IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
24 Dec 2025 04:11 PM IST
| IDFCFIRSTB 27-JAN-2026 82 CE | ||||||||||||||||
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Delta: 0.71
Vega: 0.09
Theta: -0.04
Gamma: 0.06
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.30
Vega: 0.09
Theta: -0.02
Gamma: 0.06
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| 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































































































































































































































