IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
09 Dec 2025 04:11 PM IST
| IDFCFIRSTB 30-DEC-2025 88 CE | ||||||||||||||||
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Delta: 0.10
Vega: 0.03
Theta: -0.02
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 80.91 | 0.24 | 0.09 | 25.70 | 161 | -33 | 345 | |||||||||
| 8 Dec | 79.12 | 0.14 | -0.09 | 26.66 | 490 | -183 | 379 | |||||||||
| 5 Dec | 80.87 | 0.23 | 0.01 | 22.89 | 269 | 126 | 560 | |||||||||
| 4 Dec | 79.88 | 0.21 | -0.06 | 24.43 | 99 | -27 | 449 | |||||||||
| 3 Dec | 80.58 | 0.28 | -0.15 | 23.95 | 174 | -28 | 476 | |||||||||
| 2 Dec | 81.98 | 0.43 | 0.17 | 22.55 | 340 | 128 | 504 | |||||||||
| 1 Dec | 80.71 | 0.24 | 0 | 22.06 | 103 | 25 | 376 | |||||||||
| 28 Nov | 80.13 | 0.24 | -0.08 | 21.69 | 272 | 142 | 351 | |||||||||
| 27 Nov | 80.50 | 0.32 | 0 | 21.69 | 73 | -3 | 209 | |||||||||
| 26 Nov | 80.37 | 0.32 | 0.05 | 22.23 | 188 | 8 | 210 | |||||||||
| 25 Nov | 79.35 | 0.29 | 0.07 | 23.76 | 110 | 28 | 202 | |||||||||
| 24 Nov | 77.97 | 0.22 | -0.07 | 25.37 | 104 | -6 | 175 | |||||||||
| 21 Nov | 78.33 | 0.3 | -0.16 | 24.86 | 105 | -22 | 179 | |||||||||
| 20 Nov | 78.93 | 0.47 | -0.16 | 26.21 | 117 | 12 | 203 | |||||||||
| 19 Nov | 79.61 | 0.63 | -0.16 | 27.05 | 98 | 34 | 193 | |||||||||
| 18 Nov | 80.11 | 0.83 | -0.13 | 28.11 | 90 | -24 | 158 | |||||||||
| 17 Nov | 81.01 | 0.98 | 0.06 | 27.03 | 179 | 23 | 182 | |||||||||
| 14 Nov | 80.43 | 0.92 | 0.1 | 26.35 | 13 | 4 | 159 | |||||||||
| 13 Nov | 80.00 | 0.81 | -0.36 | 26.44 | 35 | 19 | 155 | |||||||||
| 12 Nov | 81.58 | 1.17 | 0.27 | 25.90 | 54 | 19 | 136 | |||||||||
| 11 Nov | 80.69 | 0.9 | -0.22 | 24.89 | 20 | -3 | 118 | |||||||||
| 10 Nov | 81.21 | 1.12 | -0.04 | 25.81 | 28 | -5 | 121 | |||||||||
| 7 Nov | 81.47 | 1.16 | 0.16 | 24.71 | 49 | -19 | 126 | |||||||||
| 6 Nov | 80.37 | 1 | -0.15 | 25.48 | 22 | -8 | 141 | |||||||||
| 4 Nov | 81.13 | 1.13 | -0.31 | 24.40 | 32 | -11 | 149 | |||||||||
| 3 Nov | 81.99 | 1.43 | -0.02 | 24.34 | 42 | -20 | 161 | |||||||||
| 31 Oct | 81.77 | 1.45 | 0.65 | - | 165 | 59 | 179 | |||||||||
| 30 Oct | 78.93 | 0.8 | -0.2 | 24.61 | 14 | 3 | 119 | |||||||||
| 29 Oct | 79.35 | 0.95 | 0 | 25.07 | 21 | 8 | 116 | |||||||||
| 28 Oct | 79.20 | 0.95 | 0.1 | 25.03 | 32 | 18 | 108 | |||||||||
| 27 Oct | 78.03 | 0.85 | -0.05 | 26.23 | 49 | 46 | 90 | |||||||||
| 24 Oct | 78.20 | 0.9 | -0.15 | 25.61 | 26 | 17 | 40 | |||||||||
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| 23 Oct | 78.96 | 1.05 | 0.35 | 25.64 | 21 | 12 | 24 | |||||||||
| 21 Oct | 76.77 | 0.7 | -0.1 | 26.17 | 2 | 0 | 11 | |||||||||
| 20 Oct | 76.93 | 0.8 | 0.2 | 26.46 | 13 | 6 | 6 | |||||||||
For Idfc First Bank Limited - strike price 88 expiring on 30DEC2025
Delta for 88 CE is 0.10
Historical price for 88 CE is as follows
On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 0.24, which was 0.09 higher than the previous day. The implied volatity was 25.70, the open interest changed by -33 which decreased total open position to 345
On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 0.14, which was -0.09 lower than the previous day. The implied volatity was 26.66, the open interest changed by -183 which decreased total open position to 379
On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 0.23, which was 0.01 higher than the previous day. The implied volatity was 22.89, the open interest changed by 126 which increased total open position to 560
On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 0.21, which was -0.06 lower than the previous day. The implied volatity was 24.43, the open interest changed by -27 which decreased total open position to 449
On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 0.28, which was -0.15 lower than the previous day. The implied volatity was 23.95, the open interest changed by -28 which decreased total open position to 476
On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 0.43, which was 0.17 higher than the previous day. The implied volatity was 22.55, the open interest changed by 128 which increased total open position to 504
