[--[65.84.65.76]--]

IDFCFIRSTB

Idfc First Bank Limited
80.87 +0.99 (1.24%)
L: 79.62 H: 81.36

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Historical option data for IDFCFIRSTB

05 Dec 2025 04:11 PM IST
IDFCFIRSTB 30-DEC-2025 80 CE
Delta: 0.63
Vega: 0.08
Theta: -0.05
Gamma: 0.08
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 80.87 2.63 0.46 22.02 1,135 -116 1,970
4 Dec 79.88 2.16 -0.35 22.74 1,249 578 2,088
3 Dec 80.58 2.53 -1.04 21.90 1,151 34 1,510
2 Dec 81.98 3.54 0.96 22.22 1,660 -384 1,493
1 Dec 80.71 2.53 0.13 20.91 1,010 42 1,879
28 Nov 80.13 2.42 -0.17 20.57 1,096 31 1,849
27 Nov 80.50 2.68 0.05 19.31 1,934 -102 1,819
26 Nov 80.37 2.65 0.56 21.00 2,031 -176 1,928
25 Nov 79.35 2.12 0.52 21.17 2,943 500 2,097
24 Nov 77.97 1.58 -0.27 22.97 1,077 397 1,584
21 Nov 78.33 1.82 -0.63 21.66 741 138 1,184
20 Nov 78.93 2.5 -0.39 24.80 567 256 1,048
19 Nov 79.61 2.85 -0.44 25.04 605 249 788
18 Nov 80.11 3.29 -0.62 26.10 141 38 535
17 Nov 81.01 3.93 0.35 26.38 169 36 498
14 Nov 80.43 3.67 0.28 25.08 115 51 465
13 Nov 80.00 3.38 -0.95 25.72 308 262 412
12 Nov 81.58 4.33 0.66 24.89 18 0 150
11 Nov 80.69 3.67 -0.53 23.44 56 22 150
10 Nov 81.21 4.2 -0.18 25.28 20 -4 129
7 Nov 81.47 4.39 0.69 24.59 33 -1 132
6 Nov 80.37 3.7 -0.35 24.04 10 3 134
4 Nov 81.13 4.05 -0.93 22.46 8 1 132
3 Nov 81.99 4.98 0.23 24.43 23 -1 131
31 Oct 81.77 4.75 1.65 - 146 40 132
30 Oct 78.93 3.2 -0.15 24.15 33 7 91
29 Oct 79.35 3.4 0 23.66 41 10 84
28 Oct 79.20 3.4 0.4 23.77 10 -1 73
27 Oct 78.03 3 -0.2 25.17 15 3 75
24 Oct 78.20 3.2 -0.55 24.98 43 30 72
23 Oct 78.96 3.45 0.9 23.77 47 7 42
21 Oct 76.77 2.45 -0.1 24.24 10 5 36
20 Oct 76.93 2.55 1.15 23.87 22 4 29
17 Oct 71.88 1.4 0.1 - 4 3 24
16 Oct 71.79 1.3 -0.25 27.20 5 4 20
15 Oct 72.97 1.5 0 - 4 3 16
14 Oct 72.80 1.5 -0.3 25.63 8 7 12
13 Oct 73.71 1.8 0.25 26.23 4 1 4
10 Oct 74.43 1.55 0 21.65 2 1 2


For Idfc First Bank Limited - strike price 80 expiring on 30DEC2025

Delta for 80 CE is 0.63

Historical price for 80 CE is as follows

On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 2.63, which was 0.46 higher than the previous day. The implied volatity was 22.02, the open interest changed by -116 which decreased total open position to 1970


On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 2.16, which was -0.35 lower than the previous day. The implied volatity was 22.74, the open interest changed by 578 which increased total open position to 2088


On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 2.53, which was -1.04 lower than the previous day. The implied volatity was 21.90, the open interest changed by 34 which increased total open position to 1510


On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 3.54, which was 0.96 higher than the previous day. The implied volatity was 22.22, the open interest changed by -384 which decreased total open position to 1493


On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 2.53, which was 0.13 higher than the previous day. The implied volatity was 20.91, the open interest changed by 42 which increased total open position to 1879


On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 2.42, which was -0.17 lower than the previous day. The implied volatity was 20.57, the open interest changed by 31 which increased total open position to 1849


On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 2.68, which was 0.05 higher than the previous day. The implied volatity was 19.31, the open interest changed by -102 which decreased total open position to 1819


On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 2.65, which was 0.56 higher than the previous day. The implied volatity was 21.00, the open interest changed by -176 which decreased total open position to 1928


