[--[65.84.65.76]--]

IDFCFIRSTB

Idfc First Bank Limited
86 -0.07 (-0.08%)
L: 85.07 H: 86.79

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Historical option data for IDFCFIRSTB

09 Jan 2026 04:11 PM IST
IDFCFIRSTB 27-JAN-2026 85 CE
Delta: 0.63
Vega: 0.07
Theta: -0.06
Gamma: 0.08
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 86.00 2.67 -0.03 25.01 1,869 -55 1,691
8 Jan 86.07 2.51 0.62 22.84 6,997 -444 1,759
7 Jan 84.40 1.81 -0.32 25.05 2,997 -181 2,204
6 Jan 84.73 2.28 0.1 26.47 2,679 615 2,057
5 Jan 84.93 2.07 -0.61 23.31 860 194 1,442
2 Jan 85.92 2.67 0 20.87 1,016 -3 1,249
1 Jan 85.61 2.76 0.12 22.14 703 20 1,252
31 Dec 85.61 2.47 0.19 20.10 1,378 -122 1,227
30 Dec 84.83 2.26 -0.06 23.42 1,725 341 1,344
29 Dec 84.54 2.35 -0.32 23.84 575 187 1,000
26 Dec 85.12 2.69 0.33 22.44 500 149 818
24 Dec 84.24 2.31 -0.51 22.74 430 103 666
23 Dec 85.00 2.78 -0.3 23.06 252 83 562
22 Dec 85.35 3.06 0.29 23.60 374 -69 489
19 Dec 84.68 2.75 0.26 24.07 233 56 557
18 Dec 83.79 2.48 -0.16 24.26 216 74 500
17 Dec 83.95 2.67 0.26 24.86 108 35 421
16 Dec 83.46 2.32 -0.4 23.83 195 62 388
15 Dec 83.87 2.7 0.62 24.30 384 170 326
12 Dec 82.29 2.08 0.52 24.02 139 16 155
11 Dec 80.61 1.56 0.06 24.96 42 13 139
10 Dec 80.32 1.5 -0.21 25.14 21 10 125
9 Dec 80.91 1.67 0.44 24.55 21 3 115
8 Dec 79.12 1.21 -0.51 25.08 29 8 111
5 Dec 80.87 1.72 0.17 23.59 7 1 102
4 Dec 79.88 1.56 -0.24 24.88 34 14 100
3 Dec 80.58 1.8 -0.56 24.52 88 51 82
2 Dec 81.98 2.4 0.6 24.64 40 26 30
1 Dec 80.71 1.8 0 23.96 2 1 3
28 Nov 80.13 1.8 -0.73 - 0 2 0
27 Nov 80.50 1.8 -0.73 22.47 2 1 1
26 Nov 80.37 2.53 0 3.16 0 0 0


For Idfc First Bank Limited - strike price 85 expiring on 27JAN2026

Delta for 85 CE is 0.63

Historical price for 85 CE is as follows

On 9 Jan IDFCFIRSTB was trading at 86.00. The strike last trading price was 2.67, which was -0.03 lower than the previous day. The implied volatity was 25.01, the open interest changed by -55 which decreased total open position to 1691


On 8 Jan IDFCFIRSTB was trading at 86.07. The strike last trading price was 2.51, which was 0.62 higher than the previous day. The implied volatity was 22.84, the open interest changed by -444 which decreased total open position to 1759


On 7 Jan IDFCFIRSTB was trading at 84.40. The strike last trading price was 1.81, which was -0.32 lower than the previous day. The implied volatity was 25.05, the open interest changed by -181 which decreased total open position to 2204


On 6 Jan IDFCFIRSTB was trading at 84.73. The strike last trading price was 2.28, which was 0.1 higher than the previous day. The implied volatity was 26.47, the open interest changed by 615 which increased total open position to 2057


On 5 Jan IDFCFIRSTB was trading at 84.93. The strike last trading price was 2.07, which was -0.61 lower than the previous day. The implied volatity was 23.31, the open interest changed by 194 which increased total open position to 1442


On 2 Jan IDFCFIRSTB was trading at 85.92. The strike last trading price was 2.67, which was 0 lower than the previous day. The implied volatity was 20.87, the open interest changed by -3 which decreased total open position to 1249


