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Historical option data for IDFCFIRSTB

29 Jun 2026 10:50 AM IST
IDFCFIRSTB 28-Jul-2026 (27d) 80 CE
Delta: 0.51
Vega: 0
Theta: -0.05
Gamma: 0.05627
Date Close Ltp Change IV Volume OI Chg OI
29 Jun 79.57 2.79 -0.21 (-7.00%) 31.31 191 66 1,029
25 Jun 79.22 2.72 -0.28 (-9.33%) 29.94 417 145 964
24 Jun 79.20 2.86 -0.14 (-4.67%) 31.1 622 316 820
23 Jun 78.75 2.47 -0.53 (-17.67%) 29.3 329 29 505
22 Jun 80.69 3.39 0.39 (13.00%) 28.49 635 46 476
19 Jun 78.68 2.55 0.55 (27.50%) 28.9 161 -3 429
18 Jun 78.09 2.35 0.35 (17.50%) 29.19 202 32 436
17 Jun 77.38 2.07 0.07 (3.50%) 29.11 137 41 405
16 Jun 77.50 2.26 -0.74 (-24.67%) 28.71 153 7 365
15 Jun 78.33 2.6 0.6 (30.00%) 29.1 475 140 358
12 Jun 76.50 2.09 1.09 (109.00%) 28.46 214 69 218
11 Jun 72.95 1.08 0.08 (8.00%) 30.53 43 6 149
10 Jun 72.99 1.17 0.17 (17.00%) 31.02 35 -4 143
9 Jun 73.69 1.4 0.4 (40.00%) 31.72 147 13 147
8 Jun 71.43 0.98 -0.02 (-2.00%) 33.35 92 40 140
5 Jun 72.35 1.1 0.1 (10.00%) 30.56 49 11 100
4 Jun 72.16 1.02 0.02 (2.00%) 30.06 42 16 87
3 Jun 71.78 1.09 0.09 (9.00%) 31.4 56 -4 70
2 Jun 71.59 0.87 -0.13 (-13.00%) 29.59 60 12 74
1 Jun 71.25 0.84 -0.16 (-16.00%) 29.13 25 9 63
29 May 71.32 0.94 -0.06 (-6.00%) 28.93 64 27 53
27 May 71.48 0.79 -0.21 (-21.00%) 25.77 20 17 26
26 May 70.22 0.65 -0.35 (-35.00%) 27.67 1 0 8
25 May 69.46 0.75 -0.25 (-25.00%) 31.37 6 4 8
22 May 68.88 0.75 -0.25 (-25.00%) 32.19 1 0 4
21 May 68.30 0.75 -0.25 (-25.00%) 32.19 1 1 4
20 May 68.21 0.75 -0.25 (-25.00%) 34.88 1 0 3
19 May 67.81 0.8 -0.2 (-20.00%) - 0 0 3
18 May 67.59 0.8 -0.2 (-20.00%) - 0 0 3
15 May 67.65 0.8 -0.2 (-20.00%) 34.2 1 0 3
14 May 68.54 1 0.47 (88.68%) 0 2 0 3
13 May 68.30 0.53 0 (0.00%) 0 0 0 3
12 May 67.68 0.53 -0.29 (-35.37%) 27.81 2 1 2
11 May 69.22 0.82 0 (0.00%) 0 0 0 1
8 May 71.27 0.82 0 (0.00%) 26.55 0 0 1
7 May 70.39 0.82 0.62 (310.00%) 26.55 1 0 1
6 May 69.59 0.2 0 (0.00%) - 0 0 1


For Idfc First Bank Limited - strike price 80 expiring on 28JUL2026

Delta for 80 CE is 0.51

Historical price for 80 CE is as follows

On 29 Jun IDFCFIRSTB was trading at 79.57. The strike last trading price was 2.79, which was -0.21 lower than the previous day. The implied volatity was 31.31, the open interest changed by 66 which increased total open position to 1029


On 25 Jun IDFCFIRSTB was trading at 79.22. The strike last trading price was 2.72, which was -0.28 lower than the previous day. The implied volatity was 29.94, the open interest changed by 145 which increased total open position to 964


On 24 Jun IDFCFIRSTB was trading at 79.20. The strike last trading price was 2.86, which was -0.14 lower than the previous day. The implied volatity was 31.1, the open interest changed by 316 which increased total open position to 820


On 23 Jun IDFCFIRSTB was trading at 78.75. The strike last trading price was 2.47, which was -0.53 lower than the previous day. The implied volatity was 29.3, the open interest changed by 29 which increased total open position to 505


On 22 Jun IDFCFIRSTB was trading at 80.69. The strike last trading price was 3.39, which was 0.39 higher than the previous day. The implied volatity was 28.49, the open interest changed by 46 which increased total open position to 476


