IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
24 Apr 2026 01:29 PM IST
| IDFCFIRSTB 28-Apr-2026 (4d) 80 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0
Theta: -0.02
Gamma: 0.00762
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 67.05 | 0.03 | 0.009999999999999998 | 71.56 | 55 | -3 | 766 | |||||||||
| 23 Apr | 67.83 | 0.02 | 0 | 59.24 | 254 | 36 | 771 | |||||||||
| 22 Apr | 68.38 | 0.02 | -0.009999999999999998 | 51.97 | 134 | -44 | 736 | |||||||||
| 21 Apr | 67.94 | 0.03 | 0 | 52.02 | 72 | -36 | 780 | |||||||||
| 20 Apr | 67.50 | 0.03 | 0 | 50.43 | 70 | 3 | 817 | |||||||||
| 17 Apr | 68.53 | 0.03 | 0 | 39.94 | 106 | -38 | 813 | |||||||||
| 16 Apr | 67.82 | 0.03 | -0.010000000000000002 | 40.93 | 337 | -4 | 847 | |||||||||
| 15 Apr | 66.91 | 0.04 | 0.010000000000000002 | 43.94 | 169 | 18 | 856 | |||||||||
| 13 Apr | 64.86 | 0.03 | -0.020000000000000004 | 44.98 | 103 | -35 | 838 | |||||||||
| 10 Apr | 66.21 | 0.05 | 0.010000000000000002 | 40.85 | 164 | -9 | 816 | |||||||||
| 9 Apr | 65.28 | 0.04 | 0 | 40.91 | 152 | 22 | 825 | |||||||||
| 8 Apr | 65.87 | 0.05 | 0.02 | 38.73 | 264 | 44 | 795 | |||||||||
| 7 Apr | 61.19 | 0.03 | -0.01 | 47.9 | 143 | 79 | 750 | |||||||||
| 6 Apr | 61.08 | 0.05 | 0 | 49.84 | 154 | -15 | 671 | |||||||||
| 2 Apr | 60.22 | 0.05 | 0 | 47.61 | 614 | -4 | 687 | |||||||||
| 1 Apr | 60.18 | 0.06 | 0 | 48.58 | 318 | 136 | 701 | |||||||||
| 30 Mar | 58.85 | 0.07 | -0.05 | 51.35 | 237 | 37 | 557 | |||||||||
| 27 Mar | 61.87 | 0.12 | -0.04 | 45.54 | 85 | 27 | 519 | |||||||||
| 25 Mar | 63.24 | 0.16 | -0.05 | 42.93 | 116 | 42 | 493 | |||||||||
| 24 Mar | 62.09 | 0.21 | 0.03 | 47.7 | 92 | 71 | 451 | |||||||||
| 23 Mar | 60.24 | 0.18 | -0.05 | 50.51 | 12 | 2 | 380 | |||||||||
| 20 Mar | 62.95 | 0.22 | -0.01 | 43.02 | 19 | 17 | 379 | |||||||||
| 19 Mar | 62.61 | 0.24 | -0.02 | 43.54 | 86 | 4 | 361 | |||||||||
|
|
||||||||||||||||
| 18 Mar | 65.26 | 0.26 | -0.04 | 37.87 | 97 | 16 | 344 | |||||||||
| 17 Mar | 63.66 | 0.3 | -0.03 | 42.54 | 18 | 9 | 327 | |||||||||
| 16 Mar | 62.81 | 0.34 | 0.02 | 45.5 | 74 | -17 | 320 | |||||||||
| 13 Mar | 62.57 | 0.34 | -0.13 | 44.46 | 70 | -13 | 336 | |||||||||
| 12 Mar | 64.78 | 0.47 | -0.14 | 41.7 | 65 | 8 | 349 | |||||||||
| 11 Mar | 66.16 | 0.61 | -0.02 | 41.52 | 52 | -1 | 342 | |||||||||
| 10 Mar | 67.27 | 0.66 | -0.04 | 38.06 | 82 | 31 | 343 | |||||||||
| 9 Mar | 66.76 | 0.73 | -0.38 | 40.42 | 157 | 29 | 312 | |||||||||
| 6 Mar | 69.98 | 1.11 | -0.06 | 36.34 | 50 | 12 | 284 | |||||||||
| 5 Mar | 70.40 | 1.14 | -0.21 | 34.95 | 145 | 30 | 271 | |||||||||
| 4 Mar | 70.06 | 1.35 | -0.29 | 38.37 | 108 | 13 | 241 | |||||||||
| 2 Mar | 71.78 | 1.63 | -0.26 | 35.55 | 79 | 6 | 228 | |||||||||
| 27 Feb | 73.48 | 1.89 | -0.1 | 32.85 | 88 | 15 | 221 | |||||||||
| 26 Feb | 72.81 | 1.97 | 0.13 | 34.89 | 121 | 42 | 204 | |||||||||
| 25 Feb | 70.22 | 1.83 | -0.83 | 40.66 | 137 | 30 | 160 | |||||||||
| 24 Feb | 70.97 | 2.57 | 0.15 | 45.82 | 173 | 28 | 130 | |||||||||
| 23 Feb | 70.04 | 2.5 | -5.33 | 46.74 | 177 | 99 | 99 | |||||||||
| 20 Feb | 83.51 | - | - | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 82.98 | 7.83 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 84.61 | 7.83 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 83.35 | 7.83 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 82.91 | 7.83 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 81.54 | 7.83 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 82.15 | 7.83 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 82.56 | 7.83 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 83.77 | 7.83 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 84.76 | 7.83 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 85.11 | 7.83 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 85.48 | 7.83 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 85.14 | 7.83 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 84.85 | 7.83 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 81.21 | 7.83 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 82.03 | 7.83 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 83.58 | 7.83 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 83.47 | 7.83 | 0 | - | 0 | 0 | 0 | |||||||||
