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 90 CE
Delta: 0.06 Vega: 0.02 Theta: -0.02 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI

9 Dec	80.91	0.13 ₹ 1,205.75	0.04 371.00	26.78	540 50,08,500	-136 -12,61,400	1,513 1,40,33,075
8 Dec	79.12	0.1 ₹ 927.5	-0.02 -185.50	29.17	790 73,27,250	108 10,01,700	1,648 1,52,85,200
5 Dec	80.87	0.13 ₹ 1,205.75	0.01 92.75	24.19	496 46,00,400	-32 -2,96,800	1,544 1,43,20,600
4 Dec	79.88	0.13 ₹ 1,205.75	-0.02 -185.50	25.97	286 26,52,650	15 1,39,125	1,566 1,45,24,650
3 Dec	80.58	0.16 ₹ 1,484	-0.08 -742.00	24.98	844 78,28,100	68 6,30,700	1,539 1,42,74,225
2 Dec	81.98	0.24 ₹ 2,226	0.1 927.50	23.38	1,210 1,12,22,750	109 10,10,975	1,461 1,35,50,775
1 Dec	80.71	0.14 ₹ 1,298.5	0.01 92.75	23.32	406 37,65,650	72 6,67,800	1,337 1,24,00,675
28 Nov	80.13	0.13 ₹ 1,205.75	-0.03 -278.25	22.46	246 22,81,650	60 5,56,500	1,264 1,17,23,600
27 Nov	80.50	0.17 ₹ 1,576.75	-0.01 -92.75	22.20	451 41,83,025	75 6,95,625	1,206 1,11,85,650
26 Nov	80.37	0.19 ₹ 1,762.25	0.01 92.75	23.20	928 86,07,200	259 24,02,225	1,127 1,04,52,925
25 Nov	79.35	0.19 ₹ 1,762.25	0.03 278.25	25.08	234 21,70,350	48 4,45,200	868 80,50,700
24 Nov	77.97	0.16 ₹ 1,484	-0.04 -371.00	27.09	246 22,81,650	80 7,42,000	817 75,77,675
21 Nov	78.33	0.21 ₹ 1,947.75	-0.09 -834.75	26.26	246 22,81,650	85 7,88,375	737 68,35,675
20 Nov	78.93	0.3 ₹ 2,782.5	-0.13 -1205.75	26.76	200 18,55,000	15 1,39,125	652 60,47,300
19 Nov	79.61	0.44 ₹ 4,081	-0.1 -927.50	28.01	360 33,39,000	78 7,23,450	615 57,04,125
18 Nov	80.11	0.55 ₹ 5,101.25	-0.08 -742.00	28.34	263 24,39,325	55 5,10,125	537 49,80,675
17 Nov	81.01	0.63 ₹ 5,843.25	0.02 185.50	26.94	271 25,13,525	56 5,19,400	481 44,61,275
14 Nov	80.43	0.6 ₹ 5,565	0.03 278.25	26.41	96 8,90,400	24 2,22,600	421 39,04,775
13 Nov	80.00	0.56 ₹ 5,194	-0.21 -1947.75	27.04	141 13,07,775	41 3,80,275	397 36,82,175
12 Nov	81.58	0.75 ₹ 6,956.25	0.15 1391.25	25.57	148 13,72,700	33 3,06,075	355 32,92,625
11 Nov	80.69	0.64 ₹ 5,936	-0.08 -742.00	25.78	111 10,29,525	-8 -74,200	322 29,86,550
10 Nov	81.21	0.72 ₹ 6,678	-0.07 -649.25	25.50	34 3,15,350	3 27,825	329 30,51,475
7 Nov	81.47	0.79 ₹ 7,327.25	0.1 927.50	24.95	104 9,64,600	20 1,85,500	326 30,23,650
6 Nov	80.37	0.69 ₹ 6,399.75	-0.14 -1298.50	25.82	42 3,89,550	-4 -37,100	306 28,38,150
4 Nov	81.13	0.83 ₹ 7,698.25	-0.22 -2040.50	25.30	71 6,58,525	5 46,375	307 28,47,425
3 Nov	81.99	1.06 ₹ 9,831.5	0.01 92.75	25.20	106 9,83,150	3 27,825	301 27,91,775
31 Oct	81.77	1.05 ₹ 9,738.75	0.5 4637.50	-	417 38,67,675	249 23,09,475	298 27,63,950
30 Oct	78.93	0.55 ₹ 5,101.25	0.1 927.50	24.95	58 5,37,950	49 4,54,475	49 4,54,475

