[--[65.84.65.76]--]

Back to Option Chain


Historical option data for IDFCFIRSTB

22 Jun 2026 02:38 PM IST
IDFCFIRSTB 30-Jun-2026 (8d) 76 CE
Delta: 0.87
Vega: 0
Theta: -0.05
Gamma: 0.05752
Date Close Ltp Change IV Volume OI Chg OI
22 Jun 79.93 4.2 0.99 (30.84%) 30.35 154 -40 642
19 Jun 78.68 3.24 0.27 (9.09%) 27.54 65 -21 682
18 Jun 78.09 2.95 0.34 (13.03%) 28.94 239 -40 703
17 Jun 77.38 2.51 -0.23 (-8.39%) 30.02 175 -11 743
16 Jun 77.50 2.8 -0.6 (-17.65%) 29.01 173 12 755
15 Jun 78.33 3.33 1.25 (60.10%) 29.48 490 30 742
12 Jun 76.50 2.47 1.65 (201.22%) 26.37 2,237 115 705
11 Jun 72.95 0.87 -0.04 (-4.40%) 27.78 208 -11 590
10 Jun 72.99 0.96 -0.28 (-22.58%) 28.11 559 -5 602
9 Jun 73.69 1.25 0.55 (78.57%) 28.9 1,721 13 607
8 Jun 71.43 0.68 -0.21 (-23.60%) 30.88 375 -45 594
5 Jun 72.35 0.91 0.05 (5.81%) 27.97 316 18 639
4 Jun 72.16 0.9 -0.02 (-2.17%) 27.67 358 53 624
3 Jun 71.78 0.94 0.17 (22.08%) 31.02 407 60 571
2 Jun 71.59 0.79 0.12 (17.91%) 28.05 221 56 512
1 Jun 71.25 0.69 -0.04 (-5.48%) 27.1 157 29 457
29 May 71.32 0.71 -0.02 (-2.74%) 26.05 521 26 427
27 May 71.48 0.86 0.38 (79.17%) 25.16 317 61 404
26 May 70.22 0.48 -0.03 (-5.88%) 24.23 286 141 343
25 May 69.46 0.5 -0.03 (-5.66%) 26.79 178 77 201
22 May 68.88 0.55 0.01 (1.85%) 27.86 79 54 124
21 May 68.30 0.53 -0.06 (-10.17%) 28.79 34 9 70
20 May 68.21 0.61 0.04 (7.02%) 30.01 19 0 60
19 May 67.81 0.57 0 (0.00%) 30.11 48 25 60
18 May 67.59 0.58 -0.12 (-17.14%) 30.31 44 10 34
15 May 67.65 0.7 -0.18 (-20.45%) 31.44 25 3 32
14 May 68.54 0.88 0 (0.00%) 0 0 0 29
13 May 68.30 0.88 0 (0.00%) 0 0 0 29
12 May 67.68 0.88 -0.22 (-20.00%) 0 2 -2 29
11 May 69.22 1.1 -0.6 (-35.29%) 0 8 1 31
8 May 71.27 1.7 0.2 (13.33%) 30.37 35 22 24
7 May 70.39 1.5 0.7 (87.50%) 29.29 2 1 1
6 May 69.59 0 0 - 0 0 0
5 May 68.75 0 0 - 0 0 0
4 May 69.59 0 0 - 0 0 0
30 Apr 69.64 0 0 - 0 0 0
29 Apr 70.15 0 0 - 0 0 0
13 Apr 64.86 - - - 0 0 0
10 Apr 66.21 0 0 (0.00%) - 0 0 0
9 Apr 65.28 0 0 (0.00%) - 0 0 0


For Idfc First Bank Limited - strike price 76 expiring on 30JUN2026

Delta for 76 CE is 0.87

Historical price for 76 CE is as follows

On 22 Jun IDFCFIRSTB was trading at 79.93. The strike last trading price was 4.2, which was 0.99 higher than the previous day. The implied volatity was 30.35, the open interest changed by -40 which decreased total open position to 642


