IDFCFIRSTB

Idfc First Bank Limited

80.91 +1.79 (2.26%)

L: 78.34 H: 81.15

Back to Option Chain

Historical option data for IDFCFIRSTB
09 Dec 2025 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

IDFCFIRSTB 30-DEC-2025 87 CE
Delta: 0.13 Vega: 0.04 Theta: -0.03 Gamma: 0.04
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	80.91	0.32 ₹ 2,968	0.13 1205.75	25.02	197 18,27,175	-19 -1,76,225	523 48,50,825
8 Dec	79.12	0.19 ₹ 1,762.25	-0.13 -1205.75	26.13	200 18,55,000	-19 -1,76,225	542 50,27,050
5 Dec	80.87	0.33 ₹ 3,060.75	0.04 371.00	22.72	182 16,88,050	4 37,100	560 51,94,000
4 Dec	79.88	0.29 ₹ 2,689.75	-0.09 -834.75	24.12	103 9,55,325	-14 -1,29,850	557 51,66,175
3 Dec	80.58	0.38 ₹ 3,524.5	-0.22 -2040.50	23.50	291 26,99,025	52 4,82,300	571 52,96,025
2 Dec	81.98	0.59 ₹ 5,472.25	0.24 2226.00	22.40	428 39,69,700	41 3,80,275	518 48,04,450
1 Dec	80.71	0.34 ₹ 3,153.5	0 0.00	21.90	122 11,31,550	34 3,15,350	475 44,05,625
28 Nov	80.13	0.34 ₹ 3,153.5	-0.07 -649.25	21.60	274 25,41,350	154 14,28,350	440 40,81,000
27 Nov	80.50	0.41 ₹ 3,802.75	-0.01 -92.75	21.03	228 21,14,700	-45 -4,17,375	284 26,34,100
26 Nov	80.37	0.43 ₹ 3,988.25	0.08 742.00	22.00	248 23,00,200	101 9,36,775	328 30,42,200
25 Nov	79.35	0.36 ₹ 3,339	0.08 742.00	23.07	64 5,93,600	12 1,11,300	226 20,96,150
24 Nov	77.97	0.27 ₹ 2,504.25	-0.1 -927.50	24.70	89 8,25,475	30 2,78,250	215 19,94,125
21 Nov	78.33	0.37 ₹ 3,431.75	-0.2 -1855.00	24.30	88 8,16,200	22 2,04,050	185 17,15,875
20 Nov	78.93	0.59 ₹ 5,472.25	-0.18 -1669.50	26.00	138 12,79,950	65 6,02,875	163 15,11,825
19 Nov	79.61	0.76 ₹ 7,049	-0.21 -1947.75	26.62	74 6,86,350	38 3,52,450	97 8,99,675
18 Nov	80.11	0.96 ₹ 8,904	-0.22 -2040.50	27.38	51 4,73,025	3 27,825	49 4,54,475
17 Nov	81.01	1.18 ₹ 10,944.5	-0.26 -2411.50	26.79	52 4,82,300	30 2,78,250	45 4,17,375
14 Nov	80.43	1.44 ₹ 13,356	0.4 3710.00	-	0 0	0 0	0 0
13 Nov	80.00	1.44 ₹ 13,356	0.4 3710.00	-	0 0	5 46,375	0 0
12 Nov	81.58	1.44 ₹ 13,356	0.4 3710.00	26.09	5 46,375	0 0	10 92,750
11 Nov	80.69	1.04 ₹ 9,646	-1.01 -9367.75	24.15	10 92,750	0 0	0 0
10 Nov	81.21	2.05 ₹ 19,013.75	0 0.00	5.04	0 0	0 0	0 0
7 Nov	81.47	2.05 ₹ 19,013.75	0 0.00	4.57	0 0	0 0	0 0

6 Nov	80.37	2.05 ₹ 19,013.75	0 0.00	5.56	0 0	0 0	0 0
4 Nov	81.13	2.05 ₹ 19,013.75	0 0.00	4.70	0 0	0 0	0 0
3 Nov	81.99	2.05 ₹ 19,013.75	0 0.00	3.74	0 0	0 0	0 0
31 Oct	81.77	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
30 Oct	78.93	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
29 Oct	79.35	0 ₹ 0	0 0.00	0.00	0 0	0 0	0 0