On 19 Jun IDFCFIRSTB was trading at 78.68. The strike last trading price was 2.55, which was 0.55 higher than the previous day. The implied volatity was 28.9, the open interest changed by -3 which decreased total open position to 429


On 18 Jun IDFCFIRSTB was trading at 78.09. The strike last trading price was 2.35, which was 0.35 higher than the previous day. The implied volatity was 29.19, the open interest changed by 32 which increased total open position to 436


On 17 Jun IDFCFIRSTB was trading at 77.38. The strike last trading price was 2.07, which was 0.07 higher than the previous day. The implied volatity was 29.11, the open interest changed by 41 which increased total open position to 405


On 16 Jun IDFCFIRSTB was trading at 77.50. The strike last trading price was 2.26, which was -0.74 lower than the previous day. The implied volatity was 28.71, the open interest changed by 7 which increased total open position to 365


On 15 Jun IDFCFIRSTB was trading at 78.33. The strike last trading price was 2.6, which was 0.6 higher than the previous day. The implied volatity was 29.1, the open interest changed by 140 which increased total open position to 358


On 12 Jun IDFCFIRSTB was trading at 76.50. The strike last trading price was 2.09, which was 1.09 higher than the previous day. The implied volatity was 28.46, the open interest changed by 69 which increased total open position to 218


On 11 Jun IDFCFIRSTB was trading at 72.95. The strike last trading price was 1.08, which was 0.08 higher than the previous day. The implied volatity was 30.53, the open interest changed by 6 which increased total open position to 149


On 10 Jun IDFCFIRSTB was trading at 72.99. The strike last trading price was 1.17, which was 0.17 higher than the previous day. The implied volatity was 31.02, the open interest changed by -4 which decreased total open position to 143


On 9 Jun IDFCFIRSTB was trading at 73.69. The strike last trading price was 1.4, which was 0.4 higher than the previous day. The implied volatity was 31.72, the open interest changed by 13 which increased total open position to 147


On 8 Jun IDFCFIRSTB was trading at 71.43. The strike last trading price was 0.98, which was -0.02 lower than the previous day. The implied volatity was 33.35, the open interest changed by 40 which increased total open position to 140


On 5 Jun IDFCFIRSTB was trading at 72.35. The strike last trading price was 1.1, which was 0.1 higher than the previous day. The implied volatity was 30.56, the open interest changed by 11 which increased total open position to 100


On 4 Jun IDFCFIRSTB was trading at 72.16. The strike last trading price was 1.02, which was 0.02 higher than the previous day. The implied volatity was 30.06, the open interest changed by 16 which increased total open position to 87


On 3 Jun IDFCFIRSTB was trading at 71.78. The strike last trading price was 1.09, which was 0.09 higher than the previous day. The implied volatity was 31.4, the open interest changed by -4 which decreased total open position to 70


On 2 Jun IDFCFIRSTB was trading at 71.59. The strike last trading price was 0.87, which was -0.13 lower than the previous day. The implied volatity was 29.59, the open interest changed by 12 which increased total open position to 74


On 1 Jun IDFCFIRSTB was trading at 71.25. The strike last trading price was 0.84, which was -0.16 lower than the previous day. The implied volatity was 29.13, the open interest changed by 9 which increased total open position to 63


On 29 May IDFCFIRSTB was trading at 71.32. The strike last trading price was 0.94, which was -0.06 lower than the previous day. The implied volatity was 28.93, the open interest changed by 27 which increased total open position to 53


On 27 May IDFCFIRSTB was trading at 71.48. The strike last trading price was 0.79, which was -0.21 lower than the previous day. The implied volatity was 25.77, the open interest changed by 17 which increased total open position to 26


On 26 May IDFCFIRSTB was trading at 70.22. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 27.67, the open interest changed by 0 which decreased total open position to 8


On 25 May IDFCFIRSTB was trading at 69.46. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 31.37, the open interest changed by 4 which increased total open position to 8


On 22 May IDFCFIRSTB was trading at 68.88. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 32.19, the open interest changed by 0 which decreased total open position to 4


On 21 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 32.19, the open interest changed by 1 which increased total open position to 4


On 20 May IDFCFIRSTB was trading at 68.21. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 34.88, the open interest changed by 0 which decreased total open position to 3


On 19 May IDFCFIRSTB was trading at 67.81. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 18 May IDFCFIRSTB was trading at 67.59. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 15 May IDFCFIRSTB was trading at 67.65. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 34.2, the open interest changed by 0 which decreased total open position to 3


On 14 May IDFCFIRSTB was trading at 68.54. The strike last trading price was 1, which was 0.47 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3


On 13 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 0.53, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3