On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 0.24, which was 0 lower than the previous day. The implied volatity was 22.06, the open interest changed by 25 which increased total open position to 376
On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 0.24, which was -0.08 lower than the previous day. The implied volatity was 21.69, the open interest changed by 142 which increased total open position to 351
On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 0.32, which was 0 lower than the previous day. The implied volatity was 21.69, the open interest changed by -3 which decreased total open position to 209
On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 0.32, which was 0.05 higher than the previous day. The implied volatity was 22.23, the open interest changed by 8 which increased total open position to 210
On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 0.29, which was 0.07 higher than the previous day. The implied volatity was 23.76, the open interest changed by 28 which increased total open position to 202
On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 0.22, which was -0.07 lower than the previous day. The implied volatity was 25.37, the open interest changed by -6 which decreased total open position to 175
On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 0.3, which was -0.16 lower than the previous day. The implied volatity was 24.86, the open interest changed by -22 which decreased total open position to 179
On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 0.47, which was -0.16 lower than the previous day. The implied volatity was 26.21, the open interest changed by 12 which increased total open position to 203
On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 0.63, which was -0.16 lower than the previous day. The implied volatity was 27.05, the open interest changed by 34 which increased total open position to 193
On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 0.83, which was -0.13 lower than the previous day. The implied volatity was 28.11, the open interest changed by -24 which decreased total open position to 158
On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 0.98, which was 0.06 higher than the previous day. The implied volatity was 27.03, the open interest changed by 23 which increased total open position to 182
On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 0.92, which was 0.1 higher than the previous day. The implied volatity was 26.35, the open interest changed by 4 which increased total open position to 159
On 13 Nov IDFCFIRSTB was trading at 80.00. The strike last trading price was 0.81, which was -0.36 lower than the previous day. The implied volatity was 26.44, the open interest changed by 19 which increased total open position to 155
On 12 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 1.17, which was 0.27 higher than the previous day. The implied volatity was 25.90, the open interest changed by 19 which increased total open position to 136
On 11 Nov IDFCFIRSTB was trading at 80.69. The strike last trading price was 0.9, which was -0.22 lower than the previous day. The implied volatity was 24.89, the open interest changed by -3 which decreased total open position to 118
On 10 Nov IDFCFIRSTB was trading at 81.21. The strike last trading price was 1.12, which was -0.04 lower than the previous day. The implied volatity was 25.81, the open interest changed by -5 which decreased total open position to 121
On 7 Nov IDFCFIRSTB was trading at 81.47. The strike last trading price was 1.16, which was 0.16 higher than the previous day. The implied volatity was 24.71, the open interest changed by -19 which decreased total open position to 126
On 6 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 25.48, the open interest changed by -8 which decreased total open position to 141
On 4 Nov IDFCFIRSTB was trading at 81.13. The strike last trading price was 1.13, which was -0.31 lower than the previous day. The implied volatity was 24.40, the open interest changed by -11 which decreased total open position to 149
On 3 Nov IDFCFIRSTB was trading at 81.99. The strike last trading price was 1.43, which was -0.02 lower than the previous day. The implied volatity was 24.34, the open interest changed by -20 which decreased total open position to 161
