[--[65.84.65.76]--]

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
IDFCFIRSTB 30-DEC-2025 82 CE
Delta: 0.45
Vega: 0.08
Theta: -0.05
Gamma: 0.09
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
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
Delta: -0.55
Vega: 0.08
Theta: -0.03
Gamma: 0.08
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