IDFCFIRSTB

Idfc First Bank Limited

80.91 +1.79 (2.26%)

L: 78.34 H: 81.15

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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 81 CE
Delta: 0.53 Vega: 0.08 Theta: -0.05 Gamma: 0.09
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	80.91	1.97 ₹ 18,271.75	0.73 6770.75	23.77	1,608 1,49,14,200	-66 -6,12,150	740 68,63,500
8 Dec	79.12	1.26 ₹ 11,686.5	-0.79 -7327.25	24.62	1,169 1,08,42,475	173 16,04,575	816 75,68,400
5 Dec	80.87	2.04 ₹ 18,921	0.36 3339.00	21.69	1,133 1,05,08,575	-77 -7,14,175	649 60,19,475
4 Dec	79.88	1.69 ₹ 15,674.75	-0.3 -2782.50	22.86	972 90,15,300	132 12,24,300	729 67,61,475
3 Dec	80.58	2.05 ₹ 19,013.75	-0.86 -7976.50	22.33	1,187 1,10,09,425	98 9,08,950	598 55,46,450
2 Dec	81.98	2.86 ₹ 26,526.5	0.82 7605.50	21.83	1,273 1,18,07,075	-318 -29,49,450	501 46,46,775
1 Dec	80.71	2 ₹ 18,550	0.1 927.50	21.04	1,555 1,44,22,625	42 3,89,550	825 76,51,875
28 Nov	80.13	1.9 ₹ 17,622.5	-0.15 -1391.25	20.53	898 83,28,950	184 17,06,600	790 73,27,250
27 Nov	80.50	2.15 ₹ 19,941.25	0.05 463.75	19.69	1,296 1,20,20,400	33 3,06,075	606 56,20,650
26 Nov	80.37	2.13 ₹ 19,755.75	0.47 4359.25	21.11	1,576 1,46,17,400	311 28,84,525	571 52,96,025
25 Nov	79.35	1.72 ₹ 15,953	0.47 4359.25	21.70	353 32,74,075	71 6,58,525	267 24,76,425
24 Nov	77.97	1.24 ₹ 11,501	-0.26 -2411.50	23.02	146 13,54,150	43 3,98,825	193 17,90,075
21 Nov	78.33	1.47 ₹ 13,634.25	-0.57 -5286.75	22.04	133 12,33,575	-21 -1,94,775	151 14,00,525
20 Nov	78.93	2.05 ₹ 19,013.75	-0.36 -3339.00	24.68	74 6,86,350	46 4,26,650	173 16,04,575
19 Nov	79.61	2.41 ₹ 22,352.75	-0.42 -3895.50	25.33	54 5,00,850	24 2,22,600	127 11,77,925
18 Nov	80.11	2.85 ₹ 26,433.75	-0.53 -4915.75	26.66	78 7,23,450	35 3,24,625	116 10,75,900
17 Nov	81.01	3.4 ₹ 31,535	0.33 3060.75	26.58	40 3,71,000	14 1,29,850	80 7,42,000
14 Nov	80.43	3.07 ₹ 28,474.25	0.02 185.50	24.50	8 74,200	3 27,825	66 6,12,150
13 Nov	80.00	3.05 ₹ 28,288.75	-0.54 -5008.50	27.17	16 1,48,400	15 1,39,125	63 5,84,325
12 Nov	81.58	3.6 ₹ 33,390	0.6 5565.00	23.62	71 6,58,525	52 4,82,300	56 5,19,400
11 Nov	80.69	3 ₹ 27,825	-0.61 -5657.75	22.38	3 27,825	0 0	3 27,825
10 Nov	81.21	3.61 ₹ 33,482.75	0 0.00	25.06	1 9,275	0 0	2 18,550