For Idfc First Bank Limited - strike price 80 expiring on 28APR2026
Delta for 80 CE is 0.02
Historical price for 80 CE is as follows
On 24 Apr IDFCFIRSTB was trading at 67.05. The strike last trading price was 0.03, which was 0.009999999999999998 higher than the previous day. The implied volatity was 71.56, the open interest changed by -3 which decreased total open position to 766
On 23 Apr IDFCFIRSTB was trading at 67.83. The strike last trading price was 0.02, which was 0 lower than the previous day. The implied volatity was 59.24, the open interest changed by 36 which increased total open position to 771
On 22 Apr IDFCFIRSTB was trading at 68.38. The strike last trading price was 0.02, which was -0.009999999999999998 lower than the previous day. The implied volatity was 51.97, the open interest changed by -44 which decreased total open position to 736
On 21 Apr IDFCFIRSTB was trading at 67.94. The strike last trading price was 0.03, which was 0 lower than the previous day. The implied volatity was 52.02, the open interest changed by -36 which decreased total open position to 780
On 20 Apr IDFCFIRSTB was trading at 67.50. The strike last trading price was 0.03, which was 0 lower than the previous day. The implied volatity was 50.43, the open interest changed by 3 which increased total open position to 817
On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was 0.03, which was 0 lower than the previous day. The implied volatity was 39.94, the open interest changed by -38 which decreased total open position to 813
On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was 0.03, which was -0.010000000000000002 lower than the previous day. The implied volatity was 40.93, the open interest changed by -4 which decreased total open position to 847
On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was 0.04, which was 0.010000000000000002 higher than the previous day. The implied volatity was 43.94, the open interest changed by 18 which increased total open position to 856
On 13 Apr IDFCFIRSTB was trading at 64.86. The strike last trading price was 0.03, which was -0.020000000000000004 lower than the previous day. The implied volatity was 44.98, the open interest changed by -35 which decreased total open position to 838
On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 0.05, which was 0.010000000000000002 higher than the previous day. The implied volatity was 40.85, the open interest changed by -9 which decreased total open position to 816
On 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 0.04, which was 0 lower than the previous day. The implied volatity was 40.91, the open interest changed by 22 which increased total open position to 825
On 8 Apr IDFCFIRSTB was trading at 65.87. The strike last trading price was 0.05, which was 0.02 higher than the previous day. The implied volatity was 38.73, the open interest changed by 44 which increased total open position to 795
On 7 Apr IDFCFIRSTB was trading at 61.19. The strike last trading price was 0.03, which was -0.01 lower than the previous day. The implied volatity was 47.9, the open interest changed by 79 which increased total open position to 750
On 6 Apr IDFCFIRSTB was trading at 61.08. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 49.84, the open interest changed by -15 which decreased total open position to 671
On 2 Apr IDFCFIRSTB was trading at 60.22. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 47.61, the open interest changed by -4 which decreased total open position to 687
