IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
24 Apr 2026 01:29 PM IST
| IDFCFIRSTB 28-Apr-2026 (4d) 86 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0
Theta: -0.01
Gamma: 0.00246
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 67.05 | 0.01 | 0 | 80.92 | 26 | 0 | 60 | |||||||||
| 23 Apr | 67.83 | 0.01 | 0 | 75.19 | 13 | -11 | 61 | |||||||||
| 22 Apr | 68.38 | 0.01 | 0 | 66.7 | 11 | -9 | 73 | |||||||||
| 21 Apr | 67.94 | 0.01 | 0 | 61.91 | 1 | 0 | 82 | |||||||||
| 20 Apr | 67.50 | 0.01 | 0 | 58.03 | 15 | -3 | 94 | |||||||||
| 17 Apr | 68.53 | 0.01 | -0.01 | 48.71 | 2 | 0 | 97 | |||||||||
| 16 Apr | 67.82 | 0.02 | 0 | 52.91 | 1 | 0 | 97 | |||||||||
| 15 Apr | 66.91 | 0.02 | 0.01 | 53.27 | 2 | 0 | 98 | |||||||||
| 13 Apr | 64.86 | 0.01 | 0 | 53.16 | 5 | -4 | 99 | |||||||||
| 10 Apr | 66.21 | 0.01 | -0.019999999999999997 | 43.65 | 11 | 0 | 103 | |||||||||
| 9 Apr | 65.28 | 0.03 | 0.01 | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 65.87 | 0.03 | 0.01 | - | 0 | 0 | 103 | |||||||||
| 7 Apr | 61.19 | 0.03 | 0.01 | - | 0 | 0 | 103 | |||||||||
| 6 Apr | 61.08 | 0.03 | 0.01 | - | 5 | 0 | 102 | |||||||||
| 2 Apr | 60.22 | 0.03 | 0 | - | 48 | -32 | 102 | |||||||||
| 1 Apr | 60.18 | 0.03 | -0.02 | - | 120 | 101 | 137 | |||||||||
| 30 Mar | 58.85 | 0.05 | -0.01 | - | 16 | -3 | 35 | |||||||||
| 27 Mar | 61.87 | 0.06 | -0.05 | 50.33 | 8 | 3 | 39 | |||||||||
| 25 Mar | 63.24 | 0.11 | 0 | 50.17 | 6 | 0 | 36 | |||||||||
| 24 Mar | 62.09 | 0.11 | -0.04 | 52.17 | 7 | 1 | 36 | |||||||||
| 23 Mar | 60.24 | 0.15 | 0 | - | 1 | 0 | 35 | |||||||||
| 20 Mar | 62.95 | 0.15 | 0.03 | - | 0 | -4 | 0 | |||||||||
| 19 Mar | 62.61 | 0.15 | 0.03 | 49.3 | 6 | 0 | 39 | |||||||||
| 18 Mar | 65.26 | 0.12 | -0.02 | - | 0 | 0 | 39 | |||||||||
| 17 Mar | 63.66 | 0.12 | -0.02 | - | 7 | 0 | 39 | |||||||||
| 16 Mar | 62.81 | 0.12 | -0.02 | 46.02 | 7 | -2 | 39 | |||||||||
| 13 Mar | 62.57 | 0.14 | -0.03 | 45.97 | 7 | -1 | 41 | |||||||||
| 12 Mar | 64.78 | 0.17 | -0.04 | 42.26 | 2 | 0 | 0 | |||||||||
| 11 Mar | 66.16 | 0.21 | -0.16 | - | 0 | 0 | 41 | |||||||||
| 10 Mar | 67.27 | 0.21 | -0.16 | 37.64 | 4 | -1 | 40 | |||||||||
| 9 Mar | 66.76 | 0.37 | -0.13 | 43.48 | 8 | -3 | 41 | |||||||||
| 6 Mar | 69.98 | 0.5 | -0.1 | 38.43 | 9 | -2 | 44 | |||||||||
| 5 Mar | 70.40 | 0.6 | 0 | 38.73 | 2 | 0 | 47 | |||||||||
| 4 Mar | 70.06 | 0.6 | -0.06 | 39.33 | 29 | 19 | 48 | |||||||||
| 2 Mar | 71.78 | 0.66 | -0.19 | 35.65 | 10 | 3 | 29 | |||||||||
| 27 Feb | 73.48 | 0.85 | -0.08 | 34.23 | 14 | 2 | 25 | |||||||||
| 26 Feb | 72.81 | 0.93 | 0.08 | 36.19 | 9 | 1 | 20 | |||||||||
| 25 Feb | 70.22 | 0.85 | -0.58 | 40.51 | 11 | 3 | 20 | |||||||||
| 24 Feb | 70.97 | 1.42 | 0.17 | 46.27 | 21 | 2 | 17 | |||||||||
| 23 Feb | 70.04 | 1.25 | -1.35 | 45.43 | 28 | 3 | 14 | |||||||||
| 20 Feb | 83.51 | 2.6 | -0.5 | 22.04 | 7 | 4 | 9 | |||||||||
| 19 Feb | 82.98 | 3.1 | -0.35 | 27.42 | 7 | 3 | 4 | |||||||||
| 18 Feb | 84.61 | 3.45 | -1.29 | 20.01 | 1 | 0 | 0 | |||||||||
| 17 Feb | 83.35 | 4.74 | 0 | 1.87 | 0 | 0 | 0 | |||||||||
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| 16 Feb | 82.91 | 4.74 | 0 | 1.67 | 0 | 0 | 0 | |||||||||
| 13 Feb | 81.54 | 4.74 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 82.15 | 4.74 | 0 | 2.22 | 0 | 0 | 0 | |||||||||
| 11 Feb | 82.56 | 4.74 | 0 | 1.6 | 0 | 0 | 0 | |||||||||
| 10 Feb | 83.77 | 4.74 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 84.76 | 4.74 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 85.11 | 4.74 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 85.48 | 4.74 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 85.14 | 4.74 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 84.85 | 4.74 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 81.21 | 4.74 | 0 | 2.7 | 0 | 0 | 0 | |||||||||
| 1 Feb | 82.03 | 4.74 | 0 | 1.34 | 0 | 0 | 0 | |||||||||
| 30 Jan | 83.58 | 4.74 | 0 | 0.93 | 0 | 0 | 0 | |||||||||
| 29 Jan | 83.47 | 4.74 | 0 | 0.43 | 0 | 0 | 0 | |||||||||
For Idfc First Bank Limited - strike price 86 expiring on 28APR2026
Delta for 86 CE is 0.01
Historical price for 86 CE is as follows
