Historical option data for IDFCFIRSTB
22 Jun 2026 01:13 PM IST
| IDFCFIRSTB 28-Jul-2026 (36d) 78 CE | ||||||||||||||||
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Delta: 0.66
Vega: 0
Theta: -0.04
Gamma: 0.04805
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 80.27 | 4.55 | 0.55 (13.75%) | 30.08 | 87 | -25 | 114 | |||||||||
| 19 Jun | 78.68 | 3.6 | 0.6 (20.00%) | 29.46 | 105 | 71 | 139 | |||||||||
| 18 Jun | 78.09 | 3.24 | 0.24 (8.00%) | 28.81 | 36 | 9 | 69 | |||||||||
| 17 Jun | 77.38 | 2.91 | -0.09 (-3.00%) | 29.58 | 49 | 23 | 59 | |||||||||
| 16 Jun | 77.50 | 3.11 | -0.89 (-22.25%) | 29.91 | 33 | 18 | 35 | |||||||||
| 15 Jun | 78.33 | 3.67 | 1.67 (83.50%) | 30.31 | 37 | 14 | 17 | |||||||||
| 12 Jun | 76.50 | 1.94 | -0.06 (-3.00%) | - | 3 | 0 | 3 | |||||||||
| 11 Jun | 72.95 | 1.94 | -0.06 (-3.00%) | - | 3 | 0 | 3 | |||||||||
| 10 Jun | 72.99 | 1.94 | -0.06 (-3.00%) | 31.82 | 3 | 0 | 3 | |||||||||
| 9 Jun | 73.69 | 1.94 | 0.94 (94.00%) | 31.82 | 3 | 1 | 3 | |||||||||
| 8 Jun | 71.43 | 1.45 | 0.45 (45.00%) | - | 3 | 0 | 2 | |||||||||
| 5 Jun | 72.35 | 1.45 | 0.45 (45.00%) | 30.04 | 3 | 0 | 2 | |||||||||
| 4 Jun | 72.16 | 1.45 | 0.45 (45.00%) | 30.04 | 3 | 1 | 2 | |||||||||
| 3 Jun | 71.78 | 1.35 | -1.65 (-55.00%) | 29.39 | 1 | 1 | 1 | |||||||||
| 18 May | 67.59 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 May | 67.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 May | 68.54 | 0 | -2.75 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 68.30 | 0 | -2.75 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 67.68 | 0 | -2.75 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 69.22 | 0 | -2.75 (-100.00%) | - | 0 | 0 | 0 | |||||||||
For Idfc First Bank Limited - strike price 78 expiring on 28JUL2026
Delta for 78 CE is 0.66
Historical price for 78 CE is as follows
On 22 Jun IDFCFIRSTB was trading at 80.27. The strike last trading price was 4.55, which was 0.55 higher than the previous day. The implied volatity was 30.08, the open interest changed by -25 which decreased total open position to 114
On 19 Jun IDFCFIRSTB was trading at 78.68. The strike last trading price was 3.6, which was 0.6 higher than the previous day. The implied volatity was 29.46, the open interest changed by 71 which increased total open position to 139
On 18 Jun IDFCFIRSTB was trading at 78.09. The strike last trading price was 3.24, which was 0.24 higher than the previous day. The implied volatity was 28.81, the open interest changed by 9 which increased total open position to 69
On 17 Jun IDFCFIRSTB was trading at 77.38. The strike last trading price was 2.91, which was -0.09 lower than the previous day. The implied volatity was 29.58, the open interest changed by 23 which increased total open position to 59
On 16 Jun IDFCFIRSTB was trading at 77.50. The strike last trading price was 3.11, which was -0.89 lower than the previous day. The implied volatity was 29.91, the open interest changed by 18 which increased total open position to 35
On 15 Jun IDFCFIRSTB was trading at 78.33. The strike last trading price was 3.67, which was 1.67 higher than the previous day. The implied volatity was 30.31, the open interest changed by 14 which increased total open position to 17
On 12 Jun IDFCFIRSTB was trading at 76.50. The strike last trading price was 1.94, which was -0.06 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 11 Jun IDFCFIRSTB was trading at 72.95. The strike last trading price was 1.94, which was -0.06 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Jun IDFCFIRSTB was trading at 72.99. The strike last trading price was 1.94, which was -0.06 lower than the previous day. The implied volatity was 31.82, the open interest changed by 0 which decreased total open position to 3
On 9 Jun IDFCFIRSTB was trading at 73.69. The strike last trading price was 1.94, which was 0.94 higher than the previous day. The implied volatity was 31.82, the open interest changed by 1 which increased total open position to 3
On 8 Jun IDFCFIRSTB was trading at 71.43. The strike last trading price was 1.45, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Jun IDFCFIRSTB was trading at 72.35. The strike last trading price was 1.45, which was 0.45 higher than the previous day. The implied volatity was 30.04, the open interest changed by 0 which decreased total open position to 2
On 4 Jun IDFCFIRSTB was trading at 72.16. The strike last trading price was 1.45, which was 0.45 higher than the previous day. The implied volatity was 30.04, the open interest changed by 1 which increased total open position to 2
On 3 Jun IDFCFIRSTB was trading at 71.78. The strike last trading price was 1.35, which was -1.65 lower than the previous day. The implied volatity was 29.39, the open interest changed by 1 which increased total open position to 1