On 1 Jan IDFCFIRSTB was trading at 85.61. The strike last trading price was 2.76, which was 0.12 higher than the previous day. The implied volatity was 22.14, the open interest changed by 20 which increased total open position to 1252


On 31 Dec IDFCFIRSTB was trading at 85.61. The strike last trading price was 2.47, which was 0.19 higher than the previous day. The implied volatity was 20.10, the open interest changed by -122 which decreased total open position to 1227


On 30 Dec IDFCFIRSTB was trading at 84.83. The strike last trading price was 2.26, which was -0.06 lower than the previous day. The implied volatity was 23.42, the open interest changed by 341 which increased total open position to 1344


On 29 Dec IDFCFIRSTB was trading at 84.54. The strike last trading price was 2.35, which was -0.32 lower than the previous day. The implied volatity was 23.84, the open interest changed by 187 which increased total open position to 1000


On 26 Dec IDFCFIRSTB was trading at 85.12. The strike last trading price was 2.69, which was 0.33 higher than the previous day. The implied volatity was 22.44, the open interest changed by 149 which increased total open position to 818


On 24 Dec IDFCFIRSTB was trading at 84.24. The strike last trading price was 2.31, which was -0.51 lower than the previous day. The implied volatity was 22.74, the open interest changed by 103 which increased total open position to 666


On 23 Dec IDFCFIRSTB was trading at 85.00. The strike last trading price was 2.78, which was -0.3 lower than the previous day. The implied volatity was 23.06, the open interest changed by 83 which increased total open position to 562


On 22 Dec IDFCFIRSTB was trading at 85.35. The strike last trading price was 3.06, which was 0.29 higher than the previous day. The implied volatity was 23.60, the open interest changed by -69 which decreased total open position to 489


On 19 Dec IDFCFIRSTB was trading at 84.68. The strike last trading price was 2.75, which was 0.26 higher than the previous day. The implied volatity was 24.07, the open interest changed by 56 which increased total open position to 557


On 18 Dec IDFCFIRSTB was trading at 83.79. The strike last trading price was 2.48, which was -0.16 lower than the previous day. The implied volatity was 24.26, the open interest changed by 74 which increased total open position to 500


On 17 Dec IDFCFIRSTB was trading at 83.95. The strike last trading price was 2.67, which was 0.26 higher than the previous day. The implied volatity was 24.86, the open interest changed by 35 which increased total open position to 421


On 16 Dec IDFCFIRSTB was trading at 83.46. The strike last trading price was 2.32, which was -0.4 lower than the previous day. The implied volatity was 23.83, the open interest changed by 62 which increased total open position to 388


On 15 Dec IDFCFIRSTB was trading at 83.87. The strike last trading price was 2.7, which was 0.62 higher than the previous day. The implied volatity was 24.30, the open interest changed by 170 which increased total open position to 326


On 12 Dec IDFCFIRSTB was trading at 82.29. The strike last trading price was 2.08, which was 0.52 higher than the previous day. The implied volatity was 24.02, the open interest changed by 16 which increased total open position to 155


On 11 Dec IDFCFIRSTB was trading at 80.61. The strike last trading price was 1.56, which was 0.06 higher than the previous day. The implied volatity was 24.96, the open interest changed by 13 which increased total open position to 139


On 10 Dec IDFCFIRSTB was trading at 80.32. The strike last trading price was 1.5, which was -0.21 lower than the previous day. The implied volatity was 25.14, the open interest changed by 10 which increased total open position to 125


On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 1.67, which was 0.44 higher than the previous day. The implied volatity was 24.55, the open interest changed by 3 which increased total open position to 115


On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 1.21, which was -0.51 lower than the previous day. The implied volatity was 25.08, the open interest changed by 8 which increased total open position to 111


On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 1.72, which was 0.17 higher than the previous day. The implied volatity was 23.59, the open interest changed by 1 which increased total open position to 102


On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 1.56, which was -0.24 lower than the previous day. The implied volatity was 24.88, the open interest changed by 14 which increased total open position to 100


On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 1.8, which was -0.56 lower than the previous day. The implied volatity was 24.52, the open interest changed by 51 which increased total open position to 82


