IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
06 Feb 2026 04:11 PM IST
| IDFCFIRSTB 24-FEB-2026 85 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.54
Vega: 0.07
Theta: -0.06
Gamma: 0.09
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Feb | 85.11 | 2 | -0.41 | 24.11 | 1,421 | -88 | 2,190 | |||||||||
| 5 Feb | 85.48 | 2.3 | -0.15 | 26.07 | 2,120 | -119 | 2,282 | |||||||||
| 4 Feb | 85.14 | 2.42 | 0.03 | 27.54 | 2,349 | 56 | 2,459 | |||||||||
| 3 Feb | 84.85 | 2.35 | 1.32 | 26.87 | 4,464 | 120 | 2,386 | |||||||||
| 2 Feb | 81.21 | 1.06 | -0.39 | 27.93 | 3,343 | 106 | 2,268 | |||||||||
| 1 Feb | 82.03 | 1.4 | -1.1 | 29.29 | 2,709 | -33 | 2,177 | |||||||||
| 30 Jan | 83.58 | 2.42 | -0.2 | 32.6 | 2,558 | 256 | 2,200 | |||||||||
| 29 Jan | 83.47 | 2.6 | 0.13 | 35.82 | 1,128 | 103 | 1,942 | |||||||||
| 28 Jan | 82.93 | 2.48 | -0.23 | 34.81 | 1,393 | 206 | 1,838 | |||||||||
|
|
||||||||||||||||
| 27 Jan | 83.50 | 2.68 | 0.31 | 33.3 | 1,123 | 111 | 1,637 | |||||||||
| 23 Jan | 82.99 | 2.27 | -0.73 | 31.18 | 1,262 | 247 | 1,527 | |||||||||
| 22 Jan | 84.20 | 3.07 | 1.16 | 29.54 | 767 | 66 | 1,271 | |||||||||
| 21 Jan | 81.51 | 1.93 | -0.2 | 30.93 | 555 | 186 | 1,204 | |||||||||
| 20 Jan | 82.09 | 2.1 | -0.48 | 30.46 | 431 | 203 | 1,015 | |||||||||
| 19 Jan | 83.12 | 2.44 | -0.54 | 28.58 | 294 | 165 | 814 | |||||||||
| 16 Jan | 83.79 | 3 | 0.19 | 28.33 | 220 | 41 | 645 | |||||||||
| 14 Jan | 83.07 | 2.86 | -0.13 | 29.88 | 165 | 54 | 603 | |||||||||
| 13 Jan | 82.96 | 2.97 | -0.95 | 30.67 | 270 | 195 | 547 | |||||||||
| 12 Jan | 84.77 | 3.85 | -0.55 | 29.32 | 355 | 291 | 351 | |||||||||
| 9 Jan | 86.00 | 4.3 | 0.01 | 26.39 | 32 | -5 | 54 | |||||||||
| 8 Jan | 86.07 | 4.05 | 0.5 | 24.39 | 66 | 37 | 61 | |||||||||
| 7 Jan | 84.40 | 3.55 | 0.05 | 27.91 | 11 | 5 | 24 | |||||||||
| 6 Jan | 84.73 | 3.5 | -0.25 | 24.53 | 14 | 2 | 10 | |||||||||
| 5 Jan | 84.93 | 3.75 | -0.83 | 26.29 | 3 | 0 | 8 | |||||||||
| 2 Jan | 85.92 | 4.58 | 0.23 | 26.62 | 9 | 2 | 7 | |||||||||
| 1 Jan | 85.61 | 4.35 | 0.26 | 24.98 | 4 | 1 | 2 | |||||||||
| 31 Dec | 85.61 | 4.09 | -0.49 | 23.86 | 1 | 0 | 0 | |||||||||
For Idfc First Bank Limited - strike price 85 expiring on 24FEB2026
Delta for 85 CE is 0.54
Historical price for 85 CE is as follows
On 6 Feb IDFCFIRSTB was trading at 85.11. The strike last trading price was 2, which was -0.41 lower than the previous day. The implied volatity was 24.11, the open interest changed by -88 which decreased total open position to 2190
On 5 Feb IDFCFIRSTB was trading at 85.48. The strike last trading price was 2.3, which was -0.15 lower than the previous day. The implied volatity was 26.07, the open interest changed by -119 which decreased total open position to 2282
On 4 Feb IDFCFIRSTB was trading at 85.14. The strike last trading price was 2.42, which was 0.03 higher than the previous day. The implied volatity was 27.54, the open interest changed by 56 which increased total open position to 2459
On 3 Feb IDFCFIRSTB was trading at 84.85. The strike last trading price was 2.35, which was 1.32 higher than the previous day. The implied volatity was 26.87, the open interest changed by 120 which increased total open position to 2386
On 2 Feb IDFCFIRSTB was trading at 81.21. The strike last trading price was 1.06, which was -0.39 lower than the previous day. The implied volatity was 27.93, the open interest changed by 106 which increased total open position to 2268
On 1 Feb IDFCFIRSTB was trading at 82.03. The strike last trading price was 1.4, which was -1.1 lower than the previous day. The implied volatity was 29.29, the open interest changed by -33 which decreased total open position to 2177
On 30 Jan IDFCFIRSTB was trading at 83.58. The strike last trading price was 2.42, which was -0.2 lower than the previous day. The implied volatity was 32.6, the open interest changed by 256 which increased total open position to 2200
On 29 Jan IDFCFIRSTB was trading at 83.47. The strike last trading price was 2.6, which was 0.13 higher than the previous day. The implied volatity was 35.82, the open interest changed by 103 which increased total open position to 1942
