[--[65.84.65.76]--]

IDFCFIRSTB

Idfc First Bank Limited
84.24 -0.76 (-0.89%)
L: 84.06 H: 85.3

Back to Option Chain


Historical option data for IDFCFIRSTB

24 Dec 2025 04:11 PM IST
IDFCFIRSTB 27-JAN-2026 82 CE
Delta: 0.71
Vega: 0.09
Theta: -0.04
Gamma: 0.06
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 84.24 3.99 -0.72 22.10 19 -3 126
23 Dec 85.00 4.72 -0.28 23.73 24 3 129
22 Dec 85.35 5 0.4 23.95 47 -1 126
19 Dec 84.68 4.6 0.7 25.21 36 7 126
18 Dec 83.79 3.9 -0.35 22.24 31 4 120
17 Dec 83.95 4.25 0.15 24.22 18 3 115
16 Dec 83.46 4.1 -0.21 25.92 9 3 111
15 Dec 83.87 4.3 0.76 23.79 58 4 108
12 Dec 82.29 3.55 0.95 24.60 68 18 75
11 Dec 80.61 2.6 -0.2 23.93 9 -1 56
10 Dec 80.32 2.8 0.4 26.84 1 0 57
9 Dec 80.91 2.4 0.3 20.76 2 1 58
8 Dec 79.12 2.1 -0.83 24.97 5 1 57
5 Dec 80.87 2.93 0.29 23.68 19 -3 58
4 Dec 79.88 2.6 -0.28 24.64 15 8 60
3 Dec 80.58 2.91 -0.89 23.98 32 17 53
2 Dec 81.98 3.8 1 24.77 42 31 35
1 Dec 80.71 2.8 0.05 22.53 2 1 3
28 Nov 80.13 2.75 -1.95 22.88 2 0 0
27 Nov 80.50 4.7 0 - 0 0 0
26 Nov 80.37 4.7 0 0.29 0 0 0
25 Nov 79.35 4.7 0 1.44 0 0 0
24 Nov 77.97 4.7 0 - 0 0 0
21 Nov 78.33 4.7 0 2.20 0 0 0
19 Nov 79.61 4.7 0 1.03 0 0 0
18 Nov 80.11 4.7 0 0.56 0 0 0
14 Nov 80.43 4.7 0 - 0 0 0
12 Nov 81.58 4.7 0 - 0 0 0
11 Nov 80.69 4.7 0 - 0 0 0
10 Nov 81.21 4.7 0 - 0 0 0
4 Nov 81.13 4.7 0 - 0 0 0
3 Nov 81.99 4.7 0 - 0 0 0
31 Oct 81.77 4.7 0 - 0 0 0
30 Oct 78.93 4.7 0 1.20 0 0 0


For Idfc First Bank Limited - strike price 82 expiring on 27JAN2026

Delta for 82 CE is 0.71

Historical price for 82 CE is as follows

On 24 Dec IDFCFIRSTB was trading at 84.24. The strike last trading price was 3.99, which was -0.72 lower than the previous day. The implied volatity was 22.10, the open interest changed by -3 which decreased total open position to 126


On 23 Dec IDFCFIRSTB was trading at 85.00. The strike last trading price was 4.72, which was -0.28 lower than the previous day. The implied volatity was 23.73, the open interest changed by 3 which increased total open position to 129


On 22 Dec IDFCFIRSTB was trading at 85.35. The strike last trading price was 5, which was 0.4 higher than the previous day. The implied volatity was 23.95, the open interest changed by -1 which decreased total open position to 126


On 19 Dec IDFCFIRSTB was trading at 84.68. The strike last trading price was 4.6, which was 0.7 higher than the previous day. The implied volatity was 25.21, the open interest changed by 7 which increased total open position to 126


On 18 Dec IDFCFIRSTB was trading at 83.79. The strike last trading price was 3.9, which was -0.35 lower than the previous day. The implied volatity was 22.24, the open interest changed by 4 which increased total open position to 120


On 17 Dec IDFCFIRSTB was trading at 83.95. The strike last trading price was 4.25, which was 0.15 higher than the previous day. The implied volatity was 24.22, the open interest changed by 3 which increased total open position to 115


On 16 Dec IDFCFIRSTB was trading at 83.46. The strike last trading price was 4.1, which was -0.21 lower than the previous day. The implied volatity was 25.92, the open interest changed by 3 which increased total open position to 111