On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 2.4, which was 0.6 higher than the previous day. The implied volatity was 24.64, the open interest changed by 26 which increased total open position to 30


On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 1.8, which was 0 lower than the previous day. The implied volatity was 23.96, the open interest changed by 1 which increased total open position to 3


On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 1.8, which was -0.73 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 1.8, which was -0.73 lower than the previous day. The implied volatity was 22.47, the open interest changed by 1 which increased total open position to 1


On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 2.53, which was 0 lower than the previous day. The implied volatity was 3.16, the open interest changed by 0 which decreased total open position to 0


IDFCFIRSTB 27JAN2026 85 PE
Delta: -0.38
Vega: 0.07
Theta: -0.04
Gamma: 0.08
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 86.00 1.32 -0.08 25.67 2,267 -36 1,267
8 Jan 86.07 1.52 -0.51 27.28 3,456 24 1,332
7 Jan 84.40 2.12 0.21 24.73 1,147 73 1,306
6 Jan 84.73 1.92 0.17 25.33 1,482 71 1,134
5 Jan 84.93 1.83 0.38 23.68 923 47 1,063
2 Jan 85.92 1.47 0 23.81 541 -42 1,015
1 Jan 85.61 1.42 -0.26 22.40 833 52 1,058
31 Dec 85.61 1.81 -0.28 25.30 1,332 99 1,017
30 Dec 84.83 2.14 0 23.74 873 281 919
29 Dec 84.54 2.17 0.18 23.76 545 162 628
26 Dec 85.12 2.01 -0.37 24.08 258 113 465
24 Dec 84.24 2.45 0.23 23.70 204 80 352
23 Dec 85.00 2.25 0.18 24.81 207 79 271
22 Dec 85.35 2.07 -0.44 24.12 172 58 191
19 Dec 84.68 2.55 -0.52 24.19 87 22 133
18 Dec 83.79 3.07 -0.23 25.77 37 19 111
17 Dec 83.95 3.3 -0.1 28.33 20 10 91
16 Dec 83.46 3.4 0.28 26.43 33 9 80
15 Dec 83.87 3.12 -0.85 26.35 67 41 70
12 Dec 82.29 3.93 -1.07 25.81 22 15 30
11 Dec 80.61 5 -0.37 - 0 0 15
10 Dec 80.32 5 -0.37 - 0 0 15
9 Dec 80.91 5 -0.37 - 0 0 0
8 Dec 79.12 5 -0.37 - 0 0 15
5 Dec 80.87 5 -0.37 26.62 1 0 15
4 Dec 79.88 5.37 0.02 24.32 4 0 14
3 Dec 80.58 5.35 1.1 28.08 7 5 14
2 Dec 81.98 4.25 -3.04 25.63 9 5 5
1 Dec 80.71 7.29 0 - 0 0 0
28 Nov 80.13 7.29 0 - 0 0 0
27 Nov 80.50 7.29 0 - 0 0 0
26 Nov 80.37 7.29 0 - 0 0 0


For Idfc First Bank Limited - strike price 85 expiring on 27JAN2026

Delta for 85 PE is -0.38

Historical price for 85 PE is as follows

On 9 Jan IDFCFIRSTB was trading at 86.00. The strike last trading price was 1.32, which was -0.08 lower than the previous day. The implied volatity was 25.67, the open interest changed by -36 which decreased total open position to 1267


On 8 Jan IDFCFIRSTB was trading at 86.07. The strike last trading price was 1.52, which was -0.51 lower than the previous day. The implied volatity was 27.28, the open interest changed by 24 which increased total open position to 1332


On 7 Jan IDFCFIRSTB was trading at 84.40. The strike last trading price was 2.12, which was 0.21 higher than the previous day. The implied volatity was 24.73, the open interest changed by 73 which increased total open position to 1306


On 6 Jan IDFCFIRSTB was trading at 84.73. The strike last trading price was 1.92, which was 0.17 higher than the previous day. The implied volatity was 25.33, the open interest changed by 71 which increased total open position to 1134


On 5 Jan IDFCFIRSTB was trading at 84.93. The strike last trading price was 1.83, which was 0.38 higher than the previous day. The implied volatity was 23.68, the open interest changed by 47 which increased total open position to 1063


