IDFCFIRSTB

Idfc First Bank Limited

84.24 -0.76 (-0.89%)

L: 84.06 H: 85.3

Back to Option Chain

Historical option data for IDFCFIRSTB
24 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 27-JAN-2026 84 CE
Delta: 0.58 Vega: 0.10 Theta: -0.05 Gamma: 0.07
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI

24 Dec	84.24	2.81 ₹ 26,062.75	-0.54 -5008.50	22.62	62 5,75,050	29 2,68,975	75 6,95,625
23 Dec	85.00	3.36 ₹ 31,164	-0.29 -2689.75	23.13	9 83,475	-2 -18,550	45 4,17,375
22 Dec	85.35	3.65 ₹ 33,853.75	0.38 3524.50	23.73	48 4,45,200	11 1,02,025	47 4,35,925
19 Dec	84.68	3.27 ₹ 30,329.25	0.37 3431.75	24.05	25 2,31,875	6 55,650	37 3,43,175
18 Dec	83.79	2.9 ₹ 26,897.5	-0.18 -1669.50	23.69	27 2,50,425	8 74,200	30 2,78,250
17 Dec	83.95	3.1 ₹ 28,752.5	0.04 371.00	24.30	9 83,475	5 46,375	20 1,85,500
16 Dec	83.46	3.06 ₹ 28,381.5	-0.13 -1205.75	26.30	7 64,925	3 27,825	15 1,39,125
15 Dec	83.87	3.13 ₹ 29,030.75	0.53 4915.75	23.73	19 1,76,225	9 83,475	13 1,20,575
12 Dec	82.29	2.6 ₹ 24,115	-1.35 -12521.25	24.90	4 37,100	3 27,825	3 27,825
11 Dec	80.61	3.95 ₹ 36,636.25	0 0.00	2.71	0 0	0 0	0 0
10 Dec	80.32	3.95 ₹ 36,636.25	0 0.00	3.01	0 0	0 0	0 0
9 Dec	80.91	3.95 ₹ 36,636.25	0 0.00	2.46	0 0	0 0	0 0
8 Dec	79.12	3.95 ₹ 36,636.25	0 0.00	4.25	0 0	0 0	0 0
5 Dec	80.87	3.95 ₹ 36,636.25	0 0.00	2.34	0 0	0 0	0 0
4 Dec	79.88	3.95 ₹ 36,636.25	0 0.00	3.07	0 0	0 0	0 0
3 Dec	80.58	3.95 ₹ 36,636.25	0 0.00	2.45	0 0	0 0	0 0
2 Dec	81.98	3.95 ₹ 36,636.25	0 0.00	0.93	0 0	0 0	0 0
1 Dec	80.71	3.95 ₹ 36,636.25	0 0.00	2.20	0 0	0 0	0 0
28 Nov	80.13	3.95 ₹ 36,636.25	0 0.00	2.45	0 0	0 0	0 0
27 Nov	80.50	3.95 ₹ 36,636.25	0 0.00	2.17	0 0	0 0	0 0
26 Nov	80.37	3.95 ₹ 36,636.25	0 0.00	-	0 0	0 0	0 0
25 Nov	79.35	3.95 ₹ 36,636.25	0 0.00	3.19	0 0	0 0	0 0
24 Nov	77.97	3.95 ₹ 36,636.25	0 0.00	-	0 0	0 0	0 0
21 Nov	78.33	3.95 ₹ 36,636.25	0 0.00	4.08	0 0	0 0	0 0
19 Nov	79.61	3.95 ₹ 36,636.25	0 0.00	2.77	0 0	0 0	0 0
18 Nov	80.11	3.95 ₹ 36,636.25	0 0.00	2.30	0 0	0 0	0 0
14 Nov	80.43	3.95 ₹ 36,636.25	0 0.00	-	0 0	0 0	0 0
12 Nov	81.58	3.95 ₹ 36,636.25	0 0.00	0.89	0 0	0 0	0 0
11 Nov	80.69	3.95 ₹ 36,636.25	0 0.00	1.64	0 0	0 0	0 0
10 Nov	81.21	3.95 ₹ 36,636.25	0 0.00	1.19	0 0	0 0	0 0
4 Nov	81.13	3.95 ₹ 36,636.25	0 0.00	0.97	0 0	0 0	0 0
3 Nov	81.99	3.95 ₹ 36,636.25	0 0.00	-	0 0	0 0	0 0
31 Oct	81.77	3.95 ₹ 36,636.25	0 0.00	-	0 0	0 0	0 0
30 Oct	78.93	3.95 ₹ 36,636.25	0 0.00	2.69	0 0	0 0	0 0