On 19 Jun IDFCFIRSTB was trading at 78.68. The strike last trading price was 3.24, which was 0.27 higher than the previous day. The implied volatity was 27.54, the open interest changed by -21 which decreased total open position to 682


On 18 Jun IDFCFIRSTB was trading at 78.09. The strike last trading price was 2.95, which was 0.34 higher than the previous day. The implied volatity was 28.94, the open interest changed by -40 which decreased total open position to 703


On 17 Jun IDFCFIRSTB was trading at 77.38. The strike last trading price was 2.51, which was -0.23 lower than the previous day. The implied volatity was 30.02, the open interest changed by -11 which decreased total open position to 743


On 16 Jun IDFCFIRSTB was trading at 77.50. The strike last trading price was 2.8, which was -0.6 lower than the previous day. The implied volatity was 29.01, the open interest changed by 12 which increased total open position to 755


On 15 Jun IDFCFIRSTB was trading at 78.33. The strike last trading price was 3.33, which was 1.25 higher than the previous day. The implied volatity was 29.48, the open interest changed by 30 which increased total open position to 742


On 12 Jun IDFCFIRSTB was trading at 76.50. The strike last trading price was 2.47, which was 1.65 higher than the previous day. The implied volatity was 26.37, the open interest changed by 115 which increased total open position to 705


On 11 Jun IDFCFIRSTB was trading at 72.95. The strike last trading price was 0.87, which was -0.04 lower than the previous day. The implied volatity was 27.78, the open interest changed by -11 which decreased total open position to 590


On 10 Jun IDFCFIRSTB was trading at 72.99. The strike last trading price was 0.96, which was -0.28 lower than the previous day. The implied volatity was 28.11, the open interest changed by -5 which decreased total open position to 602


On 9 Jun IDFCFIRSTB was trading at 73.69. The strike last trading price was 1.25, which was 0.55 higher than the previous day. The implied volatity was 28.9, the open interest changed by 13 which increased total open position to 607


On 8 Jun IDFCFIRSTB was trading at 71.43. The strike last trading price was 0.68, which was -0.21 lower than the previous day. The implied volatity was 30.88, the open interest changed by -45 which decreased total open position to 594


On 5 Jun IDFCFIRSTB was trading at 72.35. The strike last trading price was 0.91, which was 0.05 higher than the previous day. The implied volatity was 27.97, the open interest changed by 18 which increased total open position to 639


On 4 Jun IDFCFIRSTB was trading at 72.16. The strike last trading price was 0.9, which was -0.02 lower than the previous day. The implied volatity was 27.67, the open interest changed by 53 which increased total open position to 624


On 3 Jun IDFCFIRSTB was trading at 71.78. The strike last trading price was 0.94, which was 0.17 higher than the previous day. The implied volatity was 31.02, the open interest changed by 60 which increased total open position to 571


On 2 Jun IDFCFIRSTB was trading at 71.59. The strike last trading price was 0.79, which was 0.12 higher than the previous day. The implied volatity was 28.05, the open interest changed by 56 which increased total open position to 512


On 1 Jun IDFCFIRSTB was trading at 71.25. The strike last trading price was 0.69, which was -0.04 lower than the previous day. The implied volatity was 27.1, the open interest changed by 29 which increased total open position to 457


On 29 May IDFCFIRSTB was trading at 71.32. The strike last trading price was 0.71, which was -0.02 lower than the previous day. The implied volatity was 26.05, the open interest changed by 26 which increased total open position to 427


On 27 May IDFCFIRSTB was trading at 71.48. The strike last trading price was 0.86, which was 0.38 higher than the previous day. The implied volatity was 25.16, the open interest changed by 61 which increased total open position to 404


On 26 May IDFCFIRSTB was trading at 70.22. The strike last trading price was 0.48, which was -0.03 lower than the previous day. The implied volatity was 24.23, the open interest changed by 141 which increased total open position to 343


On 25 May IDFCFIRSTB was trading at 69.46. The strike last trading price was 0.5, which was -0.03 lower than the previous day. The implied volatity was 26.79, the open interest changed by 77 which increased total open position to 201