On 24 Apr IDFCFIRSTB was trading at 67.05. The strike last trading price was 0.01, which was 0 lower than the previous day. The implied volatity was 80.92, the open interest changed by 0 which decreased total open position to 60
On 23 Apr IDFCFIRSTB was trading at 67.83. The strike last trading price was 0.01, which was 0 lower than the previous day. The implied volatity was 75.19, the open interest changed by -11 which decreased total open position to 61
On 22 Apr IDFCFIRSTB was trading at 68.38. The strike last trading price was 0.01, which was 0 lower than the previous day. The implied volatity was 66.7, the open interest changed by -9 which decreased total open position to 73
On 21 Apr IDFCFIRSTB was trading at 67.94. The strike last trading price was 0.01, which was 0 lower than the previous day. The implied volatity was 61.91, the open interest changed by 0 which decreased total open position to 82
On 20 Apr IDFCFIRSTB was trading at 67.50. The strike last trading price was 0.01, which was 0 lower than the previous day. The implied volatity was 58.03, the open interest changed by -3 which decreased total open position to 94
On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was 0.01, which was -0.01 lower than the previous day. The implied volatity was 48.71, the open interest changed by 0 which decreased total open position to 97
On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was 0.02, which was 0 lower than the previous day. The implied volatity was 52.91, the open interest changed by 0 which decreased total open position to 97
On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was 0.02, which was 0.01 higher than the previous day. The implied volatity was 53.27, the open interest changed by 0 which decreased total open position to 98
On 13 Apr IDFCFIRSTB was trading at 64.86. The strike last trading price was 0.01, which was 0 lower than the previous day. The implied volatity was 53.16, the open interest changed by -4 which decreased total open position to 99
On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 0.01, which was -0.019999999999999997 lower than the previous day. The implied volatity was 43.65, the open interest changed by 0 which decreased total open position to 103
On 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 0.03, which was 0.01 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr IDFCFIRSTB was trading at 65.87. The strike last trading price was 0.03, which was 0.01 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 103
On 7 Apr IDFCFIRSTB was trading at 61.19. The strike last trading price was 0.03, which was 0.01 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 103
On 6 Apr IDFCFIRSTB was trading at 61.08. The strike last trading price was 0.03, which was 0.01 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 102
On 2 Apr IDFCFIRSTB was trading at 60.22. The strike last trading price was 0.03, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -32 which decreased total open position to 102
On 1 Apr IDFCFIRSTB was trading at 60.18. The strike last trading price was 0.03, which was -0.02 lower than the previous day. The implied volatity was -, the open interest changed by 101 which increased total open position to 137
On 30 Mar IDFCFIRSTB was trading at 58.85. The strike last trading price was 0.05, which was -0.01 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 35
On 27 Mar IDFCFIRSTB was trading at 61.87. The strike last trading price was 0.06, which was -0.05 lower than the previous day. The implied volatity was 50.33, the open interest changed by 3 which increased total open position to 39
On 25 Mar IDFCFIRSTB was trading at 63.24. The strike last trading price was 0.11, which was 0 lower than the previous day. The implied volatity was 50.17, the open interest changed by 0 which decreased total open position to 36
On 24 Mar IDFCFIRSTB was trading at 62.09. The strike last trading price was 0.11, which was -0.04 lower than the previous day. The implied volatity was 52.17, the open interest changed by 1 which increased total open position to 36
