IDFCFIRSTB

Idfc First Bank Limited

80.91 +1.79 (2.26%)

L: 78.34 H: 81.15

Back to Option Chain

Historical option data for IDFCFIRSTB
09 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 30-DEC-2025 85 CE
Delta: 0.23 Vega: 0.06 Theta: -0.04 Gamma: 0.06
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	80.91	0.62 ₹ 5,750.5	0.26 2411.50	24.48	1,035 95,99,625	-91 -8,44,025	1,906 1,76,78,150
8 Dec	79.12	0.35 ₹ 3,246.25	-0.28 -2597.00	25.05	1,369 1,26,97,475	217 20,12,675	1,998 1,85,31,450
5 Dec	80.87	0.63 ₹ 5,843.25	0.09 834.75	22.07	1,157 1,07,31,175	-66 -6,12,150	1,786 1,65,65,150
4 Dec	79.88	0.55 ₹ 5,101.25	-0.13 -1205.75	23.68	989 91,72,975	120 11,13,000	1,852 1,71,77,300
3 Dec	80.58	0.69 ₹ 6,399.75	-0.4 -3710.00	22.88	1,375 1,27,53,125	10 92,750	1,729 1,60,36,475
2 Dec	81.98	1.09 ₹ 10,109.75	0.41 3802.75	22.45	2,586 2,39,85,150	-33 -3,06,075	1,706 1,58,23,150
1 Dec	80.71	0.66 ₹ 6,121.5	0.02 185.50	21.68	1,080 1,00,17,000	-75 -6,95,625	1,732 1,60,64,300
28 Nov	80.13	0.64 ₹ 5,936	-0.08 -742.00	21.27	725 67,24,375	174 16,13,850	1,816 1,68,43,400
27 Nov	80.50	0.75 ₹ 6,956.25	0 0.00	20.58	1,079 1,00,07,725	248 23,00,200	1,649 1,52,94,475
26 Nov	80.37	0.75 ₹ 6,956.25	0.14 1298.50	21.39	1,037 96,18,175	166 15,39,650	1,414 1,31,14,850
25 Nov	79.35	0.63 ₹ 5,843.25	0.17 1576.75	22.61	533 49,43,575	191 17,71,525	1,243 1,15,28,825
24 Nov	77.97	0.46 ₹ 4,266.5	-0.13 -1205.75	24.15	541 50,17,775	124 11,50,100	1,052 97,57,300
21 Nov	78.33	0.59 ₹ 5,472.25	-0.29 -2689.75	23.50	412 38,21,300	22 2,04,050	922 85,51,550
20 Nov	78.93	0.91 ₹ 8,440.25	-0.23 -2133.25	25.65	547 50,73,425	83 7,69,825	915 84,86,625
19 Nov	79.61	1.15 ₹ 10,666.25	-0.26 -2411.50	26.29	773 71,69,575	157 14,56,175	831 77,07,525
18 Nov	80.11	1.4 ₹ 12,985	-0.32 -2968.00	26.98	354 32,83,350	154 14,28,350	663 61,49,325
17 Nov	81.01	1.75 ₹ 16,231.25	0.12 1113.00	26.89	485 44,98,375	115 10,66,625	509 47,20,975
14 Nov	80.43	1.67 ₹ 15,489.25	0.19 1762.25	26.41	129 11,96,475	31 2,87,525	383 35,52,325
13 Nov	80.00	1.49 ₹ 13,819.75	-0.46 -4266.50	26.53	251 23,28,025	157 14,56,175	350 32,46,250

12 Nov	81.58	1.93 ₹ 17,900.75	0.32 2968.00	24.90	152 14,09,800	48 4,45,200	193 17,90,075
11 Nov	80.69	1.62 ₹ 15,025.5	-0.25 -2318.75	24.61	88 8,16,200	6 55,650	144 13,35,600
10 Nov	81.21	1.87 ₹ 17,344.25	-0.1 -927.50	25.07	30 2,78,250	4 37,100	138 12,79,950
7 Nov	81.47	1.99 ₹ 18,457.25	0.28 2597.00	24.41	57 5,28,675	16 1,48,400	134 12,42,850
6 Nov	80.37	1.71 ₹ 15,860.25	-0.24 -2226.00	25.10	15 1,39,125	0 0	118 10,94,450
4 Nov	81.13	1.92 ₹ 17,808	-0.44 -4081.00	23.99	22 2,04,050	-1 -9,275	119 11,03,725
3 Nov	81.99	2.36 ₹ 21,889	0.01 92.75	23.97	40 3,71,000	6 55,650	121 11,22,275
31 Oct	81.77	2.3 ₹ 21,332.5	-0.3 -2782.50	-	178 16,50,950	114 10,57,350	114 10,57,350
30 Oct	78.93	2.6 ₹ 24,115	0 0.00	4.74	0 0	0 0	0 0
29 Oct	79.35	2.6 ₹ 24,115	0 0.00	4.21	0 0	0 0	0 0