On 22 May IDFCFIRSTB was trading at 68.88. The strike last trading price was 0.55, which was 0.01 higher than the previous day. The implied volatity was 27.86, the open interest changed by 54 which increased total open position to 124


On 21 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 0.53, which was -0.06 lower than the previous day. The implied volatity was 28.79, the open interest changed by 9 which increased total open position to 70


On 20 May IDFCFIRSTB was trading at 68.21. The strike last trading price was 0.61, which was 0.04 higher than the previous day. The implied volatity was 30.01, the open interest changed by 0 which decreased total open position to 60


On 19 May IDFCFIRSTB was trading at 67.81. The strike last trading price was 0.57, which was 0 lower than the previous day. The implied volatity was 30.11, the open interest changed by 25 which increased total open position to 60


On 18 May IDFCFIRSTB was trading at 67.59. The strike last trading price was 0.58, which was -0.12 lower than the previous day. The implied volatity was 30.31, the open interest changed by 10 which increased total open position to 34


On 15 May IDFCFIRSTB was trading at 67.65. The strike last trading price was 0.7, which was -0.18 lower than the previous day. The implied volatity was 31.44, 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 0.88, 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 29


On 13 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 0.88, 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 29


On 12 May IDFCFIRSTB was trading at 67.68. The strike last trading price was 0.88, which was -0.22 lower than the previous day. The implied volatity was 0, the open interest changed by -2 which decreased total open position to 29


On 11 May IDFCFIRSTB was trading at 69.22. The strike last trading price was 1.1, which was -0.6 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 31


On 8 May IDFCFIRSTB was trading at 71.27. The strike last trading price was 1.7, which was 0.2 higher than the previous day. The implied volatity was 30.37, the open interest changed by 22 which increased total open position to 24


On 7 May IDFCFIRSTB was trading at 70.39. The strike last trading price was 1.5, which was 0.7 higher than the previous day. The implied volatity was 29.29, the open interest changed by 1 which increased total open position to 1


On 6 May IDFCFIRSTB was trading at 69.59. 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 5 May IDFCFIRSTB was trading at 68.75. 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 4 May IDFCFIRSTB was trading at 69.59. 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 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


On 13 Apr IDFCFIRSTB was trading at 64.86. 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 10 Apr IDFCFIRSTB was trading at 66.21. 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 9 Apr IDFCFIRSTB was trading at 65.28. 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


IDFCFIRSTB 30-Jun-2026 (8d) 76 PE
Delta: -0.11
Vega: 0
Theta: -0.03
Gamma: 0.05455
Date Close Ltp Change IV Volume OI Chg OI
22 Jun 79.93 0.19 0.19 (-32.81%) 28.67 1,155 40 556
19 Jun 78.68 0.43 -0.21 (-32.81%) 25.58 823 9 519
18 Jun 78.09 0.65 -0.2 (-23.53%) 26.31 1,438 46 510
17 Jun 77.38 0.93 0.05 (5.68%) 26.35 452 31 464
16 Jun 77.50 0.86 0.08 (10.26%) 26.66 665 -41 437
15 Jun 78.33 0.81 -0.76 (-48.41%) 28.26 1,343 61 478
12 Jun 76.50 1.39 -2.16 (-60.85%) 28.33 721 330 418
11 Jun 72.95 3.5 -0.06 (-1.69%) 26.63 6 0 88
10 Jun 72.99 3.55 0.51 (16.78%) 28.12 42 -1 88
9 Jun 73.69 3.07 -1.68 (-35.37%) 25.57 140 3 89
8 Jun 71.43 4.75 0.81 (20.56%) 25.38 14 -1 85
5 Jun 72.35 3.96 -0.23 (-5.49%) 23.56 5 -1 85
4 Jun 72.16 4.21 -0.5 (-10.62%) 24.88 6 0 85
3 Jun 71.78 4.71 0.05 (1.07%) 25.9 11 1 85
2 Jun 71.59 4.65 -0.16 (-3.33%) 22.63 15 -4 84
1 Jun 71.25 4.72 0.02 (0.43%) 22.8 17 -2 88
29 May 71.32 4.7 0.49 (11.64%) 20.58 40 2 88
27 May 71.48 4.21 -2.03 (-32.53%) 21.06 5 4 86
26 May 70.22 6.24 6.24 (-10.86%) 20.58 14 0 82
25 May 69.46 6.24 -0.76 (-10.86%) 20.58 14 13 81
22 May 68.88 7.05 -0.57 (-7.48%) 24.53 42 40 67
21 May 68.30 7.65 0 (0.00%) 28.07 5 4 26
20 May 68.21 7.65 -0.25 (-3.16%) 27.28 1 0 21
19 May 67.81 7.9 7.9 - 0 0 21
18 May 67.59 7.9 7.9 (0.00%) - 0 0 21
15 May 67.65 7.9 0.55 (7.48%) 21.51 1 0 20
14 May 68.54 7.35 1.3 (21.49%) 27 7 6 19
13 May 68.30 6.05 0 (0.00%) 0 0 0 13
12 May 67.68 6.05 0 (0.00%) 0 0 0 13
11 May 69.22 6.05 0 (0.00%) 0 0 0 13
8 May 71.27 6.05 -10.54 (-63.53%) 31.96 13 10 10
7 May 70.39 0 0 - 0 0 0
6 May 69.59 0 0 - 0 0 0
5 May 68.75 0 0 - 0 0 0
4 May 69.59 0 0 - 0 0 0
30 Apr 69.64 0 0 - 0 0 0
29 Apr 70.15 0 0 - 0 0 0
13 Apr 64.86 - - - 0 0 0
10 Apr 66.21 0 0 (0.00%) - 0 0 0
9 Apr 65.28 0 0 (0.00%) - 0 0 0


