[--[65.84.65.76]--]

IDFCFIRSTB

Idfc First Bank Limited
83.58 +0.11 (0.13%)
L: 82.52 H: 84.5

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Historical option data for IDFCFIRSTB

30 Jan 2026 04:11 PM IST
IDFCFIRSTB 24-FEB-2026 84 CE
Delta: 0.52
Vega: 0.09
Theta: -0.07
Gamma: 0.06
Date Close Ltp Change IV Volume OI Chg OI
30 Jan 83.58 2.85 -0.26 32.29 1,003 70 687
29 Jan 83.47 2.93 0.01 34.58 484 52 616
28 Jan 82.93 2.94 -0.26 35.15 282 107 569
27 Jan 83.50 3.16 0.38 34.03 486 -42 464
23 Jan 82.99 2.7 -0.86 31.35 550 83 498
22 Jan 84.20 3.57 1.32 29.41 669 111 272
21 Jan 81.51 2.28 -0.21 30.79 91 20 160
20 Jan 82.09 2.45 -0.6 30.11 53 18 139
19 Jan 83.12 2.9 -0.49 28.75 104 12 121
16 Jan 83.79 3.41 0.18 27.58 99 65 110
14 Jan 83.07 3.23 -0.02 29.15 35 24 44
13 Jan 82.96 3.25 -1.15 29.16 18 12 19
12 Jan 84.77 4.4 0.2 29.42 9 3 6
9 Jan 86.00 4.2 0 - 0 0 3
8 Jan 86.07 4.2 0 - 0 0 3
7 Jan 84.40 4.2 0 - 0 0 3
6 Jan 84.73 4.2 0 25.79 1 0 2
5 Jan 84.93 4.2 -0.9 25.53 1 0 1
2 Jan 85.92 5.1 0.46 26.03 3 1 2
1 Jan 85.61 4.64 0.78 - 0 0 1
31 Dec 85.61 4.64 0.78 23.55 1 0 0
30 Dec 84.83 3.86 0 - 0 0 0
29 Dec 84.54 3.86 0 - 0 0 0
26 Dec 85.12 3.86 0 - 0 0 0
24 Dec 84.24 3.86 0 - 0 0 0
23 Dec 85.00 3.86 - - 0 0 0
22 Dec 85.35 3.86 0 - 0 0 0
19 Dec 84.68 3.86 0 - 0 0 0
18 Dec 83.79 3.86 0 - 0 0 0
17 Dec 83.95 3.86 0 - 0 0 0
16 Dec 83.46 3.86 0 - 0 0 0
15 Dec 83.87 3.86 0 - 0 0 0
12 Dec 82.29 3.86 0 0.05 0 0 0
11 Dec 80.61 3.86 0 - 0 0 0
10 Dec 80.32 3.86 0 1.86 0 0 0
9 Dec 80.91 3.86 - - 0 0 0
8 Dec 79.12 3.86 0 - 0 0 0
5 Dec 80.87 3.86 0 1.31 0 0 0
4 Dec 79.88 3.86 0 2.07 0 0 0
3 Dec 80.58 3.86 0 - 0 0 0
2 Dec 81.98 3.86 0 0.2 0 0 0
1 Dec 80.71 3.86 0 1.35 0 0 0
28 Nov 80.13 3.86 0 1.7 0 0 0
27 Nov 80.50 3.86 0 1.17 0 0 0


For Idfc First Bank Limited - strike price 84 expiring on 24FEB2026

Delta for 84 CE is 0.52

Historical price for 84 CE is as follows

On 30 Jan IDFCFIRSTB was trading at 83.58. The strike last trading price was 2.85, which was -0.26 lower than the previous day. The implied volatity was 32.29, the open interest changed by 70 which increased total open position to 687


On 29 Jan IDFCFIRSTB was trading at 83.47. The strike last trading price was 2.93, which was 0.01 higher than the previous day. The implied volatity was 34.58, the open interest changed by 52 which increased total open position to 616


On 28 Jan IDFCFIRSTB was trading at 82.93. The strike last trading price was 2.94, which was -0.26 lower than the previous day. The implied volatity was 35.15, the open interest changed by 107 which increased total open position to 569


On 27 Jan IDFCFIRSTB was trading at 83.50. The strike last trading price was 3.16, which was 0.38 higher than the previous day. The implied volatity was 34.03, the open interest changed by -42 which decreased total open position to 464


On 23 Jan IDFCFIRSTB was trading at 82.99. The strike last trading price was 2.7, which was -0.86 lower than the previous day. The implied volatity was 31.35, the open interest changed by 83 which increased total open position to 498


On 22 Jan IDFCFIRSTB was trading at 84.20. The strike last trading price was 3.57, which was 1.32 higher than the previous day. The implied volatity was 29.41, the open interest changed by 111 which increased total open position to 272