On 1 Apr IDFCFIRSTB was trading at 60.18. The strike last trading price was 0.06, which was 0 lower than the previous day. The implied volatity was 48.58, the open interest changed by 136 which increased total open position to 701
On 30 Mar IDFCFIRSTB was trading at 58.85. The strike last trading price was 0.07, which was -0.05 lower than the previous day. The implied volatity was 51.35, the open interest changed by 37 which increased total open position to 557
On 27 Mar IDFCFIRSTB was trading at 61.87. The strike last trading price was 0.12, which was -0.04 lower than the previous day. The implied volatity was 45.54, the open interest changed by 27 which increased total open position to 519
On 25 Mar IDFCFIRSTB was trading at 63.24. The strike last trading price was 0.16, which was -0.05 lower than the previous day. The implied volatity was 42.93, the open interest changed by 42 which increased total open position to 493
On 24 Mar IDFCFIRSTB was trading at 62.09. The strike last trading price was 0.21, which was 0.03 higher than the previous day. The implied volatity was 47.7, the open interest changed by 71 which increased total open position to 451
On 23 Mar IDFCFIRSTB was trading at 60.24. The strike last trading price was 0.18, which was -0.05 lower than the previous day. The implied volatity was 50.51, the open interest changed by 2 which increased total open position to 380
On 20 Mar IDFCFIRSTB was trading at 62.95. The strike last trading price was 0.22, which was -0.01 lower than the previous day. The implied volatity was 43.02, the open interest changed by 17 which increased total open position to 379
On 19 Mar IDFCFIRSTB was trading at 62.61. The strike last trading price was 0.24, which was -0.02 lower than the previous day. The implied volatity was 43.54, the open interest changed by 4 which increased total open position to 361
On 18 Mar IDFCFIRSTB was trading at 65.26. The strike last trading price was 0.26, which was -0.04 lower than the previous day. The implied volatity was 37.87, the open interest changed by 16 which increased total open position to 344
On 17 Mar IDFCFIRSTB was trading at 63.66. The strike last trading price was 0.3, which was -0.03 lower than the previous day. The implied volatity was 42.54, the open interest changed by 9 which increased total open position to 327
On 16 Mar IDFCFIRSTB was trading at 62.81. The strike last trading price was 0.34, which was 0.02 higher than the previous day. The implied volatity was 45.5, the open interest changed by -17 which decreased total open position to 320
On 13 Mar IDFCFIRSTB was trading at 62.57. The strike last trading price was 0.34, which was -0.13 lower than the previous day. The implied volatity was 44.46, the open interest changed by -13 which decreased total open position to 336
On 12 Mar IDFCFIRSTB was trading at 64.78. The strike last trading price was 0.47, which was -0.14 lower than the previous day. The implied volatity was 41.7, the open interest changed by 8 which increased total open position to 349
On 11 Mar IDFCFIRSTB was trading at 66.16. The strike last trading price was 0.61, which was -0.02 lower than the previous day. The implied volatity was 41.52, the open interest changed by -1 which decreased total open position to 342
On 10 Mar IDFCFIRSTB was trading at 67.27. The strike last trading price was 0.66, which was -0.04 lower than the previous day. The implied volatity was 38.06, the open interest changed by 31 which increased total open position to 343
On 9 Mar IDFCFIRSTB was trading at 66.76. The strike last trading price was 0.73, which was -0.38 lower than the previous day. The implied volatity was 40.42, the open interest changed by 29 which increased total open position to 312
On 6 Mar IDFCFIRSTB was trading at 69.98. The strike last trading price was 1.11, which was -0.06 lower than the previous day. The implied volatity was 36.34, the open interest changed by 12 which increased total open position to 284
