IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
09 Dec 2025 04:11 PM IST
| IDFCFIRSTB 30-DEC-2025 82 CE | ||||||||||||||||
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Delta: 0.45
Vega: 0.08
Theta: -0.05
Gamma: 0.09
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 80.91 | 1.5 | 0.57 | 23.73 | 1,533 | -165 | 1,509 | |||||||||
| 8 Dec | 79.12 | 0.92 | -0.66 | 24.41 | 1,841 | 111 | 1,682 | |||||||||
| 5 Dec | 80.87 | 1.59 | 0.29 | 22.03 | 1,891 | -73 | 1,578 | |||||||||
| 4 Dec | 79.88 | 1.32 | -0.25 | 23.24 | 790 | 84 | 1,663 | |||||||||
| 3 Dec | 80.58 | 1.6 | -0.76 | 22.65 | 2,429 | 412 | 1,584 | |||||||||
| 2 Dec | 81.98 | 2.33 | 0.76 | 22.31 | 3,955 | 209 | 1,184 | |||||||||
| 1 Dec | 80.71 | 1.52 | 0.03 | 20.81 | 1,118 | 241 | 978 | |||||||||
| 28 Nov | 80.13 | 1.49 | -0.12 | 20.82 | 516 | 12 | 736 | |||||||||
| 27 Nov | 80.50 | 1.7 | 0.04 | 20.03 | 841 | 23 | 724 | |||||||||
| 26 Nov | 80.37 | 1.69 | 0.4 | 21.26 | 1,064 | 120 | 702 | |||||||||
| 25 Nov | 79.35 | 1.33 | 0.37 | 21.61 | 409 | 67 | 584 | |||||||||
| 24 Nov | 77.97 | 0.94 | -0.25 | 22.84 | 368 | 124 | 515 | |||||||||
| 21 Nov | 78.33 | 1.19 | -0.47 | 22.52 | 317 | 41 | 384 | |||||||||
| 20 Nov | 78.93 | 1.66 | -0.38 | 24.58 | 159 | 37 | 341 | |||||||||
| 19 Nov | 79.61 | 2.03 | -0.38 | 25.66 | 196 | 78 | 306 | |||||||||
| 18 Nov | 80.11 | 2.34 | -0.54 | 26.07 | 116 | 44 | 228 | |||||||||
| 17 Nov | 81.01 | 2.89 | 0.24 | 26.47 | 279 | 62 | 183 | |||||||||
| 14 Nov | 80.43 | 2.65 | 0.2 | 25.03 | 13 | 5 | 121 | |||||||||
| 13 Nov | 80.00 | 2.46 | -0.86 | 25.89 | 35 | 23 | 115 | |||||||||
| 12 Nov | 81.58 | 3.32 | 0.62 | 25.81 | 59 | 21 | 81 | |||||||||
| 11 Nov | 80.69 | 2.7 | -0.27 | 23.99 | 23 | 9 | 59 | |||||||||
| 10 Nov | 81.21 | 2.94 | 0.1 | 23.72 | 28 | -3 | 50 | |||||||||
| 7 Nov | 81.47 | 2.84 | 0.18 | 20.95 | 22 | 11 | 54 | |||||||||
| 6 Nov | 80.37 | 2.66 | -0.28 | 23.68 | 6 | 0 | 43 | |||||||||
| 4 Nov | 81.13 | 2.94 | -0.71 | 22.27 | 23 | 17 | 43 | |||||||||
| 3 Nov | 81.99 | 3.65 | -0.15 | 23.17 | 28 | -15 | 26 | |||||||||
| 31 Oct | 81.77 | 3.8 | 2.45 | - | 55 | 41 | 41 | |||||||||
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| 30 Oct | 78.93 | 1.35 | 0 | 2.06 | 0 | 0 | 0 | |||||||||
| 29 Oct | 79.35 | 1.35 | 0 | 1.54 | 0 | 0 | 0 | |||||||||
| 28 Oct | 79.20 | 1.35 | 0 | 1.60 | 0 | 0 | 0 | |||||||||
| 27 Oct | 78.03 | 1.35 | 0 | 2.60 | 0 | 0 | 0 | |||||||||
| 24 Oct | 78.20 | 1.35 | 0 | 2.25 | 0 | 0 | 0 | |||||||||
| 23 Oct | 78.96 | 1.35 | 0 | 1.82 | 0 | 0 | 0 | |||||||||
| 21 Oct | 76.77 | 1.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Oct | 76.93 | 1.35 | 0 | 3.36 | 0 | 0 | 0 | |||||||||
| 15 Oct | 72.97 | 1.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Idfc First Bank Limited - strike price 82 expiring on 30DEC2025
Delta for 82 CE is 0.45
Historical price for 82 CE is as follows
On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 1.5, which was 0.57 higher than the previous day. The implied volatity was 23.73, the open interest changed by -165 which decreased total open position to 1509
On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 0.92, which was -0.66 lower than the previous day. The implied volatity was 24.41, the open interest changed by 111 which increased total open position to 1682
On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 1.59, which was 0.29 higher than the previous day. The implied volatity was 22.03, the open interest changed by -73 which decreased total open position to 1578
On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 1.32, which was -0.25 lower than the previous day. The implied volatity was 23.24, the open interest changed by 84 which increased total open position to 1663
On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 1.6, which was -0.76 lower than the previous day. The implied volatity was 22.65, the open interest changed by 412 which increased total open position to 1584
On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 2.33, which was 0.76 higher than the previous day. The implied volatity was 22.31, the open interest changed by 209 which increased total open position to 1184
On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 1.52, which was 0.03 higher than the previous day. The implied volatity was 20.81, the open interest changed by 241 which increased total open position to 978
On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 1.49, which was -0.12 lower than the previous day. The implied volatity was 20.82, the open interest changed by 12 which increased total open position to 736