On 21 Jan IDFCFIRSTB was trading at 81.51. The strike last trading price was 2.28, which was -0.21 lower than the previous day. The implied volatity was 30.79, the open interest changed by 20 which increased total open position to 160


On 20 Jan IDFCFIRSTB was trading at 82.09. The strike last trading price was 2.45, which was -0.6 lower than the previous day. The implied volatity was 30.11, the open interest changed by 18 which increased total open position to 139


On 19 Jan IDFCFIRSTB was trading at 83.12. The strike last trading price was 2.9, which was -0.49 lower than the previous day. The implied volatity was 28.75, the open interest changed by 12 which increased total open position to 121


On 16 Jan IDFCFIRSTB was trading at 83.79. The strike last trading price was 3.41, which was 0.18 higher than the previous day. The implied volatity was 27.58, the open interest changed by 65 which increased total open position to 110


On 14 Jan IDFCFIRSTB was trading at 83.07. The strike last trading price was 3.23, which was -0.02 lower than the previous day. The implied volatity was 29.15, the open interest changed by 24 which increased total open position to 44


On 13 Jan IDFCFIRSTB was trading at 82.96. The strike last trading price was 3.25, which was -1.15 lower than the previous day. The implied volatity was 29.16, the open interest changed by 12 which increased total open position to 19


On 12 Jan IDFCFIRSTB was trading at 84.77. The strike last trading price was 4.4, which was 0.2 higher than the previous day. The implied volatity was 29.42, the open interest changed by 3 which increased total open position to 6


On 9 Jan IDFCFIRSTB was trading at 86.00. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 8 Jan IDFCFIRSTB was trading at 86.07. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 7 Jan IDFCFIRSTB was trading at 84.40. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 6 Jan IDFCFIRSTB was trading at 84.73. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 25.79, the open interest changed by 0 which decreased total open position to 2


On 5 Jan IDFCFIRSTB was trading at 84.93. The strike last trading price was 4.2, which was -0.9 lower than the previous day. The implied volatity was 25.53, the open interest changed by 0 which decreased total open position to 1


On 2 Jan IDFCFIRSTB was trading at 85.92. The strike last trading price was 5.1, which was 0.46 higher than the previous day. The implied volatity was 26.03, the open interest changed by 1 which increased total open position to 2


On 1 Jan IDFCFIRSTB was trading at 85.61. The strike last trading price was 4.64, which was 0.78 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 31 Dec IDFCFIRSTB was trading at 85.61. The strike last trading price was 4.64, which was 0.78 higher than the previous day. The implied volatity was 23.55, the open interest changed by 0 which decreased total open position to 0


On 30 Dec IDFCFIRSTB was trading at 84.83. The strike last trading price was 3.86, 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 29 Dec IDFCFIRSTB was trading at 84.54. The strike last trading price was 3.86, 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 Dec IDFCFIRSTB was trading at 85.12. The strike last trading price was 3.86, 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 Dec IDFCFIRSTB was trading at 84.24. The strike last trading price was 3.86, 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 23 Dec IDFCFIRSTB was trading at 85.00. The strike last trading price was 3.86, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Dec IDFCFIRSTB was trading at 85.35. The strike last trading price was 3.86, 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 Dec IDFCFIRSTB was trading at 84.68. The strike last trading price was 3.86, 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 Dec IDFCFIRSTB was trading at 83.79. The strike last trading price was 3.86, 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 17 Dec IDFCFIRSTB was trading at 83.95. The strike last trading price was 3.86, 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 16 Dec IDFCFIRSTB was trading at 83.46. The strike last trading price was 3.86, 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 15 Dec IDFCFIRSTB was trading at 83.87. The strike last trading price was 3.86, 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 Dec IDFCFIRSTB was trading at 82.29. The strike last trading price was 3.86, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0


On 11 Dec IDFCFIRSTB was trading at 80.61. The strike last trading price was 3.86, 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 Dec IDFCFIRSTB was trading at 80.32. The strike last trading price was 3.86, which was 0 lower than the previous day. The implied volatity was 1.86, the open interest changed by 0 which decreased total open position to 0


On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 3.86, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 3.86, 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 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 3.86, which was 0 lower than the previous day. The implied volatity was 1.31, 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 3.86, which was 0 lower than the previous day. The implied volatity was 2.07, 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 3.86, 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 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 3.86, which was 0 lower than the previous day. The implied volatity was 0.2, the open interest changed by 0 which decreased total open position to 0


On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 3.86, which was 0 lower than the previous day. The implied volatity was 1.35, 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 3.86, which was 0 lower than the previous day. The implied volatity was 1.7, 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 3.86, which was 0 lower than the previous day. The implied volatity was 1.17, the open interest changed by 0 which decreased total open position to 0