On 31 Oct IDFCFIRSTB was trading at 81.77. The strike last trading price was 1.45, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 59 which increased total open position to 179
On 30 Oct IDFCFIRSTB was trading at 78.93. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 24.61, the open interest changed by 3 which increased total open position to 119
On 29 Oct IDFCFIRSTB was trading at 79.35. The strike last trading price was 0.95, which was 0 lower than the previous day. The implied volatity was 25.07, the open interest changed by 8 which increased total open position to 116
On 28 Oct IDFCFIRSTB was trading at 79.20. The strike last trading price was 0.95, which was 0.1 higher than the previous day. The implied volatity was 25.03, the open interest changed by 18 which increased total open position to 108
On 27 Oct IDFCFIRSTB was trading at 78.03. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 26.23, the open interest changed by 46 which increased total open position to 90
On 24 Oct IDFCFIRSTB was trading at 78.20. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 25.61, the open interest changed by 17 which increased total open position to 40
On 23 Oct IDFCFIRSTB was trading at 78.96. The strike last trading price was 1.05, which was 0.35 higher than the previous day. The implied volatity was 25.64, the open interest changed by 12 which increased total open position to 24
On 21 Oct IDFCFIRSTB was trading at 76.77. The strike last trading price was 0.7, which was -0.1 lower than the previous day. The implied volatity was 26.17, the open interest changed by 0 which decreased total open position to 11
On 20 Oct IDFCFIRSTB was trading at 76.93. The strike last trading price was 0.8, which was 0.2 higher than the previous day. The implied volatity was 26.46, the open interest changed by 6 which increased total open position to 6
| IDFCFIRSTB 30DEC2025 88 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 80.91 | 8.94 | 1.14 | - | 0 | 4 | 0 |
| 8 Dec | 79.12 | 8.94 | 1.14 | 36.38 | 11 | 4 | 30 |
| 5 Dec | 80.87 | 7.8 | 1.88 | - | 0 | 0 | 0 |
| 4 Dec | 79.88 | 7.8 | 1.88 | - | 0 | -6 | 0 |
| 3 Dec | 80.58 | 7.8 | 1.88 | 37.04 | 13 | -5 | 27 |
| 2 Dec | 81.98 | 5.9 | -1.57 | 24.64 | 18 | 5 | 32 |
| 1 Dec | 80.71 | 7.47 | 0.34 | - | 0 | 1 | 0 |
| 28 Nov | 80.13 | 7.47 | 0.34 | 25.80 | 9 | 0 | 26 |
| 27 Nov | 80.50 | 7.13 | -1.47 | - | 0 | 4 | 0 |
| 26 Nov | 80.37 | 7.13 | -1.47 | 22.35 | 12 | 2 | 24 |
| 25 Nov | 79.35 | 8.6 | 1.07 | 32.24 | 3 | 2 | 22 |
| 24 Nov | 77.97 | 7.53 | -1.67 | - | 1 | 0 | 19 |
| 21 Nov | 78.33 | 9.2 | 0.7 | 27.38 | 7 | 4 | 19 |
| 20 Nov | 78.93 | 8.5 | 0.48 | 25.14 | 14 | 9 | 14 |
| 19 Nov | 79.61 | 8.02 | -0.02 | 24.93 | 2 | 1 | 5 |
| 18 Nov | 80.11 | 8.04 | 0.99 | 30.85 | 2 | 1 | 4 |
| 17 Nov | 81.01 | 7.05 | 0.65 | 27.62 | 2 | 0 | 1 |
| 14 Nov | 80.43 | 6.4 | -11.1 | - | 0 | 0 | 0 |
| 13 Nov | 80.00 | 6.4 | -11.1 | - | 0 | 0 | 0 |
| 12 Nov | 81.58 | 6.4 | -11.1 | - | 0 | 0 | 0 |
| 11 Nov | 80.69 | 6.4 | -11.1 | - | 0 | 0 | 0 |
| 10 Nov | 81.21 | 6.4 | -11.1 | - | 0 | 0 | 0 |
| 7 Nov | 81.47 | 6.4 | -11.1 | - | 0 | 0 | 0 |
| 6 Nov | 80.37 | 6.4 | -11.1 | - | 0 | 0 | 0 |
| 4 Nov | 81.13 | 6.4 | -11.1 | - | 0 | 0 | 0 |
| 3 Nov | 81.99 | 6.4 | -11.1 | - | 0 | 1 | 0 |
| 31 Oct | 81.77 | 6.4 | -11.1 | - | 1 | 0 | 0 |
| 30 Oct | 78.93 | 17.5 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 79.35 | 17.5 | 0 | - | 0 | 0 | 0 |
| 28 Oct | 79.20 | 17.5 | 0 | - | 0 | 0 | 0 |
| 27 Oct | 78.03 | 17.5 | 0 | - | 0 | 0 | 0 |
| 24 Oct | 78.20 | 17.5 | 0 | - | 0 | 0 | 0 |
| 23 Oct | 78.96 | 17.5 | 0 | - | 0 | 0 | 0 |
| 21 Oct | 76.77 | 17.5 | 0 | - | 0 | 0 | 0 |
| 20 Oct | 76.93 | 17.5 | 0 | - | 0 | 0 | 0 |
For Idfc First Bank Limited - strike price 88 expiring on 30DEC2025
Delta for 88 PE is -
Historical price for 88 PE is as follows
On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 8.94, which was 1.14 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 8.94, which was 1.14 higher than the previous day. The implied volatity was 36.38, the open interest changed by 4 which increased total open position to 30