On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 1.7, which was 0.04 higher than the previous day. The implied volatity was 20.03, the open interest changed by 23 which increased total open position to 724
On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 1.69, which was 0.4 higher than the previous day. The implied volatity was 21.26, the open interest changed by 120 which increased total open position to 702
On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 1.33, which was 0.37 higher than the previous day. The implied volatity was 21.61, the open interest changed by 67 which increased total open position to 584
On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 0.94, which was -0.25 lower than the previous day. The implied volatity was 22.84, the open interest changed by 124 which increased total open position to 515
On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 1.19, which was -0.47 lower than the previous day. The implied volatity was 22.52, the open interest changed by 41 which increased total open position to 384
On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 1.66, which was -0.38 lower than the previous day. The implied volatity was 24.58, the open interest changed by 37 which increased total open position to 341
On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 2.03, which was -0.38 lower than the previous day. The implied volatity was 25.66, the open interest changed by 78 which increased total open position to 306
On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 2.34, which was -0.54 lower than the previous day. The implied volatity was 26.07, the open interest changed by 44 which increased total open position to 228
On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 2.89, which was 0.24 higher than the previous day. The implied volatity was 26.47, the open interest changed by 62 which increased total open position to 183
On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 2.65, which was 0.2 higher than the previous day. The implied volatity was 25.03, the open interest changed by 5 which increased total open position to 121
On 13 Nov IDFCFIRSTB was trading at 80.00. The strike last trading price was 2.46, which was -0.86 lower than the previous day. The implied volatity was 25.89, the open interest changed by 23 which increased total open position to 115
On 12 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 3.32, which was 0.62 higher than the previous day. The implied volatity was 25.81, the open interest changed by 21 which increased total open position to 81
On 11 Nov IDFCFIRSTB was trading at 80.69. The strike last trading price was 2.7, which was -0.27 lower than the previous day. The implied volatity was 23.99, the open interest changed by 9 which increased total open position to 59
On 10 Nov IDFCFIRSTB was trading at 81.21. The strike last trading price was 2.94, which was 0.1 higher than the previous day. The implied volatity was 23.72, the open interest changed by -3 which decreased total open position to 50
On 7 Nov IDFCFIRSTB was trading at 81.47. The strike last trading price was 2.84, which was 0.18 higher than the previous day. The implied volatity was 20.95, the open interest changed by 11 which increased total open position to 54
On 6 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 2.66, which was -0.28 lower than the previous day. The implied volatity was 23.68, the open interest changed by 0 which decreased total open position to 43
On 4 Nov IDFCFIRSTB was trading at 81.13. The strike last trading price was 2.94, which was -0.71 lower than the previous day. The implied volatity was 22.27, the open interest changed by 17 which increased total open position to 43
On 3 Nov IDFCFIRSTB was trading at 81.99. The strike last trading price was 3.65, which was -0.15 lower than the previous day. The implied volatity was 23.17, the open interest changed by -15 which decreased total open position to 26
On 31 Oct IDFCFIRSTB was trading at 81.77. The strike last trading price was 3.8, which was 2.45 higher than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 41
On 30 Oct IDFCFIRSTB was trading at 78.93. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 2.06, 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 1.35, which was 0 lower than the previous day. The implied volatity was 1.54, 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 1.35, which was 0 lower than the previous day. The implied volatity was 1.60, 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 1.35, which was 0 lower than the previous day. The implied volatity was 2.60, 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 1.35, which was 0 lower than the previous day. The implied volatity was 2.25, 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 1.35, which was 0 lower than the previous day. The implied volatity was 1.82, 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 1.35, 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 1.35, which was 0 lower than the previous day. The implied volatity was 3.36, 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 1.35, 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 30DEC2025 82 PE | |||||||
