[--[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 78 CE
Delta: 0.77
Vega: 0.06
Theta: -0.05
Gamma: 0.06
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 80.91 3.9 1.2 24.26 216 45 334
8 Dec 79.12 2.65 -1.38 23.78 141 27 289
5 Dec 80.87 4.05 0.71 22.86 95 -9 263
4 Dec 79.88 3.36 -0.37 22.70 49 11 271
3 Dec 80.58 3.87 -1.15 22.25 55 2 259
2 Dec 81.98 5.04 1.18 22.25 100 -13 257
1 Dec 80.71 3.85 0.21 20.85 46 -5 270
28 Nov 80.13 3.66 -0.33 20.20 71 1 276
27 Nov 80.50 3.98 0.1 18.31 98 -5 278
26 Nov 80.37 3.86 0.7 20.04 166 1 283
25 Nov 79.35 3.23 0.74 20.95 314 45 282
24 Nov 77.97 2.41 -0.37 22.36 339 142 232
21 Nov 78.33 2.74 -0.66 21.06 200 25 87
20 Nov 78.93 3.4 -0.6 23.22 59 11 62
19 Nov 79.61 4 -0.45 25.36 34 21 50
18 Nov 80.11 4.46 -1.53 26.14 31 1 25
17 Nov 81.01 5.99 1.52 34.64 22 10 21
14 Nov 80.43 4.47 -0.26 20.90 1 0 11
13 Nov 80.00 4.73 -1.04 27.63 2 0 11
12 Nov 81.58 5.77 1.27 26.10 1 0 11
11 Nov 80.69 4.5 -0.3 18.97 1 0 11
10 Nov 81.21 4.8 0.25 - 0 3 0
7 Nov 81.47 4.8 0.25 13.81 4 0 8
6 Nov 80.37 4.55 -0.95 20.90 3 1 8
4 Nov 81.13 5.5 -0.6 23.90 1 0 6
3 Nov 81.99 6.1 0.65 - 0 2 0
31 Oct 81.77 6.1 0.65 - 5 2 6
30 Oct 78.93 5.45 2 - 0 0 0
29 Oct 79.35 5.45 2 - 0 0 0
28 Oct 79.20 5.45 2 - 0 0 0
27 Oct 78.03 5.45 2 - 0 0 0
24 Oct 78.20 5.45 2 - 0 1 0
23 Oct 78.96 5.45 2 30.90 1 0 3
21 Oct 76.77 3.45 1.65 - 0 2 0
20 Oct 76.93 3.45 1.65 23.97 3 0 1
17 Oct 71.88 1.8 -0.35 - 0 1 0
16 Oct 71.79 1.8 -0.35 27.25 1 0 0
15 Oct 72.97 2.15 0 - 0 0 0
14 Oct 72.80 2.15 0 3.41 0 0 0
13 Oct 73.71 2.15 0 - 0 0 0
10 Oct 74.43 2.15 0 1.94 0 0 0


For Idfc First Bank Limited - strike price 78 expiring on 30DEC2025

Delta for 78 CE is 0.77

Historical price for 78 CE is as follows

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 3.9, which was 1.2 higher than the previous day. The implied volatity was 24.26, the open interest changed by 45 which increased total open position to 334


On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 2.65, which was -1.38 lower than the previous day. The implied volatity was 23.78, the open interest changed by 27 which increased total open position to 289


On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 4.05, which was 0.71 higher than the previous day. The implied volatity was 22.86, the open interest changed by -9 which decreased total open position to 263


On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 3.36, which was -0.37 lower than the previous day. The implied volatity was 22.70, the open interest changed by 11 which increased total open position to 271


On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 3.87, which was -1.15 lower than the previous day. The implied volatity was 22.25, the open interest changed by 2 which increased total open position to 259


On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 5.04, which was 1.18 higher than the previous day. The implied volatity was 22.25, the open interest changed by -13 which decreased total open position to 257