On 28 Jan IDFCFIRSTB was trading at 82.93. The strike last trading price was 2.48, which was -0.23 lower than the previous day. The implied volatity was 34.81, the open interest changed by 206 which increased total open position to 1838
On 27 Jan IDFCFIRSTB was trading at 83.50. The strike last trading price was 2.68, which was 0.31 higher than the previous day. The implied volatity was 33.3, the open interest changed by 111 which increased total open position to 1637
On 23 Jan IDFCFIRSTB was trading at 82.99. The strike last trading price was 2.27, which was -0.73 lower than the previous day. The implied volatity was 31.18, the open interest changed by 247 which increased total open position to 1527
On 22 Jan IDFCFIRSTB was trading at 84.20. The strike last trading price was 3.07, which was 1.16 higher than the previous day. The implied volatity was 29.54, the open interest changed by 66 which increased total open position to 1271
On 21 Jan IDFCFIRSTB was trading at 81.51. The strike last trading price was 1.93, which was -0.2 lower than the previous day. The implied volatity was 30.93, the open interest changed by 186 which increased total open position to 1204
On 20 Jan IDFCFIRSTB was trading at 82.09. The strike last trading price was 2.1, which was -0.48 lower than the previous day. The implied volatity was 30.46, the open interest changed by 203 which increased total open position to 1015
On 19 Jan IDFCFIRSTB was trading at 83.12. The strike last trading price was 2.44, which was -0.54 lower than the previous day. The implied volatity was 28.58, the open interest changed by 165 which increased total open position to 814
On 16 Jan IDFCFIRSTB was trading at 83.79. The strike last trading price was 3, which was 0.19 higher than the previous day. The implied volatity was 28.33, the open interest changed by 41 which increased total open position to 645
On 14 Jan IDFCFIRSTB was trading at 83.07. The strike last trading price was 2.86, which was -0.13 lower than the previous day. The implied volatity was 29.88, the open interest changed by 54 which increased total open position to 603
On 13 Jan IDFCFIRSTB was trading at 82.96. The strike last trading price was 2.97, which was -0.95 lower than the previous day. The implied volatity was 30.67, the open interest changed by 195 which increased total open position to 547
On 12 Jan IDFCFIRSTB was trading at 84.77. The strike last trading price was 3.85, which was -0.55 lower than the previous day. The implied volatity was 29.32, the open interest changed by 291 which increased total open position to 351
On 9 Jan IDFCFIRSTB was trading at 86.00. The strike last trading price was 4.3, which was 0.01 higher than the previous day. The implied volatity was 26.39, the open interest changed by -5 which decreased total open position to 54
On 8 Jan IDFCFIRSTB was trading at 86.07. The strike last trading price was 4.05, which was 0.5 higher than the previous day. The implied volatity was 24.39, the open interest changed by 37 which increased total open position to 61
On 7 Jan IDFCFIRSTB was trading at 84.40. The strike last trading price was 3.55, which was 0.05 higher than the previous day. The implied volatity was 27.91, the open interest changed by 5 which increased total open position to 24
On 6 Jan IDFCFIRSTB was trading at 84.73. The strike last trading price was 3.5, which was -0.25 lower than the previous day. The implied volatity was 24.53, the open interest changed by 2 which increased total open position to 10
On 5 Jan IDFCFIRSTB was trading at 84.93. The strike last trading price was 3.75, which was -0.83 lower than the previous day. The implied volatity was 26.29, 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 4.58, which was 0.23 higher than the previous day. The implied volatity was 26.62, the open interest changed by 2 which increased total open position to 7
On 1 Jan IDFCFIRSTB was trading at 85.61. The strike last trading price was 4.35, which was 0.26 higher than the previous day. The implied volatity was 24.98, the open interest changed by 1 which increased total open position to 2