On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 2.12, which was 0.52 higher than the previous day. The implied volatity was 21.17, the open interest changed by 500 which increased total open position to 2097


On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 1.58, which was -0.27 lower than the previous day. The implied volatity was 22.97, the open interest changed by 397 which increased total open position to 1584


On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 1.82, which was -0.63 lower than the previous day. The implied volatity was 21.66, the open interest changed by 138 which increased total open position to 1184


On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 2.5, which was -0.39 lower than the previous day. The implied volatity was 24.80, the open interest changed by 256 which increased total open position to 1048


On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 2.85, which was -0.44 lower than the previous day. The implied volatity was 25.04, the open interest changed by 249 which increased total open position to 788


On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 3.29, which was -0.62 lower than the previous day. The implied volatity was 26.10, the open interest changed by 38 which increased total open position to 535


On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 3.93, which was 0.35 higher than the previous day. The implied volatity was 26.38, the open interest changed by 36 which increased total open position to 498


On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 3.67, which was 0.28 higher than the previous day. The implied volatity was 25.08, the open interest changed by 51 which increased total open position to 465


On 13 Nov IDFCFIRSTB was trading at 80.00. The strike last trading price was 3.38, which was -0.95 lower than the previous day. The implied volatity was 25.72, the open interest changed by 262 which increased total open position to 412


On 12 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 4.33, which was 0.66 higher than the previous day. The implied volatity was 24.89, the open interest changed by 0 which decreased total open position to 150


On 11 Nov IDFCFIRSTB was trading at 80.69. The strike last trading price was 3.67, which was -0.53 lower than the previous day. The implied volatity was 23.44, the open interest changed by 22 which increased total open position to 150


On 10 Nov IDFCFIRSTB was trading at 81.21. The strike last trading price was 4.2, which was -0.18 lower than the previous day. The implied volatity was 25.28, the open interest changed by -4 which decreased total open position to 129


On 7 Nov IDFCFIRSTB was trading at 81.47. The strike last trading price was 4.39, which was 0.69 higher than the previous day. The implied volatity was 24.59, the open interest changed by -1 which decreased total open position to 132


On 6 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 3.7, which was -0.35 lower than the previous day. The implied volatity was 24.04, the open interest changed by 3 which increased total open position to 134


On 4 Nov IDFCFIRSTB was trading at 81.13. The strike last trading price was 4.05, which was -0.93 lower than the previous day. The implied volatity was 22.46, the open interest changed by 1 which increased total open position to 132


On 3 Nov IDFCFIRSTB was trading at 81.99. The strike last trading price was 4.98, which was 0.23 higher than the previous day. The implied volatity was 24.43, the open interest changed by -1 which decreased total open position to 131


On 31 Oct IDFCFIRSTB was trading at 81.77. The strike last trading price was 4.75, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 132


On 30 Oct IDFCFIRSTB was trading at 78.93. The strike last trading price was 3.2, which was -0.15 lower than the previous day. The implied volatity was 24.15, the open interest changed by 7 which increased total open position to 91


On 29 Oct IDFCFIRSTB was trading at 79.35. The strike last trading price was 3.4, which was 0 lower than the previous day. The implied volatity was 23.66, the open interest changed by 10 which increased total open position to 84


On 28 Oct IDFCFIRSTB was trading at 79.20. The strike last trading price was 3.4, which was 0.4 higher than the previous day. The implied volatity was 23.77, the open interest changed by -1 which decreased total open position to 73


On 27 Oct IDFCFIRSTB was trading at 78.03. The strike last trading price was 3, which was -0.2 lower than the previous day. The implied volatity was 25.17, the open interest changed by 3 which increased total open position to 75


On 24 Oct IDFCFIRSTB was trading at 78.20. The strike last trading price was 3.2, which was -0.55 lower than the previous day. The implied volatity was 24.98, the open interest changed by 30 which increased total open position to 72


On 23 Oct IDFCFIRSTB was trading at 78.96. The strike last trading price was 3.45, which was 0.9 higher than the previous day. The implied volatity was 23.77, the open interest changed by 7 which increased total open position to 42


On 21 Oct IDFCFIRSTB was trading at 76.77. The strike last trading price was 2.45, which was -0.1 lower than the previous day. The implied volatity was 24.24, the open interest changed by 5 which increased total open position to 36


On 20 Oct IDFCFIRSTB was trading at 76.93. The strike last trading price was 2.55, which was 1.15 higher than the previous day. The implied volatity was 23.87, the open interest changed by 4 which increased total open position to 29