For Idfc First Bank Limited - strike price 85 expiring on 30DEC2025

Delta for 85 CE is 0.23

Historical price for 85 CE is as follows

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 0.62, which was 0.26 higher than the previous day. The implied volatity was 24.48, the open interest changed by -91 which decreased total open position to 1906

On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 0.35, which was -0.28 lower than the previous day. The implied volatity was 25.05, the open interest changed by 217 which increased total open position to 1998

On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 0.63, which was 0.09 higher than the previous day. The implied volatity was 22.07, the open interest changed by -66 which decreased total open position to 1786

On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 0.55, which was -0.13 lower than the previous day. The implied volatity was 23.68, the open interest changed by 120 which increased total open position to 1852

On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 0.69, which was -0.4 lower than the previous day. The implied volatity was 22.88, the open interest changed by 10 which increased total open position to 1729

On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 1.09, which was 0.41 higher than the previous day. The implied volatity was 22.45, the open interest changed by -33 which decreased total open position to 1706

On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 0.66, which was 0.02 higher than the previous day. The implied volatity was 21.68, the open interest changed by -75 which decreased total open position to 1732

On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 0.64, which was -0.08 lower than the previous day. The implied volatity was 21.27, the open interest changed by 174 which increased total open position to 1816

On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was 20.58, the open interest changed by 248 which increased total open position to 1649

On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 0.75, which was 0.14 higher than the previous day. The implied volatity was 21.39, the open interest changed by 166 which increased total open position to 1414

On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 0.63, which was 0.17 higher than the previous day. The implied volatity was 22.61, the open interest changed by 191 which increased total open position to 1243

On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 0.46, which was -0.13 lower than the previous day. The implied volatity was 24.15, the open interest changed by 124 which increased total open position to 1052

On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 0.59, which was -0.29 lower than the previous day. The implied volatity was 23.50, the open interest changed by 22 which increased total open position to 922

On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 0.91, which was -0.23 lower than the previous day. The implied volatity was 25.65, the open interest changed by 83 which increased total open position to 915

On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 1.15, which was -0.26 lower than the previous day. The implied volatity was 26.29, the open interest changed by 157 which increased total open position to 831

On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 1.4, which was -0.32 lower than the previous day. The implied volatity was 26.98, the open interest changed by 154 which increased total open position to 663

On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 1.75, which was 0.12 higher than the previous day. The implied volatity was 26.89, the open interest changed by 115 which increased total open position to 509

On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 1.67, which was 0.19 higher than the previous day. The implied volatity was 26.41, the open interest changed by 31 which increased total open position to 383

On 13 Nov IDFCFIRSTB was trading at 80.00. The strike last trading price was 1.49, which was -0.46 lower than the previous day. The implied volatity was 26.53, the open interest changed by 157 which increased total open position to 350

On 12 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 1.93, which was 0.32 higher than the previous day. The implied volatity was 24.90, the open interest changed by 48 which increased total open position to 193

On 11 Nov IDFCFIRSTB was trading at 80.69. The strike last trading price was 1.62, which was -0.25 lower than the previous day. The implied volatity was 24.61, the open interest changed by 6 which increased total open position to 144

On 10 Nov IDFCFIRSTB was trading at 81.21. The strike last trading price was 1.87, which was -0.1 lower than the previous day. The implied volatity was 25.07, the open interest changed by 4 which increased total open position to 138

On 7 Nov IDFCFIRSTB was trading at 81.47. The strike last trading price was 1.99, which was 0.28 higher than the previous day. The implied volatity was 24.41, the open interest changed by 16 which increased total open position to 134

On 6 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 1.71, which was -0.24 lower than the previous day. The implied volatity was 25.10, the open interest changed by 0 which decreased total open position to 118

On 4 Nov IDFCFIRSTB was trading at 81.13. The strike last trading price was 1.92, which was -0.44 lower than the previous day. The implied volatity was 23.99, the open interest changed by -1 which decreased total open position to 119

On 3 Nov IDFCFIRSTB was trading at 81.99. The strike last trading price was 2.36, which was 0.01 higher than the previous day. The implied volatity was 23.97, the open interest changed by 6 which increased total open position to 121

On 31 Oct IDFCFIRSTB was trading at 81.77. The strike last trading price was 2.3, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 114 which increased total open position to 114