On 23 Mar IDFCFIRSTB was trading at 60.24. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35
On 20 Mar IDFCFIRSTB was trading at 62.95. The strike last trading price was 0.15, which was 0.03 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0
On 19 Mar IDFCFIRSTB was trading at 62.61. The strike last trading price was 0.15, which was 0.03 higher than the previous day. The implied volatity was 49.3, the open interest changed by 0 which decreased total open position to 39
On 18 Mar IDFCFIRSTB was trading at 65.26. The strike last trading price was 0.12, which was -0.02 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 17 Mar IDFCFIRSTB was trading at 63.66. The strike last trading price was 0.12, which was -0.02 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 16 Mar IDFCFIRSTB was trading at 62.81. The strike last trading price was 0.12, which was -0.02 lower than the previous day. The implied volatity was 46.02, the open interest changed by -2 which decreased total open position to 39
On 13 Mar IDFCFIRSTB was trading at 62.57. The strike last trading price was 0.14, which was -0.03 lower than the previous day. The implied volatity was 45.97, the open interest changed by -1 which decreased total open position to 41
On 12 Mar IDFCFIRSTB was trading at 64.78. The strike last trading price was 0.17, which was -0.04 lower than the previous day. The implied volatity was 42.26, the open interest changed by 0 which decreased total open position to 0
On 11 Mar IDFCFIRSTB was trading at 66.16. The strike last trading price was 0.21, which was -0.16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 10 Mar IDFCFIRSTB was trading at 67.27. The strike last trading price was 0.21, which was -0.16 lower than the previous day. The implied volatity was 37.64, the open interest changed by -1 which decreased total open position to 40
On 9 Mar IDFCFIRSTB was trading at 66.76. The strike last trading price was 0.37, which was -0.13 lower than the previous day. The implied volatity was 43.48, the open interest changed by -3 which decreased total open position to 41
On 6 Mar IDFCFIRSTB was trading at 69.98. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 38.43, the open interest changed by -2 which decreased total open position to 44
On 5 Mar IDFCFIRSTB was trading at 70.40. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 38.73, the open interest changed by 0 which decreased total open position to 47
On 4 Mar IDFCFIRSTB was trading at 70.06. The strike last trading price was 0.6, which was -0.06 lower than the previous day. The implied volatity was 39.33, the open interest changed by 19 which increased total open position to 48
On 2 Mar IDFCFIRSTB was trading at 71.78. The strike last trading price was 0.66, which was -0.19 lower than the previous day. The implied volatity was 35.65, the open interest changed by 3 which increased total open position to 29
On 27 Feb IDFCFIRSTB was trading at 73.48. The strike last trading price was 0.85, which was -0.08 lower than the previous day. The implied volatity was 34.23, the open interest changed by 2 which increased total open position to 25
On 26 Feb IDFCFIRSTB was trading at 72.81. The strike last trading price was 0.93, which was 0.08 higher than the previous day. The implied volatity was 36.19, the open interest changed by 1 which increased total open position to 20
On 25 Feb IDFCFIRSTB was trading at 70.22. The strike last trading price was 0.85, which was -0.58 lower than the previous day. The implied volatity was 40.51, the open interest changed by 3 which increased total open position to 20
On 24 Feb IDFCFIRSTB was trading at 70.97. The strike last trading price was 1.42, which was 0.17 higher than the previous day. The implied volatity was 46.27, the open interest changed by 2 which increased total open position to 17
On 23 Feb IDFCFIRSTB was trading at 70.04. The strike last trading price was 1.25, which was -1.35 lower than the previous day. The implied volatity was 45.43, the open interest changed by 3 which increased total open position to 14
