IDFCFIRSTB

Idfc First Bank Limited

80.91 +1.79 (2.26%)

L: 78.34 H: 81.15

Back to Option Chain

Historical option data for IDFCFIRSTB
09 Dec 2025 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

IDFCFIRSTB 30-DEC-2025 77 CE
Delta: 0.83 Vega: 0.05 Theta: -0.05 Gamma: 0.05
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	80.91	4.7 ₹ 43,592.5	1.27 11779.25	24.68	25 2,31,875	4 37,100	97 8,99,675
8 Dec	79.12	3.43 ₹ 31,813.25	-1.37 -12706.75	25.70	32 2,96,800	15 1,39,125	92 8,53,300
5 Dec	80.87	4.84 ₹ 44,891	0.79 7327.25	23.04	21 1,94,775	3 27,825	77 7,14,175
4 Dec	79.88	4.05 ₹ 37,563.75	-0.42 -3895.50	22.29	9 83,475	6 55,650	74 6,86,350

3 Dec	80.58	4.54 ₹ 42,108.5	-1.32 -12243.00	20.01	25 2,31,875	9 83,475	67 6,21,425
2 Dec	81.98	5.83 ₹ 54,073.25	1.23 11408.25	21.20	10 92,750	-3 -27,825	59 5,47,225
1 Dec	80.71	4.6 ₹ 42,665	0.27 2504.25	20.51	5 46,375	0 0	62 5,75,050
28 Nov	80.13	4.33 ₹ 40,160.75	-0.42 -3895.50	19.00	2 18,550	1 9,275	62 5,75,050
27 Nov	80.50	4.75 ₹ 44,056.25	-0.09 -834.75	17.68	21 1,94,775	-3 -27,825	61 5,65,775
26 Nov	80.37	4.84 ₹ 44,891	0.95 8811.25	23.26	17 1,57,675	0 0	64 5,93,600
25 Nov	79.35	3.87 ₹ 35,894.25	0.88 8162.00	20.50	62 5,75,050	18 1,66,950	63 5,84,325
24 Nov	77.97	2.94 ₹ 27,268.5	-0.39 -3617.25	22.13	51 4,73,025	28 2,59,700	42 3,89,550
21 Nov	78.33	3.31 ₹ 30,700.25	-1.07 -9924.25	20.74	7 64,925	3 27,825	14 1,29,850
20 Nov	78.93	4.38 ₹ 40,624.5	-0.32 -2968.00	27.00	8 74,200	1 9,275	9 83,475
19 Nov	79.61	4.7 ₹ 43,592.5	-0.33 -3060.75	25.97	2 18,550	1 9,275	8 74,200
18 Nov	80.11	5.06 ₹ 46,931.5	-0.94 -8718.50	25.43	2 18,550	1 9,275	6 55,650
17 Nov	81.01	6 ₹ 55,650	0.75 6956.25	27.58	1 9,275	0 0	4 37,100
14 Nov	80.43	5.25 ₹ 48,693.75	0.65 6028.75	21.12	1 9,275	0 0	3 27,825
13 Nov	80.00	4.6 ₹ 42,665	-0.4 -3710.00	-	0 0	0 0	0 0
12 Nov	81.58	4.6 ₹ 42,665	-0.4 -3710.00	-	0 0	0 0	0 0
11 Nov	80.69	4.6 ₹ 42,665	-0.4 -3710.00	-	0 0	0 0	0 0
10 Nov	81.21	4.6 ₹ 42,665	-0.4 -3710.00	-	0 0	1 9,275	0 0
7 Nov	81.47	4.6 ₹ 42,665	-0.4 -3710.00	-	1 9,275	0 0	2 18,550
6 Nov	80.37	5 ₹ 46,375	-1.1 -10202.50	17.79	2 18,550	1 9,275	1 9,275
4 Nov	81.13	6.1 ₹ 56,577.5	0 0.00	-	0 0	0 0	0 0
3 Nov	81.99	6.1 ₹ 56,577.5	0 0.00	-	0 0	0 0	0 0
31 Oct	81.77	6.1 ₹ 56,577.5	0 0.00	-	0 0	0 0	0 0
30 Oct	78.93	6.1 ₹ 56,577.5	0 0.00	-	0 0	0 0	0 0
29 Oct	79.35	6.1 ₹ 56,577.5	0 0.00	-	0 0	0 0	0 0

