IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
09 Dec 2025 04:11 PM IST
| IDFCFIRSTB 30-DEC-2025 89 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.03
Theta: -0.02
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 80.91 | 0.17 | 0.06 | 26.01 | 84 | -15 | 204 | |||||||||
| 8 Dec | 79.12 | 0.11 | -0.06 | 27.54 | 74 | -19 | 219 | |||||||||
| 5 Dec | 80.87 | 0.17 | 0.01 | 23.46 | 86 | 0 | 239 | |||||||||
| 4 Dec | 79.88 | 0.16 | -0.05 | 25.05 | 60 | 21 | 244 | |||||||||
| 3 Dec | 80.58 | 0.21 | -0.11 | 24.33 | 118 | 45 | 223 | |||||||||
| 2 Dec | 81.98 | 0.32 | 0.14 | 22.94 | 134 | 21 | 180 | |||||||||
| 1 Dec | 80.71 | 0.19 | 0.02 | 22.90 | 41 | -11 | 160 | |||||||||
| 28 Nov | 80.13 | 0.18 | -0.03 | 22.17 | 39 | 8 | 173 | |||||||||
| 27 Nov | 80.50 | 0.21 | -0.03 | 21.35 | 164 | 67 | 165 | |||||||||
| 26 Nov | 80.37 | 0.25 | 0.03 | 22.80 | 77 | 7 | 100 | |||||||||
| 25 Nov | 79.35 | 0.23 | 0.05 | 24.32 | 52 | 10 | 93 | |||||||||
| 24 Nov | 77.97 | 0.18 | -0.06 | 26.02 | 25 | 10 | 83 | |||||||||
| 21 Nov | 78.33 | 0.23 | -0.13 | 25.06 | 63 | 3 | 70 | |||||||||
| 20 Nov | 78.93 | 0.36 | -0.15 | 26.17 | 30 | 0 | 66 | |||||||||
| 19 Nov | 79.61 | 0.51 | -0.14 | 27.27 | 30 | 8 | 68 | |||||||||
| 18 Nov | 80.11 | 0.69 | -0.12 | 28.41 | 48 | 15 | 62 | |||||||||
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| 17 Nov | 81.01 | 0.81 | 0.06 | 27.25 | 36 | 19 | 47 | |||||||||
| 14 Nov | 80.43 | 0.75 | -0.22 | - | 0 | 9 | 0 | |||||||||
| 13 Nov | 80.00 | 0.75 | -0.22 | 27.77 | 15 | 10 | 29 | |||||||||
| 12 Nov | 81.58 | 0.97 | -0.63 | 26.05 | 21 | 20 | 20 | |||||||||
| 11 Nov | 80.69 | 1.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 81.21 | 1.6 | 0 | 6.86 | 0 | 0 | 0 | |||||||||
| 7 Nov | 81.47 | 1.6 | 0 | 6.37 | 0 | 0 | 0 | |||||||||
| 6 Nov | 80.37 | 1.6 | 0 | 7.29 | 0 | 0 | 0 | |||||||||
| 4 Nov | 81.13 | 1.6 | 0 | 6.43 | 0 | 0 | 0 | |||||||||
| 3 Nov | 81.99 | 1.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 81.77 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 78.93 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Idfc First Bank Limited - strike price 89 expiring on 30DEC2025
Delta for 89 CE is 0.08
Historical price for 89 CE is as follows
On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 0.17, which was 0.06 higher than the previous day. The implied volatity was 26.01, the open interest changed by -15 which decreased total open position to 204
On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 0.11, which was -0.06 lower than the previous day. The implied volatity was 27.54, the open interest changed by -19 which decreased total open position to 219
On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 0.17, which was 0.01 higher than the previous day. The implied volatity was 23.46, the open interest changed by 0 which decreased total open position to 239
On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 0.16, which was -0.05 lower than the previous day. The implied volatity was 25.05, the open interest changed by 21 which increased total open position to 244
On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 0.21, which was -0.11 lower than the previous day. The implied volatity was 24.33, the open interest changed by 45 which increased total open position to 223
On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 0.32, which was 0.14 higher than the previous day. The implied volatity was 22.94, the open interest changed by 21 which increased total open position to 180
On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 0.19, which was 0.02 higher than the previous day. The implied volatity was 22.90, the open interest changed by -11 which decreased total open position to 160
On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 0.18, which was -0.03 lower than the previous day. The implied volatity was 22.17, the open interest changed by 8 which increased total open position to 173
On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 0.21, which was -0.03 lower than the previous day. The implied volatity was 21.35, the open interest changed by 67 which increased total open position to 165
On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 0.25, which was 0.03 higher than the previous day. The implied volatity was 22.80, the open interest changed by 7 which increased total open position to 100
On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 0.23, which was 0.05 higher than the previous day. The implied volatity was 24.32, the open interest changed by 10 which increased total open position to 93
On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 0.18, which was -0.06 lower than the previous day. The implied volatity was 26.02, the open interest changed by 10 which increased total open position to 83
On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 0.23, which was -0.13 lower than the previous day. The implied volatity was 25.06, the open interest changed by 3 which increased total open position to 70
On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 0.36, which was -0.15 lower than the previous day. The implied volatity was 26.17, the open interest changed by 0 which decreased total open position to 66
On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 0.51, which was -0.14 lower than the previous day. The implied volatity was 27.27, the open interest changed by 8 which increased total open position to 68
On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 0.69, which was -0.12 lower than the previous day. The implied volatity was 28.41, the open interest changed by 15 which increased total open position to 62
On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 0.81, which was 0.06 higher than the previous day. The implied volatity was 27.25, the open interest changed by 19 which increased total open position to 47
On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 0.75, which was -0.22 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0