For Idfc First Bank Limited - strike price 84 expiring on 27JAN2026

Delta for 84 CE is 0.58

Historical price for 84 CE is as follows

On 24 Dec IDFCFIRSTB was trading at 84.24. The strike last trading price was 2.81, which was -0.54 lower than the previous day. The implied volatity was 22.62, the open interest changed by 29 which increased total open position to 75

On 23 Dec IDFCFIRSTB was trading at 85.00. The strike last trading price was 3.36, which was -0.29 lower than the previous day. The implied volatity was 23.13, the open interest changed by -2 which decreased total open position to 45

On 22 Dec IDFCFIRSTB was trading at 85.35. The strike last trading price was 3.65, which was 0.38 higher than the previous day. The implied volatity was 23.73, the open interest changed by 11 which increased total open position to 47

On 19 Dec IDFCFIRSTB was trading at 84.68. The strike last trading price was 3.27, which was 0.37 higher than the previous day. The implied volatity was 24.05, the open interest changed by 6 which increased total open position to 37

On 18 Dec IDFCFIRSTB was trading at 83.79. The strike last trading price was 2.9, which was -0.18 lower than the previous day. The implied volatity was 23.69, the open interest changed by 8 which increased total open position to 30

On 17 Dec IDFCFIRSTB was trading at 83.95. The strike last trading price was 3.1, which was 0.04 higher than the previous day. The implied volatity was 24.30, the open interest changed by 5 which increased total open position to 20

On 16 Dec IDFCFIRSTB was trading at 83.46. The strike last trading price was 3.06, which was -0.13 lower than the previous day. The implied volatity was 26.30, the open interest changed by 3 which increased total open position to 15

On 15 Dec IDFCFIRSTB was trading at 83.87. The strike last trading price was 3.13, which was 0.53 higher than the previous day. The implied volatity was 23.73, the open interest changed by 9 which increased total open position to 13

On 12 Dec IDFCFIRSTB was trading at 82.29. The strike last trading price was 2.6, which was -1.35 lower than the previous day. The implied volatity was 24.90, the open interest changed by 3 which increased total open position to 3

On 11 Dec IDFCFIRSTB was trading at 80.61. The strike last trading price was 3.95, which was 0 lower than the previous day. The implied volatity was 2.71, 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 3.95, which was 0 lower than the previous day. The implied volatity was 3.01, 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 3.95, which was 0 lower than the previous day. The implied volatity was 2.46, 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 3.95, which was 0 lower than the previous day. The implied volatity was 4.25, 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 3.95, which was 0 lower than the previous day. The implied volatity was 2.34, 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 3.95, which was 0 lower than the previous day. The implied volatity was 3.07, 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 3.95, which was 0 lower than the previous day. The implied volatity was 2.45, 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 3.95, which was 0 lower than the previous day. The implied volatity was 0.93, 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 3.95, which was 0 lower than the previous day. The implied volatity was 2.20, 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 3.95, which was 0 lower than the previous day. The implied volatity was 2.45, 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 3.95, which was 0 lower than the previous day. The implied volatity was 2.17, the open interest changed by 0 which decreased total open position to 0

On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 3.95, 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 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 3.95, which was 0 lower than the previous day. The implied volatity was 3.19, the open interest changed by 0 which decreased total open position to 0

On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 3.95, 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 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 3.95, which was 0 lower than the previous day. The implied volatity was 4.08, the open interest changed by 0 which decreased total open position to 0

On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 3.95, which was 0 lower than the previous day. The implied volatity was 2.77, the open interest changed by 0 which decreased total open position to 0