IDFCFIRSTB 24FEB2026 84 PE
Delta: -0.48
Vega: 0.09
Theta: -0.05
Gamma: 0.05
Date Close Ltp Change IV Volume OI Chg OI
30 Jan 83.58 3.23 -0.17 37.5 1,059 71 524
29 Jan 83.47 3.53 -0.11 38.27 273 82 453
28 Jan 82.93 3.58 0.29 37.03 94 10 369
27 Jan 83.50 3.27 -0.4 35.79 157 -10 359
23 Jan 82.99 3.8 0.97 34.78 331 45 369
22 Jan 84.20 2.83 -1.38 33.6 373 156 289
21 Jan 81.51 4.28 0.39 33.13 50 1 132
20 Jan 82.09 3.87 0.62 31.02 47 21 131
19 Jan 83.12 3.25 -0.1 30.33 14 4 110
16 Jan 83.79 3.35 -0.27 34.26 20 15 105
14 Jan 83.07 3.62 0 32.56 86 74 89
13 Jan 82.96 3.62 1.46 32.02 12 6 15
12 Jan 84.77 2.16 -0.31 - 0 0 9
9 Jan 86.00 2.16 -0.31 29 1 0 9
8 Jan 86.07 2.47 0 31.18 1 0 9
7 Jan 84.40 2.47 0.35 - 0 0 9
6 Jan 84.73 2.47 0.35 - 0 0 9
5 Jan 84.93 2.47 0.35 26.97 1 0 8
2 Jan 85.92 2.12 -0.14 26.73 8 4 7
1 Jan 85.61 2.26 0 - 0 0 3
31 Dec 85.61 2.26 0 26.64 1 0 2
30 Dec 84.83 2.26 -1.34 - 0 0 2
29 Dec 84.54 2.26 -1.34 - 0 0 2
26 Dec 85.12 2.26 -1.34 - 0 0 2
24 Dec 84.24 2.26 -1.34 - 0 0 2
23 Dec 85.00 2.26 - - 0 0 0
22 Dec 85.35 2.26 -1.34 24.45 4 -2 1
19 Dec 84.68 3.6 0.5 - 0 0 3
18 Dec 83.79 3.6 0.5 - 0 0 3
17 Dec 83.95 3.6 0.5 - 0 0 3
16 Dec 83.46 3.6 0.5 - 1 0 2
15 Dec 83.87 3.1 -0.6 - 2 1 1
12 Dec 82.29 3.7 -1.58 24.92 1 0 1
11 Dec 80.61 5.28 -1.96 - 0 0 1
10 Dec 80.32 5.28 -1.96 - 0 0 1
9 Dec 80.91 5.28 - - 0 0 0
8 Dec 79.12 5.28 -1.96 - 1 0 0
5 Dec 80.87 7.24 0 - 0 0 0
4 Dec 79.88 7.24 0 - 0 0 0
3 Dec 80.58 7.24 0 - 0 0 0
2 Dec 81.98 7.24 0 - 0 0 0
1 Dec 80.71 7.24 0 - 0 0 0
28 Nov 80.13 7.24 0 - 0 0 0
27 Nov 80.50 7.24 0 - 0 0 0


For Idfc First Bank Limited - strike price 84 expiring on 24FEB2026

Delta for 84 PE is -0.48

Historical price for 84 PE is as follows

On 30 Jan IDFCFIRSTB was trading at 83.58. The strike last trading price was 3.23, which was -0.17 lower than the previous day. The implied volatity was 37.5, the open interest changed by 71 which increased total open position to 524


On 29 Jan IDFCFIRSTB was trading at 83.47. The strike last trading price was 3.53, which was -0.11 lower than the previous day. The implied volatity was 38.27, the open interest changed by 82 which increased total open position to 453


On 28 Jan IDFCFIRSTB was trading at 82.93. The strike last trading price was 3.58, which was 0.29 higher than the previous day. The implied volatity was 37.03, the open interest changed by 10 which increased total open position to 369


On 27 Jan IDFCFIRSTB was trading at 83.50. The strike last trading price was 3.27, which was -0.4 lower than the previous day. The implied volatity was 35.79, the open interest changed by -10 which decreased total open position to 359


On 23 Jan IDFCFIRSTB was trading at 82.99. The strike last trading price was 3.8, which was 0.97 higher than the previous day. The implied volatity was 34.78, the open interest changed by 45 which increased total open position to 369


On 22 Jan IDFCFIRSTB was trading at 84.20. The strike last trading price was 2.83, which was -1.38 lower than the previous day. The implied volatity was 33.6, the open interest changed by 156 which increased total open position to 289