On 5 Mar IDFCFIRSTB was trading at 70.40. The strike last trading price was 1.14, which was -0.21 lower than the previous day. The implied volatity was 34.95, the open interest changed by 30 which increased total open position to 271
On 4 Mar IDFCFIRSTB was trading at 70.06. The strike last trading price was 1.35, which was -0.29 lower than the previous day. The implied volatity was 38.37, the open interest changed by 13 which increased total open position to 241
On 2 Mar IDFCFIRSTB was trading at 71.78. The strike last trading price was 1.63, which was -0.26 lower than the previous day. The implied volatity was 35.55, the open interest changed by 6 which increased total open position to 228
On 27 Feb IDFCFIRSTB was trading at 73.48. The strike last trading price was 1.89, which was -0.1 lower than the previous day. The implied volatity was 32.85, the open interest changed by 15 which increased total open position to 221
On 26 Feb IDFCFIRSTB was trading at 72.81. The strike last trading price was 1.97, which was 0.13 higher than the previous day. The implied volatity was 34.89, the open interest changed by 42 which increased total open position to 204
On 25 Feb IDFCFIRSTB was trading at 70.22. The strike last trading price was 1.83, which was -0.83 lower than the previous day. The implied volatity was 40.66, the open interest changed by 30 which increased total open position to 160
On 24 Feb IDFCFIRSTB was trading at 70.97. The strike last trading price was 2.57, which was 0.15 higher than the previous day. The implied volatity was 45.82, the open interest changed by 28 which increased total open position to 130
On 23 Feb IDFCFIRSTB was trading at 70.04. The strike last trading price was 2.5, which was -5.33 lower than the previous day. The implied volatity was 46.74, the open interest changed by 99 which increased total open position to 99
On 20 Feb IDFCFIRSTB was trading at 83.51. 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 19 Feb IDFCFIRSTB was trading at 82.98. The strike last trading price was 7.83, 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 Feb IDFCFIRSTB was trading at 84.61. The strike last trading price was 7.83, 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 17 Feb IDFCFIRSTB was trading at 83.35. The strike last trading price was 7.83, 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 Feb IDFCFIRSTB was trading at 82.91. The strike last trading price was 7.83, 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 Feb IDFCFIRSTB was trading at 81.54. The strike last trading price was 7.83, 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 12 Feb IDFCFIRSTB was trading at 82.15. The strike last trading price was 7.83, 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 11 Feb IDFCFIRSTB was trading at 82.56. The strike last trading price was 7.83, 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 Feb IDFCFIRSTB was trading at 83.77. The strike last trading price was 7.83, 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 Feb IDFCFIRSTB was trading at 84.76. The strike last trading price was 7.83, 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 Feb IDFCFIRSTB was trading at 85.11. The strike last trading price was 7.83, 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 Feb IDFCFIRSTB was trading at 85.48. The strike last trading price was 7.83, 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 Feb IDFCFIRSTB was trading at 85.14. The strike last trading price was 7.83, 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 Feb IDFCFIRSTB was trading at 84.85. The strike last trading price was 7.83, 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 2 Feb IDFCFIRSTB was trading at 81.21. The strike last trading price was 7.83, 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 1 Feb IDFCFIRSTB was trading at 82.03. The strike last trading price was 7.83, 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 Jan IDFCFIRSTB was trading at 83.58. The strike last trading price was 7.83, 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 Jan IDFCFIRSTB was trading at 83.47. The strike last trading price was 7.83, 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 28-Apr-2026 (4d) 80 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -1
