IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
20 Feb 2026 04:11 PM IST
| IDFCFIRSTB 24-FEB-2026 82 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 0.02
Theta: -0.06
Gamma: 0.18
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 83.51 | 1.46 | 0.02 | 15.9 | 241 | -11 | 633 | |||||||||
| 19 Feb | 82.98 | 1.15 | -1.58 | 19.27 | 717 | -106 | 654 | |||||||||
| 18 Feb | 84.61 | 3.23 | 1.31 | 12.97 | 1,106 | -446 | 775 | |||||||||
| 17 Feb | 83.35 | 1.75 | -0.06 | 23.74 | 1,264 | 39 | 1,230 | |||||||||
| 16 Feb | 82.91 | 1.68 | 0.22 | 23.1 | 2,072 | 251 | 1,193 | |||||||||
| 13 Feb | 81.54 | 1.27 | -0.45 | 25.32 | 1,784 | -122 | 942 | |||||||||
| 12 Feb | 82.15 | 1.64 | -0.44 | 25.36 | 1,906 | 602 | 1,045 | |||||||||
| 11 Feb | 82.56 | 2 | -1 | 26.41 | 440 | 126 | 439 | |||||||||
| 10 Feb | 83.77 | 3.07 | -0.43 | 26.97 | 59 | -1 | 312 | |||||||||
| 9 Feb | 84.76 | 3.5 | -0.51 | 22.34 | 23 | 1 | 314 | |||||||||
| 6 Feb | 85.11 | 4.07 | -0.23 | 26.47 | 36 | -13 | 313 | |||||||||
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| 5 Feb | 85.48 | 4.3 | -0.08 | 27.28 | 88 | -13 | 326 | |||||||||
| 4 Feb | 85.14 | 4.34 | 0.1 | 28.29 | 112 | -1 | 345 | |||||||||
| 3 Feb | 84.85 | 4.22 | 2.17 | 27.79 | 497 | -113 | 346 | |||||||||
| 2 Feb | 81.21 | 2.13 | -0.54 | 27.18 | 1,459 | 94 | 459 | |||||||||
| 1 Feb | 82.03 | 2.56 | -1.49 | 28.09 | 573 | 63 | 363 | |||||||||
| 30 Jan | 83.58 | 4 | -0.21 | 33.14 | 387 | -21 | 302 | |||||||||
| 29 Jan | 83.47 | 4.14 | 0.19 | 36.68 | 261 | -40 | 324 | |||||||||
| 28 Jan | 82.93 | 4 | -0.24 | 35.75 | 541 | 60 | 372 | |||||||||
| 27 Jan | 83.50 | 4.3 | 0.41 | 34.93 | 578 | 39 | 315 | |||||||||
| 23 Jan | 82.99 | 3.64 | -0.95 | 30.95 | 239 | 95 | 276 | |||||||||
| 22 Jan | 84.20 | 4.71 | 1.59 | 28.93 | 123 | 2 | 180 | |||||||||
| 21 Jan | 81.51 | 3.11 | -0.3 | 30.34 | 186 | 90 | 178 | |||||||||
| 20 Jan | 82.09 | 3.38 | -0.87 | 30.21 | 87 | 50 | 85 | |||||||||
| 19 Jan | 83.12 | 4.25 | -0.1 | 31.86 | 9 | 8 | 35 | |||||||||
| 16 Jan | 83.79 | 4.35 | -0.1 | 25.58 | 1 | 0 | 26 | |||||||||
| 14 Jan | 83.07 | 4.45 | 0.25 | 30.79 | 10 | 4 | 26 | |||||||||
| 13 Jan | 82.96 | 4.2 | -1.2 | 28.32 | 20 | 17 | 21 | |||||||||
| 12 Jan | 84.77 | 5.4 | -1.1 | 27.32 | 4 | 3 | 4 | |||||||||
| 9 Jan | 86.00 | 6.5 | 0.4 | 29.12 | 2 | -1 | 1 | |||||||||
| 8 Jan | 86.07 | 6.1 | 0.1 | 26.05 | 1 | 0 | 1 | |||||||||
| 7 Jan | 84.40 | 6 | 1.36 | 34.64 | 1 | 0 | 0 | |||||||||
| 6 Jan | 84.73 | 4.64 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 84.93 | 4.64 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 85.92 | 4.64 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 85.61 | 4.64 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 85.61 | 4.64 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Dec | 84.83 | 4.64 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Dec | 84.54 | 4.64 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Dec | 85.12 | 4.64 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Dec | 84.24 | 4.64 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Dec | 85.00 | 4.64 | - | - | 0 | 0 | 0 | |||||||||
| 22 Dec | 85.35 | 4.64 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Dec | 84.68 | 4.64 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Dec | 83.79 | 4.64 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Dec | 83.95 | 4.64 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 83.46 | 4.64 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 83.87 | 4.64 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 82.29 | 4.64 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 80.61 | 4.64 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 80.32 | 4.64 | 0 | 0.1 | 0 | 0 | 0 | |||||||||
| 9 Dec | 80.91 | 4.64 | - | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 79.12 | 4.64 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 80.87 | 4.64 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 79.88 | 4.64 | 0 | 0.46 | 0 | 0 | 0 | |||||||||