On 21 Jan IDFCFIRSTB was trading at 81.51. The strike last trading price was 4.28, which was 0.39 higher than the previous day. The implied volatity was 33.13, the open interest changed by 1 which increased total open position to 132


On 20 Jan IDFCFIRSTB was trading at 82.09. The strike last trading price was 3.87, which was 0.62 higher than the previous day. The implied volatity was 31.02, the open interest changed by 21 which increased total open position to 131


On 19 Jan IDFCFIRSTB was trading at 83.12. The strike last trading price was 3.25, which was -0.1 lower than the previous day. The implied volatity was 30.33, the open interest changed by 4 which increased total open position to 110


On 16 Jan IDFCFIRSTB was trading at 83.79. The strike last trading price was 3.35, which was -0.27 lower than the previous day. The implied volatity was 34.26, the open interest changed by 15 which increased total open position to 105


On 14 Jan IDFCFIRSTB was trading at 83.07. The strike last trading price was 3.62, which was 0 lower than the previous day. The implied volatity was 32.56, the open interest changed by 74 which increased total open position to 89


On 13 Jan IDFCFIRSTB was trading at 82.96. The strike last trading price was 3.62, which was 1.46 higher than the previous day. The implied volatity was 32.02, the open interest changed by 6 which increased total open position to 15


On 12 Jan IDFCFIRSTB was trading at 84.77. The strike last trading price was 2.16, which was -0.31 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 9 Jan IDFCFIRSTB was trading at 86.00. The strike last trading price was 2.16, which was -0.31 lower than the previous day. The implied volatity was 29, the open interest changed by 0 which decreased total open position to 9


On 8 Jan IDFCFIRSTB was trading at 86.07. The strike last trading price was 2.47, which was 0 lower than the previous day. The implied volatity was 31.18, the open interest changed by 0 which decreased total open position to 9


On 7 Jan IDFCFIRSTB was trading at 84.40. The strike last trading price was 2.47, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 6 Jan IDFCFIRSTB was trading at 84.73. The strike last trading price was 2.47, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 5 Jan IDFCFIRSTB was trading at 84.93. The strike last trading price was 2.47, which was 0.35 higher than the previous day. The implied volatity was 26.97, the open interest changed by 0 which decreased total open position to 8


On 2 Jan IDFCFIRSTB was trading at 85.92. The strike last trading price was 2.12, which was -0.14 lower than the previous day. The implied volatity was 26.73, the open interest changed by 4 which increased total open position to 7


On 1 Jan IDFCFIRSTB was trading at 85.61. The strike last trading price was 2.26, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 31 Dec IDFCFIRSTB was trading at 85.61. The strike last trading price was 2.26, which was 0 lower than the previous day. The implied volatity was 26.64, the open interest changed by 0 which decreased total open position to 2


On 30 Dec IDFCFIRSTB was trading at 84.83. The strike last trading price was 2.26, which was -1.34 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 29 Dec IDFCFIRSTB was trading at 84.54. The strike last trading price was 2.26, which was -1.34 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 26 Dec IDFCFIRSTB was trading at 85.12. The strike last trading price was 2.26, which was -1.34 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 24 Dec IDFCFIRSTB was trading at 84.24. The strike last trading price was 2.26, which was -1.34 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 23 Dec IDFCFIRSTB was trading at 85.00. The strike last trading price was 2.26, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Dec IDFCFIRSTB was trading at 85.35. The strike last trading price was 2.26, which was -1.34 lower than the previous day. The implied volatity was 24.45, the open interest changed by -2 which decreased total open position to 1


On 19 Dec IDFCFIRSTB was trading at 84.68. The strike last trading price was 3.6, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 18 Dec IDFCFIRSTB was trading at 83.79. The strike last trading price was 3.6, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 17 Dec IDFCFIRSTB was trading at 83.95. The strike last trading price was 3.6, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 16 Dec IDFCFIRSTB was trading at 83.46. The strike last trading price was 3.6, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 15 Dec IDFCFIRSTB was trading at 83.87. The strike last trading price was 3.1, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 12 Dec IDFCFIRSTB was trading at 82.29. The strike last trading price was 3.7, which was -1.58 lower than the previous day. The implied volatity was 24.92, the open interest changed by 0 which decreased total open position to 1


On 11 Dec IDFCFIRSTB was trading at 80.61. The strike last trading price was 5.28, which was -1.96 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 10 Dec IDFCFIRSTB was trading at 80.32. The strike last trading price was 5.28, which was -1.96 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 5.28, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 5.28, which was -1.96 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 7.24, 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 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 7.24, 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 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 7.24, 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 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 7.24, 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 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 7.24, 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 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 7.24, 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 7.24, 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