For Idfc First Bank Limited - strike price 90 expiring on 30DEC2025

Delta for 90 CE is 0.06

Historical price for 90 CE is as follows

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 0.13, which was 0.04 higher than the previous day. The implied volatity was 26.78, the open interest changed by -136 which decreased total open position to 1513

On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 0.1, which was -0.02 lower than the previous day. The implied volatity was 29.17, the open interest changed by 108 which increased total open position to 1648

On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 0.13, which was 0.01 higher than the previous day. The implied volatity was 24.19, the open interest changed by -32 which decreased total open position to 1544

On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 0.13, which was -0.02 lower than the previous day. The implied volatity was 25.97, the open interest changed by 15 which increased total open position to 1566

On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 0.16, which was -0.08 lower than the previous day. The implied volatity was 24.98, the open interest changed by 68 which increased total open position to 1539

On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 0.24, which was 0.1 higher than the previous day. The implied volatity was 23.38, the open interest changed by 109 which increased total open position to 1461

On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 0.14, which was 0.01 higher than the previous day. The implied volatity was 23.32, the open interest changed by 72 which increased total open position to 1337

On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 0.13, which was -0.03 lower than the previous day. The implied volatity was 22.46, the open interest changed by 60 which increased total open position to 1264

On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 0.17, which was -0.01 lower than the previous day. The implied volatity was 22.20, the open interest changed by 75 which increased total open position to 1206

On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 0.19, which was 0.01 higher than the previous day. The implied volatity was 23.20, the open interest changed by 259 which increased total open position to 1127

On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 0.19, which was 0.03 higher than the previous day. The implied volatity was 25.08, the open interest changed by 48 which increased total open position to 868

On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 0.16, which was -0.04 lower than the previous day. The implied volatity was 27.09, the open interest changed by 80 which increased total open position to 817

On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 0.21, which was -0.09 lower than the previous day. The implied volatity was 26.26, the open interest changed by 85 which increased total open position to 737

On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 0.3, which was -0.13 lower than the previous day. The implied volatity was 26.76, the open interest changed by 15 which increased total open position to 652

On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 0.44, which was -0.1 lower than the previous day. The implied volatity was 28.01, the open interest changed by 78 which increased total open position to 615

On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 0.55, which was -0.08 lower than the previous day. The implied volatity was 28.34, the open interest changed by 55 which increased total open position to 537

On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 0.63, which was 0.02 higher than the previous day. The implied volatity was 26.94, the open interest changed by 56 which increased total open position to 481

On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 0.6, which was 0.03 higher than the previous day. The implied volatity was 26.41, the open interest changed by 24 which increased total open position to 421

On 13 Nov IDFCFIRSTB was trading at 80.00. The strike last trading price was 0.56, which was -0.21 lower than the previous day. The implied volatity was 27.04, the open interest changed by 41 which increased total open position to 397

On 12 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 25.57, the open interest changed by 33 which increased total open position to 355

On 11 Nov IDFCFIRSTB was trading at 80.69. The strike last trading price was 0.64, which was -0.08 lower than the previous day. The implied volatity was 25.78, the open interest changed by -8 which decreased total open position to 322

On 10 Nov IDFCFIRSTB was trading at 81.21. The strike last trading price was 0.72, which was -0.07 lower than the previous day. The implied volatity was 25.50, the open interest changed by 3 which increased total open position to 329