On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 7.8, which was 1.88 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 7.8, which was 1.88 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 0
On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 7.8, which was 1.88 higher than the previous day. The implied volatity was 37.04, the open interest changed by -5 which decreased total open position to 27
On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 5.9, which was -1.57 lower than the previous day. The implied volatity was 24.64, the open interest changed by 5 which increased total open position to 32
On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 7.47, which was 0.34 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 7.47, which was 0.34 higher than the previous day. The implied volatity was 25.80, the open interest changed by 0 which decreased total open position to 26
On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 7.13, which was -1.47 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 7.13, which was -1.47 lower than the previous day. The implied volatity was 22.35, the open interest changed by 2 which increased total open position to 24
On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 8.6, which was 1.07 higher than the previous day. The implied volatity was 32.24, the open interest changed by 2 which increased total open position to 22
On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 7.53, which was -1.67 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 9.2, which was 0.7 higher than the previous day. The implied volatity was 27.38, the open interest changed by 4 which increased total open position to 19
On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 8.5, which was 0.48 higher than the previous day. The implied volatity was 25.14, the open interest changed by 9 which increased total open position to 14
On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 8.02, which was -0.02 lower than the previous day. The implied volatity was 24.93, the open interest changed by 1 which increased total open position to 5
On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 8.04, which was 0.99 higher than the previous day. The implied volatity was 30.85, the open interest changed by 1 which increased total open position to 4
On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 7.05, which was 0.65 higher than the previous day. The implied volatity was 27.62, the open interest changed by 0 which decreased total open position to 1
On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 6.4, which was -11.1 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 6.4, which was -11.1 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 6.4, which was -11.1 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 6.4, which was -11.1 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 6.4, which was -11.1 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 6.4, which was -11.1 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 6.4, which was -11.1 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 6.4, which was -11.1 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 6.4, which was -11.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 31 Oct IDFCFIRSTB was trading at 81.77. The strike last trading price was 6.4, which was -11.1 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 17.5, 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 17.5, 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 17.5, 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 17.5, 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 17.5, 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 17.5, 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 17.5, 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 17.5, 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































































































































































































