On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 3.85, which was 0.21 higher than the previous day. The implied volatity was 20.85, the open interest changed by -5 which decreased total open position to 270


On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 3.66, which was -0.33 lower than the previous day. The implied volatity was 20.20, the open interest changed by 1 which increased total open position to 276


On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 3.98, which was 0.1 higher than the previous day. The implied volatity was 18.31, the open interest changed by -5 which decreased total open position to 278


On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 3.86, which was 0.7 higher than the previous day. The implied volatity was 20.04, the open interest changed by 1 which increased total open position to 283


On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 3.23, which was 0.74 higher than the previous day. The implied volatity was 20.95, the open interest changed by 45 which increased total open position to 282


On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 2.41, which was -0.37 lower than the previous day. The implied volatity was 22.36, the open interest changed by 142 which increased total open position to 232


On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 2.74, which was -0.66 lower than the previous day. The implied volatity was 21.06, the open interest changed by 25 which increased total open position to 87


On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 3.4, which was -0.6 lower than the previous day. The implied volatity was 23.22, the open interest changed by 11 which increased total open position to 62


On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 4, which was -0.45 lower than the previous day. The implied volatity was 25.36, the open interest changed by 21 which increased total open position to 50


On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 4.46, which was -1.53 lower than the previous day. The implied volatity was 26.14, the open interest changed by 1 which increased total open position to 25


On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 5.99, which was 1.52 higher than the previous day. The implied volatity was 34.64, the open interest changed by 10 which increased total open position to 21


On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 4.47, which was -0.26 lower than the previous day. The implied volatity was 20.90, the open interest changed by 0 which decreased total open position to 11


On 13 Nov IDFCFIRSTB was trading at 80.00. The strike last trading price was 4.73, which was -1.04 lower than the previous day. The implied volatity was 27.63, the open interest changed by 0 which decreased total open position to 11


On 12 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 5.77, which was 1.27 higher than the previous day. The implied volatity was 26.10, the open interest changed by 0 which decreased total open position to 11


On 11 Nov IDFCFIRSTB was trading at 80.69. The strike last trading price was 4.5, which was -0.3 lower than the previous day. The implied volatity was 18.97, the open interest changed by 0 which decreased total open position to 11


On 10 Nov IDFCFIRSTB was trading at 81.21. The strike last trading price was 4.8, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 7 Nov IDFCFIRSTB was trading at 81.47. The strike last trading price was 4.8, which was 0.25 higher than the previous day. The implied volatity was 13.81, the open interest changed by 0 which decreased total open position to 8


On 6 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 4.55, which was -0.95 lower than the previous day. The implied volatity was 20.90, the open interest changed by 1 which increased total open position to 8


On 4 Nov IDFCFIRSTB was trading at 81.13. The strike last trading price was 5.5, which was -0.6 lower than the previous day. The implied volatity was 23.90, the open interest changed by 0 which decreased total open position to 6


On 3 Nov IDFCFIRSTB was trading at 81.99. The strike last trading price was 6.1, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 31 Oct IDFCFIRSTB was trading at 81.77. The strike last trading price was 6.1, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 6


On 30 Oct IDFCFIRSTB was trading at 78.93. The strike last trading price was 5.45, which was 2 higher 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 5.45, which was 2 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 5.45, which was 2 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 5.45, which was 2 higher than the previous day. The implied volatity was -, 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 5.45, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 23 Oct IDFCFIRSTB was trading at 78.96. The strike last trading price was 5.45, which was 2 higher than the previous day. The implied volatity was 30.90, the open interest changed by 0 which decreased total open position to 3


On 21 Oct IDFCFIRSTB was trading at 76.77. The strike last trading price was 3.45, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 20 Oct IDFCFIRSTB was trading at 76.93. The strike last trading price was 3.45, which was 1.65 higher than the previous day. The implied volatity was 23.97, the open interest changed by 0 which decreased total open position to 1