On 7 Nov IDFCFIRSTB was trading at 81.47. The strike last trading price was 0.79, which was 0.1 higher than the previous day. The implied volatity was 24.95, the open interest changed by 20 which increased total open position to 326

On 6 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 0.69, which was -0.14 lower than the previous day. The implied volatity was 25.82, the open interest changed by -4 which decreased total open position to 306

On 4 Nov IDFCFIRSTB was trading at 81.13. The strike last trading price was 0.83, which was -0.22 lower than the previous day. The implied volatity was 25.30, the open interest changed by 5 which increased total open position to 307

On 3 Nov IDFCFIRSTB was trading at 81.99. The strike last trading price was 1.06, which was 0.01 higher than the previous day. The implied volatity was 25.20, the open interest changed by 3 which increased total open position to 301

On 31 Oct IDFCFIRSTB was trading at 81.77. The strike last trading price was 1.05, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 249 which increased total open position to 298

On 30 Oct IDFCFIRSTB was trading at 78.93. The strike last trading price was 0.55, which was 0.1 higher than the previous day. The implied volatity was 24.95, the open interest changed by 49 which increased total open position to 49

IDFCFIRSTB 30DEC2025 90 PE
Delta: -0.79 Vega: 0.06 Theta: -0.05 Gamma: 0.03
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	80.91	9.75 ₹ 90,431.25	-1.1 -10202.50	49.08	1 9,275	0 0	76 7,04,900
8 Dec	79.12	10.85 ₹ 1,00,633.75	1.97 18271.75	39.66	9 83,475	-2 -18,550	75 6,95,625
5 Dec	80.87	8.88 ₹ 82,362	-0.72 -6678.00	30.90	5 46,375	2 18,550	76 7,04,900
4 Dec	79.88	9.6 ₹ 89,040	0.29 2689.75	25.51	15 1,39,125	-2 -18,550	74 6,86,350
3 Dec	80.58	9.31 ₹ 86,350.25	1.61 14932.75	34.30	35 3,24,625	-1 -9,275	77 7,14,175
2 Dec	81.98	7.74 ₹ 71,788.5	-1.37 -12706.75	27.14	37 3,43,175	0 0	77 7,14,175
1 Dec	80.71	9.12 ₹ 84,588	0.04 371.00	29.88	7 64,925	3 27,825	76 7,04,900
28 Nov	80.13	8.97 ₹ 83,196.75	-0.14 -1298.50	-	0 0	32 2,96,800	0 0
27 Nov	80.50	8.97 ₹ 83,196.75	-0.14 -1298.50	30.13	53 4,91,575	31 2,87,525	72 6,67,800
26 Nov	80.37	9.21 ₹ 85,422.75	-1.19 -11037.25	28.60	48 4,45,200	20 1,85,500	40 3,71,000
25 Nov	79.35	10.4 ₹ 96,460	-1.25 -11593.75	33.84	2 18,550	1 9,275	19 1,76,225
24 Nov	77.97	11.65 ₹ 1,08,053.75	1.31 12150.25	29.42	3 27,825	2 18,550	17 1,57,675
21 Nov	78.33	10.34 ₹ 95,903.5	0.59 5472.25	-	0 0	1 9,275	0 0
20 Nov	78.93	10.34 ₹ 95,903.5	0.59 5472.25	26.09	1 9,275	0 0	14 1,29,850
19 Nov	79.61	9.75 ₹ 90,431.25	0.75 6956.25	-	0 0	0 0	0 0
18 Nov	80.11	9.75 ₹ 90,431.25	0.75 6956.25	-	0 0	0 0	0 0
17 Nov	81.01	9.75 ₹ 90,431.25	0.75 6956.25	-	0 0	-11 -1,02,025	0 0
14 Nov	80.43	9.75 ₹ 90,431.25	0.75 6956.25	36.22	33 3,06,075	-13 -1,20,575	12 1,11,300
13 Nov	80.00	9 ₹ 83,475	0.85 7883.75	-	25 2,31,875	19 1,76,225	20 1,85,500
12 Nov	81.58	8.15 ₹ 75,591.25	-11.2 -103880.00	-	0 0	0 0	0 0
11 Nov	80.69	8.15 ₹ 75,591.25	-11.2 -103880.00	-	0 0	0 0	0 0
10 Nov	81.21	8.15 ₹ 75,591.25	-11.2 -103880.00	-	0 0	0 0	0 0
7 Nov	81.47	8.15 ₹ 75,591.25	-11.2 -103880.00	-	0 0	0 0	0 0
6 Nov	80.37	8.15 ₹ 75,591.25	-11.2 -103880.00	-	0 0	0 0	0 0
4 Nov	81.13	8.15 ₹ 75,591.25	-11.2 -103880.00	-	0 0	1 9,275	0 0
3 Nov	81.99	8.15 ₹ 75,591.25	-11.2 -103880.00	29.19	1 9,275	0 0	0 0
31 Oct	81.77	19.35 ₹ 1,79,471.25	0 0.00	-	0 0	0 0	0 0
30 Oct	78.93	19.35 ₹ 1,79,471.25	0 0.00	-	0 0	0 0	0 0