Vega: 0
Theta: 0.01
Gamma: 0.00216
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 67.05 | 12.65 | 0.33000000000000007 | 56 | 59 | -56 | 609 |
| 23 Apr | 67.83 | 12.3 | 0.6600000000000001 | 90.16 | 144 | -141 | 667 |
| 22 Apr | 68.38 | 11.67 | -0.33000000000000007 | 71.88 | 201 | -173 | 808 |
| 21 Apr | 67.94 | 11.79 | -0.5700000000000003 | 53.91 | 60 | -55 | 982 |
| 20 Apr | 67.50 | 12.36 | 1.0399999999999991 | 60.49 | 14 | -5 | 1,038 |
| 17 Apr | 68.53 | 11.36 | -0.3200000000000003 | 39.78 | 13 | 2 | 1,043 |
| 16 Apr | 67.82 | 11.68 | -1.040000000000001 | 39.56 | 121 | 44 | 1,040 |
| 15 Apr | 66.91 | 12.72 | -0.9599999999999991 | 43.73 | 104 | 30 | 996 |
| 13 Apr | 64.86 | 13.68 | 13.68 | 42.7 | 0 | 0 | 966 |
| 10 Apr | 66.21 | 13.68 | -0.870000000000001 | 38.18 | 18 | 8 | 966 |
| 9 Apr | 65.28 | 14.55 | 1.19 | 54.33 | 41 | 15 | 957 |
| 8 Apr | 65.87 | 13.36 | -5.04 | 37.46 | 24 | 4 | 941 |
| 7 Apr | 61.19 | 18.4 | 0.4 | 51.12 | 20 | 10 | 927 |
| 6 Apr | 61.08 | 18 | -0.75 | - | 1 | 0 | 916 |
| 2 Apr | 60.22 | 18.75 | -1.92 | - | 0 | 0 | 916 |
| 1 Apr | 60.18 | 18.75 | -1.92 | 46.09 | 33 | 32 | 915 |
| 30 Mar | 58.85 | 20.7 | 2.92 | 51.48 | 362 | 322 | 873 |
| 27 Mar | 61.87 | 17.8 | 1.62 | 55.96 | 249 | 247 | 549 |
| 25 Mar | 63.24 | 16.17 | -1.35 | 43.01 | 178 | 170 | 297 |
| 24 Mar | 62.09 | 17.47 | -1.76 | 50.39 | 47 | 25 | 126 |
| 23 Mar | 60.24 | 19.5 | 2.95 | 59.12 | 63 | 60 | 99 |
| 20 Mar | 62.95 | 16.6 | -0.15 | 51.47 | 26 | 26 | 39 |
| 19 Mar | 62.61 | 16.75 | 2.3 | 52.24 | 2 | 1 | 12 |
| 18 Mar | 65.26 | 14.45 | -2.2 | 47.7 | 7 | 3 | 10 |
| 17 Mar | 63.66 | 16.65 | -0.74 | 63.62 | 1 | 0 | 7 |
| 16 Mar | 62.81 | 17.39 | 8.04 | - | 6 | -6 | 0 |
| 13 Mar | 62.57 | 17.39 | 8.04 | 58.32 | 6 | -3 | 10 |
| 12 Mar | 64.78 | 9.35 | -0.65 | - | 0 | 0 | 0 |
| 11 Mar | 66.16 | 9.35 | -0.65 | - | 0 | 0 | 13 |
| 10 Mar | 67.27 | 9.35 | -0.65 | - | 0 | 0 | 13 |
| 9 Mar | 66.76 | 9.35 | -0.65 | - | 0 | 0 | 13 |
| 6 Mar | 69.98 | 9.35 | -0.65 | 27.6 | 4 | 3 | 12 |
| 5 Mar | 70.40 | 10 | -0.35 | 41.72 | 4 | 3 | 8 |
| 4 Mar | 70.06 | 10.35 | 7.25 | 41.24 | 5 | 4 | 4 |
| 2 Mar | 71.78 | 3.1 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 73.48 | 3.1 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 72.81 | 3.1 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 70.22 | 3.1 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 70.97 | 3.1 | 0 | - | 0 | 0 | 0 |
| 23 Feb | 70.04 | 3.1 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 83.51 | - | - | - | 0 | 0 | 0 |
| 19 Feb | 82.98 | 3.1 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 84.61 | 3.1 | 0 | 6.18 | 0 | 0 | 0 |
| 17 Feb | 83.35 | 3.1 | 0 | 4.21 | 0 | 0 | 0 |
| 16 Feb | 82.91 | 3.1 | 0 | 4 | 0 | 0 | 0 |
| 13 Feb | 81.54 | 3.1 | 0 | 2.8 | 0 | 0 | 0 |
| 12 Feb | 82.15 | 3.1 | 0 | 3.47 | 0 | 0 | 0 |
| 11 Feb | 82.56 | 3.1 | 0 | 3.67 | 0 | 0 | 0 |
| 10 Feb | 83.77 | 3.1 | 0 | 4.85 | 0 | 0 | 0 |
| 9 Feb | 84.76 | 3.1 | 0 | 5.39 | 0 | 0 | 0 |
| 6 Feb | 85.11 | 3.1 | 0 | 5.76 | 0 | 0 | 0 |
| 5 Feb | 85.48 | 3.1 | 0 | 5.7 | 0 | 0 | 0 |
| 4 Feb | 85.14 | 3.1 | 0 | 5.67 | 0 | 0 | 0 |
| 3 Feb | 84.85 | 3.1 | 0 | 5.39 | 0 | 0 | 0 |
| 2 Feb | 81.21 | 3.1 | 0 | 1.88 | 0 | 0 | 0 |
| 1 Feb | 82.03 | 3.1 | 0 | 3.35 | 0 | 0 | 0 |
| 30 Jan | 83.58 | 3.1 | 0 | 4.67 | 0 | 0 | 0 |
| 29 Jan | 83.47 | 3.1 | 0 | 4.43 | 0 | 0 | 0 |