On 20 Feb IDFCFIRSTB was trading at 83.51. The strike last trading price was 2.6, which was -0.5 lower than the previous day. The implied volatity was 22.04, the open interest changed by 4 which increased total open position to 9
On 19 Feb IDFCFIRSTB was trading at 82.98. The strike last trading price was 3.1, which was -0.35 lower than the previous day. The implied volatity was 27.42, the open interest changed by 3 which increased total open position to 4
On 18 Feb IDFCFIRSTB was trading at 84.61. The strike last trading price was 3.45, which was -1.29 lower than the previous day. The implied volatity was 20.01, the open interest changed by 0 which decreased total open position to 0
On 17 Feb IDFCFIRSTB was trading at 83.35. The strike last trading price was 4.74, which was 0 lower than the previous day. The implied volatity was 1.87, the open interest changed by 0 which decreased total open position to 0
On 16 Feb IDFCFIRSTB was trading at 82.91. The strike last trading price was 4.74, which was 0 lower than the previous day. The implied volatity was 1.67, the open interest changed by 0 which decreased total open position to 0
On 13 Feb IDFCFIRSTB was trading at 81.54. The strike last trading price was 4.74, 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 Feb IDFCFIRSTB was trading at 82.15. The strike last trading price was 4.74, which was 0 lower than the previous day. The implied volatity was 2.22, the open interest changed by 0 which decreased total open position to 0
On 11 Feb IDFCFIRSTB was trading at 82.56. The strike last trading price was 4.74, which was 0 lower than the previous day. The implied volatity was 1.6, the open interest changed by 0 which decreased total open position to 0
On 10 Feb IDFCFIRSTB was trading at 83.77. The strike last trading price was 4.74, 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 9 Feb IDFCFIRSTB was trading at 84.76. The strike last trading price was 4.74, 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 6 Feb IDFCFIRSTB was trading at 85.11. The strike last trading price was 4.74, 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 5 Feb IDFCFIRSTB was trading at 85.48. The strike last trading price was 4.74, 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 Feb IDFCFIRSTB was trading at 85.14. The strike last trading price was 4.74, 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 Feb IDFCFIRSTB was trading at 84.85. The strike last trading price was 4.74, 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 Feb IDFCFIRSTB was trading at 81.21. The strike last trading price was 4.74, which was 0 lower than the previous day. The implied volatity was 2.7, the open interest changed by 0 which decreased total open position to 0
On 1 Feb IDFCFIRSTB was trading at 82.03. The strike last trading price was 4.74, which was 0 lower than the previous day. The implied volatity was 1.34, the open interest changed by 0 which decreased total open position to 0
On 30 Jan IDFCFIRSTB was trading at 83.58. The strike last trading price was 4.74, 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 29 Jan IDFCFIRSTB was trading at 83.47. The strike last trading price was 4.74, which was 0 lower than the previous day. The implied volatity was 0.43, the open interest changed by 0 which decreased total open position to 0
| IDFCFIRSTB 28-Apr-2026 (4d) 86 PE | |||||||
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Delta: -0.97
Vega: 0
Theta: -0.06
Gamma: 0.00896
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 67.05 | 18.06 | -0.0400000000000027 | 111.27 | 1 | 0 | 107 |
| 23 Apr | 67.83 | 18.1 | 0.6000000000000014 | 107.92 | 3 | -1 | 107 |
| 22 Apr | 68.38 | 17.5 | -0.5 | 66.54 | 1 | 0 | 108 |
| 21 Apr | 67.94 | 18 | -0.14999999999999858 | 73.88 | 4 | 0 | 108 |
| 20 Apr | 67.50 | 18.15 | 18.15 | - | 0 | 0 | 108 |
| 17 Apr | 68.53 | 18.15 | 18.15 | 53.71 | 0 | 0 | 108 |
| 16 Apr | 67.82 | 18.15 | -2.2600000000000016 | 53.71 | 7 | -1 | 109 |
| 15 Apr | 66.91 | 20.41 | 20.41 | - | 0 | 0 | 110 |
| 13 Apr | 64.86 | 20.41 | 20.41 | 45.86 | 0 | 0 | 110 |
| 10 Apr | 66.21 | 20.41 | 20.41 | - | 0 | 0 | 110 |
| 9 Apr | 65.28 | 20.41 | 0.41 | 44.12 | 3 | 0 | 107 |