7 Nov	81.47	3.61 ₹ 33,482.75	0.46 4266.50	22.90	1 9,275	0 0	1 9,275
6 Nov	80.37	3.15 ₹ 29,216.25	-0.6 -5565.00	23.83	1 9,275	0 0	1 9,275
4 Nov	81.13	3.75 ₹ 34,781.25	-0.3 -2782.50	24.64	3 27,825	0 0	0 0
3 Nov	81.99	4.05 ₹ 37,563.75	0 0.00	-	0 0	0 0	0 0
31 Oct	81.77	4.05 ₹ 37,563.75	0 0.00	-	0 0	0 0	0 0
30 Oct	78.93	4.05 ₹ 37,563.75	0 0.00	1.02	0 0	0 0	0 0
29 Oct	79.35	4.05 ₹ 37,563.75	0 0.00	0.47	0 0	0 0	0 0

For Idfc First Bank Limited - strike price 81 expiring on 30DEC2025

Delta for 81 CE is 0.53

Historical price for 81 CE is as follows

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 1.97, which was 0.73 higher than the previous day. The implied volatity was 23.77, the open interest changed by -66 which decreased total open position to 740

On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 1.26, which was -0.79 lower than the previous day. The implied volatity was 24.62, the open interest changed by 173 which increased total open position to 816

On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 2.04, which was 0.36 higher than the previous day. The implied volatity was 21.69, the open interest changed by -77 which decreased total open position to 649

On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 1.69, which was -0.3 lower than the previous day. The implied volatity was 22.86, the open interest changed by 132 which increased total open position to 729

On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 2.05, which was -0.86 lower than the previous day. The implied volatity was 22.33, the open interest changed by 98 which increased total open position to 598

On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 2.86, which was 0.82 higher than the previous day. The implied volatity was 21.83, the open interest changed by -318 which decreased total open position to 501

On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 2, which was 0.1 higher than the previous day. The implied volatity was 21.04, the open interest changed by 42 which increased total open position to 825

On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 1.9, which was -0.15 lower than the previous day. The implied volatity was 20.53, the open interest changed by 184 which increased total open position to 790

On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 2.15, which was 0.05 higher than the previous day. The implied volatity was 19.69, the open interest changed by 33 which increased total open position to 606

On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 2.13, which was 0.47 higher than the previous day. The implied volatity was 21.11, the open interest changed by 311 which increased total open position to 571

On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 1.72, which was 0.47 higher than the previous day. The implied volatity was 21.70, the open interest changed by 71 which increased total open position to 267

On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 1.24, which was -0.26 lower than the previous day. The implied volatity was 23.02, the open interest changed by 43 which increased total open position to 193

On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 1.47, which was -0.57 lower than the previous day. The implied volatity was 22.04, the open interest changed by -21 which decreased total open position to 151

On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 2.05, which was -0.36 lower than the previous day. The implied volatity was 24.68, the open interest changed by 46 which increased total open position to 173

On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 2.41, which was -0.42 lower than the previous day. The implied volatity was 25.33, the open interest changed by 24 which increased total open position to 127

On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 2.85, which was -0.53 lower than the previous day. The implied volatity was 26.66, the open interest changed by 35 which increased total open position to 116

On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 3.4, which was 0.33 higher than the previous day. The implied volatity was 26.58, the open interest changed by 14 which increased total open position to 80

On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 3.07, which was 0.02 higher than the previous day. The implied volatity was 24.50, the open interest changed by 3 which increased total open position to 66

On 13 Nov IDFCFIRSTB was trading at 80.00. The strike last trading price was 3.05, which was -0.54 lower than the previous day. The implied volatity was 27.17, the open interest changed by 15 which increased total open position to 63

On 12 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 3.6, which was 0.6 higher than the previous day. The implied volatity was 23.62, the open interest changed by 52 which increased total open position to 56

On 11 Nov IDFCFIRSTB was trading at 80.69. The strike last trading price was 3, which was -0.61 lower than the previous day. The implied volatity was 22.38, the open interest changed by 0 which decreased total open position to 3

On 10 Nov IDFCFIRSTB was trading at 81.21. The strike last trading price was 3.61, which was 0 lower than the previous day. The implied volatity was 25.06, the open interest changed by 0 which decreased total open position to 2

On 7 Nov IDFCFIRSTB was trading at 81.47. The strike last trading price was 3.61, which was 0.46 higher than the previous day. The implied volatity was 22.90, the open interest changed by 0 which decreased total open position to 1

On 6 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 3.15, which was -0.6 lower than the previous day. The implied volatity was 23.83, the open interest changed by 0 which decreased total open position to 1

