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 92 CE
Delta: 0.03 Vega: 0.01 Theta: -0.01 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	80.91	0.07 ₹ 649.25	0.02 185.50	27.79	68 6,30,700	5 46,375	745 69,09,875

8 Dec	79.12	0.05 ₹ 463.75	-0.02 -185.50	29.56	103 9,55,325	3 27,825	740 68,63,500
5 Dec	80.87	0.07 ₹ 649.25	0 0.00	25.21	142 13,17,050	28 2,59,700	736 68,26,400
4 Dec	79.88	0.07 ₹ 649.25	-0.01 -92.75	26.69	70 6,49,250	7 64,925	708 65,66,700
3 Dec	80.58	0.08 ₹ 742	-0.04 -371.00	25.37	193 17,90,075	29 2,68,975	702 65,11,050
2 Dec	81.98	0.13 ₹ 1,205.75	0.08 742.00	24.09	209 19,38,475	16 1,48,400	673 62,42,075
1 Dec	80.71	0.07 ₹ 649.25	0.01 92.75	23.80	132 12,24,300	32 2,96,800	657 60,93,675
28 Nov	80.13	0.06 ₹ 556.5	-0.02 -185.50	22.61	245 22,72,375	114 10,57,350	625 57,96,875
27 Nov	80.50	0.09 ₹ 834.75	-0.01 -92.75	22.79	196 18,17,900	119 11,03,725	512 47,48,800
26 Nov	80.37	0.1 ₹ 927.5	-0.02 -185.50	23.43	312 28,93,800	148 13,72,700	392 36,35,800
25 Nov	79.35	0.13 ₹ 1,205.75	0.02 185.50	26.47	81 7,51,275	45 4,17,375	243 22,53,825
24 Nov	77.97	0.11 ₹ 1,020.25	-0.02 -185.50	28.33	75 6,95,625	32 2,96,800	199 18,45,725
21 Nov	78.33	0.13 ₹ 1,205.75	-0.06 -556.50	26.86	94 8,71,850	20 1,85,500	167 15,48,925
20 Nov	78.93	0.19 ₹ 1,762.25	-0.09 -834.75	27.30	94 8,71,850	29 2,68,975	147 13,63,425
19 Nov	79.61	0.28 ₹ 2,597	-0.07 -649.25	28.27	103 9,55,325	40 3,71,000	119 11,03,725
18 Nov	80.11	0.35 ₹ 3,246.25	-0.07 -649.25	28.41	56 5,19,400	5 46,375	79 7,32,725
17 Nov	81.01	0.43 ₹ 3,988.25	0.01 92.75	27.57	91 8,44,025	54 5,00,850	74 6,86,350
14 Nov	80.43	0.42 ₹ 3,895.5	0.07 649.25	27.20	27 2,50,425	19 1,76,225	19 1,76,225
7 Nov	81.47	0.35 ₹ 3,246.25	0 0.00	8.75	0 0	0 0	0 0

For Idfc First Bank Limited - strike price 92 expiring on 30DEC2025

Delta for 92 CE is 0.03

Historical price for 92 CE is as follows

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 0.07, which was 0.02 higher than the previous day. The implied volatity was 27.79, the open interest changed by 5 which increased total open position to 745

On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 0.05, which was -0.02 lower than the previous day. The implied volatity was 29.56, the open interest changed by 3 which increased total open position to 740

On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 0.07, which was 0 lower than the previous day. The implied volatity was 25.21, the open interest changed by 28 which increased total open position to 736

On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 0.07, which was -0.01 lower than the previous day. The implied volatity was 26.69, the open interest changed by 7 which increased total open position to 708

On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 0.08, which was -0.04 lower than the previous day. The implied volatity was 25.37, the open interest changed by 29 which increased total open position to 702

On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 0.13, which was 0.08 higher than the previous day. The implied volatity was 24.09, the open interest changed by 16 which increased total open position to 673

On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 0.07, which was 0.01 higher than the previous day. The implied volatity was 23.80, the open interest changed by 32 which increased total open position to 657