On 31 Dec IDFCFIRSTB was trading at 85.61. The strike last trading price was 4.09, which was -0.49 lower than the previous day. The implied volatity was 23.86, the open interest changed by 0 which decreased total open position to 0
| IDFCFIRSTB 24FEB2026 85 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 0.07
Theta: -0.04
Gamma: 0.08
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Feb | 85.11 | 1.78 | -0.02 | 26.09 | 692 | -44 | 1,049 |
| 5 Feb | 85.48 | 1.83 | -0.12 | 27.13 | 1,028 | 11 | 1,091 |
| 4 Feb | 85.14 | 1.96 | -0.2 | 27.6 | 1,328 | 241 | 1,075 |
| 3 Feb | 84.85 | 2.17 | -2.37 | 28.82 | 769 | 174 | 828 |
| 2 Feb | 81.21 | 4.35 | 0.14 | 31.18 | 162 | -23 | 655 |
| 1 Feb | 82.03 | 4.16 | 0.41 | 32.96 | 303 | -40 | 684 |
| 30 Jan | 83.58 | 3.75 | -0.12 | 37.31 | 374 | 104 | 720 |
| 29 Jan | 83.47 | 3.9 | -0.28 | 36.2 | 155 | 25 | 617 |
| 28 Jan | 82.93 | 4.12 | 0.3 | 36.79 | 160 | 37 | 596 |
| 27 Jan | 83.50 | 3.77 | -0.51 | 35.39 | 142 | 18 | 562 |
| 23 Jan | 82.99 | 4.42 | 1.1 | 35.25 | 601 | 213 | 545 |
| 22 Jan | 84.20 | 3.32 | -1.61 | 33.65 | 196 | 37 | 322 |
| 21 Jan | 81.51 | 4.93 | 0.56 | 33.44 | 20 | 6 | 285 |
| 20 Jan | 82.09 | 4.49 | 0.72 | 31.19 | 131 | 80 | 278 |
| 19 Jan | 83.12 | 3.93 | -0.03 | 31.61 | 47 | 27 | 199 |
| 16 Jan | 83.79 | 3.96 | -0.38 | 35.22 | 46 | 22 | 170 |
| 14 Jan | 83.07 | 4.34 | 0.17 | 34.21 | 27 | 18 | 148 |
| 13 Jan | 82.96 | 4.24 | 1.14 | 32.74 | 91 | 65 | 129 |
| 12 Jan | 84.77 | 2.94 | 0.55 | 29.11 | 51 | 6 | 65 |
| 9 Jan | 86.00 | 2.44 | -0.26 | 27.97 | 48 | 37 | 59 |
| 8 Jan | 86.07 | 2.7 | 0.24 | 29.62 | 10 | 4 | 22 |
| 7 Jan | 84.40 | 2.46 | -0.79 | 21.49 | 6 | 4 | 17 |
| 6 Jan | 84.73 | 3.25 | 0.25 | 29.94 | 2 | 1 | 12 |
| 5 Jan | 84.93 | 3 | 0.5 | 27.6 | 4 | 3 | 11 |
| 2 Jan | 85.92 | 2.5 | -0.3 | 26.62 | 8 | 3 | 7 |
| 1 Jan | 85.61 | 2.8 | -1.17 | - | 0 | 0 | 4 |
| 31 Dec | 85.61 | 2.8 | -1.17 | 27.62 | 4 | 3 | 3 |
For Idfc First Bank Limited - strike price 85 expiring on 24FEB2026
Delta for 85 PE is -0.46
Historical price for 85 PE is as follows
On 6 Feb IDFCFIRSTB was trading at 85.11. The strike last trading price was 1.78, which was -0.02 lower than the previous day. The implied volatity was 26.09, the open interest changed by -44 which decreased total open position to 1049
On 5 Feb IDFCFIRSTB was trading at 85.48. The strike last trading price was 1.83, which was -0.12 lower than the previous day. The implied volatity was 27.13, the open interest changed by 11 which increased total open position to 1091
On 4 Feb IDFCFIRSTB was trading at 85.14. The strike last trading price was 1.96, which was -0.2 lower than the previous day. The implied volatity was 27.6, the open interest changed by 241 which increased total open position to 1075
On 3 Feb IDFCFIRSTB was trading at 84.85. The strike last trading price was 2.17, which was -2.37 lower than the previous day. The implied volatity was 28.82, the open interest changed by 174 which increased total open position to 828
On 2 Feb IDFCFIRSTB was trading at 81.21. The strike last trading price was 4.35, which was 0.14 higher than the previous day. The implied volatity was 31.18, the open interest changed by -23 which decreased total open position to 655
On 1 Feb IDFCFIRSTB was trading at 82.03. The strike last trading price was 4.16, which was 0.41 higher than the previous day. The implied volatity was 32.96, the open interest changed by -40 which decreased total open position to 684
On 30 Jan IDFCFIRSTB was trading at 83.58. The strike last trading price was 3.75, which was -0.12 lower than the previous day. The implied volatity was 37.31, the open interest changed by 104 which increased total open position to 720
On 29 Jan IDFCFIRSTB was trading at 83.47. The strike last trading price was 3.9, which was -0.28 lower than the previous day. The implied volatity was 36.2, the open interest changed by 25 which increased total open position to 617
On 28 Jan IDFCFIRSTB was trading at 82.93. The strike last trading price was 4.12, which was 0.3 higher than the previous day. The implied volatity was 36.79, the open interest changed by 37 which increased total open position to 596