On 4 Nov IDFCFIRSTB was trading at 81.13. The strike last trading price was 3.75, which was -0.3 lower than the previous day. The implied volatity was 24.64, 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 4.05, 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 4.05, 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 4.05, which was 0 lower than the previous day. The implied volatity was 1.02, 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 4.05, which was 0 lower than the previous day. The implied volatity was 0.47, the open interest changed by 0 which decreased total open position to 0

IDFCFIRSTB 30DEC2025 81 PE
Delta: -0.47 Vega: 0.08 Theta: -0.03 Gamma: 0.08
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	80.91	1.79 ₹ 16,602.25	-0.9 -8347.50	24.87	404 37,47,100	42 3,89,550	404 37,47,100
8 Dec	79.12	2.71 ₹ 25,135.25	1 9275.00	23.76	528 48,97,200	-17 -1,57,675	364 33,76,100
5 Dec	80.87	1.69 ₹ 15,674.75	-0.66 -6121.50	22.44	511 47,39,525	44 4,08,100	387 35,89,425
4 Dec	79.88	2.4 ₹ 22,260	0.29 2689.75	24.81	334 30,97,850	10 92,750	343 31,81,325
3 Dec	80.58	2.08 ₹ 19,292	0.62 5750.50	24.93	1,143 1,06,01,325	-321 -29,77,275	334 30,97,850
2 Dec	81.98	1.47 ₹ 13,634.25	-0.59 -5472.25	24.27	1,579 1,46,45,225	407 37,74,925	653 60,56,575
1 Dec	80.71	2.09 ₹ 19,384.75	-0.09 -834.75	24.15	808 74,94,200	-189 -17,52,975	246 22,81,650
28 Nov	80.13	2.12 ₹ 19,663	0.17 1576.75	21.87	404 37,47,100	2 18,550	434 40,25,350
27 Nov	80.50	1.91 ₹ 17,715.25	-0.21 -1947.75	22.18	595 55,18,625	28 2,59,700	428 39,69,700
26 Nov	80.37	2.09 ₹ 19,384.75	-0.79 -7327.25	22.04	778 72,15,950	326 30,23,650	402 37,28,550
25 Nov	79.35	2.86 ₹ 26,526.5	-0.93 -8625.75	24.21	57 5,28,675	15 1,39,125	77 7,14,175
24 Nov	77.97	3.77 ₹ 34,966.75	0.27 2504.25	23.30	16 1,48,400	8 74,200	61 5,65,775
21 Nov	78.33	3.5 ₹ 32,462.5	0.09 834.75	23.88	7 64,925	3 27,825	53 4,91,575
20 Nov	78.93	3.41 ₹ 31,627.75	0.19 1762.25	26.55	7 64,925	3 27,825	49 4,54,475
19 Nov	79.61	3.22 ₹ 29,865.5	0.19 1762.25	27.26	5 46,375	1 9,275	46 4,26,650
18 Nov	80.11	3.03 ₹ 28,103.25	0.44 4081.00	27.64	9 83,475	8 74,200	45 4,17,375
17 Nov	81.01	2.62 ₹ 24,300.5	-0.48 -4452.00	27.67	9 83,475	5 46,375	37 3,43,175
14 Nov	80.43	3.1 ₹ 28,752.5	0.8 7420.00	29.66	12 1,11,300	0 0	32 2,96,800
13 Nov	80.00	2.31 ₹ 21,425.25	-0.19 -1762.25	-	0 0	29 2,68,975	0 0
12 Nov	81.58	2.31 ₹ 21,425.25	-0.19 -1762.25	25.88	30 2,78,250	29 2,68,975	32 2,96,800
11 Nov	80.69	2.5 ₹ 23,187.5	0.12 1113.00	-	0 0	0 0	0 0
10 Nov	81.21	2.5 ₹ 23,187.5	0.12 1113.00	-	0 0	2 18,550	0 0
7 Nov	81.47	2.5 ₹ 23,187.5	0.12 1113.00	26.05	5 46,375	3 27,825	4 37,100
6 Nov	80.37	2.38 ₹ 22,074.5	0.08 742.00	-	0 0	0 0	0 0
4 Nov	81.13	2.38 ₹ 22,074.5	0.08 742.00	-	0 0	-2 -18,550	0 0
3 Nov	81.99	2.38 ₹ 22,074.5	0.08 742.00	25.98	2 18,550	-1 -9,275	2 18,550
31 Oct	81.77	2.3 ₹ 21,332.5	-2.7 -25042.50	-	3 27,825	2 18,550	2 18,550
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 81 expiring on 30DEC2025