| 3 Dec | 80.58 | 4.64 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 81.98 | 4.64 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 80.71 | 4.64 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 80.13 | 4.64 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 80.50 | 4.64 | 0 | - | 0 | 0 | 0 | |||||||||
For Idfc First Bank Limited - strike price 82 expiring on 24FEB2026
Delta for 82 CE is 0.84
Historical price for 82 CE is as follows
On 20 Feb IDFCFIRSTB was trading at 83.51. The strike last trading price was 1.46, which was 0.02 higher than the previous day. The implied volatity was 15.9, the open interest changed by -11 which decreased total open position to 633
On 19 Feb IDFCFIRSTB was trading at 82.98. The strike last trading price was 1.15, which was -1.58 lower than the previous day. The implied volatity was 19.27, the open interest changed by -106 which decreased total open position to 654
On 18 Feb IDFCFIRSTB was trading at 84.61. The strike last trading price was 3.23, which was 1.31 higher than the previous day. The implied volatity was 12.97, the open interest changed by -446 which decreased total open position to 775
On 17 Feb IDFCFIRSTB was trading at 83.35. The strike last trading price was 1.75, which was -0.06 lower than the previous day. The implied volatity was 23.74, the open interest changed by 39 which increased total open position to 1230
On 16 Feb IDFCFIRSTB was trading at 82.91. The strike last trading price was 1.68, which was 0.22 higher than the previous day. The implied volatity was 23.1, the open interest changed by 251 which increased total open position to 1193
On 13 Feb IDFCFIRSTB was trading at 81.54. The strike last trading price was 1.27, which was -0.45 lower than the previous day. The implied volatity was 25.32, the open interest changed by -122 which decreased total open position to 942
On 12 Feb IDFCFIRSTB was trading at 82.15. The strike last trading price was 1.64, which was -0.44 lower than the previous day. The implied volatity was 25.36, the open interest changed by 602 which increased total open position to 1045
On 11 Feb IDFCFIRSTB was trading at 82.56. The strike last trading price was 2, which was -1 lower than the previous day. The implied volatity was 26.41, the open interest changed by 126 which increased total open position to 439
On 10 Feb IDFCFIRSTB was trading at 83.77. The strike last trading price was 3.07, which was -0.43 lower than the previous day. The implied volatity was 26.97, the open interest changed by -1 which decreased total open position to 312
On 9 Feb IDFCFIRSTB was trading at 84.76. The strike last trading price was 3.5, which was -0.51 lower than the previous day. The implied volatity was 22.34, the open interest changed by 1 which increased total open position to 314
On 6 Feb IDFCFIRSTB was trading at 85.11. The strike last trading price was 4.07, which was -0.23 lower than the previous day. The implied volatity was 26.47, the open interest changed by -13 which decreased total open position to 313
On 5 Feb IDFCFIRSTB was trading at 85.48. The strike last trading price was 4.3, which was -0.08 lower than the previous day. The implied volatity was 27.28, the open interest changed by -13 which decreased total open position to 326
On 4 Feb IDFCFIRSTB was trading at 85.14. The strike last trading price was 4.34, which was 0.1 higher than the previous day. The implied volatity was 28.29, the open interest changed by -1 which decreased total open position to 345
On 3 Feb IDFCFIRSTB was trading at 84.85. The strike last trading price was 4.22, which was 2.17 higher than the previous day. The implied volatity was 27.79, the open interest changed by -113 which decreased total open position to 346