For Idfc First Bank Limited - strike price 77 expiring on 30DEC2025

Delta for 77 CE is 0.83

Historical price for 77 CE is as follows

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 4.7, which was 1.27 higher than the previous day. The implied volatity was 24.68, the open interest changed by 4 which increased total open position to 97

On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 3.43, which was -1.37 lower than the previous day. The implied volatity was 25.70, the open interest changed by 15 which increased total open position to 92

On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 4.84, which was 0.79 higher than the previous day. The implied volatity was 23.04, the open interest changed by 3 which increased total open position to 77

On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 4.05, which was -0.42 lower than the previous day. The implied volatity was 22.29, the open interest changed by 6 which increased total open position to 74

On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 4.54, which was -1.32 lower than the previous day. The implied volatity was 20.01, the open interest changed by 9 which increased total open position to 67

On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 5.83, which was 1.23 higher than the previous day. The implied volatity was 21.20, the open interest changed by -3 which decreased total open position to 59

On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 4.6, which was 0.27 higher than the previous day. The implied volatity was 20.51, the open interest changed by 0 which decreased total open position to 62

On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 4.33, which was -0.42 lower than the previous day. The implied volatity was 19.00, the open interest changed by 1 which increased total open position to 62

On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 4.75, which was -0.09 lower than the previous day. The implied volatity was 17.68, the open interest changed by -3 which decreased total open position to 61

On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 4.84, which was 0.95 higher than the previous day. The implied volatity was 23.26, the open interest changed by 0 which decreased total open position to 64

On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 3.87, which was 0.88 higher than the previous day. The implied volatity was 20.50, the open interest changed by 18 which increased total open position to 63

On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 2.94, which was -0.39 lower than the previous day. The implied volatity was 22.13, the open interest changed by 28 which increased total open position to 42

On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 3.31, which was -1.07 lower than the previous day. The implied volatity was 20.74, the open interest changed by 3 which increased total open position to 14

On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 4.38, which was -0.32 lower than the previous day. The implied volatity was 27.00, the open interest changed by 1 which increased total open position to 9

On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 4.7, which was -0.33 lower than the previous day. The implied volatity was 25.97, the open interest changed by 1 which increased total open position to 8

On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 5.06, which was -0.94 lower than the previous day. The implied volatity was 25.43, the open interest changed by 1 which increased total open position to 6

On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 6, which was 0.75 higher than the previous day. The implied volatity was 27.58, the open interest changed by 0 which decreased total open position to 4

On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 5.25, which was 0.65 higher than the previous day. The implied volatity was 21.12, the open interest changed by 0 which decreased total open position to 3

On 13 Nov IDFCFIRSTB was trading at 80.00. The strike last trading price was 4.6, which was -0.4 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 4.6, which was -0.4 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 4.6, which was -0.4 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 4.6, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 7 Nov IDFCFIRSTB was trading at 81.47. The strike last trading price was 4.6, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 6 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 5, which was -1.1 lower than the previous day. The implied volatity was 17.79, the open interest changed by 1 which increased total open position to 1

