IDFCFIRSTB

Idfc First Bank Limited

80.91 +1.79 (2.26%)

L: 78.34 H: 81.15

Back to Option Chain

Historical option data for IDFCFIRSTB
09 Dec 2025 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

IDFCFIRSTB 30-DEC-2025 83 CE
Delta: 0.37 Vega: 0.07 Theta: -0.05 Gamma: 0.08
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	80.91	1.13 ₹ 10,480.75	0.45 4173.75	23.89	566 52,49,650	-48 -4,45,200	584 54,16,600
8 Dec	79.12	0.67 ₹ 6,214.25	-0.52 -4823.00	24.51	625 57,96,875	9 83,475	632 58,61,800
5 Dec	80.87	1.17 ₹ 10,851.75	0.19 1762.25	21.72	699 64,83,225	-59 -5,47,225	616 57,13,400
4 Dec	79.88	0.98 ₹ 9,089.5	-0.22 -2040.50	23.10	575 53,33,125	135 12,52,125	674 62,51,350
3 Dec	80.58	1.2 ₹ 11,130	-0.64 -5936.00	22.24	902 83,66,050	26 2,41,150	540 50,08,500
2 Dec	81.98	1.81 ₹ 16,787.75	0.6 5565.00	22.00	1,759 1,63,14,725	90 8,34,750	524 48,60,100
1 Dec	80.71	1.19 ₹ 11,037.25	0.05 463.75	21.37	413 38,30,575	8 74,200	436 40,43,900
28 Nov	80.13	1.16 ₹ 10,759	-0.07 -649.25	21.17	349 32,36,975	-13 -1,20,575	428 39,69,700
27 Nov	80.50	1.33 ₹ 12,335.75	0.04 371.00	20.38	689 63,90,475	213 19,75,575	445 41,27,375
26 Nov	80.37	1.29 ₹ 11,964.75	0.27 2504.25	21.08	452 41,92,300	26 2,41,150	232 21,51,800

25 Nov	79.35	1.04 ₹ 9,646	0.28 2597.00	21.89	218 20,21,950	16 1,48,400	200 18,55,000
24 Nov	77.97	0.73 ₹ 6,770.75	-0.21 -1947.75	23.11	110 10,20,250	16 1,48,400	182 16,88,050
21 Nov	78.33	0.94 ₹ 8,718.5	-0.42 -3895.50	22.77	160 14,84,000	23 2,13,325	164 15,21,100
20 Nov	78.93	1.35 ₹ 12,521.25	-0.33 -3060.75	24.73	125 11,59,375	34 3,15,350	142 13,17,050
19 Nov	79.61	1.7 ₹ 15,767.5	-0.31 -2875.25	25.97	138 12,79,950	12 1,11,300	108 10,01,700
18 Nov	80.11	1.98 ₹ 18,364.5	-0.46 -4266.50	26.37	48 4,45,200	24 2,22,600	96 8,90,400
17 Nov	81.01	2.47 ₹ 22,909.25	0.18 1669.50	26.70	113 10,48,075	-2 -18,550	72 6,67,800
14 Nov	80.43	2.34 ₹ 21,703.5	0.29 2689.75	26.06	77 7,14,175	54 5,00,850	73 6,77,075
13 Nov	80.00	2.05 ₹ 19,013.75	-0.23 -2133.25	25.73	7 64,925	4 37,100	18 1,66,950
12 Nov	81.58	2.28 ₹ 21,147	0.23 2133.25	21.05	3 27,825	1 9,275	13 1,20,575
11 Nov	80.69	2.05 ₹ 19,013.75	0.05 463.75	22.14	4 37,100	1 9,275	11 1,02,025
10 Nov	81.21	2 ₹ 18,550	-0.4 -3710.00	-	0 0	-1 -9,275	0 0
7 Nov	81.47	2 ₹ 18,550	-0.4 -3710.00	18.02	2 18,550	0 0	11 1,02,025
6 Nov	80.37	2.4 ₹ 22,260	-0.3 -2782.50	24.99	7 64,925	2 18,550	10 92,750
4 Nov	81.13	2.7 ₹ 25,042.5	-0.55 -5101.25	24.03	10 92,750	7 64,925	7 64,925
3 Nov	81.99	3.25 ₹ 30,143.75	0 0.00	-	0 0	0 0	0 0
31 Oct	81.77	3.25 ₹ 30,143.75	0 0.00	-	0 0	0 0	0 0
30 Oct	78.93	3.25 ₹ 30,143.75	0 0.00	2.89	0 0	0 0	0 0
29 Oct	79.35	3.25 ₹ 30,143.75	0 0.00	2.36	0 0	0 0	0 0