On 12 May IDFCFIRSTB was trading at 67.68. The strike last trading price was 0.53, which was -0.29 lower than the previous day. The implied volatity was 27.81, the open interest changed by 1 which increased total open position to 2


On 11 May IDFCFIRSTB was trading at 69.22. The strike last trading price was 0.82, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1


On 8 May IDFCFIRSTB was trading at 71.27. The strike last trading price was 0.82, which was 0 lower than the previous day. The implied volatity was 26.55, the open interest changed by 0 which decreased total open position to 1


On 7 May IDFCFIRSTB was trading at 70.39. The strike last trading price was 0.82, which was 0.62 higher than the previous day. The implied volatity was 26.55, the open interest changed by 0 which decreased total open position to 1


On 6 May IDFCFIRSTB was trading at 69.59. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


IDFCFIRSTB 28-Jul-2026 (27d) 80 PE
Delta: -0.48
Vega: 0
Theta: -0.04
Gamma: 0.05385
Date Close Ltp Change IV Volume OI Chg OI
29 Jun 79.57 2.9 -0.19 (-6.15%) 32.6 64 23 465
25 Jun 79.22 3.08 0.05 (1.65%) 30.58 302 101 441
24 Jun 79.20 3.04 -0.42 (-12.14%) 29.58 190 66 340
23 Jun 78.75 3.5 1.05 (42.86%) 30.99 346 59 274
22 Jun 80.69 2.5 -0.85 (-25.37%) 29.46 231 63 215
19 Jun 78.68 3.35 -0.28 (-7.71%) 28.42 33 10 151
18 Jun 78.09 3.63 -0.41 (-10.15%) 27.93 68 16 140
17 Jun 77.38 4.08 0.11 (2.77%) 26.36 20 12 124
16 Jun 77.50 3.95 0.27 (7.34%) 27.31 27 8 111
15 Jun 78.33 3.7 -1.43 (-27.88%) 28.11 99 59 102
12 Jun 76.50 5 -2.46 (-32.98%) 30 25 12 42
11 Jun 72.95 7.46 0.02 (0.27%) 30.75 12 5 29
10 Jun 72.99 7.44 0.58 (8.45%) 29.45 14 0 24
9 Jun 73.69 6.85 -1.95 (-22.16%) 29.07 18 14 23
8 Jun 71.43 8.8 8.8 - 1 0 9
5 Jun 72.35 8.8 8.8 - 1 0 9
4 Jun 72.16 8.8 8.8 (1.73%) 24.6 1 0 9
3 Jun 71.78 8.8 0.15 (1.73%) 24.6 1 0 9
2 Jun 71.59 8.65 8.65 (10.90%) 22.39 8 0 9
1 Jun 71.25 8.65 0.85 (10.90%) 22.39 8 6 8
29 May 71.32 7.8 4.8 (160.00%) 21.56 1 1 2
27 May 71.48 3 3 - 1 0 1
26 May 70.22 3 3 - 1 0 1
25 May 69.46 3 3 - 1 0 1
22 May 68.88 3 3 - 1 0 1
21 May 68.30 3 3 - 1 0 1
20 May 68.21 3 3 - 1 0 1
19 May 67.81 3 3 - 1 0 1
18 May 67.59 3 3 (0.00%) - 1 0 1
15 May 67.65 3 0 (0.00%) - 0 0 1
14 May 68.54 3 0 (0.00%) 0 0 0 1
13 May 68.30 3 0 (0.00%) 0 0 0 1
12 May 67.68 3 0 (0.00%) 0 0 0 1
11 May 69.22 3 0 (0.00%) 0 0 0 1
8 May 71.27 3 3 - 0 0 1
7 May 70.39 3 3 - 0 0 1
6 May 69.59 3 3 - 0 0 1


For Idfc First Bank Limited - strike price 80 expiring on 28JUL2026

Delta for 80 PE is -0.48

Historical price for 80 PE is as follows

On 29 Jun IDFCFIRSTB was trading at 79.57. The strike last trading price was 2.9, which was -0.19 lower than the previous day. The implied volatity was 32.6, the open interest changed by 23 which increased total open position to 465


On 25 Jun IDFCFIRSTB was trading at 79.22. The strike last trading price was 3.08, which was 0.05 higher than the previous day. The implied volatity was 30.58, the open interest changed by 101 which increased total open position to 441


On 24 Jun IDFCFIRSTB was trading at 79.20. The strike last trading price was 3.04, which was -0.42 lower than the previous day. The implied volatity was 29.58, the open interest changed by 66 which increased total open position to 340


On 23 Jun IDFCFIRSTB was trading at 78.75. The strike last trading price was 3.5, which was 1.05 higher than the previous day. The implied volatity was 30.99, the open interest changed by 59 which increased total open position to 274