On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 3.95, which was 0 lower than the previous day. The implied volatity was 2.30, the open interest changed by 0 which decreased total open position to 0

On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 3.95, 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 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 3.95, which was 0 lower than the previous day. The implied volatity was 0.89, 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 3.95, which was 0 lower than the previous day. The implied volatity was 1.64, 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 3.95, which was 0 lower than the previous day. The implied volatity was 1.19, 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 3.95, which was 0 lower than the previous day. The implied volatity was 0.97, 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 3.95, 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 3.95, 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 3.95, which was 0 lower than the previous day. The implied volatity was 2.69, the open interest changed by 0 which decreased total open position to 0

IDFCFIRSTB 27JAN2026 84 PE
Delta: -0.42 Vega: 0.10 Theta: -0.02 Gamma: 0.07
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	84.24	1.93 ₹ 17,900.75	0.11 1020.25	23.30	75 6,95,625	32 2,96,800	135 12,52,125
23 Dec	85.00	1.82 ₹ 16,880.5	0.19 1762.25	24.95	54 5,00,850	37 3,43,175	103 9,55,325
22 Dec	85.35	1.63 ₹ 15,118.25	-0.34 -3153.50	23.87	40 3,71,000	9 83,475	63 5,84,325
19 Dec	84.68	1.94 ₹ 17,993.5	-0.51 -4730.25	22.87	39 3,61,725	26 2,41,150	55 5,10,125
18 Dec	83.79	2.5 ₹ 23,187.5	0.04 371.00	25.20	24 2,22,600	8 74,200	28 2,59,700
17 Dec	83.95	2.44 ₹ 22,631	-0.28 -2597.00	25.09	22 2,04,050	9 83,475	20 1,85,500
16 Dec	83.46	2.72 ₹ 25,228	0.17 1576.75	25.07	9 83,475	6 55,650	10 92,750
15 Dec	83.87	2.55 ₹ 23,651.25	-3.3 -30607.50	25.70	2 18,550	1 9,275	4 37,100
12 Dec	82.29	5.85 ₹ 54,258.75	0.25 2318.75	-	0 0	0 0	3 27,825
11 Dec	80.61	5.85 ₹ 54,258.75	0.25 2318.75	-	0 0	0 0	3 27,825
10 Dec	80.32	5.85 ₹ 54,258.75	0.25 2318.75	-	0 0	0 0	3 27,825
9 Dec	80.91	5.85 ₹ 54,258.75	0.25 2318.75	39.64	2 18,550	1 9,275	2 18,550
8 Dec	79.12	5.6 ₹ 51,940	-1.85 -17158.75	27.81	4 37,100	2 18,550	2 18,550
5 Dec	80.87	7.45 ₹ 69,098.75	0 0.00	-	0 0	0 0	0 0
4 Dec	79.88	7.45 ₹ 69,098.75	0 0.00	-	0 0	0 0	0 0
3 Dec	80.58	7.45 ₹ 69,098.75	0 0.00	-	0 0	0 0	0 0
2 Dec	81.98	7.45 ₹ 69,098.75	0 0.00	-	0 0	0 0	0 0
1 Dec	80.71	7.45 ₹ 69,098.75	0 0.00	-	0 0	0 0	0 0
28 Nov	80.13	7.45 ₹ 69,098.75	0 0.00	-	0 0	0 0	0 0
27 Nov	80.50	7.45 ₹ 69,098.75	0 0.00	-	0 0	0 0	0 0
26 Nov	80.37	7.45 ₹ 69,098.75	0 0.00	-	0 0	0 0	0 0
25 Nov	79.35	7.45 ₹ 69,098.75	0 0.00	-	0 0	0 0	0 0
24 Nov	77.97	7.45 ₹ 69,098.75	0 0.00	-	0 0	0 0	0 0
21 Nov	78.33	7.45 ₹ 69,098.75	0 0.00	-	0 0	0 0	0 0
19 Nov	79.61	7.45 ₹ 69,098.75	0 0.00	-	0 0	0 0	0 0
18 Nov	80.11	7.45 ₹ 69,098.75	0 0.00	-	0 0	0 0	0 0
14 Nov	80.43	7.45 ₹ 69,098.75	0 0.00	-	0 0	0 0	0 0
12 Nov	81.58	7.45 ₹ 69,098.75	0 0.00	-	0 0	0 0	0 0
11 Nov	80.69	7.45 ₹ 69,098.75	0 0.00	-	0 0	0 0	0 0
10 Nov	81.21	7.45 ₹ 69,098.75	0 0.00	-	0 0	0 0	0 0
4 Nov	81.13	7.45 ₹ 69,098.75	0 0.00	-	0 0	0 0	0 0
3 Nov	81.99	7.45 ₹ 69,098.75	0 0.00	-	0 0	0 0	0 0
31 Oct	81.77	7.45 ₹ 69,098.75	0 0.00	-	0 0	0 0	0 0
30 Oct	78.93	7.45 ₹ 69,098.75	0 0.00	-	0 0	0 0	0 0

