[--[65.84.65.76]--]

IDFCFIRSTB

Idfc First Bank Limited
80.91 +1.79 (2.26%)
L: 78.34 H: 81.15

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Historical option data for IDFCFIRSTB

09 Dec 2025 04:11 PM IST
IDFCFIRSTB 30-DEC-2025 86 CE
Delta: 0.18
Vega: 0.05
Theta: -0.03
Gamma: 0.05
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 80.91 0.44 0.18 24.58 213 2 679
8 Dec 79.12 0.26 -0.18 25.65 340 7 680
5 Dec 80.87 0.45 0.05 22.24 184 35 675
4 Dec 79.88 0.4 -0.11 23.87 199 18 640
3 Dec 80.58 0.52 -0.3 23.41 509 50 618
2 Dec 81.98 0.81 0.33 22.42 567 82 568
1 Dec 80.71 0.48 0.01 21.83 175 50 487
28 Nov 80.13 0.47 -0.09 21.45 71 13 437
27 Nov 80.50 0.56 0 20.84 125 32 424
26 Nov 80.37 0.57 0.11 21.69 352 155 392
25 Nov 79.35 0.47 0.13 22.70 148 52 235
24 Nov 77.97 0.34 -0.13 24.16 125 29 184
21 Nov 78.33 0.47 -0.23 23.94 75 1 156
20 Nov 78.93 0.69 -0.23 25.15 57 24 154
19 Nov 79.61 0.94 -0.22 26.49 54 5 130
18 Nov 80.11 1.11 -0.4 26.60 39 1 124
17 Nov 81.01 1.51 0.16 27.51 56 12 122
14 Nov 80.43 1.35 0.14 26.08 28 14 101
13 Nov 80.00 1.19 -0.44 26.12 43 15 86
12 Nov 81.58 1.63 0.35 25.16 48 15 71
11 Nov 80.69 1.28 -0.32 24.11 13 0 56
10 Nov 81.21 1.6 -0.06 25.48 6 5 56
7 Nov 81.47 1.66 0.22 24.40 6 3 50
6 Nov 80.37 1.44 -0.06 25.25 3 -2 0
4 Nov 81.13 1.5 -0.52 23.11 23 -3 45
3 Nov 81.99 2.05 -0.05 24.44 11 -8 47
31 Oct 81.77 2.1 0.9 - 61 53 54
30 Oct 78.93 1.2 0.4 24.75 1 0 0
29 Oct 79.35 0.8 0 5.09 0 0 0
28 Oct 79.20 0.8 0 5.12 0 0 0
27 Oct 78.03 0.8 0 6.09 0 0 0
24 Oct 78.20 0.8 0 5.74 0 0 0
23 Oct 78.96 0.8 0 - 0 0 0
21 Oct 76.77 0 0 - 0 0 0
20 Oct 76.93 0 0 - 0 0 0


For Idfc First Bank Limited - strike price 86 expiring on 30DEC2025

Delta for 86 CE is 0.18

Historical price for 86 CE is as follows

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 0.44, which was 0.18 higher than the previous day. The implied volatity was 24.58, the open interest changed by 2 which increased total open position to 679


On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 0.26, which was -0.18 lower than the previous day. The implied volatity was 25.65, the open interest changed by 7 which increased total open position to 680


On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 22.24, the open interest changed by 35 which increased total open position to 675


On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 0.4, which was -0.11 lower than the previous day. The implied volatity was 23.87, the open interest changed by 18 which increased total open position to 640


On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 0.52, which was -0.3 lower than the previous day. The implied volatity was 23.41, the open interest changed by 50 which increased total open position to 618


On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 0.81, which was 0.33 higher than the previous day. The implied volatity was 22.42, the open interest changed by 82 which increased total open position to 568


On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 0.48, which was 0.01 higher than the previous day. The implied volatity was 21.83, the open interest changed by 50 which increased total open position to 487


On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 0.47, which was -0.09 lower than the previous day. The implied volatity was 21.45, the open interest changed by 13 which increased total open position to 437


On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 0.56, which was 0 lower than the previous day. The implied volatity was 20.84, the open interest changed by 32 which increased total open position to 424


On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 0.57, which was 0.11 higher than the previous day. The implied volatity was 21.69, the open interest changed by 155 which increased total open position to 392


On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 0.47, which was 0.13 higher than the previous day. The implied volatity was 22.70, the open interest changed by 52 which increased total open position to 235


On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 0.34, which was -0.13 lower than the previous day. The implied volatity was 24.16, the open interest changed by 29 which increased total open position to 184


On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 0.47, which was -0.23 lower than the previous day. The implied volatity was 23.94, the open interest changed by 1 which increased total open position to 156


On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 0.69, which was -0.23 lower than the previous day. The implied volatity was 25.15, the open interest changed by 24 which increased total open position to 154