On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 0.06, which was -0.02 lower than the previous day. The implied volatity was 22.61, the open interest changed by 114 which increased total open position to 625

On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 0.09, which was -0.01 lower than the previous day. The implied volatity was 22.79, the open interest changed by 119 which increased total open position to 512

On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 0.1, which was -0.02 lower than the previous day. The implied volatity was 23.43, the open interest changed by 148 which increased total open position to 392

On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 0.13, which was 0.02 higher than the previous day. The implied volatity was 26.47, the open interest changed by 45 which increased total open position to 243

On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 0.11, which was -0.02 lower than the previous day. The implied volatity was 28.33, the open interest changed by 32 which increased total open position to 199

On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 0.13, which was -0.06 lower than the previous day. The implied volatity was 26.86, the open interest changed by 20 which increased total open position to 167

On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 0.19, which was -0.09 lower than the previous day. The implied volatity was 27.30, the open interest changed by 29 which increased total open position to 147

On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 0.28, which was -0.07 lower than the previous day. The implied volatity was 28.27, the open interest changed by 40 which increased total open position to 119

On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 0.35, which was -0.07 lower than the previous day. The implied volatity was 28.41, the open interest changed by 5 which increased total open position to 79

On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 0.43, which was 0.01 higher than the previous day. The implied volatity was 27.57, the open interest changed by 54 which increased total open position to 74

On 14 Nov IDFCFIRSTB was trading at 80.43. The strike last trading price was 0.42, which was 0.07 higher than the previous day. The implied volatity was 27.20, the open interest changed by 19 which increased total open position to 19

On 7 Nov IDFCFIRSTB was trading at 81.47. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 8.75, the open interest changed by 0 which decreased total open position to 0

IDFCFIRSTB 30DEC2025 92 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	80.91	10.5 ₹ 97,387.5	-0.35 -3246.25	-	11 1,02,025	0 0	34 3,15,350
8 Dec	79.12	10.85 ₹ 1,00,633.75	-0.37 -3431.75	-	0 0	0 0	34 3,15,350
5 Dec	80.87	10.85 ₹ 1,00,633.75	-0.37 -3431.75	35.16	10 92,750	-5 -46,375	34 3,15,350
4 Dec	79.88	11.22 ₹ 1,04,065.5	1.68 15582.00	-	0 0	8 74,200	0 0
3 Dec	80.58	11.22 ₹ 1,04,065.5	1.68 15582.00	37.42	18 1,66,950	7 64,925	38 3,52,450
2 Dec	81.98	9.55 ₹ 88,576.25	-1.6 -14840.00	27.46	14 1,29,850	4 37,100	25 2,31,875
1 Dec	80.71	11.15 ₹ 1,03,416.25	-0.38 -3524.50	35.37	21 1,94,775	-15 -1,39,125	19 1,76,225
28 Nov	80.13	11.53 ₹ 1,06,940.75	0.34 3153.50	36.91	7 64,925	-6 -55,650	35 3,24,625
27 Nov	80.50	11.19 ₹ 1,03,787.25	0.23 2133.25	38.75	8 74,200	0 0	41 3,80,275
26 Nov	80.37	10.96 ₹ 1,01,654	-1.28 -11872.00	26.95	3 27,825	-1 -9,275	41 3,80,275
25 Nov	79.35	12.23 ₹ 1,13,433.25	-0.72 -6678.00	35.01	9 83,475	5 46,375	42 3,89,550
24 Nov	77.97	12.95 ₹ 1,20,111.25	0.58 5379.50	-	4 37,100	3 27,825	37 3,43,175
21 Nov	78.33	12.37 ₹ 1,14,731.75	0.12 1113.00	-	4 37,100	3 27,825	34 3,15,350
20 Nov	78.93	12.25 ₹ 1,13,618.75	0.35 3246.25	27.68	12 1,11,300	11 1,02,025	30 2,78,250
19 Nov	79.61	11.9 ₹ 1,10,372.5	0.55 5101.25	31.30	11 1,02,025	9 83,475	17 1,57,675
18 Nov	80.11	11.35 ₹ 1,05,271.25	0.9 8347.50	29.49	5 46,375	4 37,100	7 64,925
17 Nov	81.01	10.45 ₹ 96,923.75	-10.75 -99706.25	-	0 0	0 0	0 0
14 Nov	80.43	10.45 ₹ 96,923.75	-10.75 -99706.25	-	0 0	0 0	0 0
7 Nov	81.47	10.45 ₹ 96,923.75	-10.75 -99706.25	32.90	3 27,825	2 18,550	2 18,550