On 15 Dec IDFCFIRSTB was trading at 83.87. The strike last trading price was 4.3, which was 0.76 higher than the previous day. The implied volatity was 23.79, the open interest changed by 4 which increased total open position to 108


On 12 Dec IDFCFIRSTB was trading at 82.29. The strike last trading price was 3.55, which was 0.95 higher than the previous day. The implied volatity was 24.60, the open interest changed by 18 which increased total open position to 75


On 11 Dec IDFCFIRSTB was trading at 80.61. The strike last trading price was 2.6, which was -0.2 lower than the previous day. The implied volatity was 23.93, the open interest changed by -1 which decreased total open position to 56


On 10 Dec IDFCFIRSTB was trading at 80.32. The strike last trading price was 2.8, which was 0.4 higher than the previous day. The implied volatity was 26.84, the open interest changed by 0 which decreased total open position to 57


On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 2.4, which was 0.3 higher than the previous day. The implied volatity was 20.76, the open interest changed by 1 which increased total open position to 58


On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 2.1, which was -0.83 lower than the previous day. The implied volatity was 24.97, the open interest changed by 1 which increased total open position to 57


On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 2.93, which was 0.29 higher than the previous day. The implied volatity was 23.68, the open interest changed by -3 which decreased total open position to 58


On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 2.6, which was -0.28 lower than the previous day. The implied volatity was 24.64, the open interest changed by 8 which increased total open position to 60


On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 2.91, which was -0.89 lower than the previous day. The implied volatity was 23.98, the open interest changed by 17 which increased total open position to 53


On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 3.8, which was 1 higher than the previous day. The implied volatity was 24.77, the open interest changed by 31 which increased total open position to 35


On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 2.8, which was 0.05 higher than the previous day. The implied volatity was 22.53, the open interest changed by 1 which increased total open position to 3


On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 2.75, which was -1.95 lower than the previous day. The implied volatity was 22.88, 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 4.7, 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 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 4.7, which was 0 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0


On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 4.7, which was 0 lower than the previous day. The implied volatity was 1.44, the open interest changed by 0 which decreased total open position to 0


On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 4.7, 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 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 4.7, which was 0 lower than the previous day. The implied volatity was 2.20, the open interest changed by 0 which decreased total open position to 0


On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 4.7, which was 0 lower than the previous day. The implied volatity was 1.03, the open interest changed by 0 which decreased total open position to 0


On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 4.7, 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 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 4.7, 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 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 4.7, 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 Nov IDFCFIRSTB was trading at 80.69. The strike last trading price was 4.7, 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 Nov IDFCFIRSTB was trading at 81.21. The strike last trading price was 4.7, 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 Nov IDFCFIRSTB was trading at 81.13. The strike last trading price was 4.7, 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 Nov IDFCFIRSTB was trading at 81.99. The strike last trading price was 4.7, 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 4.7, 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 4.7, which was 0 lower than the previous day. The implied volatity was 1.20, the open interest changed by 0 which decreased total open position to 0


IDFCFIRSTB 27JAN2026 82 PE
Delta: -0.30
Vega: 0.09
Theta: -0.02
Gamma: 0.06
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 84.24 1.17 0.1 23.35 117 73 367
23 Dec 85.00 1.11 0.07 24.80 106 84 294
22 Dec 85.35 1.05 -0.23 24.71 202 146 210
19 Dec 84.68 1.3 -0.24 23.98 17 4 64
18 Dec 83.79 1.54 -0.12 24.07 36 13 60
17 Dec 83.95 1.69 -0.23 25.84 13 7 47
16 Dec 83.46 1.92 0.23 25.91 22 11 40
15 Dec 83.87 1.36 -2.49 22.24 48 22 24
12 Dec 82.29 3.85 0.45 - 0 0 2
11 Dec 80.61 3.85 0.45 - 0 0 2
10 Dec 80.32 3.85 0.45 - 0 0 2
9 Dec 80.91 3.85 0.45 - 0 1 0
8 Dec 79.12 3.85 0.45 23.80 2 1 2
5 Dec 80.87 3.4 0.7 - 0 0 0
4 Dec 79.88 3.4 0.7 - 0 0 0
3 Dec 80.58 3.4 0.7 26.52 2 1 2
2 Dec 81.98 2.7 -0.5 25.80 1 0 1
1 Dec 80.71 3.2 -3.1 24.66 1 0 0
28 Nov 80.13 6.3 0 - 0 0 0
27 Nov 80.50 6.3 0 0.09 0 0 0
26 Nov 80.37 6.3 0 - 0 0 0
25 Nov 79.35 6.3 0 - 0 0 0
24 Nov 77.97 6.3 0 - 0 0 0
21 Nov 78.33 6.3 0 - 0 0 0
19 Nov 79.61 6.3 0 - 0 0 0
18 Nov 80.11 6.3 0 - 0 0 0
14 Nov 80.43 6.3 0 - 0 0 0
12 Nov 81.58 6.3 0 1.13 0 0 0
11 Nov 80.69 6.3 0 0.42 0 0 0
10 Nov 81.21 6.3 0 0.81 0 0 0
4 Nov 81.13 6.3 0 0.96 0 0 0
3 Nov 81.99 6.3 0 - 0 0 0
31 Oct 81.77 6.3 0 - 0 0 0
30 Oct 78.93 6.3 0 - 0 0 0