On 2 Feb IDFCFIRSTB was trading at 81.21. The strike last trading price was 2.13, which was -0.54 lower than the previous day. The implied volatity was 27.18, the open interest changed by 94 which increased total open position to 459
On 1 Feb IDFCFIRSTB was trading at 82.03. The strike last trading price was 2.56, which was -1.49 lower than the previous day. The implied volatity was 28.09, the open interest changed by 63 which increased total open position to 363
On 30 Jan IDFCFIRSTB was trading at 83.58. The strike last trading price was 4, which was -0.21 lower than the previous day. The implied volatity was 33.14, the open interest changed by -21 which decreased total open position to 302
On 29 Jan IDFCFIRSTB was trading at 83.47. The strike last trading price was 4.14, which was 0.19 higher than the previous day. The implied volatity was 36.68, the open interest changed by -40 which decreased total open position to 324
On 28 Jan IDFCFIRSTB was trading at 82.93. The strike last trading price was 4, which was -0.24 lower than the previous day. The implied volatity was 35.75, the open interest changed by 60 which increased total open position to 372
On 27 Jan IDFCFIRSTB was trading at 83.50. The strike last trading price was 4.3, which was 0.41 higher than the previous day. The implied volatity was 34.93, the open interest changed by 39 which increased total open position to 315
On 23 Jan IDFCFIRSTB was trading at 82.99. The strike last trading price was 3.64, which was -0.95 lower than the previous day. The implied volatity was 30.95, the open interest changed by 95 which increased total open position to 276
On 22 Jan IDFCFIRSTB was trading at 84.20. The strike last trading price was 4.71, which was 1.59 higher than the previous day. The implied volatity was 28.93, the open interest changed by 2 which increased total open position to 180
On 21 Jan IDFCFIRSTB was trading at 81.51. The strike last trading price was 3.11, which was -0.3 lower than the previous day. The implied volatity was 30.34, the open interest changed by 90 which increased total open position to 178
On 20 Jan IDFCFIRSTB was trading at 82.09. The strike last trading price was 3.38, which was -0.87 lower than the previous day. The implied volatity was 30.21, the open interest changed by 50 which increased total open position to 85
On 19 Jan IDFCFIRSTB was trading at 83.12. The strike last trading price was 4.25, which was -0.1 lower than the previous day. The implied volatity was 31.86, the open interest changed by 8 which increased total open position to 35
On 16 Jan IDFCFIRSTB was trading at 83.79. The strike last trading price was 4.35, which was -0.1 lower than the previous day. The implied volatity was 25.58, the open interest changed by 0 which decreased total open position to 26
On 14 Jan IDFCFIRSTB was trading at 83.07. The strike last trading price was 4.45, which was 0.25 higher than the previous day. The implied volatity was 30.79, the open interest changed by 4 which increased total open position to 26
On 13 Jan IDFCFIRSTB was trading at 82.96. The strike last trading price was 4.2, which was -1.2 lower than the previous day. The implied volatity was 28.32, the open interest changed by 17 which increased total open position to 21
On 12 Jan IDFCFIRSTB was trading at 84.77. The strike last trading price was 5.4, which was -1.1 lower than the previous day. The implied volatity was 27.32, the open interest changed by 3 which increased total open position to 4
On 9 Jan IDFCFIRSTB was trading at 86.00. The strike last trading price was 6.5, which was 0.4 higher than the previous day. The implied volatity was 29.12, the open interest changed by -1 which decreased total open position to 1
On 8 Jan IDFCFIRSTB was trading at 86.07. The strike last trading price was 6.1, which was 0.1 higher than the previous day. The implied volatity was 26.05, the open interest changed by 0 which decreased total open position to 1