| 8 Apr | 65.87 | 20 | -5.3 | 49.13 | 23 | 22 | 107 |
| 7 Apr | 61.19 | 25.3 | -1.26 | - | 0 | 0 | 85 |
| 6 Apr | 61.08 | 25.3 | -1.26 | - | 0 | 0 | 85 |
| 2 Apr | 60.22 | 25.3 | -1.26 | - | 0 | 0 | 85 |
| 1 Apr | 60.18 | 25.3 | -1.26 | - | 45 | 15 | 84 |
| 30 Mar | 58.85 | 26.56 | 2.86 | 43.86 | 23 | 22 | 68 |
| 27 Mar | 61.87 | 23.7 | 1.7 | 54.87 | 30 | 29 | 45 |
| 25 Mar | 63.24 | 22 | 16.08 | 46.47 | 16 | 6 | 6 |
| 24 Mar | 62.09 | 5.92 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 60.24 | 5.92 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 62.95 | 5.92 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 62.61 | 5.92 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 65.26 | 5.92 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 63.66 | 5.92 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 62.81 | 5.92 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 62.57 | 5.92 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 64.78 | 5.92 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 66.16 | 5.92 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 67.27 | 5.92 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 66.76 | 5.92 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 69.98 | 5.92 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 70.40 | 5.92 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 70.06 | 5.92 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 71.78 | 5.92 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 73.48 | 5.92 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 72.81 | 5.92 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 70.22 | 5.92 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 70.97 | 5.92 | 0 | - | 0 | 0 | 0 |
| 23 Feb | 70.04 | 5.92 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 83.51 | 5.92 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 82.98 | 5.92 | 0 | 0.62 | 0 | 0 | 0 |
| 18 Feb | 84.61 | 5.92 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 83.35 | 5.92 | 0 | - | 0 | 0 | 0 |
| 16 Feb | 82.91 | 5.92 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 81.54 | 5.92 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 82.15 | 5.92 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 82.56 | 5.92 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 83.77 | 5.92 | 0 | 0.54 | 0 | 0 | 0 |
| 9 Feb | 84.76 | 5.92 | 0 | 0.59 | 0 | 0 | 0 |
| 6 Feb | 85.11 | 5.92 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 85.48 | 5.92 | 0 | 1.05 | 0 | 0 | 0 |
| 4 Feb | 85.14 | 5.92 | 0 | 1.07 | 0 | 0 | 0 |
| 3 Feb | 84.85 | 5.92 | 0 | 0.71 | 0 | 0 | 0 |
| 2 Feb | 81.21 | 5.92 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 82.03 | 5.92 | 0 | 0.09 | 0 | 0 | 0 |
| 30 Jan | 83.58 | 0 | 0 | 0.04 | 0 | 0 | 0 |
| 29 Jan | 83.47 | 0 | 0 | - | 0 | 0 | 0 |
For Idfc First Bank Limited - strike price 86 expiring on 28APR2026
Delta for 86 PE is -0.97
Historical price for 86 PE is as follows
On 24 Apr IDFCFIRSTB was trading at 67.05. The strike last trading price was 18.06, which was -0.0400000000000027 lower than the previous day. The implied volatity was 111.27, the open interest changed by 0 which decreased total open position to 107
On 23 Apr IDFCFIRSTB was trading at 67.83. The strike last trading price was 18.1, which was 0.6000000000000014 higher than the previous day. The implied volatity was 107.92, the open interest changed by -1 which decreased total open position to 107
On 22 Apr IDFCFIRSTB was trading at 68.38. The strike last trading price was 17.5, which was -0.5 lower than the previous day. The implied volatity was 66.54, the open interest changed by 0 which decreased total open position to 108
On 21 Apr IDFCFIRSTB was trading at 67.94. The strike last trading price was 18, which was -0.14999999999999858 lower than the previous day. The implied volatity was 73.88, the open interest changed by 0 which decreased total open position to 108
On 20 Apr IDFCFIRSTB was trading at 67.50. The strike last trading price was 18.15, which was 18.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 108