For Idfc First Bank Limited - strike price 83 expiring on 30DEC2025

Delta for 83 CE is 0.37

Historical price for 83 CE is as follows

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 1.13, which was 0.45 higher than the previous day. The implied volatity was 23.89, the open interest changed by -48 which decreased total open position to 584

On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 0.67, which was -0.52 lower than the previous day. The implied volatity was 24.51, the open interest changed by 9 which increased total open position to 632

On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 1.17, which was 0.19 higher than the previous day. The implied volatity was 21.72, the open interest changed by -59 which decreased total open position to 616

On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 0.98, which was -0.22 lower than the previous day. The implied volatity was 23.10, the open interest changed by 135 which increased total open position to 674

On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 1.2, which was -0.64 lower than the previous day. The implied volatity was 22.24, the open interest changed by 26 which increased total open position to 540

On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 1.81, which was 0.6 higher than the previous day. The implied volatity was 22.00, the open interest changed by 90 which increased total open position to 524

On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 1.19, which was 0.05 higher than the previous day. The implied volatity was 21.37, the open interest changed by 8 which increased total open position to 436

On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 1.16, which was -0.07 lower than the previous day. The implied volatity was 21.17, the open interest changed by -13 which decreased total open position to 428

On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 1.33, which was 0.04 higher than the previous day. The implied volatity was 20.38, the open interest changed by 213 which increased total open position to 445

On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 1.29, which was 0.27 higher than the previous day. The implied volatity was 21.08, the open interest changed by 26 which increased total open position to 232

On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 1.04, which was 0.28 higher than the previous day. The implied volatity was 21.89, the open interest changed by 16 which increased total open position to 200

On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 0.73, which was -0.21 lower than the previous day. The implied volatity was 23.11, the open interest changed by 16 which increased total open position to 182

On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 0.94, which was -0.42 lower than the previous day. The implied volatity was 22.77, the open interest changed by 23 which increased total open position to 164

On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 1.35, which was -0.33 lower than the previous day. The implied volatity was 24.73, the open interest changed by 34 which increased total open position to 142

On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 1.7, which was -0.31 lower than the previous day. The implied volatity was 25.97, the open interest changed by 12 which increased total open position to 108

On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 1.98, which was -0.46 lower than the previous day. The implied volatity was 26.37, the open interest changed by 24 which increased total open position to 96

On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 2.47, which was 0.18 higher than the previous day. The implied volatity was 26.70, the open interest changed by -2 which decreased total open position to 72

On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 2.34, which was 0.29 higher than the previous day. The implied volatity was 26.06, the open interest changed by 54 which increased total open position to 73

On 13 Nov IDFCFIRSTB was trading at 80.00. The strike last trading price was 2.05, which was -0.23 lower than the previous day. The implied volatity was 25.73, the open interest changed by 4 which increased total open position to 18

On 12 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 2.28, which was 0.23 higher than the previous day. The implied volatity was 21.05, the open interest changed by 1 which increased total open position to 13

On 11 Nov IDFCFIRSTB was trading at 80.69. The strike last trading price was 2.05, which was 0.05 higher than the previous day. The implied volatity was 22.14, the open interest changed by 1 which increased total open position to 11

On 10 Nov IDFCFIRSTB was trading at 81.21. The strike last trading price was 2, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 7 Nov IDFCFIRSTB was trading at 81.47. The strike last trading price was 2, which was -0.4 lower than the previous day. The implied volatity was 18.02, the open interest changed by 0 which decreased total open position to 11

On 6 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 2.4, which was -0.3 lower than the previous day. The implied volatity was 24.99, the open interest changed by 2 which increased total open position to 10

On 4 Nov IDFCFIRSTB was trading at 81.13. The strike last trading price was 2.7, which was -0.55 lower than the previous day. The implied volatity was 24.03, the open interest changed by 7 which increased total open position to 7

On 3 Nov IDFCFIRSTB was trading at 81.99. The strike last trading price was 3.25, 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 3.25, 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 3.25, which was 0 lower than the previous day. The implied volatity was 2.89, 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 3.25, which was 0 lower than the previous day. The implied volatity was 2.36, the open interest changed by 0 which decreased total open position to 0