For Idfc First Bank Limited - strike price 80 expiring on 28APR2026
Delta for 80 PE is -1
Historical price for 80 PE is as follows
On 24 Apr IDFCFIRSTB was trading at 67.05. The strike last trading price was 12.65, which was 0.33000000000000007 higher than the previous day. The implied volatity was 56, the open interest changed by -56 which decreased total open position to 609
On 23 Apr IDFCFIRSTB was trading at 67.83. The strike last trading price was 12.3, which was 0.6600000000000001 higher than the previous day. The implied volatity was 90.16, the open interest changed by -141 which decreased total open position to 667
On 22 Apr IDFCFIRSTB was trading at 68.38. The strike last trading price was 11.67, which was -0.33000000000000007 lower than the previous day. The implied volatity was 71.88, the open interest changed by -173 which decreased total open position to 808
On 21 Apr IDFCFIRSTB was trading at 67.94. The strike last trading price was 11.79, which was -0.5700000000000003 lower than the previous day. The implied volatity was 53.91, the open interest changed by -55 which decreased total open position to 982
On 20 Apr IDFCFIRSTB was trading at 67.50. The strike last trading price was 12.36, which was 1.0399999999999991 higher than the previous day. The implied volatity was 60.49, the open interest changed by -5 which decreased total open position to 1038
On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was 11.36, which was -0.3200000000000003 lower than the previous day. The implied volatity was 39.78, the open interest changed by 2 which increased total open position to 1043
On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was 11.68, which was -1.040000000000001 lower than the previous day. The implied volatity was 39.56, the open interest changed by 44 which increased total open position to 1040
On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was 12.72, which was -0.9599999999999991 lower than the previous day. The implied volatity was 43.73, the open interest changed by 30 which increased total open position to 996
On 13 Apr IDFCFIRSTB was trading at 64.86. The strike last trading price was 13.68, which was 13.68 higher than the previous day. The implied volatity was 42.7, the open interest changed by 0 which decreased total open position to 966
On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 13.68, which was -0.870000000000001 lower than the previous day. The implied volatity was 38.18, the open interest changed by 8 which increased total open position to 966
On 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 14.55, which was 1.19 higher than the previous day. The implied volatity was 54.33, the open interest changed by 15 which increased total open position to 957
On 8 Apr IDFCFIRSTB was trading at 65.87. The strike last trading price was 13.36, which was -5.04 lower than the previous day. The implied volatity was 37.46, the open interest changed by 4 which increased total open position to 941
On 7 Apr IDFCFIRSTB was trading at 61.19. The strike last trading price was 18.4, which was 0.4 higher than the previous day. The implied volatity was 51.12, the open interest changed by 10 which increased total open position to 927
On 6 Apr IDFCFIRSTB was trading at 61.08. The strike last trading price was 18, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 916
On 2 Apr IDFCFIRSTB was trading at 60.22. The strike last trading price was 18.75, which was -1.92 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 916
On 1 Apr IDFCFIRSTB was trading at 60.18. The strike last trading price was 18.75, which was -1.92 lower than the previous day. The implied volatity was 46.09, the open interest changed by 32 which increased total open position to 915
On 30 Mar IDFCFIRSTB was trading at 58.85. The strike last trading price was 20.7, which was 2.92 higher than the previous day. The implied volatity was 51.48, the open interest changed by 322 which increased total open position to 873