On 30 Oct IDFCFIRSTB was trading at 78.93. The strike last trading price was 2.6, which was 0 lower than the previous day. The implied volatity was 4.74, 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 2.6, which was 0 lower than the previous day. The implied volatity was 4.21, the open interest changed by 0 which decreased total open position to 0

IDFCFIRSTB 30DEC2025 85 PE
Delta: -0.76 Vega: 0.06 Theta: -0.02 Gamma: 0.06
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	80.91	4.39 ₹ 40,717.25	-1.45 -13448.75	25.45	21 1,94,775	-1 -9,275	255 23,65,125
8 Dec	79.12	5.85 ₹ 54,258.75	1.52 14098.00	25.30	198 18,36,450	65 6,02,875	255 23,65,125
5 Dec	80.87	4.33 ₹ 40,160.75	-0.86 -7976.50	24.16	77 7,14,175	18 1,66,950	191 17,71,525
4 Dec	79.88	5.24 ₹ 48,601	0.53 4915.75	26.46	20 1,85,500	-1 -9,275	173 16,04,575
3 Dec	80.58	4.7 ₹ 43,592.5	1.12 10388.00	26.22	93 8,62,575	-5 -46,375	172 15,95,300
2 Dec	81.98	3.62 ₹ 33,575.5	-1.06 -9831.50	24.36	89 8,25,475	-13 -1,20,575	176 16,32,400
1 Dec	80.71	4.73 ₹ 43,870.75	-0.11 -1020.25	25.68	70 6,49,250	24 2,22,600	191 17,71,525
28 Nov	80.13	4.87 ₹ 45,169.25	0.28 2597.00	23.61	21 1,94,775	0 0	166 15,39,650
27 Nov	80.50	4.52 ₹ 41,923	-0.19 -1762.25	24.09	47 4,35,925	11 1,02,025	166 15,39,650
26 Nov	80.37	4.77 ₹ 44,241.75	-1 -9275.00	23.75	19 1,76,225	6 55,650	155 14,37,625
25 Nov	79.35	5.8 ₹ 53,795	-1.19 -11037.25	26.79	23 2,13,325	9 83,475	144 13,35,600
24 Nov	77.97	6.98 ₹ 64,739.5	0.17 1576.75	25.06	48 4,45,200	26 2,41,150	134 12,42,850
21 Nov	78.33	6.81 ₹ 63,162.75	0.72 6678.00	29.05	4 37,100	1 9,275	108 10,01,700
20 Nov	78.93	6.09 ₹ 56,484.75	0.21 1947.75	26.19	45 4,17,375	14 1,29,850	108 10,01,700
19 Nov	79.61	5.88 ₹ 54,537	0.16 1484.00	28.16	29 2,68,975	13 1,20,575	94 8,71,850
18 Nov	80.11	5.74 ₹ 53,238.5	0.82 7605.50	30.18	12 1,11,300	3 27,825	81 7,51,275
17 Nov	81.01	4.92 ₹ 45,633	-0.43 -3988.25	28.01	51 4,73,025	33 3,06,075	77 7,14,175
14 Nov	80.43	5.35 ₹ 49,621.25	-0.02 -185.50	29.08	19 1,76,225	13 1,20,575	43 3,98,825
13 Nov	80.00	5.37 ₹ 49,806.75	0.92 8533.00	24.73	12 1,11,300	10 92,750	29 2,68,975
12 Nov	81.58	4.45 ₹ 41,273.75	-1.24 -11501.00	25.96	5 46,375	2 18,550	19 1,76,225
11 Nov	80.69	5.69 ₹ 52,774.75	0.94 8718.50	32.16	9 83,475	4 37,100	16 1,48,400
10 Nov	81.21	4.75 ₹ 44,056.25	0.26 2411.50	26.17	3 27,825	-2 -18,550	11 1,02,025
7 Nov	81.47	4.49 ₹ 41,644.75	-0.76 -7049.00	24.79	1 9,275	0 0	12 1,11,300
6 Nov	80.37	5.25 ₹ 48,693.75	0.04 371.00	25.44	2 18,550	0 0	12 1,11,300
4 Nov	81.13	5.21 ₹ 48,322.75	0.58 5379.50	28.78	3 27,825	1 9,275	12 1,11,300
3 Nov	81.99	4.63 ₹ 42,943.25	0.38 3524.50	28.56	1 9,275	0 0	11 1,02,025
31 Oct	81.77	4.25 ₹ 39,418.75	-2.05 -19013.75	-	11 1,02,025	6 55,650	7 64,925
30 Oct	78.93	6.3 ₹ 58,432.5	-1.2 -11130.00	26.07	1 9,275	0 0	0 0
29 Oct	79.35	7.5 ₹ 69,562.5	0 0.00	-	0 0	0 0	0 0