On 4 Nov IDFCFIRSTB was trading at 81.13. The strike last trading price was 6.1, 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 Nov IDFCFIRSTB was trading at 81.99. The strike last trading price was 6.1, 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 31 Oct IDFCFIRSTB was trading at 81.77. The strike last trading price was 6.1, 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 Oct IDFCFIRSTB was trading at 78.93. The strike last trading price was 6.1, 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 Oct IDFCFIRSTB was trading at 79.35. The strike last trading price was 6.1, 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 77 PE
Delta: -0.18 Vega: 0.05 Theta: -0.03 Gamma: 0.05
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	80.91	0.49 ₹ 4,544.75	-0.37 -3431.75	25.31	301 27,91,775	30 2,78,250	622 57,69,050
8 Dec	79.12	0.85 ₹ 7,883.75	0.36 3339.00	23.94	302 28,01,050	-33 -3,06,075	592 54,90,800
5 Dec	80.87	0.48 ₹ 4,452	-0.26 -2411.50	23.51	276 25,59,900	30 2,78,250	626 58,06,150
4 Dec	79.88	0.76 ₹ 7,049	0.11 1020.25	24.39	125 11,59,375	12 1,11,300	595 55,18,625
3 Dec	80.58	0.64 ₹ 5,936	0.19 1762.25	24.63	262 24,30,050	29 2,68,975	582 53,98,050
2 Dec	81.98	0.45 ₹ 4,173.75	-0.2 -1855.00	25.14	287 26,61,925	-67 -6,21,425	552 51,19,800
1 Dec	80.71	0.66 ₹ 6,121.5	0 0.00	24.06	156 14,46,900	11 1,02,025	619 57,41,225
28 Nov	80.13	0.66 ₹ 6,121.5	0.04 371.00	22.04	128 11,87,200	33 3,06,075	601 55,74,275
27 Nov	80.50	0.6 ₹ 5,565	-0.09 -834.75	22.53	294 27,26,850	95 8,81,125	554 51,38,350
26 Nov	80.37	0.69 ₹ 6,399.75	-0.35 -3246.25	22.48	358 33,20,450	52 4,82,300	459 42,57,225
25 Nov	79.35	1.03 ₹ 9,553.25	-0.47 -4359.25	23.28	228 21,14,700	34 3,15,350	406 37,65,650
24 Nov	77.97	1.59 ₹ 14,747.25	0.02 185.50	23.27	103 9,55,325	24 2,22,600	372 34,50,300
21 Nov	78.33	1.58 ₹ 14,654.5	0.15 1391.25	24.77	203 18,82,825	38 3,52,450	349 32,36,975
20 Nov	78.93	1.41 ₹ 13,077.75	0 0.00	25.07	129 11,96,475	97 8,99,675	308 28,56,700
19 Nov	79.61	1.43 ₹ 13,263.25	-0.03 -278.25	26.84	155 14,37,625	61 5,65,775	213 19,75,575
18 Nov	80.11	1.52 ₹ 14,098	0.44 4081.00	29.17	126 11,68,650	70 6,49,250	151 14,00,525
17 Nov	81.01	1.08 ₹ 10,017	-0.32 -2968.00	26.79	58 5,37,950	28 2,59,700	80 7,42,000
14 Nov	80.43	1.4 ₹ 12,985	-0.05 -463.75	28.46	7 64,925	1 9,275	52 4,82,300
13 Nov	80.00	1.47 ₹ 13,634.25	0.48 4452.00	26.96	28 2,59,700	12 1,11,300	51 4,73,025
12 Nov	81.58	1 ₹ 9,275	-0.16 -1484.00	26.13	48 4,45,200	22 2,04,050	40 3,71,000
11 Nov	80.69	1.12 ₹ 10,388	0.02 185.50	25.09	5 46,375	3 27,825	17 1,57,675
10 Nov	81.21	1.1 ₹ 10,202.5	0.1 927.50	25.84	3 27,825	2 18,550	13 1,20,575
7 Nov	81.47	1 ₹ 9,275	-0.29 -2689.75	24.75	8 74,200	5 46,375	8 74,200
6 Nov	80.37	1.29 ₹ 11,964.75	-1.81 -16787.75	24.92	3 27,825	0 0	0 0
4 Nov	81.13	3.1 ₹ 28,752.5	0 0.00	5.47	0 0	0 0	0 0
3 Nov	81.99	3.1 ₹ 28,752.5	0 0.00	6.19	0 0	0 0	0 0
31 Oct	81.77	3.1 ₹ 28,752.5	0 0.00	-	0 0	0 0	0 0
30 Oct	78.93	3.1 ₹ 28,752.5	0 0.00	3.26	0 0	0 0	0 0
29 Oct	79.35	3.1 ₹ 28,752.5	0 0.00	3.73	0 0	0 0	0 0

For Idfc First Bank Limited - strike price 77 expiring on 30DEC2025

Delta for 77 PE is -0.18

Historical price for 77 PE is as follows

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 0.49, which was -0.37 lower than the previous day. The implied volatity was 25.31, the open interest changed by 30 which increased total open position to 622

On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 0.85, which was 0.36 higher than the previous day. The implied volatity was 23.94, the open interest changed by -33 which decreased total open position to 592

