 | 6.6 | 0 | 0 | 0 |
| 11 Feb | 82.56 | 1.82 | 0 | 7.47 | 0 | 0 | 0 |
| 10 Feb | 83.77 | 1.82 | 0 | 8.44 | 0 | 0 | 0 |
| 9 Feb | 84.76 | 1.82 | 0 | 8.69 | 0 | 0 | 0 |
| 6 Feb | 85.11 | 1.82 | 0 | 8.83 | 0 | 0 | 0 |
| 5 Feb | 85.48 | 1.82 | 0 | 8.82 | 0 | 0 | 0 |
| 4 Feb | 85.14 | 1.82 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 84.85 | 1.82 | 0 | 8.05 | 0 | 0 | 0 |
| 2 Feb | 81.21 | 1.82 | 0 | 6.56 | 0 | 0 | 0 |
| 1 Feb | 82.03 | 1.82 | 0 | 6.58 | 0 | 0 | 0 |
| 30 Jan | 83.58 | 1.82 | 0 | 7.19 | 0 | 0 | 0 |
| 29 Jan | 83.47 | 1.82 | 0 | 7.39 | 0 | 0 | 0 |
For Idfc First Bank Limited - strike price 76 expiring on 28APR2026
Delta for 76 PE is -0.99
Historical price for 76 PE is as follows
On 24 Apr IDFCFIRSTB was trading at 67.32. The strike last trading price was 8.68, which was 0.5999999999999996 higher than the previous day. The implied volatity was 46.27, the open interest changed by 0 which decreased total open position to 68
On 23 Apr IDFCFIRSTB was trading at 67.83. The strike last trading price was 8.08, which was 8.08 higher than the previous day. The implied volatity was 59.54, the open interest changed by 0 which decreased total open position to 68
On 22 Apr IDFCFIRSTB was trading at 68.38. The strike last trading price was 8.08, which was 0.08000000000000007 higher than the previous day. The implied volatity was 59.54, the open interest changed by -3 which decreased total open position to 69
On 21 Apr IDFCFIRSTB was trading at 67.94. The strike last trading price was 8, which was 0.3200000000000003 higher than the previous day. The implied volatity was 54.66, the open interest changed by 0 which decreased total open position to 72
On 20 Apr IDFCFIRSTB was trading at 67.50. The strike last trading price was 7.68, which was 0.10999999999999943 higher than the previous day. The implied volatity was 39.3, the open interest changed by -5 which decreased total open position to 73
On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was 7.61, which was -1.2700000000000005 lower than the previous day. The implied volatity was 41.49, the open interest changed by 41 which increased total open position to 77
On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was 8.88, which was 8.88 higher than the previous day. The implied volatity was 24.57, the open interest changed by 0 which decreased total open position to 36
On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was 8.88, which was -1.7199999999999989 lower than the previous day. The implied volatity was 24.57, the open interest changed by 1 which increased total open position to 34
On 13 Apr IDFCFIRSTB was trading at 64.86. The strike last trading price was 10.6, which was 10.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 10.6, which was 10.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 10.6, which was -4.14 lower than the previous day. The implied volatity was 44.59, the open interest changed by -2 which decreased total open position to 34
On 8 Apr IDFCFIRSTB was trading at 65.87. The strike last trading price was 14.74, which was -1.99 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 7 Apr IDFCFIRSTB was trading at 61.19. The strike last trading price was 14.74, which was -1.99 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 6 Apr IDFCFIRSTB was trading at 61.08. The strike last trading price was 14.74, which was -1.99 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 2 Apr IDFCFIRSTB was trading at 60.22. The strike last trading price was 14.74, which was -1.99 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 1 Apr IDFCFIRSTB was trading at 60.18. The strike last trading price was 14.74, which was -1.99 lower than the previous day. The implied volatity was 41.55, the open interest changed by 0 which decreased total open position to 36
On 30 Mar IDFCFIRSTB was trading at 58.85. The strike last trading price was 16.73, which was 2.73 higher than the previous day. The implied volatity was 51.98, the open interest changed by -1 which decreased total open position to 37
On 27 Mar IDFCFIRSTB was trading at 61.87. The strike last trading price was 14, which was 1.48 higher than the previous day. The implied volatity was 52.22, the open interest changed by 19 which increased total open position to 37
On 25 Mar IDFCFIRSTB was trading at 63.24. The strike last trading price was 12.52, which was -0.93 lower than the previous day. The implied volatity was 45.4, the open interest changed by 12 which increased total open position to 17
On 24 Mar IDFCFIRSTB was trading at 62.09. The strike last trading price was 13.45, which was 2.05 higher than the previous day. The implied volatity was 40.04, the open interest changed by 1 which increased total open position to 4
On 23 Mar IDFCFIRSTB was trading at 60.24. The strike last trading price was 11.4, which was 9.58 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Mar IDFCFIRSTB was trading at 62.95. The strike last trading price was 11.4, which was 9.58 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar IDFCFIRSTB was trading at 62.61. The strike last trading price was 11.4, which was 9.58 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Mar IDFCFIRSTB was trading at 65.26. The strike last trading price was 11.4, which was 9.58 higher than the previous day. The implied volatity was 53.26, the open interest changed by 2 which increased total open position to 2