On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 0.94, which was -0.22 lower than the previous day. The implied volatity was 26.49, the open interest changed by 5 which increased total open position to 130


On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 1.11, which was -0.4 lower than the previous day. The implied volatity was 26.60, the open interest changed by 1 which increased total open position to 124


On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 1.51, which was 0.16 higher than the previous day. The implied volatity was 27.51, the open interest changed by 12 which increased total open position to 122


On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 1.35, which was 0.14 higher than the previous day. The implied volatity was 26.08, the open interest changed by 14 which increased total open position to 101


On 13 Nov IDFCFIRSTB was trading at 80.00. The strike last trading price was 1.19, which was -0.44 lower than the previous day. The implied volatity was 26.12, the open interest changed by 15 which increased total open position to 86


On 12 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 1.63, which was 0.35 higher than the previous day. The implied volatity was 25.16, the open interest changed by 15 which increased total open position to 71


On 11 Nov IDFCFIRSTB was trading at 80.69. The strike last trading price was 1.28, which was -0.32 lower than the previous day. The implied volatity was 24.11, the open interest changed by 0 which decreased total open position to 56


On 10 Nov IDFCFIRSTB was trading at 81.21. The strike last trading price was 1.6, which was -0.06 lower than the previous day. The implied volatity was 25.48, the open interest changed by 5 which increased total open position to 56


On 7 Nov IDFCFIRSTB was trading at 81.47. The strike last trading price was 1.66, which was 0.22 higher than the previous day. The implied volatity was 24.40, the open interest changed by 3 which increased total open position to 50


On 6 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 1.44, which was -0.06 lower than the previous day. The implied volatity was 25.25, the open interest changed by -2 which decreased total open position to 0


On 4 Nov IDFCFIRSTB was trading at 81.13. The strike last trading price was 1.5, which was -0.52 lower than the previous day. The implied volatity was 23.11, the open interest changed by -3 which decreased total open position to 45


On 3 Nov IDFCFIRSTB was trading at 81.99. The strike last trading price was 2.05, which was -0.05 lower than the previous day. The implied volatity was 24.44, the open interest changed by -8 which decreased total open position to 47


On 31 Oct IDFCFIRSTB was trading at 81.77. The strike last trading price was 2.1, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 53 which increased total open position to 54


On 30 Oct IDFCFIRSTB was trading at 78.93. The strike last trading price was 1.2, which was 0.4 higher than the previous day. The implied volatity was 24.75, 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 0.8, which was 0 lower than the previous day. The implied volatity was 5.09, the open interest changed by 0 which decreased total open position to 0


On 28 Oct IDFCFIRSTB was trading at 79.20. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 5.12, the open interest changed by 0 which decreased total open position to 0


On 27 Oct IDFCFIRSTB was trading at 78.03. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 6.09, the open interest changed by 0 which decreased total open position to 0


On 24 Oct IDFCFIRSTB was trading at 78.20. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 5.74, the open interest changed by 0 which decreased total open position to 0


On 23 Oct IDFCFIRSTB was trading at 78.96. The strike last trading price was 0.8, 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 21 Oct IDFCFIRSTB was trading at 76.77. 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


On 20 Oct IDFCFIRSTB was trading at 76.93. 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


IDFCFIRSTB 30DEC2025 86 PE
Delta: -0.80
Vega: 0.05
Theta: -0.02
Gamma: 0.05
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 80.91 5.26 -1.52 26.76 9 2 18
8 Dec 79.12 6.78 1.12 26.62 3 1 16
5 Dec 80.87 5.64 1.29 - 0 0 0
4 Dec 79.88 5.64 1.29 - 0 -18 0
3 Dec 80.58 5.64 1.29 28.32 23 -17 16
2 Dec 81.98 4.35 -1.2 24.74 7 1 33
1 Dec 80.71 5.55 -1.08 - 0 0 0
28 Nov 80.13 5.55 -1.08 - 0 0 0
27 Nov 80.50 5.55 -1.08 - 0 13 0
26 Nov 80.37 5.55 -1.08 23.91 17 12 31
25 Nov 79.35 6.63 -0.97 27.37 9 5 16
24 Nov 77.97 7.6 0.85 19.41 6 2 11
21 Nov 78.33 6.75 0.38 - 0 0 0
20 Nov 78.93 6.75 0.38 24.41 1 0 9
19 Nov 79.61 6.37 -0.15 25.01 1 0 8
18 Nov 80.11 6.5 1.8 30.68 3 1 6
17 Nov 81.01 4.7 -1.14 18.36 1 0 4
14 Nov 80.43 5.84 0.74 - 0 3 0
13 Nov 80.00 5.84 0.74 21.74 4 3 4
12 Nov 81.58 5.1 -1.85 25.93 1 0 1
11 Nov 80.69 6.95 0.55 - 0 0 0
10 Nov 81.21 6.95 0.55 - 0 0 0
7 Nov 81.47 6.95 0.55 40.29 1 0 1
6 Nov 80.37 6.4 -9.35 29.36 1 0 0
4 Nov 81.13 15.75 0 - 0 0 0
3 Nov 81.99 15.75 0 - 0 0 0
31 Oct 81.77 15.75 0 - 0 0 0
30 Oct 78.93 15.75 0 - 0 0 0
29 Oct 79.35 15.75 0 - 0 0 0
28 Oct 79.20 15.75 0 - 0 0 0
27 Oct 78.03 15.75 0 - 0 0 0
24 Oct 78.20 15.75 0 - 0 0 0
23 Oct 78.96 15.75 0 - 0 0 0
21 Oct 76.77 15.75 0 - 0 0 0
20 Oct 76.93 0 0 - 0 0 0


