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 79 CE
Delta: 0.70 Vega: 0.07 Theta: -0.05 Gamma: 0.08
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	80.91	3.15 ₹ 29,216.25	1.02 9460.50	23.67	533 49,43,575	-24 -2,22,600	305 28,28,875
8 Dec	79.12	2.15 ₹ 19,941.25	-1.15 -10666.25	24.68	308 28,56,700	97 8,99,675	331 30,70,025
5 Dec	80.87	3.3 ₹ 30,607.5	0.58 5379.50	22.36	128 11,87,200	1 9,275	233 21,61,075
4 Dec	79.88	2.78 ₹ 25,784.5	-0.33 -3060.75	23.46	83 7,69,825	1 9,275	230 21,33,250
3 Dec	80.58	3.18 ₹ 29,494.5	-0.97 -8996.75	21.94	162 15,02,550	44 4,08,100	230 21,33,250
2 Dec	81.98	4.15 ₹ 38,491.25	0.99 9182.25	20.61	73 6,77,075	-28 -2,59,700	187 17,34,425
1 Dec	80.71	3.1 ₹ 28,752.5	0.14 1298.50	20.24	109 10,10,975	10 92,750	215 19,94,125
28 Nov	80.13	3.01 ₹ 27,917.75	-0.22 -2040.50	20.50	101 9,36,775	3 27,825	205 19,01,375
27 Nov	80.50	3.37 ₹ 31,256.75	0.14 1298.50	19.82	141 13,07,775	-8 -74,200	201 18,64,275
26 Nov	80.37	3.2 ₹ 29,680	0.62 5750.50	20.36	297 27,54,675	-22 -2,04,050	208 19,29,200
25 Nov	79.35	2.64 ₹ 24,486	0.65 6028.75	21.09	589 54,62,975	39 3,61,725	230 21,33,250
24 Nov	77.97	1.93 ₹ 17,900.75	-0.36 -3339.00	22.35	274 25,41,350	79 7,32,725	188 17,43,700
21 Nov	78.33	2.25 ₹ 20,868.75	-0.7 -6492.50	21.42	195 18,08,625	59 5,47,225	109 10,10,975
20 Nov	78.93	2.95 ₹ 27,361.25	-0.45 -4173.75	24.34	47 4,35,925	26 2,41,150	50 4,63,750
19 Nov	79.61	3.4 ₹ 31,535	-0.47 -4359.25	25.23	40 3,71,000	7 64,925	24 2,22,600
18 Nov	80.11	3.87 ₹ 35,894.25	-0.73 -6770.75	26.34	15 1,39,125	1 9,275	9 83,475
17 Nov	81.01	4.6 ₹ 42,665	0.54 5008.50	27.03	8 74,200	0 0	3 27,825

14 Nov	80.43	4.06 ₹ 37,656.5	-0.79 -7327.25	23.18	6 55,650	1 9,275	3 27,825
13 Nov	80.00	4.85 ₹ 44,983.75	-0.15 -1391.25	-	0 0	2 18,550	0 0
12 Nov	81.58	4.85 ₹ 44,983.75	-0.15 -1391.25	23.73	2 18,550	1 9,275	1 9,275
11 Nov	80.69	5 ₹ 46,375	0 0.00	-	0 0	0 0	0 0
10 Nov	81.21	5 ₹ 46,375	0 0.00	-	0 0	0 0	0 0
7 Nov	81.47	5 ₹ 46,375	0 0.00	-	0 0	0 0	0 0
6 Nov	80.37	5 ₹ 46,375	0 0.00	-	0 0	0 0	0 0
4 Nov	81.13	5 ₹ 46,375	0 0.00	-	0 0	0 0	0 0
3 Nov	81.99	5 ₹ 46,375	0 0.00	-	0 0	0 0	0 0
31 Oct	81.77	5 ₹ 46,375	0 0.00	-	0 0	0 0	0 0
30 Oct	78.93	5 ₹ 46,375	0 0.00	-	0 0	0 0	0 0
29 Oct	79.35	5 ₹ 46,375	0 0.00	-	0 0	0 0	0 0

For Idfc First Bank Limited - strike price 79 expiring on 30DEC2025

Delta for 79 CE is 0.70

Historical price for 79 CE is as follows

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 3.15, which was 1.02 higher than the previous day. The implied volatity was 23.67, the open interest changed by -24 which decreased total open position to 305

On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 2.15, which was -1.15 lower than the previous day. The implied volatity was 24.68, the open interest changed by 97 which increased total open position to 331

On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 3.3, which was 0.58 higher than the previous day. The implied volatity was 22.36, the open interest changed by 1 which increased total open position to 233

On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 2.78, which was -0.33 lower than the previous day. The implied volatity was 23.46, the open interest changed by 1 which increased total open position to 230

On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 3.18, which was -0.97 lower than the previous day. The implied volatity was 21.94, the open interest changed by 44 which increased total open position to 230

On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 4.15, which was 0.99 higher than the previous day. The implied volatity was 20.61, the open interest changed by -28 which decreased total open position to 187