Delta for 81 PE is -0.47

Historical price for 81 PE is as follows

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 1.79, which was -0.9 lower than the previous day. The implied volatity was 24.87, the open interest changed by 42 which increased total open position to 404

On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 2.71, which was 1 higher than the previous day. The implied volatity was 23.76, the open interest changed by -17 which decreased total open position to 364

On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 1.69, which was -0.66 lower than the previous day. The implied volatity was 22.44, the open interest changed by 44 which increased total open position to 387

On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 2.4, which was 0.29 higher than the previous day. The implied volatity was 24.81, the open interest changed by 10 which increased total open position to 343

On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 2.08, which was 0.62 higher than the previous day. The implied volatity was 24.93, the open interest changed by -321 which decreased total open position to 334

On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 1.47, which was -0.59 lower than the previous day. The implied volatity was 24.27, the open interest changed by 407 which increased total open position to 653

On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 2.09, which was -0.09 lower than the previous day. The implied volatity was 24.15, the open interest changed by -189 which decreased total open position to 246

On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 2.12, which was 0.17 higher than the previous day. The implied volatity was 21.87, the open interest changed by 2 which increased total open position to 434

On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 1.91, which was -0.21 lower than the previous day. The implied volatity was 22.18, the open interest changed by 28 which increased total open position to 428

On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 2.09, which was -0.79 lower than the previous day. The implied volatity was 22.04, the open interest changed by 326 which increased total open position to 402

On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 2.86, which was -0.93 lower than the previous day. The implied volatity was 24.21, the open interest changed by 15 which increased total open position to 77

On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 3.77, which was 0.27 higher than the previous day. The implied volatity was 23.30, the open interest changed by 8 which increased total open position to 61

On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 3.5, which was 0.09 higher than the previous day. The implied volatity was 23.88, the open interest changed by 3 which increased total open position to 53

On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 3.41, which was 0.19 higher than the previous day. The implied volatity was 26.55, the open interest changed by 3 which increased total open position to 49

On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 3.22, which was 0.19 higher than the previous day. The implied volatity was 27.26, the open interest changed by 1 which increased total open position to 46

On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 3.03, which was 0.44 higher than the previous day. The implied volatity was 27.64, the open interest changed by 8 which increased total open position to 45

On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 2.62, which was -0.48 lower than the previous day. The implied volatity was 27.67, the open interest changed by 5 which increased total open position to 37

On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 3.1, which was 0.8 higher than the previous day. The implied volatity was 29.66, the open interest changed by 0 which decreased total open position to 32

On 13 Nov IDFCFIRSTB was trading at 80.00. The strike last trading price was 2.31, which was -0.19 lower than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 0

On 12 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 2.31, which was -0.19 lower than the previous day. The implied volatity was 25.88, the open interest changed by 29 which increased total open position to 32

On 11 Nov IDFCFIRSTB was trading at 80.69. The strike last trading price was 2.5, which was 0.12 higher 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 2.5, which was 0.12 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 7 Nov IDFCFIRSTB was trading at 81.47. The strike last trading price was 2.5, which was 0.12 higher than the previous day. The implied volatity was 26.05, the open interest changed by 3 which increased total open position to 4

On 6 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 2.38, which was 0.08 higher 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 2.38, which was 0.08 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0

On 3 Nov IDFCFIRSTB was trading at 81.99. The strike last trading price was 2.38, which was 0.08 higher than the previous day. The implied volatity was 25.98, the open interest changed by -1 which decreased total open position to 2

On 31 Oct IDFCFIRSTB was trading at 81.77. The strike last trading price was 2.3, which was -2.7 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2

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

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