[--[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 89 CE
Delta: 0.08
Vega: 0.03
Theta: -0.02
Gamma: 0.03
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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