For Idfc First Bank Limited - strike price 92 expiring on 30DEC2025

Delta for 92 PE is -

Historical price for 92 PE is as follows

On 9 Dec IDFCFIRSTB was trading at 80.91. The strike last trading price was 10.5, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34

On 8 Dec IDFCFIRSTB was trading at 79.12. The strike last trading price was 10.85, which was -0.37 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34

On 5 Dec IDFCFIRSTB was trading at 80.87. The strike last trading price was 10.85, which was -0.37 lower than the previous day. The implied volatity was 35.16, the open interest changed by -5 which decreased total open position to 34

On 4 Dec IDFCFIRSTB was trading at 79.88. The strike last trading price was 11.22, which was 1.68 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0

On 3 Dec IDFCFIRSTB was trading at 80.58. The strike last trading price was 11.22, which was 1.68 higher than the previous day. The implied volatity was 37.42, the open interest changed by 7 which increased total open position to 38

On 2 Dec IDFCFIRSTB was trading at 81.98. The strike last trading price was 9.55, which was -1.6 lower than the previous day. The implied volatity was 27.46, the open interest changed by 4 which increased total open position to 25

On 1 Dec IDFCFIRSTB was trading at 80.71. The strike last trading price was 11.15, which was -0.38 lower than the previous day. The implied volatity was 35.37, the open interest changed by -15 which decreased total open position to 19

On 28 Nov IDFCFIRSTB was trading at 80.13. The strike last trading price was 11.53, which was 0.34 higher than the previous day. The implied volatity was 36.91, the open interest changed by -6 which decreased total open position to 35

On 27 Nov IDFCFIRSTB was trading at 80.50. The strike last trading price was 11.19, which was 0.23 higher than the previous day. The implied volatity was 38.75, the open interest changed by 0 which decreased total open position to 41

On 26 Nov IDFCFIRSTB was trading at 80.37. The strike last trading price was 10.96, which was -1.28 lower than the previous day. The implied volatity was 26.95, the open interest changed by -1 which decreased total open position to 41

On 25 Nov IDFCFIRSTB was trading at 79.35. The strike last trading price was 12.23, which was -0.72 lower than the previous day. The implied volatity was 35.01, the open interest changed by 5 which increased total open position to 42

On 24 Nov IDFCFIRSTB was trading at 77.97. The strike last trading price was 12.95, which was 0.58 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 37

On 21 Nov IDFCFIRSTB was trading at 78.33. The strike last trading price was 12.37, which was 0.12 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 34

On 20 Nov IDFCFIRSTB was trading at 78.93. The strike last trading price was 12.25, which was 0.35 higher than the previous day. The implied volatity was 27.68, the open interest changed by 11 which increased total open position to 30

On 19 Nov IDFCFIRSTB was trading at 79.61. The strike last trading price was 11.9, which was 0.55 higher than the previous day. The implied volatity was 31.30, the open interest changed by 9 which increased total open position to 17

On 18 Nov IDFCFIRSTB was trading at 80.11. The strike last trading price was 11.35, which was 0.9 higher than the previous day. The implied volatity was 29.49, the open interest changed by 4 which increased total open position to 7

On 17 Nov IDFCFIRSTB was trading at 81.01. The strike last trading price was 10.45, which was -10.75 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 -10.75 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 -10.75 lower than the previous day. The implied volatity was 32.90, the open interest changed by 2 which increased total open position to 2

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