For Idfc First Bank Limited - strike price 90 expiring on 30DEC2025

Delta for 90 PE is -0.79

Historical price for 90 PE is as follows

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 9.75, which was -1.1 lower than the previous day. The implied volatity was 49.08, the open interest changed by 0 which decreased total open position to 76

On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 10.85, which was 1.97 higher than the previous day. The implied volatity was 39.66, the open interest changed by -2 which decreased total open position to 75

On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 8.88, which was -0.72 lower than the previous day. The implied volatity was 30.90, the open interest changed by 2 which increased total open position to 76

On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 9.6, which was 0.29 higher than the previous day. The implied volatity was 25.51, the open interest changed by -2 which decreased total open position to 74

On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 9.31, which was 1.61 higher than the previous day. The implied volatity was 34.30, the open interest changed by -1 which decreased total open position to 77

On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 7.74, which was -1.37 lower than the previous day. The implied volatity was 27.14, the open interest changed by 0 which decreased total open position to 77

On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 9.12, which was 0.04 higher than the previous day. The implied volatity was 29.88, the open interest changed by 3 which increased total open position to 76

On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 8.97, which was -0.14 lower than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 0

On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 8.97, which was -0.14 lower than the previous day. The implied volatity was 30.13, the open interest changed by 31 which increased total open position to 72

On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 9.21, which was -1.19 lower than the previous day. The implied volatity was 28.60, the open interest changed by 20 which increased total open position to 40

On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 10.4, which was -1.25 lower than the previous day. The implied volatity was 33.84, the open interest changed by 1 which increased total open position to 19

On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 11.65, which was 1.31 higher than the previous day. The implied volatity was 29.42, the open interest changed by 2 which increased total open position to 17

On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 10.34, which was 0.59 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 10.34, which was 0.59 higher than the previous day. The implied volatity was 26.09, the open interest changed by 0 which decreased total open position to 14

On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 9.75, which was 0.75 higher 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 9.75, which was 0.75 higher 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 9.75, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 0

On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 9.75, which was 0.75 higher than the previous day. The implied volatity was 36.22, the open interest changed by -13 which decreased total open position to 12

On 13 Nov IDFCFIRSTB was trading at 80.00. The strike last trading price was 9, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 20

On 12 Nov IDFCFIRSTB was trading at 81.58. The strike last trading price was 8.15, which was -11.2 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 8.15, which was -11.2 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 8.15, which was -11.2 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 8.15, which was -11.2 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 8.15, which was -11.2 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 8.15, which was -11.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 3 Nov IDFCFIRSTB was trading at 81.99. The strike last trading price was 8.15, which was -11.2 lower than the previous day. The implied volatity was 29.19, 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 19.35, 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 19.35, 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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