On 7 Jan IDFCFIRSTB was trading at 84.40. The strike last trading price was 6, which was 1.36 higher than the previous day. The implied volatity was 34.64, the open interest changed by 0 which decreased total open position to 0
On 6 Jan IDFCFIRSTB was trading at 84.73. The strike last trading price was 4.64, 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 Jan IDFCFIRSTB was trading at 84.93. The strike last trading price was 4.64, 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 Jan IDFCFIRSTB was trading at 85.92. The strike last trading price was 4.64, 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 Jan IDFCFIRSTB was trading at 85.61. The strike last trading price was 4.64, 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 Dec IDFCFIRSTB was trading at 85.61. The strike last trading price was 4.64, 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 Dec IDFCFIRSTB was trading at 84.83. The strike last trading price was 4.64, 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 Dec IDFCFIRSTB was trading at 84.54. The strike last trading price was 4.64, 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 Dec IDFCFIRSTB was trading at 85.12. The strike last trading price was 4.64, 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 Dec IDFCFIRSTB was trading at 84.24. The strike last trading price was 4.64, 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 Dec IDFCFIRSTB was trading at 85.00. The strike last trading price was 4.64, 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 22 Dec IDFCFIRSTB was trading at 85.35. The strike last trading price was 4.64, 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 19 Dec IDFCFIRSTB was trading at 84.68. The strike last trading price was 4.64, 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 Dec IDFCFIRSTB was trading at 83.79. The strike last trading price was 4.64, 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 Dec IDFCFIRSTB was trading at 83.95. The strike last trading price was 4.64, 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 Dec IDFCFIRSTB was trading at 83.46. The strike last trading price was 4.64, 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 Dec IDFCFIRSTB was trading at 83.87. The strike last trading price was 4.64, 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 Dec IDFCFIRSTB was trading at 82.29. The strike last trading price was 4.64, 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 Dec IDFCFIRSTB was trading at 80.61. The strike last trading price was 4.64, 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 Dec IDFCFIRSTB was trading at 80.32. The strike last trading price was 4.64, which was 0 lower than the previous day. The implied volatity was 0.1, the open interest changed by 0 which decreased total open position to 0
On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 4.64, 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 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 4.64, 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 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 4.64, 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 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 4.64, which was 0 lower than the previous day. The implied volatity was 0.46, the open interest changed by 0 which decreased total open position to 0
On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 4.64, 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 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 4.64, 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 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 4.64, 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 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 4.64, 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 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 4.64, 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 24FEB2026 82 PE | |||||||