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Delta: -0.55
Vega: 0.08
Theta: -0.03
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 80.91 | 2.33 | -1.07 | 25.03 | 299 | -13 | 284 |
| 8 Dec | 79.12 | 3.4 | 1.19 | 24.02 | 476 | 11 | 298 |
| 5 Dec | 80.87 | 2.2 | -0.78 | 22.39 | 243 | -19 | 289 |
| 4 Dec | 79.88 | 2.99 | 0.32 | 24.85 | 108 | -7 | 309 |
| 3 Dec | 80.58 | 2.61 | 0.74 | 24.67 | 524 | 10 | 317 |
| 2 Dec | 81.98 | 1.87 | -0.74 | 23.94 | 1,369 | -102 | 309 |
| 1 Dec | 80.71 | 2.67 | -0.09 | 24.69 | 540 | 236 | 409 |
| 28 Nov | 80.13 | 2.72 | 0.19 | 22.38 | 156 | 6 | 173 |
| 27 Nov | 80.50 | 2.43 | -0.25 | 22.28 | 404 | -7 | 169 |
| 26 Nov | 80.37 | 2.66 | -0.83 | 22.40 | 294 | 31 | 177 |
| 25 Nov | 79.35 | 3.48 | -0.95 | 24.41 | 59 | 10 | 147 |
| 24 Nov | 77.97 | 4.5 | 0.17 | 23.62 | 43 | -3 | 137 |
| 21 Nov | 78.33 | 4.33 | 0.39 | 25.74 | 26 | 5 | 140 |
| 20 Nov | 78.93 | 3.94 | 0.24 | 25.81 | 39 | 16 | 135 |
| 19 Nov | 79.61 | 3.7 | -0.02 | 26.40 | 38 | 21 | 118 |
| 18 Nov | 80.11 | 3.84 | 0.75 | 30.13 | 21 | 8 | 94 |
| 17 Nov | 81.01 | 3.06 | -0.59 | 27.19 | 70 | 57 | 84 |
| 14 Nov | 80.43 | 3.65 | 0.82 | - | 0 | 18 | 0 |
| 13 Nov | 80.00 | 3.65 | 0.82 | 26.67 | 19 | 17 | 26 |
| 12 Nov | 81.58 | 2.83 | -0.67 | 26.42 | 12 | 4 | 11 |
| 11 Nov | 80.69 | 3.5 | 0.49 | 28.51 | 7 | 3 | 8 |
| 10 Nov | 81.21 | 3.01 | 0.01 | 26.03 | 3 | 1 | 5 |
| 7 Nov | 81.47 | 3 | -0.65 | 26.34 | 3 | 1 | 3 |
| 6 Nov | 80.37 | 3.65 | 0.45 | 27.16 | 1 | 0 | 2 |
| 4 Nov | 81.13 | 3.2 | -0.35 | 26.30 | 2 | 0 | 0 |
| 3 Nov | 81.99 | 3.55 | -0.55 | - | 0 | -1 | 0 |
| 31 Oct | 81.77 | 3.55 | -0.55 | - | 1 | 0 | 1 |
| 30 Oct | 78.93 | 4.1 | -8.25 | - | 0 | 1 | 0 |
| 29 Oct | 79.35 | 4.1 | -8.25 | 25.84 | 1 | 0 | 0 |
| 28 Oct | 79.20 | 12.35 | 0 | - | 0 | 0 | 0 |
| 27 Oct | 78.03 | 12.35 | 0 | - | 0 | 0 | 0 |
| 24 Oct | 78.20 | 12.35 | 0 | - | 0 | 0 | 0 |
| 23 Oct | 78.96 | 12.35 | 0 | - | 0 | 0 | 0 |
| 21 Oct | 76.77 | 12.35 | 0 | - | 0 | 0 | 0 |
| 20 Oct | 76.93 | 12.35 | 0 | - | 0 | 0 | 0 |
| 15 Oct | 72.97 | 12.35 | 0 | - | 0 | 0 | 0 |
For Idfc First Bank Limited - strike price 82 expiring on 30DEC2025
Delta for 82 PE is -0.55
Historical price for 82 PE is as follows
On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 2.33, which was -1.07 lower than the previous day. The implied volatity was 25.03, the open interest changed by -13 which decreased total open position to 284
On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 3.4, which was 1.19 higher than the previous day. The implied volatity was 24.02, the open interest changed by 11 which increased total open position to 298
On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 2.2, which was -0.78 lower than the previous day. The implied volatity was 22.39, the open interest changed by -19 which decreased total open position to 289
On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 2.99, which was 0.32 higher than the previous day. The implied volatity was 24.85, the open interest changed by -7 which decreased total open position to 309
On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 2.61, which was 0.74 higher than the previous day. The implied volatity was 24.67, the open interest changed by 10 which increased total open position to 317
On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 1.87, which was -0.74 lower than the previous day. The implied volatity was 23.94, the open interest changed by -102 which decreased total open position to 309
On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 2.67, which was -0.09 lower than the previous day. The implied volatity was 24.69, the open interest changed by 236 which increased total open position to 409
On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 2.72, which was 0.19 higher than the previous day. The implied volatity was 22.38, the open interest changed by 6 which increased total open position to 173
On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 2.43, which was -0.25 lower than the previous day. The implied volatity was 22.28, the open interest changed by -7 which decreased total open position to 169