On 13 Nov IDFCFIRSTB was trading at 80.00. The strike last trading price was 0.75, which was -0.22 lower than the previous day. The implied volatity was 27.77, the open interest changed by 10 which increased total open position to 29
On 12 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 0.97, which was -0.63 lower than the previous day. The implied volatity was 26.05, the open interest changed by 20 which increased total open position to 20
On 11 Nov IDFCFIRSTB was trading at 80.69. The strike last trading price was 1.6, 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 1.6, which was 0 lower than the previous day. The implied volatity was 6.86, 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 1.6, which was 0 lower than the previous day. The implied volatity was 6.37, 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 1.6, which was 0 lower than the previous day. The implied volatity was 7.29, 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 1.6, which was 0 lower than the previous day. The implied volatity was 6.43, 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 1.6, 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 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
| IDFCFIRSTB 30DEC2025 89 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 | 10.45 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 79.12 | 10.45 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 80.87 | 10.45 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 79.88 | 10.45 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 80.58 | 10.45 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 81.98 | 10.45 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 80.71 | 10.45 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 80.13 | 10.45 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 80.50 | 10.45 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 80.37 | 10.45 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 79.35 | 10.45 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 77.97 | 10.45 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 78.33 | 10.45 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 78.93 | 10.45 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 79.61 | 10.45 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 80.11 | 10.45 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 81.01 | 10.45 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 80.43 | 10.45 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 80.00 | 10.45 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 81.58 | 10.45 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 80.69 | 10.45 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 81.21 | 10.45 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 81.47 | 10.45 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 80.37 | 10.45 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 81.13 | 10.45 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 81.99 | 10.45 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 81.77 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 78.93 | 0 | 0 | - | 0 | 0 | 0 |
For Idfc First Bank Limited - strike price 89 expiring on 30DEC2025
Delta for 89 PE is -
Historical price for 89 PE is as follows
On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 10.45, 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 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 10.45, 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 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 10.45, 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 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 10.45, 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 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 10.45, 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 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 10.45, 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 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 10.45, 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 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 10.45, 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 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 10.45, 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 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 10.45, 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 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 10.45, 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 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 10.45, 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 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 10.45, 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 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 10.45, 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 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 10.45, 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 10.45, 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 10.45, 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 10.45, 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 10.45, 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 10.45, 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 10.45, 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 10.45, 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 10.45, 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 10.45, 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 10.45, 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 10.45, 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 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































































































































































































