On 27 Jan IDFCFIRSTB was trading at 83.50. The strike last trading price was 3.77, which was -0.51 lower than the previous day. The implied volatity was 35.39, the open interest changed by 18 which increased total open position to 562
On 23 Jan IDFCFIRSTB was trading at 82.99. The strike last trading price was 4.42, which was 1.1 higher than the previous day. The implied volatity was 35.25, the open interest changed by 213 which increased total open position to 545
On 22 Jan IDFCFIRSTB was trading at 84.20. The strike last trading price was 3.32, which was -1.61 lower than the previous day. The implied volatity was 33.65, the open interest changed by 37 which increased total open position to 322
On 21 Jan IDFCFIRSTB was trading at 81.51. The strike last trading price was 4.93, which was 0.56 higher than the previous day. The implied volatity was 33.44, the open interest changed by 6 which increased total open position to 285
On 20 Jan IDFCFIRSTB was trading at 82.09. The strike last trading price was 4.49, which was 0.72 higher than the previous day. The implied volatity was 31.19, the open interest changed by 80 which increased total open position to 278
On 19 Jan IDFCFIRSTB was trading at 83.12. The strike last trading price was 3.93, which was -0.03 lower than the previous day. The implied volatity was 31.61, the open interest changed by 27 which increased total open position to 199
On 16 Jan IDFCFIRSTB was trading at 83.79. The strike last trading price was 3.96, which was -0.38 lower than the previous day. The implied volatity was 35.22, the open interest changed by 22 which increased total open position to 170
On 14 Jan IDFCFIRSTB was trading at 83.07. The strike last trading price was 4.34, which was 0.17 higher than the previous day. The implied volatity was 34.21, the open interest changed by 18 which increased total open position to 148
On 13 Jan IDFCFIRSTB was trading at 82.96. The strike last trading price was 4.24, which was 1.14 higher than the previous day. The implied volatity was 32.74, the open interest changed by 65 which increased total open position to 129
On 12 Jan IDFCFIRSTB was trading at 84.77. The strike last trading price was 2.94, which was 0.55 higher than the previous day. The implied volatity was 29.11, the open interest changed by 6 which increased total open position to 65
On 9 Jan IDFCFIRSTB was trading at 86.00. The strike last trading price was 2.44, which was -0.26 lower than the previous day. The implied volatity was 27.97, the open interest changed by 37 which increased total open position to 59
On 8 Jan IDFCFIRSTB was trading at 86.07. The strike last trading price was 2.7, which was 0.24 higher than the previous day. The implied volatity was 29.62, the open interest changed by 4 which increased total open position to 22
On 7 Jan IDFCFIRSTB was trading at 84.40. The strike last trading price was 2.46, which was -0.79 lower than the previous day. The implied volatity was 21.49, the open interest changed by 4 which increased total open position to 17
On 6 Jan IDFCFIRSTB was trading at 84.73. The strike last trading price was 3.25, which was 0.25 higher than the previous day. The implied volatity was 29.94, the open interest changed by 1 which increased total open position to 12
On 5 Jan IDFCFIRSTB was trading at 84.93. The strike last trading price was 3, which was 0.5 higher than the previous day. The implied volatity was 27.6, the open interest changed by 3 which increased total open position to 11
On 2 Jan IDFCFIRSTB was trading at 85.92. The strike last trading price was 2.5, which was -0.3 lower than the previous day. The implied volatity was 26.62, the open interest changed by 3 which increased total open position to 7
On 1 Jan IDFCFIRSTB was trading at 85.61. The strike last trading price was 2.8, which was -1.17 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 31 Dec IDFCFIRSTB was trading at 85.61. The strike last trading price was 2.8, which was -1.17 lower than the previous day. The implied volatity was 27.62, the open interest changed by 3 which increased total open position to 3