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Delta: -0.24
Vega: 0.03
Theta: -0.07
Gamma: 0.16
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 83.51 | 0.27 | -0.26 | 22.01 | 1,021 | 61 | 594 |
| 19 Feb | 82.98 | 0.69 | 0.52 | 26.22 | 1,913 | -30 | 582 |
| 18 Feb | 84.61 | 0.12 | -0.45 | 24.91 | 1,757 | -251 | 596 |
| 17 Feb | 83.35 | 0.63 | -0.26 | 22.93 | 1,289 | 39 | 847 |
| 16 Feb | 82.91 | 0.92 | -0.66 | 27.86 | 994 | 108 | 808 |
| 13 Feb | 81.54 | 1.69 | 0.26 | 26.86 | 492 | -82 | 703 |
| 12 Feb | 82.15 | 1.55 | 0.24 | 28.39 | 1,161 | 160 | 784 |
| 11 Feb | 82.56 | 1.4 | 0.55 | 27.91 | 682 | -20 | 626 |
| 10 Feb | 83.77 | 0.89 | 0.14 | 27.56 | 443 | 68 | 643 |
| 9 Feb | 84.76 | 0.74 | -0.02 | 28.06 | 461 | 42 | 575 |
| 6 Feb | 85.11 | 0.75 | -0.06 | 27.04 | 528 | 107 | 534 |
| 5 Feb | 85.48 | 0.84 | -0.09 | 28.55 | 386 | 3 | 427 |
| 4 Feb | 85.14 | 0.95 | -0.12 | 29.2 | 758 | 29 | 424 |
| 3 Feb | 84.85 | 1.06 | -1.39 | 29.42 | 1,052 | -39 | 394 |
| 2 Feb | 81.21 | 2.33 | -0.16 | 28.72 | 473 | -22 | 433 |
| 1 Feb | 82.03 | 2.62 | 0.32 | 35.02 | 475 | 5 | 454 |
| 30 Jan | 83.58 | 2.35 | -0.14 | 38.08 | 423 | 53 | 443 |
| 29 Jan | 83.47 | 2.5 | -0.17 | 37.52 | 127 | -8 | 391 |
| 28 Jan | 82.93 | 2.66 | 0.21 | 37.75 | 328 | 37 | 428 |
| 27 Jan | 83.50 | 2.41 | -0.28 | 36.59 | 644 | 63 | 400 |
| 23 Jan | 82.99 | 2.83 | 0.83 | 35.21 | 424 | 110 | 337 |
| 22 Jan | 84.20 | 2 | -1.12 | 33.6 | 203 | 68 | 228 |
| 21 Jan | 81.51 | 3.17 | 0.43 | 33.07 | 138 | 85 | 159 |
| 20 Jan | 82.09 | 2.82 | 0.67 | 31.14 | 61 | 25 | 73 |
| 19 Jan | 83.12 | 2.15 | -0.08 | 28.8 | 16 | 5 | 47 |
| 16 Jan | 83.79 | 2.23 | -0.38 | 31.95 | 13 | 1 | 34 |
| 14 Jan | 83.07 | 2.61 | -0.14 | 31.97 | 15 | 4 | 33 |
| 13 Jan | 82.96 | 2.75 | 0.8 | 32.75 | 17 | 8 | 28 |
| 12 Jan | 84.77 | 1.95 | 0.2 | - | 0 | 0 | 20 |
| 9 Jan | 86.00 | 1.95 | 0.2 | - | 0 | 0 | 20 |
| 8 Jan | 86.07 | 1.95 | 0.2 | - | 0 | 0 | 20 |
| 7 Jan | 84.40 | 1.95 | 0.2 | 27.92 | 7 | 5 | 19 |
| 6 Jan | 84.73 | 1.75 | 0.24 | - | 0 | 0 | 14 |
| 5 Jan | 84.93 | 1.75 | 0.24 | 27.46 | 1 | 0 | 13 |
| 2 Jan | 85.92 | 1.51 | -0.46 | 27.38 | 14 | 11 | 12 |
| 1 Jan | 85.61 | 1.97 | -4.09 | - | 0 | 0 | 1 |
| 31 Dec | 85.61 | 1.97 | -4.09 | - | 0 | 1 | 0 |
| 30 Dec | 84.83 | 1.97 | -4.09 | 27.4 | 1 | 0 | 0 |
| 29 Dec | 84.54 | 6.06 | 0 | - | 0 | 0 | 0 |
| 26 Dec | 85.12 | 6.06 | 0 | 4.38 | 0 | 0 | 0 |
| 24 Dec | 84.24 | 6.06 | 0 | 3.49 | 0 | 0 | 0 |
| 23 Dec | 85.00 | 6.06 | - | - | 0 | 0 | 0 |
| 22 Dec | 85.35 | 6.06 | 0 | 4.38 | 0 | 0 | 0 |
| 19 Dec | 84.68 | 6.06 | 0 | 3.88 | 0 | 0 | 0 |
| 18 Dec | 83.79 | 6.06 | 0 | - | 0 | 0 | 0 |
| 17 Dec | 83.95 | 6.06 | 0 | 3.25 | 0 | 0 | 0 |
| 16 Dec | 83.46 | 6.06 | 0 | 2.64 | 0 | 0 | 0 |
| 15 Dec | 83.87 | 6.06 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 82.29 | 6.06 | 0 | 2 | 0 | 0 | 0 |
| 11 Dec | 80.61 | 6.06 | 0 | 0.37 | 0 | 0 | 0 |
| 10 Dec | 80.32 | 6.06 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 80.91 | 6.06 | - | - | 0 | 0 | 0 |
| 8 Dec | 79.12 | 6.06 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 80.87 | 6.06 | 0 | 0.65 | 0 | 0 | 0 |
| 4 Dec | 79.88 | 6.06 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 80.58 | 6.06 | 0 | 0.41 | 0 | 0 | 0 |
| 2 Dec | 81.98 | 6.06 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 80.71 | 6.06 | 0 | 0.56 | 0 | 0 | 0 |
| 28 Nov | 80.13 | 6.06 | 0 | 0.19 | 0 | 0 | 0 |
| 27 Nov | 80.50 | 6.06 | 0 | 0.7 | 0 | 0 | 0 |
For Idfc First Bank Limited - strike price 82 expiring on 24FEB2026
Delta for 82 PE is -0.24
Historical price for 82 PE is as follows
On 20 Feb IDFCFIRSTB was trading at 83.51. The strike last trading price was 0.27, which was -0.26 lower than the previous day. The implied volatity was 22.01, the open interest changed by 61 which increased total open position to 594