On 18 May IDFCFIRSTB was trading at 67.59. 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 15 May IDFCFIRSTB was trading at 67.65. 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 14 May IDFCFIRSTB was trading at 68.54. The strike last trading price was 0, which was -2.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 0, which was -2.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May IDFCFIRSTB was trading at 67.68. The strike last trading price was 0, which was -2.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May IDFCFIRSTB was trading at 69.22. The strike last trading price was 0, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| IDFCFIRSTB 28-Jul-2026 (36d) 78 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.3
Vega: 0
Theta: -0.03
Gamma: 0.04578
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 80.27 | 1.56 | -0.84 (-35.00%) | 29.84 | 48 | 5 | 111 |
| 19 Jun | 78.68 | 2.4 | -0.39 (-13.98%) | 29.11 | 90 | 19 | 106 |
| 18 Jun | 78.09 | 2.79 | -0.06 (-2.11%) | 27.8 | 21 | 13 | 87 |
| 17 Jun | 77.38 | 2.87 | -0.03 (-1.03%) | 26.24 | 61 | 59 | 73 |
| 16 Jun | 77.50 | 2.9 | -2.6 (-47.27%) | 27.66 | 7 | 4 | 14 |
| 15 Jun | 78.33 | 5.5 | 5.5 | - | 6 | 0 | 10 |
| 12 Jun | 76.50 | 5.5 | 5.5 | - | 6 | 0 | 10 |
| 11 Jun | 72.95 | 5.5 | 5.5 | - | 6 | 0 | 10 |
| 10 Jun | 72.99 | 5.5 | 5.5 (-11.72%) | 28.96 | 6 | 0 | 10 |
| 9 Jun | 73.69 | 5.5 | -0.73 (-11.72%) | 28.96 | 6 | 5 | 9 |
| 8 Jun | 71.43 | 6.23 | -4.69 (-42.95%) | 12 | 4 | 4 | 4 |
| 5 Jun | 72.35 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 72.16 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 71.78 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 67.59 | 0 | -10.92 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 67.65 | 0 | -10.92 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 68.54 | 0 | -10.92 (-100.00%) | - | 0 | 0 | 0 |
| 13 May | 68.30 | 0 | -10.92 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 67.68 | 0 | -10.92 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 69.22 | 0 | 0 | - | 0 | 0 | 0 |
For Idfc First Bank Limited - strike price 78 expiring on 28JUL2026
Delta for 78 PE is -0.3
Historical price for 78 PE is as follows
On 22 Jun IDFCFIRSTB was trading at 80.27. The strike last trading price was 1.56, which was -0.84 lower than the previous day. The implied volatity was 29.84, the open interest changed by 5 which increased total open position to 111
On 19 Jun IDFCFIRSTB was trading at 78.68. The strike last trading price was 2.4, which was -0.39 lower than the previous day. The implied volatity was 29.11, the open interest changed by 19 which increased total open position to 106
On 18 Jun IDFCFIRSTB was trading at 78.09. The strike last trading price was 2.79, which was -0.06 lower than the previous day. The implied volatity was 27.8, the open interest changed by 13 which increased total open position to 87
On 17 Jun IDFCFIRSTB was trading at 77.38. The strike last trading price was 2.87, which was -0.03 lower than the previous day. The implied volatity was 26.24, the open interest changed by 59 which increased total open position to 73
On 16 Jun IDFCFIRSTB was trading at 77.50. The strike last trading price was 2.9, which was -2.6 lower than the previous day. The implied volatity was 27.66, the open interest changed by 4 which increased total open position to 14
On 15 Jun IDFCFIRSTB was trading at 78.33. The strike last trading price was 5.5, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 12 Jun IDFCFIRSTB was trading at 76.50. The strike last trading price was 5.5, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 11 Jun IDFCFIRSTB was trading at 72.95. The strike last trading price was 5.5, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 10 Jun IDFCFIRSTB was trading at 72.99. The strike last trading price was 5.5, which was 5.5 higher than the previous day. The implied volatity was 28.96, the open interest changed by 0 which decreased total open position to 10
On 9 Jun IDFCFIRSTB was trading at 73.69. The strike last trading price was 5.5, which was -0.73 lower than the previous day. The implied volatity was 28.96, the open interest changed by 5 which increased total open position to 9
On 8 Jun IDFCFIRSTB was trading at 71.43. The strike last trading price was 6.23, which was -4.69 lower than the previous day. The implied volatity was 12, the open interest changed by 4 which increased total open position to 4
On 5 Jun IDFCFIRSTB was trading at 72.35. 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 Jun IDFCFIRSTB was trading at 72.16. 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 3 Jun IDFCFIRSTB was trading at 71.78. 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 18 May IDFCFIRSTB was trading at 67.59. The strike last trading price was 0, which was -10.92 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May IDFCFIRSTB was trading at 67.65. The strike last trading price was 0, which was -10.92 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May IDFCFIRSTB was trading at 68.54. The strike last trading price was 0, which was -10.92 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 0, which was -10.92 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May IDFCFIRSTB was trading at 67.68. The strike last trading price was 0, which was -10.92 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May IDFCFIRSTB was trading at 69.22. 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
