IDFCFIRSTB
Idfc First Bank Limited
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































































































































































































































