IDFCFIRSTB
Idfc First Bank Limited
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































































































































































































