IDFCFIRSTB 30DEC2025 83 PE
Delta: -0.63 Vega: 0.07 Theta: -0.03 Gamma: 0.08
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	80.91	2.91 ₹ 26,990.25	-1.17 -10851.75	24.66	33 3,06,075	4 37,100	119 11,03,725
8 Dec	79.12	4.16 ₹ 38,584	1.35 12521.25	24.33	67 6,21,425	-17 -1,57,675	116 10,75,900
5 Dec	80.87	2.81 ₹ 26,062.75	-0.84 -7791.00	22.55	81 7,51,275	16 1,48,400	134 12,42,850
4 Dec	79.88	3.69 ₹ 34,224.75	0.38 3524.50	25.43	79 7,32,725	-8 -74,200	119 11,03,725
3 Dec	80.58	3.22 ₹ 29,865.5	0.85 7883.75	25.02	174 16,13,850	21 1,94,775	126 11,68,650
2 Dec	81.98	2.38 ₹ 22,074.5	-0.9 -8347.50	24.03	464 43,03,600	40 3,71,000	101 9,36,775
1 Dec	80.71	3.28 ₹ 30,422	-0.08 -742.00	24.81	8 74,200	2 18,550	60 5,56,500
28 Nov	80.13	3.37 ₹ 31,256.75	0.26 2411.50	22.69	17 1,57,675	1 9,275	60 5,56,500
27 Nov	80.50	3.1 ₹ 28,752.5	-0.18 -1669.50	23.22	81 7,51,275	0 0	54 5,00,850
26 Nov	80.37	3.28 ₹ 30,422	-0.92 -8533.00	22.57	42 3,89,550	-5 -46,375	55 5,10,125
25 Nov	79.35	4.2 ₹ 38,955	-1.14 -10573.50	25.09	13 1,20,575	4 37,100	60 5,56,500
24 Nov	77.97	5.34 ₹ 49,528.5	0.69 6399.75	24.75	6 55,650	0 0	56 5,19,400
21 Nov	78.33	4.65 ₹ 43,128.75	-0.05 -463.75	21.36	10 92,750	-3 -27,825	56 5,19,400
20 Nov	78.93	4.7 ₹ 43,592.5	0.43 3988.25	26.87	25 2,31,875	11 1,02,025	59 5,47,225
19 Nov	79.61	4.27 ₹ 39,604.25	-0.03 -278.25	25.85	3 27,825	-1 -9,275	48 4,45,200
18 Nov	80.11	4.43 ₹ 41,088.25	0.71 6585.25	30.15	6 55,650	3 27,825	48 4,45,200
17 Nov	81.01	3.72 ₹ 34,503	-0.53 -4915.75	28.26	36 3,33,900	13 1,20,575	44 4,08,100
14 Nov	80.43	4.25 ₹ 39,418.75	-0.05 -463.75	30.38	8 74,200	0 0	24 2,22,600
13 Nov	80.00	4.3 ₹ 39,882.5	1.1 10202.50	27.19	2 18,550	0 0	25 2,31,875
12 Nov	81.58	3.2 ₹ 29,680	-1.1 -10202.50	25.24	3 27,825	0 0	23 2,13,325
11 Nov	80.69	4.3 ₹ 39,882.5	0.85 7883.75	30.65	2 18,550	1 9,275	22 2,04,050
10 Nov	81.21	3.45 ₹ 31,998.75	-0.06 -556.50	25.31	1 9,275	0 0	21 1,94,775
7 Nov	81.47	3.51 ₹ 32,555.25	-0.63 -5843.25	26.32	7 64,925	-1 -9,275	21 1,94,775
6 Nov	80.37	4.14 ₹ 38,398.5	0.64 5936.00	-	0 0	-2 -18,550	0 0
4 Nov	81.13	4.14 ₹ 38,398.5	0.64 5936.00	29.59	6 55,650	-2 -18,550	22 2,04,050
3 Nov	81.99	3.5 ₹ 32,462.5	-0.5 -4637.50	27.50	24 2,22,600	8 74,200	10 92,750
31 Oct	81.77	4 ₹ 37,100	-0.7 -6492.50	-	2 18,550	1 9,275	2 18,550
30 Oct	78.93	4.7 ₹ 43,592.5	-1.5 -13912.50	-	0 0	1 9,275	0 0
29 Oct	79.35	4.7 ₹ 43,592.5	-1.5 -13912.50	25.87	1 9,275	0 0	0 0