On 17 Oct IDFCFIRSTB was trading at 71.88. The strike last trading price was 1.4, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 24


On 16 Oct IDFCFIRSTB was trading at 71.79. The strike last trading price was 1.3, which was -0.25 lower than the previous day. The implied volatity was 27.20, the open interest changed by 4 which increased total open position to 20


On 15 Oct IDFCFIRSTB was trading at 72.97. The strike last trading price was 1.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 16


On 14 Oct IDFCFIRSTB was trading at 72.80. The strike last trading price was 1.5, which was -0.3 lower than the previous day. The implied volatity was 25.63, the open interest changed by 7 which increased total open position to 12


On 13 Oct IDFCFIRSTB was trading at 73.71. The strike last trading price was 1.8, which was 0.25 higher than the previous day. The implied volatity was 26.23, the open interest changed by 1 which increased total open position to 4


On 10 Oct IDFCFIRSTB was trading at 74.43. The strike last trading price was 1.55, which was 0 lower than the previous day. The implied volatity was 21.65, the open interest changed by 1 which increased total open position to 2


IDFCFIRSTB 30DEC2025 80 PE
Delta: -0.37
Vega: 0.08
Theta: -0.03
Gamma: 0.08
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 80.87 1.28 -0.56 22.72 629 7 1,822
4 Dec 79.88 1.87 0.23 24.60 695 91 1,814
3 Dec 80.58 1.64 0.53 24.97 1,108 225 1,686
2 Dec 81.98 1.12 -0.47 24.40 1,405 97 1,456
1 Dec 80.71 1.63 -0.03 24.14 1,122 211 1,359
28 Nov 80.13 1.62 0.09 21.63 646 -176 1,151
27 Nov 80.50 1.46 -0.19 22.03 734 -19 1,332
26 Nov 80.37 1.66 -0.64 22.38 1,291 353 1,356
25 Nov 79.35 2.23 -0.84 23.25 1,129 316 999
24 Nov 77.97 3.12 0.1 23.23 289 76 675
21 Nov 78.33 3.08 0.25 25.61 323 79 601
20 Nov 78.93 2.87 0.2 26.64 339 147 521
19 Nov 79.61 2.7 0.09 27.25 260 123 377
18 Nov 80.11 2.73 0.55 29.43 139 46 252
17 Nov 81.01 2.15 -0.26 27.40 98 38 205
14 Nov 80.43 2.34 -0.26 27.01 59 28 167
13 Nov 80.00 2.6 0.7 26.55 97 72 139
12 Nov 81.58 1.9 -0.3 25.85 25 4 67
11 Nov 80.69 2.2 0.13 25.53 39 14 64
10 Nov 81.21 2.07 0.1 25.71 23 3 51
7 Nov 81.47 1.98 -0.5 25.14 32 8 48
6 Nov 80.37 2.48 -0.02 25.76 18 3 40
4 Nov 81.13 2.5 0.5 28.04 12 0 38
3 Nov 81.99 2 -0.1 26.65 42 -8 38
31 Oct 81.77 2.1 -8.65 - 71 47 47
30 Oct 78.93 10.75 0 0.27 0 0 0
29 Oct 79.35 10.75 0 0.75 0 0 0
28 Oct 79.20 10.75 0 0.68 0 0 0
27 Oct 78.03 10.75 0 - 0 0 0
24 Oct 78.20 10.75 0 - 0 0 0
23 Oct 78.96 10.75 0 0.58 0 0 0
21 Oct 76.77 10.75 0 - 0 0 0
20 Oct 76.93 10.75 0 - 0 0 0
17 Oct 71.88 10.75 0 - 0 0 0
16 Oct 71.79 10.75 0 - 0 0 0
15 Oct 72.97 10.75 0 - 0 0 0
14 Oct 72.80 10.75 0 - 0 0 0
13 Oct 73.71 10.75 0 - 0 0 0
10 Oct 74.43 10.75 0 - 0 0 0


For Idfc First Bank Limited - strike price 80 expiring on 30DEC2025

Delta for 80 PE is -0.37

Historical price for 80 PE is as follows

On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 1.28, which was -0.56 lower than the previous day. The implied volatity was 22.72, the open interest changed by 7 which increased total open position to 1822


On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 1.87, which was 0.23 higher than the previous day. The implied volatity was 24.60, the open interest changed by 91 which increased total open position to 1814


On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 1.64, which was 0.53 higher than the previous day. The implied volatity was 24.97, the open interest changed by 225 which increased total open position to 1686