On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was 18.15, which was 18.15 higher than the previous day. The implied volatity was 53.71, the open interest changed by 0 which decreased total open position to 108
On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was 18.15, which was -2.2600000000000016 lower than the previous day. The implied volatity was 53.71, the open interest changed by -1 which decreased total open position to 109
On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was 20.41, which was 20.41 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 110
On 13 Apr IDFCFIRSTB was trading at 64.86. The strike last trading price was 20.41, which was 20.41 higher than the previous day. The implied volatity was 45.86, the open interest changed by 0 which decreased total open position to 110
On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 20.41, which was 20.41 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 110
On 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 20.41, which was 0.41 higher than the previous day. The implied volatity was 44.12, the open interest changed by 0 which decreased total open position to 107
On 8 Apr IDFCFIRSTB was trading at 65.87. The strike last trading price was 20, which was -5.3 lower than the previous day. The implied volatity was 49.13, the open interest changed by 22 which increased total open position to 107
On 7 Apr IDFCFIRSTB was trading at 61.19. The strike last trading price was 25.3, which was -1.26 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 85
On 6 Apr IDFCFIRSTB was trading at 61.08. The strike last trading price was 25.3, which was -1.26 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 85
On 2 Apr IDFCFIRSTB was trading at 60.22. The strike last trading price was 25.3, which was -1.26 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 85
On 1 Apr IDFCFIRSTB was trading at 60.18. The strike last trading price was 25.3, which was -1.26 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 84
On 30 Mar IDFCFIRSTB was trading at 58.85. The strike last trading price was 26.56, which was 2.86 higher than the previous day. The implied volatity was 43.86, the open interest changed by 22 which increased total open position to 68
On 27 Mar IDFCFIRSTB was trading at 61.87. The strike last trading price was 23.7, which was 1.7 higher than the previous day. The implied volatity was 54.87, the open interest changed by 29 which increased total open position to 45
On 25 Mar IDFCFIRSTB was trading at 63.24. The strike last trading price was 22, which was 16.08 higher than the previous day. The implied volatity was 46.47, the open interest changed by 6 which increased total open position to 6
On 24 Mar IDFCFIRSTB was trading at 62.09. The strike last trading price was 5.92, 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 23 Mar IDFCFIRSTB was trading at 60.24. The strike last trading price was 5.92, 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 20 Mar IDFCFIRSTB was trading at 62.95. The strike last trading price was 5.92, 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 Mar IDFCFIRSTB was trading at 62.61. The strike last trading price was 5.92, 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 Mar IDFCFIRSTB was trading at 65.26. The strike last trading price was 5.92, 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 17 Mar IDFCFIRSTB was trading at 63.66. The strike last trading price was 5.92, 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 16 Mar IDFCFIRSTB was trading at 62.81. The strike last trading price was 5.92, 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 13 Mar IDFCFIRSTB was trading at 62.57. The strike last trading price was 5.92, 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 Mar IDFCFIRSTB was trading at 64.78. The strike last trading price was 5.92, 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 Mar IDFCFIRSTB was trading at 66.16. The strike last trading price was 5.92, 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 Mar IDFCFIRSTB was trading at 67.27. The strike last trading price was 5.92, 