For Idfc First Bank Limited - strike price 76 expiring on 30JUN2026

Delta for 76 PE is -0.11

Historical price for 76 PE is as follows

On 22 Jun IDFCFIRSTB was trading at 79.93. The strike last trading price was 0.19, which was 0.19 higher than the previous day. The implied volatity was 28.67, the open interest changed by 40 which increased total open position to 556


On 19 Jun IDFCFIRSTB was trading at 78.68. The strike last trading price was 0.43, which was -0.21 lower than the previous day. The implied volatity was 25.58, the open interest changed by 9 which increased total open position to 519


On 18 Jun IDFCFIRSTB was trading at 78.09. The strike last trading price was 0.65, which was -0.2 lower than the previous day. The implied volatity was 26.31, the open interest changed by 46 which increased total open position to 510


On 17 Jun IDFCFIRSTB was trading at 77.38. The strike last trading price was 0.93, which was 0.05 higher than the previous day. The implied volatity was 26.35, the open interest changed by 31 which increased total open position to 464


On 16 Jun IDFCFIRSTB was trading at 77.50. The strike last trading price was 0.86, which was 0.08 higher than the previous day. The implied volatity was 26.66, the open interest changed by -41 which decreased total open position to 437


On 15 Jun IDFCFIRSTB was trading at 78.33. The strike last trading price was 0.81, which was -0.76 lower than the previous day. The implied volatity was 28.26, the open interest changed by 61 which increased total open position to 478


On 12 Jun IDFCFIRSTB was trading at 76.50. The strike last trading price was 1.39, which was -2.16 lower than the previous day. The implied volatity was 28.33, the open interest changed by 330 which increased total open position to 418


On 11 Jun IDFCFIRSTB was trading at 72.95. The strike last trading price was 3.5, which was -0.06 lower than the previous day. The implied volatity was 26.63, the open interest changed by 0 which decreased total open position to 88


On 10 Jun IDFCFIRSTB was trading at 72.99. The strike last trading price was 3.55, which was 0.51 higher than the previous day. The implied volatity was 28.12, the open interest changed by -1 which decreased total open position to 88


On 9 Jun IDFCFIRSTB was trading at 73.69. The strike last trading price was 3.07, which was -1.68 lower than the previous day. The implied volatity was 25.57, the open interest changed by 3 which increased total open position to 89


On 8 Jun IDFCFIRSTB was trading at 71.43. The strike last trading price was 4.75, which was 0.81 higher than the previous day. The implied volatity was 25.38, the open interest changed by -1 which decreased total open position to 85


