IDFCFIRSTB

Idfc First Bank Limited

83.47 +0.54 (0.65%)

L: 82.45 H: 83.75

Back to Option Chain

Historical option data for IDFCFIRSTB
29 Jan 2026 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 24-FEB-2026 83 CE
Delta: 0.55 Vega: 0.09 Theta: -0.07 Gamma: 0.05
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
29 Jan	83.47	3.59 ₹ 33,297.25	0.19 1762.25	36.53	471 43,68,525	30 2,78,250	515 47,76,625
28 Jan	82.93	3.43 ₹ 31,813.25	-0.26 -2411.50	35.28	881 81,71,275	201 18,64,275	484 44,89,100
27 Jan	83.50	3.7 ₹ 34,317.5	0.49 4544.75	34.42	673 62,42,075	84 7,79,100	283 26,24,825
23 Jan	82.99	3.14 ₹ 29,123.5	-0.9 -8347.50	31.11	170 15,76,750	39 3,61,725	198 18,36,450
22 Jan	84.20	4.14 ₹ 38,398.5	1.4 12985.00	29.45	182 16,88,050	-42 -3,89,550	161 14,93,275
21 Jan	81.51	2.74 ₹ 25,413.5	-0.24 -2226.00	31.27	61 5,65,775	21 1,94,775	202 18,73,550
20 Jan	82.09	2.94 ₹ 27,268.5	-0.47 -4359.25	30.66	200 18,55,000	79 7,32,725	180 16,69,500
19 Jan	83.12	3.39 ₹ 31,442.25	-0.61 -5657.75	28.72	111 10,29,525	60 5,56,500	97 8,99,675
16 Jan	83.79	4.1 ₹ 38,027.5	0.33 3060.75	28.97	24 2,22,600	10 92,750	36 3,33,900
14 Jan	83.07	3.8 ₹ 35,245	0.3 2782.50	29.8	22 2,04,050	17 1,57,675	25 2,31,875
13 Jan	82.96	3.5 ₹ 32,462.5	-1.7 -15767.50	26.94	2 18,550	1 9,275	7 64,925
12 Jan	84.77	5.2 ₹ 48,230	-0.65 -6028.75	31.6	2 18,550	1 9,275	6 55,650
9 Jan	86.00	5.85 ₹ 54,258.75	0.1 927.50	29.26	1 9,275	0 0	4 37,100
8 Jan	86.07	5.75 ₹ 53,331.25	0 0.00	28.53	1 9,275	0 0	4 37,100
7 Jan	84.40	5.75 ₹ 53,331.25	0.11 1020.25	-	0 0	0 0	4 37,100

6 Jan	84.73	5.75 ₹ 53,331.25	0.11 1020.25	-	0 0	0 0	4 37,100
5 Jan	84.93	5.75 ₹ 53,331.25	0.11 1020.25	-	0 0	0 0	4 37,100
2 Jan	85.92	5.75 ₹ 53,331.25	0.11 1020.25	26.01	7 64,925	4 37,100	4 37,100
1 Jan	85.61	5.64 ₹ 52,311	0 0.00	-	0 0	0 0	0 0
31 Dec	85.61	5.64 ₹ 52,311	0 0.00	-	0 0	0 0	0 0

For Idfc First Bank Limited - strike price 83 expiring on 24FEB2026

Delta for 83 CE is 0.55

Historical price for 83 CE is as follows

On 29 Jan IDFCFIRSTB was trading at 83.47. The strike last trading price was 3.59, which was 0.19 higher than the previous day. The implied volatity was 36.53, the open interest changed by 30 which increased total open position to 515

On 28 Jan IDFCFIRSTB was trading at 82.93. The strike last trading price was 3.43, which was -0.26 lower than the previous day. The implied volatity was 35.28, the open interest changed by 201 which increased total open position to 484

On 27 Jan IDFCFIRSTB was trading at 83.50. The strike last trading price was 3.7, which was 0.49 higher than the previous day. The implied volatity was 34.42, the open interest changed by 84 which increased total open position to 283

On 23 Jan IDFCFIRSTB was trading at 82.99. The strike last trading price was 3.14, which was -0.9 lower than the previous day. The implied volatity was 31.11, the open interest changed by 39 which increased total open position to 198

On 22 Jan IDFCFIRSTB was trading at 84.20. The strike last trading price was 4.14, which was 1.4 higher than the previous day. The implied volatity was 29.45, the open interest changed by -42 which decreased total open position to 161

On 21 Jan IDFCFIRSTB was trading at 81.51. The strike last trading price was 2.74, which was -0.24 lower than the previous day. The implied volatity was 31.27, the open interest changed by 21 which increased total open position to 202