On 19 Feb IDFCFIRSTB was trading at 82.98. The strike last trading price was 0.69, which was 0.52 higher than the previous day. The implied volatity was 26.22, the open interest changed by -30 which decreased total open position to 582
On 18 Feb IDFCFIRSTB was trading at 84.61. The strike last trading price was 0.12, which was -0.45 lower than the previous day. The implied volatity was 24.91, the open interest changed by -251 which decreased total open position to 596
On 17 Feb IDFCFIRSTB was trading at 83.35. The strike last trading price was 0.63, which was -0.26 lower than the previous day. The implied volatity was 22.93, the open interest changed by 39 which increased total open position to 847
On 16 Feb IDFCFIRSTB was trading at 82.91. The strike last trading price was 0.92, which was -0.66 lower than the previous day. The implied volatity was 27.86, the open interest changed by 108 which increased total open position to 808
On 13 Feb IDFCFIRSTB was trading at 81.54. The strike last trading price was 1.69, which was 0.26 higher than the previous day. The implied volatity was 26.86, the open interest changed by -82 which decreased total open position to 703
On 12 Feb IDFCFIRSTB was trading at 82.15. The strike last trading price was 1.55, which was 0.24 higher than the previous day. The implied volatity was 28.39, the open interest changed by 160 which increased total open position to 784
On 11 Feb IDFCFIRSTB was trading at 82.56. The strike last trading price was 1.4, which was 0.55 higher than the previous day. The implied volatity was 27.91, the open interest changed by -20 which decreased total open position to 626
On 10 Feb IDFCFIRSTB was trading at 83.77. The strike last trading price was 0.89, which was 0.14 higher than the previous day. The implied volatity was 27.56, the open interest changed by 68 which increased total open position to 643
On 9 Feb IDFCFIRSTB was trading at 84.76. The strike last trading price was 0.74, which was -0.02 lower than the previous day. The implied volatity was 28.06, the open interest changed by 42 which increased total open position to 575
On 6 Feb IDFCFIRSTB was trading at 85.11. The strike last trading price was 0.75, which was -0.06 lower than the previous day. The implied volatity was 27.04, the open interest changed by 107 which increased total open position to 534
On 5 Feb IDFCFIRSTB was trading at 85.48. The strike last trading price was 0.84, which was -0.09 lower than the previous day. The implied volatity was 28.55, the open interest changed by 3 which increased total open position to 427
On 4 Feb IDFCFIRSTB was trading at 85.14. The strike last trading price was 0.95, which was -0.12 lower than the previous day. The implied volatity was 29.2, the open interest changed by 29 which increased total open position to 424
On 3 Feb IDFCFIRSTB was trading at 84.85. The strike last trading price was 1.06, which was -1.39 lower than the previous day. The implied volatity was 29.42, the open interest changed by -39 which decreased total open position to 394
On 2 Feb IDFCFIRSTB was trading at 81.21. The strike last trading price was 2.33, which was -0.16 lower than the previous day. The implied volatity was 28.72, the open interest changed by -22 which decreased total open position to 433
On 1 Feb IDFCFIRSTB was trading at 82.03. The strike last trading price was 2.62, which was 0.32 higher than the previous day. The implied volatity was 35.02, the open interest changed by 5 which increased total open position to 454
On 30 Jan IDFCFIRSTB was trading at 83.58. The strike last trading price was 2.35, which was -0.14 lower than the previous day. The implied volatity was 38.08, the open interest changed by 53 which increased total open position to 443
On 29 Jan IDFCFIRSTB was trading at 83.47. The strike last trading price was 2.5, which was -0.17 lower than the previous day. The implied volatity was 37.52, the open interest changed by -8 which decreased total open position to 391