On 27 Mar IDFCFIRSTB was trading at 61.87. The strike last trading price was 17.8, which was 1.62 higher than the previous day. The implied volatity was 55.96, the open interest changed by 247 which increased total open position to 549
On 25 Mar IDFCFIRSTB was trading at 63.24. The strike last trading price was 16.17, which was -1.35 lower than the previous day. The implied volatity was 43.01, the open interest changed by 170 which increased total open position to 297
On 24 Mar IDFCFIRSTB was trading at 62.09. The strike last trading price was 17.47, which was -1.76 lower than the previous day. The implied volatity was 50.39, the open interest changed by 25 which increased total open position to 126
On 23 Mar IDFCFIRSTB was trading at 60.24. The strike last trading price was 19.5, which was 2.95 higher than the previous day. The implied volatity was 59.12, the open interest changed by 60 which increased total open position to 99
On 20 Mar IDFCFIRSTB was trading at 62.95. The strike last trading price was 16.6, which was -0.15 lower than the previous day. The implied volatity was 51.47, the open interest changed by 26 which increased total open position to 39
On 19 Mar IDFCFIRSTB was trading at 62.61. The strike last trading price was 16.75, which was 2.3 higher than the previous day. The implied volatity was 52.24, the open interest changed by 1 which increased total open position to 12
On 18 Mar IDFCFIRSTB was trading at 65.26. The strike last trading price was 14.45, which was -2.2 lower than the previous day. The implied volatity was 47.7, the open interest changed by 3 which increased total open position to 10
On 17 Mar IDFCFIRSTB was trading at 63.66. The strike last trading price was 16.65, which was -0.74 lower than the previous day. The implied volatity was 63.62, the open interest changed by 0 which decreased total open position to 7
On 16 Mar IDFCFIRSTB was trading at 62.81. The strike last trading price was 17.39, which was 8.04 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 0
On 13 Mar IDFCFIRSTB was trading at 62.57. The strike last trading price was 17.39, which was 8.04 higher than the previous day. The implied volatity was 58.32, the open interest changed by -3 which decreased total open position to 10
On 12 Mar IDFCFIRSTB was trading at 64.78. The strike last trading price was 9.35, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar IDFCFIRSTB was trading at 66.16. The strike last trading price was 9.35, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 10 Mar IDFCFIRSTB was trading at 67.27. The strike last trading price was 9.35, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 9 Mar IDFCFIRSTB was trading at 66.76. The strike last trading price was 9.35, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 6 Mar IDFCFIRSTB was trading at 69.98. The strike last trading price was 9.35, which was -0.65 lower than the previous day. The implied volatity was 27.6, the open interest changed by 3 which increased total open position to 12
On 5 Mar IDFCFIRSTB was trading at 70.40. The strike last trading price was 10, which was -0.35 lower than the previous day. The implied volatity was 41.72, the open interest changed by 3 which increased total open position to 8
On 4 Mar IDFCFIRSTB was trading at 70.06. The strike last trading price was 10.35, which was 7.25 higher than the previous day. The implied volatity was 41.24, the open interest changed by 4 which increased total open position to 4