On 5 Jun IDFCFIRSTB was trading at 72.35. The strike last trading price was 3.96, which was -0.23 lower than the previous day. The implied volatity was 23.56, the open interest changed by -1 which decreased total open position to 85


On 4 Jun IDFCFIRSTB was trading at 72.16. The strike last trading price was 4.21, which was -0.5 lower than the previous day. The implied volatity was 24.88, the open interest changed by 0 which decreased total open position to 85


On 3 Jun IDFCFIRSTB was trading at 71.78. The strike last trading price was 4.71, which was 0.05 higher than the previous day. The implied volatity was 25.9, the open interest changed by 1 which increased total open position to 85


On 2 Jun IDFCFIRSTB was trading at 71.59. The strike last trading price was 4.65, which was -0.16 lower than the previous day. The implied volatity was 22.63, the open interest changed by -4 which decreased total open position to 84


On 1 Jun IDFCFIRSTB was trading at 71.25. The strike last trading price was 4.72, which was 0.02 higher than the previous day. The implied volatity was 22.8, the open interest changed by -2 which decreased total open position to 88


On 29 May IDFCFIRSTB was trading at 71.32. The strike last trading price was 4.7, which was 0.49 higher than the previous day. The implied volatity was 20.58, the open interest changed by 2 which increased total open position to 88


On 27 May IDFCFIRSTB was trading at 71.48. The strike last trading price was 4.21, which was -2.03 lower than the previous day. The implied volatity was 21.06, the open interest changed by 4 which increased total open position to 86


On 26 May IDFCFIRSTB was trading at 70.22. The strike last trading price was 6.24, which was 6.24 higher than the previous day. The implied volatity was 20.58, the open interest changed by 0 which decreased total open position to 82


On 25 May IDFCFIRSTB was trading at 69.46. The strike last trading price was 6.24, which was -0.76 lower than the previous day. The implied volatity was 20.58, the open interest changed by 13 which increased total open position to 81


On 22 May IDFCFIRSTB was trading at 68.88. The strike last trading price was 7.05, which was -0.57 lower than the previous day. The implied volatity was 24.53, the open interest changed by 40 which increased total open position to 67


On 21 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 7.65, which was 0 lower than the previous day. The implied volatity was 28.07, the open interest changed by 4 which increased total open position to 26


On 20 May IDFCFIRSTB was trading at 68.21. The strike last trading price was 7.65, which was -0.25 lower than the previous day. The implied volatity was 27.28, the open interest changed by 0 which decreased total open position to 21


On 19 May IDFCFIRSTB was trading at 67.81. The strike last trading price was 7.9, which was 7.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21


On 18 May IDFCFIRSTB was trading at 67.59. The strike last trading price was 7.9, which was 7.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21


On 15 May IDFCFIRSTB was trading at 67.65. The strike last trading price was 7.9, which was 0.55 higher than the previous day. The implied volatity was 21.51, the open interest changed by 0 which decreased total open position to 20


On 14 May IDFCFIRSTB was trading at 68.54. The strike last trading price was 7.35, which was 1.3 higher than the previous day. The implied volatity was 27, the open interest changed by 6 which increased total open position to 19


On 13 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 6.05, 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 13


On 12 May IDFCFIRSTB was trading at 67.68. The strike last trading price was 6.05, 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 13


On 11 May IDFCFIRSTB was trading at 69.22. The strike last trading price was 6.05, 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 13


On 8 May IDFCFIRSTB was trading at 71.27. The strike last trading price was 6.05, which was -10.54 lower than the previous day. The implied volatity was 31.96, the open interest changed by 10 which increased total open position to 10


On 7 May IDFCFIRSTB was trading at 70.39. 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 6 May IDFCFIRSTB was trading at 69.59. 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 5 May IDFCFIRSTB was trading at 68.75. 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 4 May IDFCFIRSTB was trading at 69.59. 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 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


On 13 Apr IDFCFIRSTB was trading at 64.86. 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 10 Apr IDFCFIRSTB was trading at 66.21. 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 9 Apr IDFCFIRSTB was trading at 65.28. 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