For Idfc First Bank Limited - strike price 85 expiring on 30DEC2025

Delta for 85 PE is -0.76

Historical price for 85 PE is as follows

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 4.39, which was -1.45 lower than the previous day. The implied volatity was 25.45, the open interest changed by -1 which decreased total open position to 255

On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 5.85, which was 1.52 higher than the previous day. The implied volatity was 25.30, the open interest changed by 65 which increased total open position to 255

On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 4.33, which was -0.86 lower than the previous day. The implied volatity was 24.16, the open interest changed by 18 which increased total open position to 191

On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 5.24, which was 0.53 higher than the previous day. The implied volatity was 26.46, the open interest changed by -1 which decreased total open position to 173

On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 4.7, which was 1.12 higher than the previous day. The implied volatity was 26.22, the open interest changed by -5 which decreased total open position to 172

On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 3.62, which was -1.06 lower than the previous day. The implied volatity was 24.36, the open interest changed by -13 which decreased total open position to 176

On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 4.73, which was -0.11 lower than the previous day. The implied volatity was 25.68, the open interest changed by 24 which increased total open position to 191

On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 4.87, which was 0.28 higher than the previous day. The implied volatity was 23.61, the open interest changed by 0 which decreased total open position to 166

On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 4.52, which was -0.19 lower than the previous day. The implied volatity was 24.09, the open interest changed by 11 which increased total open position to 166

On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 4.77, which was -1 lower than the previous day. The implied volatity was 23.75, the open interest changed by 6 which increased total open position to 155

On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 5.8, which was -1.19 lower than the previous day. The implied volatity was 26.79, the open interest changed by 9 which increased total open position to 144

On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 6.98, which was 0.17 higher than the previous day. The implied volatity was 25.06, the open interest changed by 26 which increased total open position to 134

On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 6.81, which was 0.72 higher than the previous day. The implied volatity was 29.05, the open interest changed by 1 which increased total open position to 108

On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 6.09, which was 0.21 higher than the previous day. The implied volatity was 26.19, the open interest changed by 14 which increased total open position to 108

On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 5.88, which was 0.16 higher than the previous day. The implied volatity was 28.16, the open interest changed by 13 which increased total open position to 94

On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 5.74, which was 0.82 higher than the previous day. The implied volatity was 30.18, the open interest changed by 3 which increased total open position to 81

On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 4.92, which was -0.43 lower than the previous day. The implied volatity was 28.01, the open interest changed by 33 which increased total open position to 77

On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 5.35, which was -0.02 lower than the previous day. The implied volatity was 29.08, the open interest changed by 13 which increased total open position to 43

On 13 Nov IDFCFIRSTB was trading at 80.00. The strike last trading price was 5.37, which was 0.92 higher than the previous day. The implied volatity was 24.73, the open interest changed by 10 which increased total open position to 29

On 12 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 4.45, which was -1.24 lower than the previous day. The implied volatity was 25.96, the open interest changed by 2 which increased total open position to 19

On 11 Nov IDFCFIRSTB was trading at 80.69. The strike last trading price was 5.69, which was 0.94 higher than the previous day. The implied volatity was 32.16, the open interest changed by 4 which increased total open position to 16

On 10 Nov IDFCFIRSTB was trading at 81.21. The strike last trading price was 4.75, which was 0.26 higher than the previous day. The implied volatity was 26.17, the open interest changed by -2 which decreased total open position to 11

On 7 Nov IDFCFIRSTB was trading at 81.47. The strike last trading price was 4.49, which was -0.76 lower than the previous day. The implied volatity was 24.79, the open interest changed by 0 which decreased total open position to 12

On 6 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 5.25, which was 0.04 higher than the previous day. The implied volatity was 25.44, the open interest changed by 0 which decreased total open position to 12

On 4 Nov IDFCFIRSTB was trading at 81.13. The strike last trading price was 5.21, which was 0.58 higher than the previous day. The implied volatity was 28.78, the open interest changed by 1 which increased total open position to 12

On 3 Nov IDFCFIRSTB was trading at 81.99. The strike last trading price was 4.63, which was 0.38 higher than the previous day. The implied volatity was 28.56, the open interest changed by 0 which decreased total open position to 11

On 31 Oct IDFCFIRSTB was trading at 81.77. The strike last trading price was 4.25, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 7

On 30 Oct IDFCFIRSTB was trading at 78.93. The strike last trading price was 6.3, which was -1.2 lower than the previous day. The implied volatity was 26.07, 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 7.5, 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

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