On 17 Mar IDFCFIRSTB was trading at 63.66. The strike last trading price was 1.82, 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 Mar IDFCFIRSTB was trading at 62.81. The strike last trading price was 1.82, 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 Mar IDFCFIRSTB was trading at 62.57. The strike last trading price was 1.82, 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 Mar IDFCFIRSTB was trading at 64.78. The strike last trading price was 1.82, 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 Mar IDFCFIRSTB was trading at 66.16. The strike last trading price was 1.82, 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 Mar IDFCFIRSTB was trading at 67.27. The strike last trading price was 1.82, 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 9 Mar IDFCFIRSTB was trading at 66.76. The strike last trading price was 1.82, 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 Mar IDFCFIRSTB was trading at 69.98. The strike last trading price was 1.82, 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 5 Mar IDFCFIRSTB was trading at 70.40. The strike last trading price was 1.82, 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 Mar IDFCFIRSTB was trading at 70.06. The strike last trading price was 1.82, 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 2 Mar IDFCFIRSTB was trading at 71.78. The strike last trading price was 1.82, 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 Feb IDFCFIRSTB was trading at 73.48. The strike last trading price was 1.82, 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 26 Feb IDFCFIRSTB was trading at 72.81. The strike last trading price was 1.82, 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 25 Feb IDFCFIRSTB was trading at 70.22. The strike last trading price was 1.82, 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 Feb IDFCFIRSTB was trading at 70.97. The strike last trading price was 1.82, 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 Feb IDFCFIRSTB was trading at 70.04. The strike last trading price was 1.82, 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 Feb IDFCFIRSTB was trading at 83.51. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Feb IDFCFIRSTB was trading at 82.98. The strike last trading price was 1.82, 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 18 Feb IDFCFIRSTB was trading at 84.61. The strike last trading price was 1.82, which was 0 lower than the previous day. The implied volatity was 9.22, the open interest changed by 0 which decreased total open position to 0
On 17 Feb IDFCFIRSTB was trading at 83.35. The strike last trading price was 1.82, which was 0 lower than the previous day. The implied volatity was 7.65, the open interest changed by 0 which decreased total open position to 0
On 16 Feb IDFCFIRSTB was trading at 82.91. The strike last trading price was 1.82, which was 0 lower than the previous day. The implied volatity was 6.59, the open interest changed by 0 which decreased total open position to 0
On 13 Feb IDFCFIRSTB was trading at 81.54. The strike last trading price was 1.82, which was 0 lower than the previous day. The implied volatity was 5.83, the open interest changed by 0 which decreased total open position to 0
On 12 Feb IDFCFIRSTB was trading at 82.15. The strike last trading price was 1.82, which was 0 lower than the previous day. The implied volatity was 6.6, the open interest changed by 0 which decreased total open position to 0
On 11 Feb IDFCFIRSTB was trading at 82.56. The strike last trading price was 1.82, which was 0 lower than the previous day. The implied volatity was 7.47, the open interest changed by 0 which decreased total open position to 0
On 10 Feb IDFCFIRSTB was trading at 83.77. The strike last trading price was 1.82, which was 0 lower than the previous day. The implied volatity was 8.44, the open interest changed by 0 which decreased total open position to 0
On 9 Feb IDFCFIRSTB was trading at 84.76. The strike last trading price was 1.82, which was 0 lower than the previous day. The implied volatity was 8.69, the open interest changed by 0 which decreased total open position to 0
On 6 Feb IDFCFIRSTB was trading at 85.11. The strike last trading price was 1.82, which was 0 lower than the previous day. The implied volatity was 8.83, the open interest changed by 0 which decreased total open position to 0
On 5 Feb IDFCFIRSTB was trading at 85.48. The strike last trading price was 1.82, which was 0 lower than the previous day. The implied volatity was 8.82, the open interest changed by 0 which decreased total open position to 0
On 4 Feb IDFCFIRSTB was trading at 85.14. The strike last trading price was 1.82, 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 Feb IDFCFIRSTB was trading at 84.85. The strike last trading price was 1.82, which was 0 lower than the previous day. The implied volatity was 8.05, the open interest changed by 0 which decreased total open position to 0
On 2 Feb IDFCFIRSTB was trading at 81.21. The strike last trading price was 1.82, which was 0 lower than the previous day. The implied volatity was 6.56, the open interest changed by 0 which decreased total open position to 0
On 1 Feb IDFCFIRSTB was trading at 82.03. The strike last trading price was 1.82, which was 0 lower than the previous day. The implied volatity was 6.58, the open interest changed by 0 which decreased total open position to 0
On 30 Jan IDFCFIRSTB was trading at 83.58. The strike last trading price was 1.82, which was 0 lower than the previous day. The implied volatity was 7.19, the open interest changed by 0 which decreased total open position to 0
On 29 Jan IDFCFIRSTB was trading at 83.47. The strike last trading price was 1.82, which was 0 lower than the previous day. The implied volatity was 7.39, the open interest changed by 0 which decreased total open position to 0