On 28 Jan IDFCFIRSTB was trading at 82.93. The strike last trading price was 2.66, which was 0.21 higher than the previous day. The implied volatity was 37.75, the open interest changed by 37 which increased total open position to 428
On 27 Jan IDFCFIRSTB was trading at 83.50. The strike last trading price was 2.41, which was -0.28 lower than the previous day. The implied volatity was 36.59, the open interest changed by 63 which increased total open position to 400
On 23 Jan IDFCFIRSTB was trading at 82.99. The strike last trading price was 2.83, which was 0.83 higher than the previous day. The implied volatity was 35.21, the open interest changed by 110 which increased total open position to 337
On 22 Jan IDFCFIRSTB was trading at 84.20. The strike last trading price was 2, which was -1.12 lower than the previous day. The implied volatity was 33.6, the open interest changed by 68 which increased total open position to 228
On 21 Jan IDFCFIRSTB was trading at 81.51. The strike last trading price was 3.17, which was 0.43 higher than the previous day. The implied volatity was 33.07, the open interest changed by 85 which increased total open position to 159
On 20 Jan IDFCFIRSTB was trading at 82.09. The strike last trading price was 2.82, which was 0.67 higher than the previous day. The implied volatity was 31.14, the open interest changed by 25 which increased total open position to 73
On 19 Jan IDFCFIRSTB was trading at 83.12. The strike last trading price was 2.15, which was -0.08 lower than the previous day. The implied volatity was 28.8, the open interest changed by 5 which increased total open position to 47
On 16 Jan IDFCFIRSTB was trading at 83.79. The strike last trading price was 2.23, which was -0.38 lower than the previous day. The implied volatity was 31.95, the open interest changed by 1 which increased total open position to 34
On 14 Jan IDFCFIRSTB was trading at 83.07. The strike last trading price was 2.61, which was -0.14 lower than the previous day. The implied volatity was 31.97, the open interest changed by 4 which increased total open position to 33
On 13 Jan IDFCFIRSTB was trading at 82.96. The strike last trading price was 2.75, which was 0.8 higher than the previous day. The implied volatity was 32.75, the open interest changed by 8 which increased total open position to 28
On 12 Jan IDFCFIRSTB was trading at 84.77. The strike last trading price was 1.95, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 9 Jan IDFCFIRSTB was trading at 86.00. The strike last trading price was 1.95, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 8 Jan IDFCFIRSTB was trading at 86.07. The strike last trading price was 1.95, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 7 Jan IDFCFIRSTB was trading at 84.40. The strike last trading price was 1.95, which was 0.2 higher than the previous day. The implied volatity was 27.92, the open interest changed by 5 which increased total open position to 19
On 6 Jan IDFCFIRSTB was trading at 84.73. The strike last trading price was 1.75, which was 0.24 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 5 Jan IDFCFIRSTB was trading at 84.93. The strike last trading price was 1.75, which was 0.24 higher than the previous day. The implied volatity was 27.46, the open interest changed by 0 which decreased total open position to 13
On 2 Jan IDFCFIRSTB was trading at 85.92. The strike last trading price was 1.51, which was -0.46 lower than the previous day. The implied volatity was 27.38, the open interest changed by 11 which increased total open position to 12
On 1 Jan IDFCFIRSTB was trading at 85.61. The strike last trading price was 1.97, which was -4.09 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 31 Dec IDFCFIRSTB was trading at 85.61. The strike last trading price was 1.97, which was -4.09 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 30 Dec IDFCFIRSTB was trading at 84.83. The strike last trading price was 1.97, which was -4.09 lower than the previous day. The implied volatity was 27.4, the open interest changed by 0 which decreased total open position to 0
