[--[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 88 CE
Delta: 0.10
Vega: 0.03
Theta: -0.02
Gamma: 0.04
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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