On 17 Oct IDFCFIRSTB was trading at 71.88. The strike last trading price was 1.8, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 16 Oct IDFCFIRSTB was trading at 71.79. The strike last trading price was 1.8, which was -0.35 lower than the previous day. The implied volatity was 27.25, 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 2.15, 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 2.15, which was 0 lower than the previous day. The implied volatity was 3.41, 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 2.15, 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 2.15, which was 0 lower than the previous day. The implied volatity was 1.94, the open interest changed by 0 which decreased total open position to 0


IDFCFIRSTB 30DEC2025 78 PE
Delta: -0.24
Vega: 0.06
Theta: -0.03
Gamma: 0.06
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 80.91 0.71 -0.48 25.22 593 -28 614
8 Dec 79.12 1.2 0.51 24.03 500 76 644
5 Dec 80.87 0.66 -0.36 22.90 424 -111 567
4 Dec 79.88 1.04 0.14 24.23 239 67 677
3 Dec 80.58 0.9 0.29 24.59 472 72 594
2 Dec 81.98 0.6 -0.29 24.53 349 14 522
1 Dec 80.71 0.91 0 23.99 222 -14 507
28 Nov 80.13 0.9 0.07 21.74 157 2 522
27 Nov 80.50 0.81 -0.12 22.16 291 -27 520
26 Nov 80.37 0.93 -0.46 22.22 451 84 547
25 Nov 79.35 1.36 -0.6 23.23 739 -24 463
24 Nov 77.97 2.01 0.03 23.04 570 122 488
21 Nov 78.33 2.01 0.15 24.98 428 152 362
20 Nov 78.93 1.9 0.14 26.25 82 53 209
19 Nov 79.61 1.78 0.05 26.79 64 38 154
18 Nov 80.11 1.86 0.41 29.12 44 3 117
17 Nov 81.01 1.44 -0.37 27.58 152 68 112
14 Nov 80.43 1.81 0.03 29.35 7 1 43
13 Nov 80.00 1.78 0.49 26.65 20 8 43
12 Nov 81.58 1.29 -0.22 26.41 35 29 34
11 Nov 80.69 1.51 -7.69 26.04 5 1 1
10 Nov 81.21 9.2 0 4.67 0 0 0
7 Nov 81.47 9.2 0 4.83 0 0 0
6 Nov 80.37 9.2 0 3.70 0 0 0
4 Nov 81.13 9.2 0 4.46 0 0 0
3 Nov 81.99 9.2 0 5.31 0 0 0
31 Oct 81.77 9.2 0 - 0 0 0
30 Oct 78.93 9.2 0 2.30 0 0 0
29 Oct 79.35 9.2 0 2.72 0 0 0
28 Oct 79.20 9.2 0 - 0 0 0
27 Oct 78.03 9.2 0 1.64 0 0 0
24 Oct 78.20 9.2 0 1.91 0 0 0
23 Oct 78.96 9.2 0 2.42 0 0 0
21 Oct 76.77 9.2 0 0.21 0 0 0
20 Oct 76.93 9.2 0 0.57 0 0 0
17 Oct 71.88 9.2 0 - 0 0 0
16 Oct 71.79 9.2 0 - 0 0 0
15 Oct 72.97 9.2 0 - 0 0 0
14 Oct 72.80 9.2 0 - 0 0 0
13 Oct 73.71 9.2 0 - 0 0 0
10 Oct 74.43 9.2 0 - 0 0 0


For Idfc First Bank Limited - strike price 78 expiring on 30DEC2025

Delta for 78 PE is -0.24

Historical price for 78 PE is as follows

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 0.71, which was -0.48 lower than the previous day. The implied volatity was 25.22, the open interest changed by -28 which decreased total open position to 614


On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 1.2, which was 0.51 higher than the previous day. The implied volatity was 24.03, the open interest changed by 76 which increased total open position to 644


On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 0.66, which was -0.36 lower than the previous day. The implied volatity was 22.90, the open interest changed by -111 which decreased total open position to 567