For Idfc First Bank Limited - strike price 82 expiring on 27JAN2026

Delta for 82 PE is -0.30

Historical price for 82 PE is as follows

On 24 Dec IDFCFIRSTB was trading at 84.24. The strike last trading price was 1.17, which was 0.1 higher than the previous day. The implied volatity was 23.35, the open interest changed by 73 which increased total open position to 367


On 23 Dec IDFCFIRSTB was trading at 85.00. The strike last trading price was 1.11, which was 0.07 higher than the previous day. The implied volatity was 24.80, the open interest changed by 84 which increased total open position to 294


On 22 Dec IDFCFIRSTB was trading at 85.35. The strike last trading price was 1.05, which was -0.23 lower than the previous day. The implied volatity was 24.71, the open interest changed by 146 which increased total open position to 210


On 19 Dec IDFCFIRSTB was trading at 84.68. The strike last trading price was 1.3, which was -0.24 lower than the previous day. The implied volatity was 23.98, the open interest changed by 4 which increased total open position to 64


On 18 Dec IDFCFIRSTB was trading at 83.79. The strike last trading price was 1.54, which was -0.12 lower than the previous day. The implied volatity was 24.07, the open interest changed by 13 which increased total open position to 60


On 17 Dec IDFCFIRSTB was trading at 83.95. The strike last trading price was 1.69, which was -0.23 lower than the previous day. The implied volatity was 25.84, the open interest changed by 7 which increased total open position to 47


On 16 Dec IDFCFIRSTB was trading at 83.46. The strike last trading price was 1.92, which was 0.23 higher than the previous day. The implied volatity was 25.91, the open interest changed by 11 which increased total open position to 40


On 15 Dec IDFCFIRSTB was trading at 83.87. The strike last trading price was 1.36, which was -2.49 lower than the previous day. The implied volatity was 22.24, the open interest changed by 22 which increased total open position to 24


On 12 Dec IDFCFIRSTB was trading at 82.29. The strike last trading price was 3.85, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 11 Dec IDFCFIRSTB was trading at 80.61. The strike last trading price was 3.85, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 10 Dec IDFCFIRSTB was trading at 80.32. The strike last trading price was 3.85, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 3.85, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 3.85, which was 0.45 higher than the previous day. The implied volatity was 23.80, the open interest changed by 1 which increased total open position to 2


On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 3.4, which was 0.7 higher 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 3.4, which was 0.7 higher 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 3.4, which was 0.7 higher than the previous day. The implied volatity was 26.52, the open interest changed by 1 which increased total open position to 2


On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 2.7, which was -0.5 lower than the previous day. The implied volatity was 25.80, the open interest changed by 0 which decreased total open position to 1


On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 3.2, which was -3.1 lower than the previous day. The implied volatity was 24.66, 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 6.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0


On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 1.13, the open interest changed by 0 which decreased total open position to 0


On 11 Nov IDFCFIRSTB was trading at 80.69. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 0.42, 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 6.3, which was 0 lower than the previous day. The implied volatity was 0.81, 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 6.3, which was 0 lower than the previous day. The implied volatity was 0.96, 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 6.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct IDFCFIRSTB was trading at 81.77. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Oct IDFCFIRSTB was trading at 78.93. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0