For Idfc First Bank Limited - strike price 86 expiring on 30DEC2025

Delta for 86 PE is -0.80

Historical price for 86 PE is as follows

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 5.26, which was -1.52 lower than the previous day. The implied volatity was 26.76, the open interest changed by 2 which increased total open position to 18


On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 6.78, which was 1.12 higher than the previous day. The implied volatity was 26.62, the open interest changed by 1 which increased total open position to 16


On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 5.64, which was 1.29 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 5.64, which was 1.29 higher than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 0


On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 5.64, which was 1.29 higher than the previous day. The implied volatity was 28.32, the open interest changed by -17 which decreased total open position to 16


On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 4.35, which was -1.2 lower than the previous day. The implied volatity was 24.74, the open interest changed by 1 which increased total open position to 33


On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 5.55, which was -1.08 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 5.55, which was -1.08 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 5.55, which was -1.08 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 0


On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 5.55, which was -1.08 lower than the previous day. The implied volatity was 23.91, the open interest changed by 12 which increased total open position to 31


On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 6.63, which was -0.97 lower than the previous day. The implied volatity was 27.37, the open interest changed by 5 which increased total open position to 16


On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 7.6, which was 0.85 higher than the previous day. The implied volatity was 19.41, the open interest changed by 2 which increased total open position to 11


On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 6.75, which was 0.38 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 6.75, which was 0.38 higher than the previous day. The implied volatity was 24.41, the open interest changed by 0 which decreased total open position to 9


On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 6.37, which was -0.15 lower than the previous day. The implied volatity was 25.01, the open interest changed by 0 which decreased total open position to 8


On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 6.5, which was 1.8 higher than the previous day. The implied volatity was 30.68, the open interest changed by 1 which increased total open position to 6


On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 4.7, which was -1.14 lower than the previous day. The implied volatity was 18.36, the open interest changed by 0 which decreased total open position to 4


On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 5.84, which was 0.74 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 13 Nov IDFCFIRSTB was trading at 80.00. The strike last trading price was 5.84, which was 0.74 higher than the previous day. The implied volatity was 21.74, the open interest changed by 3 which increased total open position to 4


On 12 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 5.1, which was -1.85 lower than the previous day. The implied volatity was 25.93, the open interest changed by 0 which decreased total open position to 1


On 11 Nov IDFCFIRSTB was trading at 80.69. The strike last trading price was 6.95, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Nov IDFCFIRSTB was trading at 81.21. The strike last trading price was 6.95, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov IDFCFIRSTB was trading at 81.47. The strike last trading price was 6.95, which was 0.55 higher than the previous day. The implied volatity was 40.29, the open interest changed by 0 which decreased total open position to 1


On 6 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 6.4, which was -9.35 lower than the previous day. The implied volatity was 29.36, the open interest changed by 0 which decreased total open position to 0


On 4 Nov IDFCFIRSTB was trading at 81.13. The strike last trading price was 15.75, 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 Nov IDFCFIRSTB was trading at 81.99. The strike last trading price was 15.75, 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 31 Oct IDFCFIRSTB was trading at 81.77. The strike last trading price was 15.75, 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 30 Oct IDFCFIRSTB was trading at 78.93. The strike last trading price was 15.75, 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 29 Oct IDFCFIRSTB was trading at 79.35. The strike last trading price was 15.75, 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 Oct IDFCFIRSTB was trading at 79.20. The strike last trading price was 15.75, 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 Oct IDFCFIRSTB was trading at 78.03. The strike last trading price was 15.75, 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 Oct IDFCFIRSTB was trading at 78.20. The strike last trading price was 15.75, 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 Oct IDFCFIRSTB was trading at 78.96. The strike last trading price was 15.75, 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 21 Oct IDFCFIRSTB was trading at 76.77. The strike last trading price was 15.75, 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 Oct IDFCFIRSTB was trading at 76.93. 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