For Idfc First Bank Limited - strike price 87 expiring on 30DEC2025

Delta for 87 CE is 0.13

Historical price for 87 CE is as follows

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 0.32, which was 0.13 higher than the previous day. The implied volatity was 25.02, the open interest changed by -19 which decreased total open position to 523

On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 0.19, which was -0.13 lower than the previous day. The implied volatity was 26.13, the open interest changed by -19 which decreased total open position to 542

On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 0.33, which was 0.04 higher than the previous day. The implied volatity was 22.72, the open interest changed by 4 which increased total open position to 560

On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 0.29, which was -0.09 lower than the previous day. The implied volatity was 24.12, the open interest changed by -14 which decreased total open position to 557

On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 0.38, which was -0.22 lower than the previous day. The implied volatity was 23.50, the open interest changed by 52 which increased total open position to 571

On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 0.59, which was 0.24 higher than the previous day. The implied volatity was 22.40, the open interest changed by 41 which increased total open position to 518

On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 0.34, which was 0 lower than the previous day. The implied volatity was 21.90, the open interest changed by 34 which increased total open position to 475

On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 0.34, which was -0.07 lower than the previous day. The implied volatity was 21.60, the open interest changed by 154 which increased total open position to 440

On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 0.41, which was -0.01 lower than the previous day. The implied volatity was 21.03, the open interest changed by -45 which decreased total open position to 284

On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 0.43, which was 0.08 higher than the previous day. The implied volatity was 22.00, the open interest changed by 101 which increased total open position to 328

On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 0.36, which was 0.08 higher than the previous day. The implied volatity was 23.07, the open interest changed by 12 which increased total open position to 226

On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 0.27, which was -0.1 lower than the previous day. The implied volatity was 24.70, the open interest changed by 30 which increased total open position to 215

On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 0.37, which was -0.2 lower than the previous day. The implied volatity was 24.30, the open interest changed by 22 which increased total open position to 185

On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 0.59, which was -0.18 lower than the previous day. The implied volatity was 26.00, the open interest changed by 65 which increased total open position to 163

On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 0.76, which was -0.21 lower than the previous day. The implied volatity was 26.62, the open interest changed by 38 which increased total open position to 97

On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 0.96, which was -0.22 lower than the previous day. The implied volatity was 27.38, the open interest changed by 3 which increased total open position to 49

On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 1.18, which was -0.26 lower than the previous day. The implied volatity was 26.79, the open interest changed by 30 which increased total open position to 45

On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 1.44, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 13 Nov IDFCFIRSTB was trading at 80.00. The strike last trading price was 1.44, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0

On 12 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 1.44, which was 0.4 higher than the previous day. The implied volatity was 26.09, the open interest changed by 0 which decreased total open position to 10

On 11 Nov IDFCFIRSTB was trading at 80.69. The strike last trading price was 1.04, which was -1.01 lower than the previous day. The implied volatity was 24.15, 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 2.05, which was 0 lower than the previous day. The implied volatity was 5.04, 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 2.05, which was 0 lower than the previous day. The implied volatity was 4.57, the open interest changed by 0 which decreased total open position to 0

On 6 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 2.05, which was 0 lower than the previous day. The implied volatity was 5.56, 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 2.05, which was 0 lower than the previous day. The implied volatity was 4.70, 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 2.05, which was 0 lower than the previous day. The implied volatity was 3.74, 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 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 30 Oct IDFCFIRSTB was trading at 78.93. 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

On 29 Oct IDFCFIRSTB was trading at 79.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0