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 9 Mar IDFCFIRSTB was trading at 66.76. The strike last trading price was 5.92, 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 6 Mar IDFCFIRSTB was trading at 69.98. The strike last trading price was 5.92, 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 5 Mar IDFCFIRSTB was trading at 70.40. The strike last trading price was 5.92, 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 Mar IDFCFIRSTB was trading at 70.06. The strike last trading price was 5.92, 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 Mar IDFCFIRSTB was trading at 71.78. The strike last trading price was 5.92, 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 Feb IDFCFIRSTB was trading at 73.48. The strike last trading price was 5.92, 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 Feb IDFCFIRSTB was trading at 72.81. The strike last trading price was 5.92, 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 Feb IDFCFIRSTB was trading at 70.22. The strike last trading price was 5.92, 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 Feb IDFCFIRSTB was trading at 70.97. The strike last trading price was 5.92, 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 23 Feb IDFCFIRSTB was trading at 70.04. The strike last trading price was 5.92, 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 20 Feb IDFCFIRSTB was trading at 83.51. The strike last trading price was 5.92, 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 Feb IDFCFIRSTB was trading at 82.98. The strike last trading price was 5.92, which was 0 lower than the previous day. The implied volatity was 0.62, the open interest changed by 0 which decreased total open position to 0
On 18 Feb IDFCFIRSTB was trading at 84.61. The strike last trading price was 5.92, 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 17 Feb IDFCFIRSTB was trading at 83.35. The strike last trading price was 5.92, 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 16 Feb IDFCFIRSTB was trading at 82.91. The strike last trading price was 5.92, 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 13 Feb IDFCFIRSTB was trading at 81.54. The strike last trading price was 5.92, 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 Feb IDFCFIRSTB was trading at 82.15. The strike last trading price was 5.92, 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 Feb IDFCFIRSTB was trading at 82.56. The strike last trading price was 5.92, 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 Feb IDFCFIRSTB was trading at 83.77. The strike last trading price was 5.92, which was 0 lower than the previous day. The implied volatity was 0.54, the open interest changed by 0 which decreased total open position to 0
On 9 Feb IDFCFIRSTB was trading at 84.76. The strike last trading price was 5.92, which was 0 lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0
On 6 Feb IDFCFIRSTB was trading at 85.11. The strike last trading price was 5.92, 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 5 Feb IDFCFIRSTB was trading at 85.48. The strike last trading price was 5.92, which was 0 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0
On 4 Feb IDFCFIRSTB was trading at 85.14. The strike last trading price was 5.92, which was 0 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0
On 3 Feb IDFCFIRSTB was trading at 84.85. The strike last trading price was 5.92, which was 0 lower than the previous day. The implied volatity was 0.71, the open interest changed by 0 which decreased total open position to 0
On 2 Feb IDFCFIRSTB was trading at 81.21. The strike last trading price was 5.92, 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 Feb IDFCFIRSTB was trading at 82.03. The strike last trading price was 5.92, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
On 30 Jan IDFCFIRSTB was trading at 83.58. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.04, the open interest changed by 0 which decreased total open position to 0
On 29 Jan IDFCFIRSTB was trading at 83.47. The strike last trading price was 0, 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