On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 1.04, which was 0.14 higher than the previous day. The implied volatity was 24.23, the open interest changed by 67 which increased total open position to 677


On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 0.9, which was 0.29 higher than the previous day. The implied volatity was 24.59, the open interest changed by 72 which increased total open position to 594


On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 0.6, which was -0.29 lower than the previous day. The implied volatity was 24.53, the open interest changed by 14 which increased total open position to 522


On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 0.91, which was 0 lower than the previous day. The implied volatity was 23.99, the open interest changed by -14 which decreased total open position to 507


On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 0.9, which was 0.07 higher than the previous day. The implied volatity was 21.74, the open interest changed by 2 which increased total open position to 522


On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 0.81, which was -0.12 lower than the previous day. The implied volatity was 22.16, the open interest changed by -27 which decreased total open position to 520


On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 0.93, which was -0.46 lower than the previous day. The implied volatity was 22.22, the open interest changed by 84 which increased total open position to 547


On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 1.36, which was -0.6 lower than the previous day. The implied volatity was 23.23, the open interest changed by -24 which decreased total open position to 463


On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 2.01, which was 0.03 higher than the previous day. The implied volatity was 23.04, the open interest changed by 122 which increased total open position to 488


On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 2.01, which was 0.15 higher than the previous day. The implied volatity was 24.98, the open interest changed by 152 which increased total open position to 362


On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 1.9, which was 0.14 higher than the previous day. The implied volatity was 26.25, the open interest changed by 53 which increased total open position to 209


On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 1.78, which was 0.05 higher than the previous day. The implied volatity was 26.79, the open interest changed by 38 which increased total open position to 154


On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 1.86, which was 0.41 higher than the previous day. The implied volatity was 29.12, the open interest changed by 3 which increased total open position to 117


On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 1.44, which was -0.37 lower than the previous day. The implied volatity was 27.58, the open interest changed by 68 which increased total open position to 112


On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 1.81, which was 0.03 higher than the previous day. The implied volatity was 29.35, the open interest changed by 1 which increased total open position to 43


On 13 Nov IDFCFIRSTB was trading at 80.00. The strike last trading price was 1.78, which was 0.49 higher than the previous day. The implied volatity was 26.65, the open interest changed by 8 which increased total open position to 43


On 12 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 1.29, which was -0.22 lower than the previous day. The implied volatity was 26.41, the open interest changed by 29 which increased total open position to 34


On 11 Nov IDFCFIRSTB was trading at 80.69. The strike last trading price was 1.51, which was -7.69 lower than the previous day. The implied volatity was 26.04, the open interest changed by 1 which increased total open position to 1


On 10 Nov IDFCFIRSTB was trading at 81.21. The strike last trading price was 9.2, which was 0 lower than the previous day. The implied volatity was 4.67, 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 9.2, which was 0 lower than the previous day. The implied volatity was 4.83, the open interest changed by 0 which decreased total open position to 0


On 6 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 9.2, which was 0 lower than the previous day. The implied volatity was 3.70, 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 9.2, which was 0 lower than the previous day. The implied volatity was 4.46, 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 9.2, which was 0 lower than the previous day. The implied volatity was 5.31, 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 9.2, 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 9.2, which was 0 lower than the previous day. The implied volatity was 2.30, 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 9.2, which was 0 lower than the previous day. The implied volatity was 2.72, 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 9.2, 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 Oct IDFCFIRSTB was trading at 78.03. The strike last trading price was 9.2, which was 0 lower than the previous day. The implied volatity was 1.64, 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 9.2, which was 0 lower than the previous day. The implied volatity was 1.91, 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 9.2, which was 0 lower than the previous day. The implied volatity was 2.42, 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 9.2, which was 0 lower than the previous day. The implied volatity was 0.21, 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 9.2, which was 0 lower than the previous day. The implied volatity was 0.57, 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 9.2, 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 9.2, 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 9.2, 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 9.2, 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 9.2, 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 9.2, 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