For Idfc First Bank Limited - strike price 83 expiring on 30DEC2025

Delta for 83 PE is -0.63

Historical price for 83 PE is as follows

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 2.91, which was -1.17 lower than the previous day. The implied volatity was 24.66, the open interest changed by 4 which increased total open position to 119

On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 4.16, which was 1.35 higher than the previous day. The implied volatity was 24.33, the open interest changed by -17 which decreased total open position to 116

On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 2.81, which was -0.84 lower than the previous day. The implied volatity was 22.55, the open interest changed by 16 which increased total open position to 134

On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 3.69, which was 0.38 higher than the previous day. The implied volatity was 25.43, the open interest changed by -8 which decreased total open position to 119

On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 3.22, which was 0.85 higher than the previous day. The implied volatity was 25.02, the open interest changed by 21 which increased total open position to 126

On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 2.38, which was -0.9 lower than the previous day. The implied volatity was 24.03, the open interest changed by 40 which increased total open position to 101

On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 3.28, which was -0.08 lower than the previous day. The implied volatity was 24.81, the open interest changed by 2 which increased total open position to 60

On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 3.37, which was 0.26 higher than the previous day. The implied volatity was 22.69, the open interest changed by 1 which increased total open position to 60

On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 3.1, which was -0.18 lower than the previous day. The implied volatity was 23.22, the open interest changed by 0 which decreased total open position to 54

On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 3.28, which was -0.92 lower than the previous day. The implied volatity was 22.57, the open interest changed by -5 which decreased total open position to 55

On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 4.2, which was -1.14 lower than the previous day. The implied volatity was 25.09, the open interest changed by 4 which increased total open position to 60

On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 5.34, which was 0.69 higher than the previous day. The implied volatity was 24.75, the open interest changed by 0 which decreased total open position to 56

On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 4.65, which was -0.05 lower than the previous day. The implied volatity was 21.36, the open interest changed by -3 which decreased total open position to 56

On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 4.7, which was 0.43 higher than the previous day. The implied volatity was 26.87, the open interest changed by 11 which increased total open position to 59

On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 4.27, which was -0.03 lower than the previous day. The implied volatity was 25.85, the open interest changed by -1 which decreased total open position to 48

On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 4.43, which was 0.71 higher than the previous day. The implied volatity was 30.15, the open interest changed by 3 which increased total open position to 48

On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 3.72, which was -0.53 lower than the previous day. The implied volatity was 28.26, the open interest changed by 13 which increased total open position to 44

On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 4.25, which was -0.05 lower than the previous day. The implied volatity was 30.38, the open interest changed by 0 which decreased total open position to 24

On 13 Nov IDFCFIRSTB was trading at 80.00. The strike last trading price was 4.3, which was 1.1 higher than the previous day. The implied volatity was 27.19, the open interest changed by 0 which decreased total open position to 25

On 12 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 3.2, which was -1.1 lower than the previous day. The implied volatity was 25.24, the open interest changed by 0 which decreased total open position to 23

On 11 Nov IDFCFIRSTB was trading at 80.69. The strike last trading price was 4.3, which was 0.85 higher than the previous day. The implied volatity was 30.65, the open interest changed by 1 which increased total open position to 22

On 10 Nov IDFCFIRSTB was trading at 81.21. The strike last trading price was 3.45, which was -0.06 lower than the previous day. The implied volatity was 25.31, the open interest changed by 0 which decreased total open position to 21

On 7 Nov IDFCFIRSTB was trading at 81.47. The strike last trading price was 3.51, which was -0.63 lower than the previous day. The implied volatity was 26.32, the open interest changed by -1 which decreased total open position to 21

On 6 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 4.14, which was 0.64 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0

On 4 Nov IDFCFIRSTB was trading at 81.13. The strike last trading price was 4.14, which was 0.64 higher than the previous day. The implied volatity was 29.59, the open interest changed by -2 which decreased total open position to 22

On 3 Nov IDFCFIRSTB was trading at 81.99. The strike last trading price was 3.5, which was -0.5 lower than the previous day. The implied volatity was 27.50, the open interest changed by 8 which increased total open position to 10

On 31 Oct IDFCFIRSTB was trading at 81.77. The strike last trading price was 4, which was -0.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2

On 30 Oct IDFCFIRSTB was trading at 78.93. The strike last trading price was 4.7, which was -1.5 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 4.7, which was -1.5 lower than the previous day. The implied volatity was 25.87, the open interest changed by 0 which decreased total open position to 0

Related Pages for IDFCFIRSTB

IDFCFIRSTB

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

CYIENT

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD