[--[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 84 CE
Delta: 0.29
Vega: 0.07
Theta: -0.04
Gamma: 0.07
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 80.91 0.82 0.35 23.84 1,246 -485 1,008
8 Dec 79.12 0.48 -0.38 24.64 653 255 1,495
5 Dec 80.87 0.87 0.15 21.94 482 -41 1,241
4 Dec 79.88 0.73 -0.17 23.27 775 456 1,221
3 Dec 80.58 0.95 -0.48 23.17 738 64 764
2 Dec 81.98 1.4 0.48 22.06 1,097 307 701
1 Dec 80.71 0.91 0.05 21.73 311 49 395
28 Nov 80.13 0.87 -0.07 21.22 146 20 346
27 Nov 80.50 0.99 -0.01 20.28 373 34 333
26 Nov 80.37 1.01 0.22 21.46 342 -13 299
25 Nov 79.35 0.79 0.19 21.98 255 40 293
24 Nov 77.97 0.58 -0.17 23.64 179 37 253
21 Nov 78.33 0.75 -0.34 23.18 173 53 212
20 Nov 78.93 1.07 -0.32 24.66 84 29 159
19 Nov 79.61 1.39 -0.28 26.00 182 21 130
18 Nov 80.11 1.63 -0.49 26.30 54 29 108
17 Nov 81.01 2.14 0.21 27.30 73 7 40
14 Nov 80.43 1.96 0.24 26.03 11 4 32
13 Nov 80.00 1.72 -0.54 25.86 33 23 25
12 Nov 81.58 2.26 1.21 24.46 4 0 0
11 Nov 80.69 1.05 0 2.62 0 0 0
10 Nov 81.21 1.05 0 2.21 0 0 0
7 Nov 81.47 1.05 0 1.72 0 0 0
6 Nov 80.37 1.05 0 2.70 0 0 0
4 Nov 81.13 1.05 0 2.04 0 0 0
3 Nov 81.99 1.05 0 - 0 0 0
31 Oct 81.77 1.05 0 - 0 0 0
30 Oct 78.93 1.05 0 3.76 0 0 0
29 Oct 79.35 1.05 0 3.30 0 0 0
28 Oct 79.20 1.05 0 3.35 0 0 0
27 Oct 78.03 1.05 0 4.44 0 0 0
24 Oct 78.20 1.05 0 4.06 0 0 0
23 Oct 78.96 1.05 0 3.43 0 0 0
21 Oct 76.77 1.05 0 5.46 0 0 0
20 Oct 76.93 1.05 0 5.07 0 0 0
15 Oct 72.97 1.05 0 - 0 0 0


For Idfc First Bank Limited - strike price 84 expiring on 30DEC2025

Delta for 84 CE is 0.29

Historical price for 84 CE is as follows

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 0.82, which was 0.35 higher than the previous day. The implied volatity was 23.84, the open interest changed by -485 which decreased total open position to 1008


On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 0.48, which was -0.38 lower than the previous day. The implied volatity was 24.64, the open interest changed by 255 which increased total open position to 1495


On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 0.87, which was 0.15 higher than the previous day. The implied volatity was 21.94, the open interest changed by -41 which decreased total open position to 1241


On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 0.73, which was -0.17 lower than the previous day. The implied volatity was 23.27, the open interest changed by 456 which increased total open position to 1221


On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 0.95, which was -0.48 lower than the previous day. The implied volatity was 23.17, the open interest changed by 64 which increased total open position to 764


On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 1.4, which was 0.48 higher than the previous day. The implied volatity was 22.06, the open interest changed by 307 which increased total open position to 701


On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 0.91, which was 0.05 higher than the previous day. The implied volatity was 21.73, the open interest changed by 49 which increased total open position to 395


On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 0.87, which was -0.07 lower than the previous day. The implied volatity was 21.22, the open interest changed by 20 which increased total open position to 346


On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 0.99, which was -0.01 lower than the previous day. The implied volatity was 20.28, the open interest changed by 34 which increased total open position to 333


On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 1.01, which was 0.22 higher than the previous day. The implied volatity was 21.46, the open interest changed by -13 which decreased total open position to 299


On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 0.79, which was 0.19 higher than the previous day. The implied volatity was 21.98, the open interest changed by 40 which increased total open position to 293


On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 0.58, which was -0.17 lower than the previous day. The implied volatity was 23.64, the open interest changed by 37 which increased total open position to 253


On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 0.75, which was -0.34 lower than the previous day. The implied volatity was 23.18, the open interest changed by 53 which increased total open position to 212


On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 1.07, which was -0.32 lower than the previous day. The implied volatity was 24.66, the open interest changed by 29 which increased total open position to 159


On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 1.39, which was -0.28 lower than the previous day. The implied volatity was 26.00, the open interest changed by 21 which increased total open position to 130


On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 1.63, which was -0.49 lower than the previous day. The implied volatity was 26.30, the open interest changed by 29 which increased total open position to 108


On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 2.14, which was 0.21 higher than the previous day. The implied volatity was 27.30, the open interest changed by 7 which increased total open position to 40


On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 1.96, which was 0.24 higher than the previous day. The implied volatity was 26.03, the open interest changed by 4 which increased total open position to 32


On 13 Nov IDFCFIRSTB was trading at 80.00. The strike last trading price was 1.72, which was -0.54 lower than the previous day. The implied volatity was 25.86, the open interest changed by 23 which increased total open position to 25


On 12 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 2.26, which was 1.21 higher than the previous day. The implied volatity was 24.46, 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 1.05, which was 0 lower than the previous day. The implied volatity was 2.62, 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 1.05, which was 0 lower than the previous day. The implied volatity was 2.21, the open interest changed by 0 which decreased total open position to 0


On 7 Nov IDFCFIRSTB was trading at 81.47. The strike last trading price was 1.05, which was 0 lower than the previous day. The implied volatity was 1.72, the open interest changed by 0 which decreased total open position to 0


On 6 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 1.05, which was 0 lower than the previous day. The implied volatity was 2.70, 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 1.05, which was 0 lower than the previous day. The implied volatity was 2.04, 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 1.05, 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 1.05, 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 1.05, which was 0 lower than the previous day. The implied volatity was 3.76, 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 1.05, which was 0 lower than the previous day. The implied volatity was 3.30, 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 1.05, which was 0 lower than the previous day. The implied volatity was 3.35, 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 1.05, which was 0 lower than the previous day. The implied volatity was 4.44, 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 1.05, which was 0 lower than the previous day. The implied volatity was 4.06, 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 1.05, which was 0 lower than the previous day. The implied volatity was 3.43, 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 1.05, which was 0 lower than the previous day. The implied volatity was 5.46, 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 1.05, which was 0 lower than the previous day. The implied volatity was 5.07, 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 1.05, 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 84 PE
Delta: -0.69
Vega: 0.07
Theta: -0.03
Gamma: 0.07
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 80.91 3.68 -1.58 25.94 13 -2 355
8 Dec 79.12 5.26 1.75 29.71 28 0 357
5 Dec 80.87 3.51 -0.44 22.93 26 -1 357
4 Dec 79.88 3.95 -0.08 18.54 13 0 358
3 Dec 80.58 3.93 1 25.23 37 -5 358
2 Dec 81.98 2.91 -1.02 23.55 382 267 363
1 Dec 80.71 3.97 0.16 25.14 30 11 96
28 Nov 80.13 3.77 -0.16 - 0 -4 0
27 Nov 80.50 3.77 -0.16 23.51 19 -2 87
26 Nov 80.37 3.93 -1.01 22.37 28 6 89
25 Nov 79.35 4.92 -0.67 25.20 40 24 83
24 Nov 77.97 5.59 -0.29 14.70 27 15 54
21 Nov 78.33 5.88 0.54 27.06 11 3 39
20 Nov 78.93 5.34 0.24 26.19 10 5 35
19 Nov 79.61 5.1 0.85 - 0 3 0
18 Nov 80.11 5.1 0.85 30.51 6 2 29
17 Nov 81.01 4.25 -0.41 27.71 14 11 27
14 Nov 80.43 4.66 -0.23 28.46 6 0 15
13 Nov 80.00 4.89 -0.76 26.74 4 3 15
12 Nov 81.58 5.65 1.53 - 0 0 0
11 Nov 80.69 5.65 1.53 - 0 0 0
10 Nov 81.21 5.65 1.53 - 0 2 0
7 Nov 81.47 5.65 1.53 39.16 2 0 10
6 Nov 80.37 4.12 -6.48 - 0 0 0
4 Nov 81.13 4.12 -6.48 - 0 10 0
3 Nov 81.99 4.12 -6.48 28.98 11 10 10
31 Oct 81.77 10.6 -3.4 - 0 0 0
30 Oct 78.93 10.6 -3.4 - 0 0 0
29 Oct 79.35 10.6 -3.4 - 0 0 0
28 Oct 79.20 10.6 -3.4 - 0 0 0
27 Oct 78.03 10.6 -3.4 - 0 0 0
24 Oct 78.20 10.6 -3.4 - 0 0 0
23 Oct 78.96 10.6 -3.4 - 0 0 0
21 Oct 76.77 10.6 -3.4 - 0 0 0
20 Oct 76.93 10.6 -3.4 - 0 0 0
15 Oct 72.97 10.6 -3.4 - 2 1 1


For Idfc First Bank Limited - strike price 84 expiring on 30DEC2025

Delta for 84 PE is -0.69

Historical price for 84 PE is as follows

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 3.68, which was -1.58 lower than the previous day. The implied volatity was 25.94, the open interest changed by -2 which decreased total open position to 355


On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 5.26, which was 1.75 higher than the previous day. The implied volatity was 29.71, the open interest changed by 0 which decreased total open position to 357


On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 3.51, which was -0.44 lower than the previous day. The implied volatity was 22.93, the open interest changed by -1 which decreased total open position to 357


On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 3.95, which was -0.08 lower than the previous day. The implied volatity was 18.54, the open interest changed by 0 which decreased total open position to 358


On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 3.93, which was 1 higher than the previous day. The implied volatity was 25.23, the open interest changed by -5 which decreased total open position to 358


On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 2.91, which was -1.02 lower than the previous day. The implied volatity was 23.55, the open interest changed by 267 which increased total open position to 363


On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 3.97, which was 0.16 higher than the previous day. The implied volatity was 25.14, the open interest changed by 11 which increased total open position to 96


On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 3.77, which was -0.16 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0


On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 3.77, which was -0.16 lower than the previous day. The implied volatity was 23.51, the open interest changed by -2 which decreased total open position to 87


On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 3.93, which was -1.01 lower than the previous day. The implied volatity was 22.37, the open interest changed by 6 which increased total open position to 89


On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 4.92, which was -0.67 lower than the previous day. The implied volatity was 25.20, the open interest changed by 24 which increased total open position to 83


On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 5.59, which was -0.29 lower than the previous day. The implied volatity was 14.70, the open interest changed by 15 which increased total open position to 54


On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 5.88, which was 0.54 higher than the previous day. The implied volatity was 27.06, the open interest changed by 3 which increased total open position to 39


On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 5.34, which was 0.24 higher than the previous day. The implied volatity was 26.19, the open interest changed by 5 which increased total open position to 35


On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 5.1, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 5.1, which was 0.85 higher than the previous day. The implied volatity was 30.51, the open interest changed by 2 which increased total open position to 29


On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 4.25, which was -0.41 lower than the previous day. The implied volatity was 27.71, the open interest changed by 11 which increased total open position to 27


On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 4.66, which was -0.23 lower than the previous day. The implied volatity was 28.46, the open interest changed by 0 which decreased total open position to 15


On 13 Nov IDFCFIRSTB was trading at 80.00. The strike last trading price was 4.89, which was -0.76 lower than the previous day. The implied volatity was 26.74, the open interest changed by 3 which increased total open position to 15


On 12 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 5.65, which was 1.53 higher 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 5.65, which was 1.53 higher 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 5.65, which was 1.53 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 7 Nov IDFCFIRSTB was trading at 81.47. The strike last trading price was 5.65, which was 1.53 higher than the previous day. The implied volatity was 39.16, the open interest changed by 0 which decreased total open position to 10


On 6 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 4.12, which was -6.48 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 4.12, which was -6.48 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0


On 3 Nov IDFCFIRSTB was trading at 81.99. The strike last trading price was 4.12, which was -6.48 lower than the previous day. The implied volatity was 28.98, the open interest changed by 10 which increased total open position to 10


On 31 Oct IDFCFIRSTB was trading at 81.77. The strike last trading price was 10.6, which was -3.4 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 10.6, which was -3.4 lower than the previous day. The implied volatity was -, 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 10.6, which was -3.4 lower than the previous day. The implied volatity was -, 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 10.6, which was -3.4 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 10.6, which was -3.4 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 10.6, which was -3.4 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 10.6, which was -3.4 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 10.6, which was -3.4 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 10.6, which was -3.4 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 10.6, which was -3.4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1