On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 2.66, which was -0.83 lower than the previous day. The implied volatity was 22.40, the open interest changed by 31 which increased total open position to 177
On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 3.48, which was -0.95 lower than the previous day. The implied volatity was 24.41, the open interest changed by 10 which increased total open position to 147
On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 4.5, which was 0.17 higher than the previous day. The implied volatity was 23.62, the open interest changed by -3 which decreased total open position to 137
On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 4.33, which was 0.39 higher than the previous day. The implied volatity was 25.74, the open interest changed by 5 which increased total open position to 140
On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 3.94, which was 0.24 higher than the previous day. The implied volatity was 25.81, the open interest changed by 16 which increased total open position to 135
On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 3.7, which was -0.02 lower than the previous day. The implied volatity was 26.40, the open interest changed by 21 which increased total open position to 118
On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 3.84, which was 0.75 higher than the previous day. The implied volatity was 30.13, the open interest changed by 8 which increased total open position to 94
On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 3.06, which was -0.59 lower than the previous day. The implied volatity was 27.19, the open interest changed by 57 which increased total open position to 84
On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 3.65, which was 0.82 higher than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 0
On 13 Nov IDFCFIRSTB was trading at 80.00. The strike last trading price was 3.65, which was 0.82 higher than the previous day. The implied volatity was 26.67, the open interest changed by 17 which increased total open position to 26
On 12 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 2.83, which was -0.67 lower than the previous day. The implied volatity was 26.42, the open interest changed by 4 which increased total open position to 11
On 11 Nov IDFCFIRSTB was trading at 80.69. The strike last trading price was 3.5, which was 0.49 higher than the previous day. The implied volatity was 28.51, the open interest changed by 3 which increased total open position to 8
On 10 Nov IDFCFIRSTB was trading at 81.21. The strike last trading price was 3.01, which was 0.01 higher than the previous day. The implied volatity was 26.03, the open interest changed by 1 which increased total open position to 5
On 7 Nov IDFCFIRSTB was trading at 81.47. The strike last trading price was 3, which was -0.65 lower than the previous day. The implied volatity was 26.34, the open interest changed by 1 which increased total open position to 3
On 6 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 3.65, which was 0.45 higher than the previous day. The implied volatity was 27.16, the open interest changed by 0 which decreased total open position to 2
On 4 Nov IDFCFIRSTB was trading at 81.13. The strike last trading price was 3.2, which was -0.35 lower than the previous day. The implied volatity was 26.30, 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 3.55, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 31 Oct IDFCFIRSTB was trading at 81.77. The strike last trading price was 3.55, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Oct IDFCFIRSTB was trading at 78.93. The strike last trading price was 4.1, which was -8.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 29 Oct IDFCFIRSTB was trading at 79.35. The strike last trading price was 4.1, which was -8.25 lower than the previous day. The implied volatity was 25.84, 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 12.35, 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 Oct IDFCFIRSTB was trading at 78.03. The strike last trading price was 12.35, 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 12.35, 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 12.35, 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 21 Oct IDFCFIRSTB was trading at 76.77. The strike last trading price was 12.35, 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 12.35, 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 12.35, 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































































































































































































