On 20 Jan IDFCFIRSTB was trading at 82.09. The strike last trading price was 2.94, which was -0.47 lower than the previous day. The implied volatity was 30.66, the open interest changed by 79 which increased total open position to 180

On 19 Jan IDFCFIRSTB was trading at 83.12. The strike last trading price was 3.39, which was -0.61 lower than the previous day. The implied volatity was 28.72, the open interest changed by 60 which increased total open position to 97

On 16 Jan IDFCFIRSTB was trading at 83.79. The strike last trading price was 4.1, which was 0.33 higher than the previous day. The implied volatity was 28.97, the open interest changed by 10 which increased total open position to 36

On 14 Jan IDFCFIRSTB was trading at 83.07. The strike last trading price was 3.8, which was 0.3 higher than the previous day. The implied volatity was 29.8, the open interest changed by 17 which increased total open position to 25

On 13 Jan IDFCFIRSTB was trading at 82.96. The strike last trading price was 3.5, which was -1.7 lower than the previous day. The implied volatity was 26.94, the open interest changed by 1 which increased total open position to 7

On 12 Jan IDFCFIRSTB was trading at 84.77. The strike last trading price was 5.2, which was -0.65 lower than the previous day. The implied volatity was 31.6, the open interest changed by 1 which increased total open position to 6

On 9 Jan IDFCFIRSTB was trading at 86.00. The strike last trading price was 5.85, which was 0.1 higher than the previous day. The implied volatity was 29.26, the open interest changed by 0 which decreased total open position to 4

On 8 Jan IDFCFIRSTB was trading at 86.07. The strike last trading price was 5.75, which was 0 lower than the previous day. The implied volatity was 28.53, the open interest changed by 0 which decreased total open position to 4

On 7 Jan IDFCFIRSTB was trading at 84.40. The strike last trading price was 5.75, which was 0.11 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 6 Jan IDFCFIRSTB was trading at 84.73. The strike last trading price was 5.75, which was 0.11 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 5 Jan IDFCFIRSTB was trading at 84.93. The strike last trading price was 5.75, which was 0.11 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 2 Jan IDFCFIRSTB was trading at 85.92. The strike last trading price was 5.75, which was 0.11 higher than the previous day. The implied volatity was 26.01, the open interest changed by 4 which increased total open position to 4

On 1 Jan IDFCFIRSTB was trading at 85.61. The strike last trading price was 5.64, 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 Dec IDFCFIRSTB was trading at 85.61. The strike last trading price was 5.64, 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 24FEB2026 83 PE
Delta: -0.45 Vega: 0.09 Theta: -0.05 Gamma: 0.05
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
29 Jan	83.47	2.86 ₹ 26,526.5	-0.28 -2597.00	36.41	372 34,50,300	46 4,26,650	368 34,13,200
28 Jan	82.93	3.11 ₹ 28,845.25	0.21 1947.75	37.54	345 31,99,875	72 6,67,800	322 29,86,550
27 Jan	83.50	2.82 ₹ 26,155.5	-0.37 -3431.75	36.22	281 26,06,275	20 1,85,500	250 23,18,750
23 Jan	82.99	3.33 ₹ 30,885.75	0.93 8625.75	35.37	269 24,94,975	31 2,87,525	229 21,23,975
22 Jan	84.20	2.41 ₹ 22,352.75	-1.5 -13912.50	33.79	163 15,11,825	78 7,23,450	197 18,27,175
21 Jan	81.51	3.91 ₹ 36,265.25	0.65 6028.75	35.2	40 3,71,000	3 27,825	118 10,94,450
20 Jan	82.09	3.35 ₹ 31,071.25	0.5 4637.50	31.37	147 13,63,425	84 7,79,100	116 10,75,900
19 Jan	83.12	2.88 ₹ 26,712	0.38 3524.50	31.58	35 3,24,625	26 2,41,150	31 2,87,525
16 Jan	83.79	2.5 ₹ 23,187.5	0.77 7141.75	-	0 0	0 0	5 46,375
14 Jan	83.07	2.5 ₹ 23,187.5	0.77 7141.75	-	0 0	0 0	5 46,375
13 Jan	82.96	2.5 ₹ 23,187.5	0.77 7141.75	-	0 0	0 0	0 0
12 Jan	84.77	2.5 ₹ 23,187.5	0.77 7141.75	32.81	2 18,550	1 9,275	5 46,375
9 Jan	86.00	1.73 ₹ 16,045.75	-0.33 -3060.75	28.38	2 18,550	0 0	4 37,100
8 Jan	86.07	2.06 ₹ 19,106.5	-0.14 -1298.50	30.84	1 9,275	0 0	5 46,375
7 Jan	84.40	2.2 ₹ 20,405	0.5 4637.50	26.85	4 37,100	1 9,275	4 37,100
6 Jan	84.73	1.7 ₹ 15,767.5	-0.16 -1484.00	-	0 0	0 0	3 27,825
5 Jan	84.93	1.7 ₹ 15,767.5	-0.16 -1484.00	-	0 0	0 0	3 27,825
2 Jan	85.92	1.7 ₹ 15,767.5	-0.16 -1484.00	26.34	1 9,275	0 0	2 18,550
1 Jan	85.61	1.86 ₹ 17,251.5	-1.19 -11037.25	-	0 0	0 0	2 18,550
31 Dec	85.61	1.86 ₹ 17,251.5	-1.19 -11037.25	26.36	2 18,550	0 0	0 0