On 2 Jan IDFCFIRSTB was trading at 85.92. The strike last trading price was 1.47, which was 0 lower than the previous day. The implied volatity was 23.81, the open interest changed by -42 which decreased total open position to 1015


On 1 Jan IDFCFIRSTB was trading at 85.61. The strike last trading price was 1.42, which was -0.26 lower than the previous day. The implied volatity was 22.40, the open interest changed by 52 which increased total open position to 1058


On 31 Dec IDFCFIRSTB was trading at 85.61. The strike last trading price was 1.81, which was -0.28 lower than the previous day. The implied volatity was 25.30, the open interest changed by 99 which increased total open position to 1017


On 30 Dec IDFCFIRSTB was trading at 84.83. The strike last trading price was 2.14, which was 0 lower than the previous day. The implied volatity was 23.74, the open interest changed by 281 which increased total open position to 919


On 29 Dec IDFCFIRSTB was trading at 84.54. The strike last trading price was 2.17, which was 0.18 higher than the previous day. The implied volatity was 23.76, the open interest changed by 162 which increased total open position to 628


On 26 Dec IDFCFIRSTB was trading at 85.12. The strike last trading price was 2.01, which was -0.37 lower than the previous day. The implied volatity was 24.08, the open interest changed by 113 which increased total open position to 465


On 24 Dec IDFCFIRSTB was trading at 84.24. The strike last trading price was 2.45, which was 0.23 higher than the previous day. The implied volatity was 23.70, the open interest changed by 80 which increased total open position to 352


On 23 Dec IDFCFIRSTB was trading at 85.00. The strike last trading price was 2.25, which was 0.18 higher than the previous day. The implied volatity was 24.81, the open interest changed by 79 which increased total open position to 271


On 22 Dec IDFCFIRSTB was trading at 85.35. The strike last trading price was 2.07, which was -0.44 lower than the previous day. The implied volatity was 24.12, the open interest changed by 58 which increased total open position to 191


On 19 Dec IDFCFIRSTB was trading at 84.68. The strike last trading price was 2.55, which was -0.52 lower than the previous day. The implied volatity was 24.19, the open interest changed by 22 which increased total open position to 133


On 18 Dec IDFCFIRSTB was trading at 83.79. The strike last trading price was 3.07, which was -0.23 lower than the previous day. The implied volatity was 25.77, the open interest changed by 19 which increased total open position to 111


On 17 Dec IDFCFIRSTB was trading at 83.95. The strike last trading price was 3.3, which was -0.1 lower than the previous day. The implied volatity was 28.33, the open interest changed by 10 which increased total open position to 91


On 16 Dec IDFCFIRSTB was trading at 83.46. The strike last trading price was 3.4, which was 0.28 higher than the previous day. The implied volatity was 26.43, the open interest changed by 9 which increased total open position to 80


On 15 Dec IDFCFIRSTB was trading at 83.87. The strike last trading price was 3.12, which was -0.85 lower than the previous day. The implied volatity was 26.35, the open interest changed by 41 which increased total open position to 70


On 12 Dec IDFCFIRSTB was trading at 82.29. The strike last trading price was 3.93, which was -1.07 lower than the previous day. The implied volatity was 25.81, the open interest changed by 15 which increased total open position to 30


On 11 Dec IDFCFIRSTB was trading at 80.61. The strike last trading price was 5, which was -0.37 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 10 Dec IDFCFIRSTB was trading at 80.32. The strike last trading price was 5, which was -0.37 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 5, which was -0.37 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, which was -0.37 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 5, which was -0.37 lower than the previous day. The implied volatity was 26.62, the open interest changed by 0 which decreased total open position to 15


On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 5.37, which was 0.02 higher than the previous day. The implied volatity was 24.32, the open interest changed by 0 which decreased total open position to 14


On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 5.35, which was 1.1 higher than the previous day. The implied volatity was 28.08, the open interest changed by 5 which increased total open position to 14


On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 4.25, which was -3.04 lower than the previous day. The implied volatity was 25.63, the open interest changed by 5 which increased total open position to 5


On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 7.29, 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 7.29, 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 7.29, 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 7.29, 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