On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 3.1, which was 0.14 higher than the previous day. The implied volatity was 20.24, the open interest changed by 10 which increased total open position to 215

On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 3.01, which was -0.22 lower than the previous day. The implied volatity was 20.50, the open interest changed by 3 which increased total open position to 205

On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 3.37, which was 0.14 higher than the previous day. The implied volatity was 19.82, the open interest changed by -8 which decreased total open position to 201

On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 3.2, which was 0.62 higher than the previous day. The implied volatity was 20.36, the open interest changed by -22 which decreased total open position to 208

On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 2.64, which was 0.65 higher than the previous day. The implied volatity was 21.09, the open interest changed by 39 which increased total open position to 230

On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 1.93, which was -0.36 lower than the previous day. The implied volatity was 22.35, the open interest changed by 79 which increased total open position to 188

On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 2.25, which was -0.7 lower than the previous day. The implied volatity was 21.42, the open interest changed by 59 which increased total open position to 109

On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 2.95, which was -0.45 lower than the previous day. The implied volatity was 24.34, the open interest changed by 26 which increased total open position to 50

On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 3.4, which was -0.47 lower than the previous day. The implied volatity was 25.23, the open interest changed by 7 which increased total open position to 24

On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 3.87, which was -0.73 lower than the previous day. The implied volatity was 26.34, the open interest changed by 1 which increased total open position to 9

On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 4.6, which was 0.54 higher than the previous day. The implied volatity was 27.03, the open interest changed by 0 which decreased total open position to 3

On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 4.06, which was -0.79 lower than the previous day. The implied volatity was 23.18, the open interest changed by 1 which increased total open position to 3

On 13 Nov IDFCFIRSTB was trading at 80.00. The strike last trading price was 4.85, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 12 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 4.85, which was -0.15 lower than the previous day. The implied volatity was 23.73, the open interest changed by 1 which increased total open position to 1

On 11 Nov IDFCFIRSTB was trading at 80.69. The strike last trading price was 5, 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 Nov IDFCFIRSTB was trading at 81.21. The strike last trading price was 5, 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 7 Nov IDFCFIRSTB was trading at 81.47. The strike last trading price was 5, 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 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 5, 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 Nov IDFCFIRSTB was trading at 81.13. The strike last trading price was 5, 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 5, 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 5, 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 5, 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 5, 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 79 PE
Delta: -0.31 Vega: 0.07 Theta: -0.03 Gamma: 0.07
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	80.91	0.99 ₹ 9,182.25	-0.62 -5750.50	25.04	655 60,75,125	-48 -4,45,200	589 54,62,975
8 Dec	79.12	1.58 ₹ 14,654.5	0.63 5843.25	23.44	671 62,23,525	115 10,66,625	637 59,08,175
5 Dec	80.87	0.94 ₹ 8,718.5	-0.46 -4266.50	22.90	305 28,28,875	8 74,200	523 48,50,825
4 Dec	79.88	1.4 ₹ 12,985	0.17 1576.75	24.21	211 19,57,025	21 1,94,775	515 47,76,625
3 Dec	80.58	1.19 ₹ 11,037.25	0.36 3339.00	24.39	372 34,50,300	62 5,75,050	496 46,00,400
2 Dec	81.98	0.83 ₹ 7,698.25	-0.37 -3431.75	24.46	380 35,24,500	46 4,26,650	436 40,43,900
1 Dec	80.71	1.22 ₹ 11,315.5	-0.04 -371.00	23.88	131 12,15,025	6 55,650	391 36,26,525
28 Nov	80.13	1.25 ₹ 11,593.75	0.12 1113.00	21.99	330 30,60,750	37 3,43,175	386 35,80,150
27 Nov	80.50	1.11 ₹ 10,295.25	-0.15 -1391.25	22.20	403 37,37,825	-2 -18,550	350 32,46,250
26 Nov	80.37	1.28 ₹ 11,872	-0.48 -4452.00	22.52	341 31,62,775	25 2,31,875	352 32,64,800
25 Nov	79.35	1.75 ₹ 16,231.25	-0.74 -6863.50	23.13	483 44,79,825	137 12,70,675	327 30,32,925
24 Nov	77.97	2.57 ₹ 23,836.75	0.1 927.50	23.54	138 12,79,950	28 2,59,700	188 17,43,700
21 Nov	78.33	2.51 ₹ 23,280.25	0.21 1947.75	25.24	214 19,84,850	52 4,82,300	163 15,11,825
20 Nov	78.93	2.3 ₹ 21,332.5	0.11 1020.25	25.91	55 5,10,125	23 2,13,325	111 10,29,525
19 Nov	79.61	2.21 ₹ 20,497.75	0.05 463.75	27.00	40 3,71,000	19 1,76,225	87 8,06,925
18 Nov	80.11	2.18 ₹ 20,219.5	0.39 3617.25	28.41	9 83,475	2 18,550	67 6,21,425
17 Nov	81.01	1.79 ₹ 16,602.25	-0.22 -2040.50	27.68	38 3,52,450	29 2,68,975	65 6,02,875
14 Nov	80.43	2.01 ₹ 18,642.75	-0.06 -556.50	27.74	14 1,29,850	11 1,02,025	37 3,43,175
13 Nov	80.00	2.07 ₹ 19,199.25	0.56 5194.00	25.73	9 83,475	5 46,375	27 2,50,425
12 Nov	81.58	1.51 ₹ 14,005.25	-0.5 -4637.50	25.52	17 1,57,675	13 1,20,575	18 1,66,950
11 Nov	80.69	2.01 ₹ 18,642.75	-1.99 -18457.25	27.42	5 46,375	0 0	0 0
10 Nov	81.21	4 ₹ 37,100	0 0.00	3.58	0 0	0 0	0 0
7 Nov	81.47	4 ₹ 37,100	0 0.00	3.79	0 0	0 0	0 0
6 Nov	80.37	4 ₹ 37,100	0 0.00	2.66	0 0	0 0	0 0
4 Nov	81.13	4 ₹ 37,100	0 0.00	3.44	0 0	0 0	0 0
3 Nov	81.99	4 ₹ 37,100	0 0.00	-	0 0	0 0	0 0
31 Oct	81.77	4 ₹ 37,100	0 0.00	-	0 0	0 0	0 0
30 Oct	78.93	4 ₹ 37,100	0 0.00	1.33	0 0	0 0	0 0
29 Oct	79.35	4 ₹ 37,100	0 0.00	1.91	0 0	0 0	0 0