On 22 Jun IDFCFIRSTB was trading at 80.69. The strike last trading price was 2.5, which was -0.85 lower than the previous day. The implied volatity was 29.46, the open interest changed by 63 which increased total open position to 215


On 19 Jun IDFCFIRSTB was trading at 78.68. The strike last trading price was 3.35, which was -0.28 lower than the previous day. The implied volatity was 28.42, the open interest changed by 10 which increased total open position to 151


On 18 Jun IDFCFIRSTB was trading at 78.09. The strike last trading price was 3.63, which was -0.41 lower than the previous day. The implied volatity was 27.93, the open interest changed by 16 which increased total open position to 140


On 17 Jun IDFCFIRSTB was trading at 77.38. The strike last trading price was 4.08, which was 0.11 higher than the previous day. The implied volatity was 26.36, the open interest changed by 12 which increased total open position to 124


On 16 Jun IDFCFIRSTB was trading at 77.50. The strike last trading price was 3.95, which was 0.27 higher than the previous day. The implied volatity was 27.31, the open interest changed by 8 which increased total open position to 111


On 15 Jun IDFCFIRSTB was trading at 78.33. The strike last trading price was 3.7, which was -1.43 lower than the previous day. The implied volatity was 28.11, the open interest changed by 59 which increased total open position to 102


On 12 Jun IDFCFIRSTB was trading at 76.50. The strike last trading price was 5, which was -2.46 lower than the previous day. The implied volatity was 30, the open interest changed by 12 which increased total open position to 42


On 11 Jun IDFCFIRSTB was trading at 72.95. The strike last trading price was 7.46, which was 0.02 higher than the previous day. The implied volatity was 30.75, the open interest changed by 5 which increased total open position to 29


On 10 Jun IDFCFIRSTB was trading at 72.99. The strike last trading price was 7.44, which was 0.58 higher than the previous day. The implied volatity was 29.45, the open interest changed by 0 which decreased total open position to 24


On 9 Jun IDFCFIRSTB was trading at 73.69. The strike last trading price was 6.85, which was -1.95 lower than the previous day. The implied volatity was 29.07, the open interest changed by 14 which increased total open position to 23


On 8 Jun IDFCFIRSTB was trading at 71.43. The strike last trading price was 8.8, which was 8.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 5 Jun IDFCFIRSTB was trading at 72.35. The strike last trading price was 8.8, which was 8.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 4 Jun IDFCFIRSTB was trading at 72.16. The strike last trading price was 8.8, which was 8.8 higher than the previous day. The implied volatity was 24.6, the open interest changed by 0 which decreased total open position to 9


On 3 Jun IDFCFIRSTB was trading at 71.78. The strike last trading price was 8.8, which was 0.15 higher than the previous day. The implied volatity was 24.6, the open interest changed by 0 which decreased total open position to 9


On 2 Jun IDFCFIRSTB was trading at 71.59. The strike last trading price was 8.65, which was 8.65 higher than the previous day. The implied volatity was 22.39, the open interest changed by 0 which decreased total open position to 9


On 1 Jun IDFCFIRSTB was trading at 71.25. The strike last trading price was 8.65, which was 0.85 higher than the previous day. The implied volatity was 22.39, the open interest changed by 6 which increased total open position to 8


On 29 May IDFCFIRSTB was trading at 71.32. The strike last trading price was 7.8, which was 4.8 higher than the previous day. The implied volatity was 21.56, the open interest changed by 1 which increased total open position to 2


On 27 May IDFCFIRSTB was trading at 71.48. The strike last trading price was 3, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 26 May IDFCFIRSTB was trading at 70.22. The strike last trading price was 3, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 25 May IDFCFIRSTB was trading at 69.46. The strike last trading price was 3, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 22 May IDFCFIRSTB was trading at 68.88. The strike last trading price was 3, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 21 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 3, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 20 May IDFCFIRSTB was trading at 68.21. The strike last trading price was 3, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 19 May IDFCFIRSTB was trading at 67.81. The strike last trading price was 3, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 18 May IDFCFIRSTB was trading at 67.59. The strike last trading price was 3, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 15 May IDFCFIRSTB was trading at 67.65. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 14 May IDFCFIRSTB was trading at 68.54. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1


On 13 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1


On 12 May IDFCFIRSTB was trading at 67.68. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1


On 11 May IDFCFIRSTB was trading at 69.22. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1


On 8 May IDFCFIRSTB was trading at 71.27. The strike last trading price was 3, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 7 May IDFCFIRSTB was trading at 70.39. The strike last trading price was 3, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 6 May IDFCFIRSTB was trading at 69.59. The strike last trading price was 3, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1