On 29 Dec IDFCFIRSTB was trading at 84.54. The strike last trading price was 6.06, 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 Dec IDFCFIRSTB was trading at 85.12. The strike last trading price was 6.06, which was 0 lower than the previous day. The implied volatity was 4.38, the open interest changed by 0 which decreased total open position to 0
On 24 Dec IDFCFIRSTB was trading at 84.24. The strike last trading price was 6.06, which was 0 lower than the previous day. The implied volatity was 3.49, the open interest changed by 0 which decreased total open position to 0
On 23 Dec IDFCFIRSTB was trading at 85.00. The strike last trading price was 6.06, 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 22 Dec IDFCFIRSTB was trading at 85.35. The strike last trading price was 6.06, which was 0 lower than the previous day. The implied volatity was 4.38, the open interest changed by 0 which decreased total open position to 0
On 19 Dec IDFCFIRSTB was trading at 84.68. The strike last trading price was 6.06, which was 0 lower than the previous day. The implied volatity was 3.88, the open interest changed by 0 which decreased total open position to 0
On 18 Dec IDFCFIRSTB was trading at 83.79. The strike last trading price was 6.06, 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 Dec IDFCFIRSTB was trading at 83.95. The strike last trading price was 6.06, which was 0 lower than the previous day. The implied volatity was 3.25, the open interest changed by 0 which decreased total open position to 0
On 16 Dec IDFCFIRSTB was trading at 83.46. The strike last trading price was 6.06, which was 0 lower than the previous day. The implied volatity was 2.64, the open interest changed by 0 which decreased total open position to 0
On 15 Dec IDFCFIRSTB was trading at 83.87. The strike last trading price was 6.06, 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 Dec IDFCFIRSTB was trading at 82.29. The strike last trading price was 6.06, which was 0 lower than the previous day. The implied volatity was 2, the open interest changed by 0 which decreased total open position to 0
On 11 Dec IDFCFIRSTB was trading at 80.61. The strike last trading price was 6.06, which was 0 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0
On 10 Dec IDFCFIRSTB was trading at 80.32. The strike last trading price was 6.06, 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 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 6.06, 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 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 6.06, 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 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 6.06, which was 0 lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0
On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 6.06, 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 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 6.06, which was 0 lower than the previous day. The implied volatity was 0.41, the open interest changed by 0 which decreased total open position to 0
On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 6.06, 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 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 6.06, which was 0 lower than the previous day. The implied volatity was 0.56, the open interest changed by 0 which decreased total open position to 0
On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 6.06, which was 0 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0
On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 6.06, which was 0 lower than the previous day. The implied volatity was 0.7, the open interest changed by 0 which decreased total open position to 0