For Idfc First Bank Limited - strike price 83 expiring on 24FEB2026

Delta for 83 PE is -0.45

Historical price for 83 PE is as follows

On 29 Jan IDFCFIRSTB was trading at 83.47. The strike last trading price was 2.86, which was -0.28 lower than the previous day. The implied volatity was 36.41, the open interest changed by 46 which increased total open position to 368

On 28 Jan IDFCFIRSTB was trading at 82.93. The strike last trading price was 3.11, which was 0.21 higher than the previous day. The implied volatity was 37.54, the open interest changed by 72 which increased total open position to 322

On 27 Jan IDFCFIRSTB was trading at 83.50. The strike last trading price was 2.82, which was -0.37 lower than the previous day. The implied volatity was 36.22, the open interest changed by 20 which increased total open position to 250

On 23 Jan IDFCFIRSTB was trading at 82.99. The strike last trading price was 3.33, which was 0.93 higher than the previous day. The implied volatity was 35.37, the open interest changed by 31 which increased total open position to 229

On 22 Jan IDFCFIRSTB was trading at 84.20. The strike last trading price was 2.41, which was -1.5 lower than the previous day. The implied volatity was 33.79, the open interest changed by 78 which increased total open position to 197

On 21 Jan IDFCFIRSTB was trading at 81.51. The strike last trading price was 3.91, which was 0.65 higher than the previous day. The implied volatity was 35.2, the open interest changed by 3 which increased total open position to 118

On 20 Jan IDFCFIRSTB was trading at 82.09. The strike last trading price was 3.35, which was 0.5 higher than the previous day. The implied volatity was 31.37, the open interest changed by 84 which increased total open position to 116

On 19 Jan IDFCFIRSTB was trading at 83.12. The strike last trading price was 2.88, which was 0.38 higher than the previous day. The implied volatity was 31.58, the open interest changed by 26 which increased total open position to 31

On 16 Jan IDFCFIRSTB was trading at 83.79. The strike last trading price was 2.5, which was 0.77 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5

On 14 Jan IDFCFIRSTB was trading at 83.07. The strike last trading price was 2.5, which was 0.77 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5

On 13 Jan IDFCFIRSTB was trading at 82.96. The strike last trading price was 2.5, which was 0.77 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Jan IDFCFIRSTB was trading at 84.77. The strike last trading price was 2.5, which was 0.77 higher than the previous day. The implied volatity was 32.81, the open interest changed by 1 which increased total open position to 5

On 9 Jan IDFCFIRSTB was trading at 86.00. The strike last trading price was 1.73, which was -0.33 lower than the previous day. The implied volatity was 28.38, the open interest changed by 0 which decreased total open position to 4

On 8 Jan IDFCFIRSTB was trading at 86.07. The strike last trading price was 2.06, which was -0.14 lower than the previous day. The implied volatity was 30.84, the open interest changed by 0 which decreased total open position to 5

On 7 Jan IDFCFIRSTB was trading at 84.40. The strike last trading price was 2.2, which was 0.5 higher than the previous day. The implied volatity was 26.85, the open interest changed by 1 which increased total open position to 4

On 6 Jan IDFCFIRSTB was trading at 84.73. The strike last trading price was 1.7, which was -0.16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 5 Jan IDFCFIRSTB was trading at 84.93. The strike last trading price was 1.7, which was -0.16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 2 Jan IDFCFIRSTB was trading at 85.92. The strike last trading price was 1.7, which was -0.16 lower than the previous day. The implied volatity was 26.34, the open interest changed by 0 which decreased total open position to 2

On 1 Jan IDFCFIRSTB was trading at 85.61. The strike last trading price was 1.86, which was -1.19 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 31 Dec IDFCFIRSTB was trading at 85.61. The strike last trading price was 1.86, which was -1.19 lower than the previous day. The implied volatity was 26.36, the open interest changed by 0 which decreased total open position to 0

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