For Idfc First Bank Limited - strike price 84 expiring on 27JAN2026

Delta for 84 PE is -0.42

Historical price for 84 PE is as follows

On 24 Dec IDFCFIRSTB was trading at 84.24. The strike last trading price was 1.93, which was 0.11 higher than the previous day. The implied volatity was 23.30, the open interest changed by 32 which increased total open position to 135

On 23 Dec IDFCFIRSTB was trading at 85.00. The strike last trading price was 1.82, which was 0.19 higher than the previous day. The implied volatity was 24.95, the open interest changed by 37 which increased total open position to 103

On 22 Dec IDFCFIRSTB was trading at 85.35. The strike last trading price was 1.63, which was -0.34 lower than the previous day. The implied volatity was 23.87, the open interest changed by 9 which increased total open position to 63

On 19 Dec IDFCFIRSTB was trading at 84.68. The strike last trading price was 1.94, which was -0.51 lower than the previous day. The implied volatity was 22.87, the open interest changed by 26 which increased total open position to 55

On 18 Dec IDFCFIRSTB was trading at 83.79. The strike last trading price was 2.5, which was 0.04 higher than the previous day. The implied volatity was 25.20, the open interest changed by 8 which increased total open position to 28

On 17 Dec IDFCFIRSTB was trading at 83.95. The strike last trading price was 2.44, which was -0.28 lower than the previous day. The implied volatity was 25.09, the open interest changed by 9 which increased total open position to 20

On 16 Dec IDFCFIRSTB was trading at 83.46. The strike last trading price was 2.72, which was 0.17 higher than the previous day. The implied volatity was 25.07, the open interest changed by 6 which increased total open position to 10

On 15 Dec IDFCFIRSTB was trading at 83.87. The strike last trading price was 2.55, which was -3.3 lower than the previous day. The implied volatity was 25.70, the open interest changed by 1 which increased total open position to 4

On 12 Dec IDFCFIRSTB was trading at 82.29. The strike last trading price was 5.85, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 11 Dec IDFCFIRSTB was trading at 80.61. The strike last trading price was 5.85, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 10 Dec IDFCFIRSTB was trading at 80.32. The strike last trading price was 5.85, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 5.85, which was 0.25 higher than the previous day. The implied volatity was 39.64, the open interest changed by 1 which increased total open position to 2

On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 5.6, which was -1.85 lower than the previous day. The implied volatity was 27.81, the open interest changed by 2 which increased total open position to 2

On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 7.45, 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 7.45, 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 7.45, 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 7.45, 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 7.45, 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 7.45, 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 7.45, 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 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 7.45, 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 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 7.45, 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 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 7.45, 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 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 7.45, 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 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 7.45, 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 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 7.45, 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 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 7.45, 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 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 7.45, 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 11 Nov IDFCFIRSTB was trading at 80.69. The strike last trading price was 7.45, 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 Nov IDFCFIRSTB was trading at 81.21. The strike last trading price was 7.45, 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 Nov IDFCFIRSTB was trading at 81.13. The strike last trading price was 7.45, 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 Nov IDFCFIRSTB was trading at 81.99. The strike last trading price was 7.45, 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 7.45, 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 7.45, 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

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