For Idfc First Bank Limited - strike price 79 expiring on 30DEC2025

Delta for 79 PE is -0.31

Historical price for 79 PE is as follows

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 0.99, which was -0.62 lower than the previous day. The implied volatity was 25.04, the open interest changed by -48 which decreased total open position to 589

On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 1.58, which was 0.63 higher than the previous day. The implied volatity was 23.44, the open interest changed by 115 which increased total open position to 637

On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 0.94, which was -0.46 lower than the previous day. The implied volatity was 22.90, the open interest changed by 8 which increased total open position to 523

On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 1.4, which was 0.17 higher than the previous day. The implied volatity was 24.21, the open interest changed by 21 which increased total open position to 515

On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 1.19, which was 0.36 higher than the previous day. The implied volatity was 24.39, the open interest changed by 62 which increased total open position to 496

On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 0.83, which was -0.37 lower than the previous day. The implied volatity was 24.46, the open interest changed by 46 which increased total open position to 436

On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 1.22, which was -0.04 lower than the previous day. The implied volatity was 23.88, the open interest changed by 6 which increased total open position to 391

On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 1.25, which was 0.12 higher than the previous day. The implied volatity was 21.99, the open interest changed by 37 which increased total open position to 386

On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 1.11, which was -0.15 lower than the previous day. The implied volatity was 22.20, the open interest changed by -2 which decreased total open position to 350

On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 1.28, which was -0.48 lower than the previous day. The implied volatity was 22.52, the open interest changed by 25 which increased total open position to 352

On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 1.75, which was -0.74 lower than the previous day. The implied volatity was 23.13, the open interest changed by 137 which increased total open position to 327

On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 2.57, which was 0.1 higher than the previous day. The implied volatity was 23.54, the open interest changed by 28 which increased total open position to 188

On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 2.51, which was 0.21 higher than the previous day. The implied volatity was 25.24, the open interest changed by 52 which increased total open position to 163

On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 2.3, which was 0.11 higher than the previous day. The implied volatity was 25.91, the open interest changed by 23 which increased total open position to 111

On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 2.21, which was 0.05 higher than the previous day. The implied volatity was 27.00, the open interest changed by 19 which increased total open position to 87

On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 2.18, which was 0.39 higher than the previous day. The implied volatity was 28.41, the open interest changed by 2 which increased total open position to 67

On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 1.79, which was -0.22 lower than the previous day. The implied volatity was 27.68, the open interest changed by 29 which increased total open position to 65

On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 2.01, which was -0.06 lower than the previous day. The implied volatity was 27.74, the open interest changed by 11 which increased total open position to 37

On 13 Nov IDFCFIRSTB was trading at 80.00. The strike last trading price was 2.07, which was 0.56 higher than the previous day. The implied volatity was 25.73, the open interest changed by 5 which increased total open position to 27

On 12 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 1.51, which was -0.5 lower than the previous day. The implied volatity was 25.52, the open interest changed by 13 which increased total open position to 18

On 11 Nov IDFCFIRSTB was trading at 80.69. The strike last trading price was 2.01, which was -1.99 lower than the previous day. The implied volatity was 27.42, 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, which was 0 lower than the previous day. The implied volatity was 3.58, 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 4, which was 0 lower than the previous day. The implied volatity was 3.79, 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 4, which was 0 lower than the previous day. The implied volatity was 2.66, 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 4, which was 0 lower than the previous day. The implied volatity was 3.44, 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 4, 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 4, 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 4, which was 0 lower than the previous day. The implied volatity was 1.33, 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 4, 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

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