On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 1.12, which was -0.47 lower than the previous day. The implied volatity was 24.40, the open interest changed by 97 which increased total open position to 1456


On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 1.63, which was -0.03 lower than the previous day. The implied volatity was 24.14, the open interest changed by 211 which increased total open position to 1359


On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 1.62, which was 0.09 higher than the previous day. The implied volatity was 21.63, the open interest changed by -176 which decreased total open position to 1151


On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 1.46, which was -0.19 lower than the previous day. The implied volatity was 22.03, the open interest changed by -19 which decreased total open position to 1332


On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 1.66, which was -0.64 lower than the previous day. The implied volatity was 22.38, the open interest changed by 353 which increased total open position to 1356


On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 2.23, which was -0.84 lower than the previous day. The implied volatity was 23.25, the open interest changed by 316 which increased total open position to 999


On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 3.12, which was 0.1 higher than the previous day. The implied volatity was 23.23, the open interest changed by 76 which increased total open position to 675


On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 3.08, which was 0.25 higher than the previous day. The implied volatity was 25.61, the open interest changed by 79 which increased total open position to 601


On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 2.87, which was 0.2 higher than the previous day. The implied volatity was 26.64, the open interest changed by 147 which increased total open position to 521


On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 2.7, which was 0.09 higher than the previous day. The implied volatity was 27.25, the open interest changed by 123 which increased total open position to 377


On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 2.73, which was 0.55 higher than the previous day. The implied volatity was 29.43, the open interest changed by 46 which increased total open position to 252


On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 2.15, which was -0.26 lower than the previous day. The implied volatity was 27.40, the open interest changed by 38 which increased total open position to 205


On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 2.34, which was -0.26 lower than the previous day. The implied volatity was 27.01, the open interest changed by 28 which increased total open position to 167


On 13 Nov IDFCFIRSTB was trading at 80.00. The strike last trading price was 2.6, which was 0.7 higher than the previous day. The implied volatity was 26.55, the open interest changed by 72 which increased total open position to 139


On 12 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 1.9, which was -0.3 lower than the previous day. The implied volatity was 25.85, the open interest changed by 4 which increased total open position to 67


On 11 Nov IDFCFIRSTB was trading at 80.69. The strike last trading price was 2.2, which was 0.13 higher than the previous day. The implied volatity was 25.53, the open interest changed by 14 which increased total open position to 64


On 10 Nov IDFCFIRSTB was trading at 81.21. The strike last trading price was 2.07, which was 0.1 higher than the previous day. The implied volatity was 25.71, the open interest changed by 3 which increased total open position to 51


On 7 Nov IDFCFIRSTB was trading at 81.47. The strike last trading price was 1.98, which was -0.5 lower than the previous day. The implied volatity was 25.14, the open interest changed by 8 which increased total open position to 48


On 6 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 2.48, which was -0.02 lower than the previous day. The implied volatity was 25.76, the open interest changed by 3 which increased total open position to 40


On 4 Nov IDFCFIRSTB was trading at 81.13. The strike last trading price was 2.5, which was 0.5 higher than the previous day. The implied volatity was 28.04, the open interest changed by 0 which decreased total open position to 38


On 3 Nov IDFCFIRSTB was trading at 81.99. The strike last trading price was 2, which was -0.1 lower than the previous day. The implied volatity was 26.65, the open interest changed by -8 which decreased total open position to 38


On 31 Oct IDFCFIRSTB was trading at 81.77. The strike last trading price was 2.1, which was -8.65 lower than the previous day. The implied volatity was -, the open interest changed by 47 which increased total open position to 47


On 30 Oct IDFCFIRSTB was trading at 78.93. The strike last trading price was 10.75, which was 0 lower than the previous day. The implied volatity was 0.27, 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 10.75, which was 0 lower than the previous day. The implied volatity was 0.75, 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 10.75, which was 0 lower than the previous day. The implied volatity was 0.68, 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 10.75, 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 Oct IDFCFIRSTB was trading at 78.20. The strike last trading price was 10.75, 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 Oct IDFCFIRSTB was trading at 78.96. The strike last trading price was 10.75, which was 0 lower than the previous day. The implied volatity was 0.58, 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 10.75, 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 Oct IDFCFIRSTB was trading at 76.93. The strike last trading price was 10.75, 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 Oct IDFCFIRSTB was trading at 71.88. The strike last trading price was 10.75, 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 10.75, 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 10.75, 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 10.75, 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 10.75, 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 10.75, 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