On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 0.48, which was -0.26 lower than the previous day. The implied volatity was 23.51, the open interest changed by 30 which increased total open position to 626

On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 0.76, which was 0.11 higher than the previous day. The implied volatity was 24.39, the open interest changed by 12 which increased total open position to 595

On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 0.64, which was 0.19 higher than the previous day. The implied volatity was 24.63, the open interest changed by 29 which increased total open position to 582

On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was 25.14, the open interest changed by -67 which decreased total open position to 552

On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 0.66, which was 0 lower than the previous day. The implied volatity was 24.06, the open interest changed by 11 which increased total open position to 619

On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 0.66, which was 0.04 higher than the previous day. The implied volatity was 22.04, the open interest changed by 33 which increased total open position to 601

On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 0.6, which was -0.09 lower than the previous day. The implied volatity was 22.53, the open interest changed by 95 which increased total open position to 554

On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 0.69, which was -0.35 lower than the previous day. The implied volatity was 22.48, the open interest changed by 52 which increased total open position to 459

On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 1.03, which was -0.47 lower than the previous day. The implied volatity was 23.28, the open interest changed by 34 which increased total open position to 406

On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 1.59, which was 0.02 higher than the previous day. The implied volatity was 23.27, the open interest changed by 24 which increased total open position to 372

On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 1.58, which was 0.15 higher than the previous day. The implied volatity was 24.77, the open interest changed by 38 which increased total open position to 349

On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 1.41, which was 0 lower than the previous day. The implied volatity was 25.07, the open interest changed by 97 which increased total open position to 308

On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 1.43, which was -0.03 lower than the previous day. The implied volatity was 26.84, the open interest changed by 61 which increased total open position to 213

On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 1.52, which was 0.44 higher than the previous day. The implied volatity was 29.17, the open interest changed by 70 which increased total open position to 151

On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 1.08, which was -0.32 lower than the previous day. The implied volatity was 26.79, the open interest changed by 28 which increased total open position to 80

On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 28.46, the open interest changed by 1 which increased total open position to 52

On 13 Nov IDFCFIRSTB was trading at 80.00. The strike last trading price was 1.47, which was 0.48 higher than the previous day. The implied volatity was 26.96, the open interest changed by 12 which increased total open position to 51

On 12 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 1, which was -0.16 lower than the previous day. The implied volatity was 26.13, the open interest changed by 22 which increased total open position to 40

On 11 Nov IDFCFIRSTB was trading at 80.69. The strike last trading price was 1.12, which was 0.02 higher than the previous day. The implied volatity was 25.09, the open interest changed by 3 which increased total open position to 17

On 10 Nov IDFCFIRSTB was trading at 81.21. The strike last trading price was 1.1, which was 0.1 higher than the previous day. The implied volatity was 25.84, the open interest changed by 2 which increased total open position to 13

On 7 Nov IDFCFIRSTB was trading at 81.47. The strike last trading price was 1, which was -0.29 lower than the previous day. The implied volatity was 24.75, the open interest changed by 5 which increased total open position to 8

On 6 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 1.29, which was -1.81 lower than the previous day. The implied volatity was 24.92, the open interest changed by 0 which decreased total open position to 0

On 4 Nov IDFCFIRSTB was trading at 81.13. The strike last trading price was 3.1, which was 0 lower than the previous day. The implied volatity was 5.47, the open interest changed by 0 which decreased total open position to 0

On 3 Nov IDFCFIRSTB was trading at 81.99. The strike last trading price was 3.1, which was 0 lower than the previous day. The implied volatity was 6.19, the open interest changed by 0 which decreased total open position to 0

On 31 Oct IDFCFIRSTB was trading at 81.77. The strike last trading price was 3.1, 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 Oct IDFCFIRSTB was trading at 78.93. The strike last trading price was 3.1, which was 0 lower than the previous day. The implied volatity was 3.26, the open interest changed by 0 which decreased total open position to 0

On 29 Oct IDFCFIRSTB was trading at 79.35. The strike last trading price was 3.1, which was 0 lower than the previous day. The implied volatity was 3.73, the open interest changed by 0 which decreased total open position to 0

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