On 2 Mar IDFCFIRSTB was trading at 71.78. 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 27 Feb IDFCFIRSTB was trading at 73.48. 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 26 Feb IDFCFIRSTB was trading at 72.81. 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 25 Feb IDFCFIRSTB was trading at 70.22. 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 24 Feb IDFCFIRSTB was trading at 70.97. 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 23 Feb IDFCFIRSTB was trading at 70.04. 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 20 Feb IDFCFIRSTB was trading at 83.51. 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 19 Feb IDFCFIRSTB was trading at 82.98. 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 18 Feb IDFCFIRSTB was trading at 84.61. The strike last trading price was 3.1, which was 0 lower than the previous day. The implied volatity was 6.18, the open interest changed by 0 which decreased total open position to 0
On 17 Feb IDFCFIRSTB was trading at 83.35. The strike last trading price was 3.1, which was 0 lower than the previous day. The implied volatity was 4.21, the open interest changed by 0 which decreased total open position to 0
On 16 Feb IDFCFIRSTB was trading at 82.91. The strike last trading price was 3.1, which was 0 lower than the previous day. The implied volatity was 4, the open interest changed by 0 which decreased total open position to 0
On 13 Feb IDFCFIRSTB was trading at 81.54. The strike last trading price was 3.1, which was 0 lower than the previous day. The implied volatity was 2.8, the open interest changed by 0 which decreased total open position to 0
On 12 Feb IDFCFIRSTB was trading at 82.15. The strike last trading price was 3.1, which was 0 lower than the previous day. The implied volatity was 3.47, the open interest changed by 0 which decreased total open position to 0
On 11 Feb IDFCFIRSTB was trading at 82.56. The strike last trading price was 3.1, which was 0 lower than the previous day. The implied volatity was 3.67, the open interest changed by 0 which decreased total open position to 0
On 10 Feb IDFCFIRSTB was trading at 83.77. The strike last trading price was 3.1, which was 0 lower than the previous day. The implied volatity was 4.85, the open interest changed by 0 which decreased total open position to 0
On 9 Feb IDFCFIRSTB was trading at 84.76. The strike last trading price was 3.1, which was 0 lower than the previous day. The implied volatity was 5.39, the open interest changed by 0 which decreased total open position to 0
On 6 Feb IDFCFIRSTB was trading at 85.11. The strike last trading price was 3.1, which was 0 lower than the previous day. The implied volatity was 5.76, the open interest changed by 0 which decreased total open position to 0
On 5 Feb IDFCFIRSTB was trading at 85.48. The strike last trading price was 3.1, which was 0 lower than the previous day. The implied volatity was 5.7, the open interest changed by 0 which decreased total open position to 0
On 4 Feb IDFCFIRSTB was trading at 85.14. The strike last trading price was 3.1, which was 0 lower than the previous day. The implied volatity was 5.67, the open interest changed by 0 which decreased total open position to 0
On 3 Feb IDFCFIRSTB was trading at 84.85. The strike last trading price was 3.1, which was 0 lower than the previous day. The implied volatity was 5.39, the open interest changed by 0 which decreased total open position to 0
On 2 Feb IDFCFIRSTB was trading at 81.21. The strike last trading price was 3.1, which was 0 lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0
On 1 Feb IDFCFIRSTB was trading at 82.03. The strike last trading price was 3.1, which was 0 lower than the previous day. The implied volatity was 3.35, the open interest changed by 0 which decreased total open position to 0
On 30 Jan IDFCFIRSTB was trading at 83.58. The strike last trading price was 3.1, 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 29 Jan IDFCFIRSTB was trading at 83.47. The strike last trading price was 3.1, which was 0 lower than the previous day. The implied volatity was 4.43, the open interest changed by 0 which decreased total open position to 0
