IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
09 Jan 2026 04:11 PM IST
| IDFCFIRSTB 27-JAN-2026 85 CE | ||||||||||||||||
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Delta: 0.63
Vega: 0.07
Theta: -0.06
Gamma: 0.08
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.38
Vega: 0.07
Theta: -0.04
Gamma: 0.08
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| 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































































































































































































