IDFCFIRSTB 30DEC2025 87 PE
Delta: -0.85 Vega: 0.05 Theta: -0.01 Gamma: 0.05
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	80.91	6.09 ₹ 56,484.75	-1.9 -17622.50	26.60	20 1,85,500	10 92,750	16 1,48,400
8 Dec	79.12	7.99 ₹ 74,107.25	-0.61 -5657.75	34.53	6 55,650	3 27,825	5 46,375
5 Dec	80.87	8.6 ₹ 79,765	0.1 927.50	-	0 0	0 0	0 0
4 Dec	79.88	8.6 ₹ 79,765	0.1 927.50	-	0 0	0 0	0 0
3 Dec	80.58	8.6 ₹ 79,765	0.1 927.50	-	0 0	0 0	0 0
2 Dec	81.98	8.6 ₹ 79,765	0.1 927.50	-	0 0	0 0	0 0
1 Dec	80.71	8.6 ₹ 79,765	0.1 927.50	-	0 0	0 0	0 0
28 Nov	80.13	8.6 ₹ 79,765	0.1 927.50	-	0 0	0 0	0 0
27 Nov	80.50	8.6 ₹ 79,765	0.1 927.50	-	0 0	0 0	0 0
26 Nov	80.37	8.6 ₹ 79,765	0.1 927.50	-	0 0	0 0	0 0
25 Nov	79.35	8.6 ₹ 79,765	0.1 927.50	-	0 0	0 0	0 0
24 Nov	77.97	8.6 ₹ 79,765	0.1 927.50	21.57	2 18,550	0 0	2 18,550
21 Nov	78.33	8.5 ₹ 78,837.5	0.77 7141.75	30.00	2 18,550	0 0	1 9,275
20 Nov	78.93	7.73 ₹ 71,695.75	-1.22 -11315.50	26.58	2 18,550	1 9,275	1 9,275
19 Nov	79.61	8.95 ₹ 83,011.25	0 0.00	-	0 0	0 0	0 0
18 Nov	80.11	8.95 ₹ 83,011.25	0 0.00	-	0 0	0 0	0 0
17 Nov	81.01	8.95 ₹ 83,011.25	0 0.00	-	0 0	0 0	0 0
14 Nov	80.43	8.95 ₹ 83,011.25	0 0.00	-	0 0	0 0	0 0
13 Nov	80.00	8.95 ₹ 83,011.25	0 0.00	-	0 0	0 0	0 0
12 Nov	81.58	8.95 ₹ 83,011.25	0 0.00	-	0 0	0 0	0 0
11 Nov	80.69	8.95 ₹ 83,011.25	0 0.00	-	0 0	0 0	0 0
10 Nov	81.21	8.95 ₹ 83,011.25	0 0.00	-	0 0	0 0	0 0
7 Nov	81.47	8.95 ₹ 83,011.25	0 0.00	-	0 0	0 0	0 0
6 Nov	80.37	8.95 ₹ 83,011.25	0 0.00	-	0 0	0 0	0 0
4 Nov	81.13	8.95 ₹ 83,011.25	0 0.00	-	0 0	0 0	0 0
3 Nov	81.99	8.95 ₹ 83,011.25	0 0.00	-	0 0	0 0	0 0
31 Oct	81.77	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
30 Oct	78.93	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
29 Oct	79.35	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Idfc First Bank Limited - strike price 87 expiring on 30DEC2025

Delta for 87 PE is -0.85

Historical price for 87 PE is as follows

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 6.09, which was -1.9 lower than the previous day. The implied volatity was 26.60, the open interest changed by 10 which increased total open position to 16

On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 7.99, which was -0.61 lower than the previous day. The implied volatity was 34.53, the open interest changed by 3 which increased total open position to 5

On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 8.6, which was 0.1 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 8.6, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 8.6, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 8.6, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 8.6, which was 0.1 higher 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 8.6, which was 0.1 higher 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 8.6, which was 0.1 higher 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 8.6, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 8.6, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 8.6, which was 0.1 higher than the previous day. The implied volatity was 21.57, the open interest changed by 0 which decreased total open position to 2

On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 8.5, which was 0.77 higher than the previous day. The implied volatity was 30.00, the open interest changed by 0 which decreased total open position to 1

On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 7.73, which was -1.22 lower than the previous day. The implied volatity was 26.58, the open interest changed by 1 which increased total open position to 1

On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 8.95, 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 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 8.95, 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 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 8.95, 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 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 8.95, 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 Nov IDFCFIRSTB was trading at 80.00. The strike last trading price was 8.95, 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 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 8.95, 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 Nov IDFCFIRSTB was trading at 80.69. The strike last trading price was 8.95, 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 Nov IDFCFIRSTB was trading at 81.21. The strike last trading price was 8.95, 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 7 Nov IDFCFIRSTB was trading at 81.47. The strike last trading price was 8.95, 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 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 8.95, 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 Nov IDFCFIRSTB was trading at 81.13. The strike last trading price was 8.95, 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 8.95, 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 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

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