IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
26 Oct 2025 01:40 AM IST
| IDFCFIRSTB 28-OCT-2025 75 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 Oct | 78.20 | 3.25 | -0.95 | - | 516 | -183 | 924 | |||||||||
| 25 Oct | 78.20 | 3.25 | -0.95 | - | 516 | -183 | 924 | |||||||||
| 18 Oct | 71.88 | 0.65 | -0.15 | - | 2,027 | -51 | 3,190 | |||||||||
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| 15 Oct | 72.80 | 1.1 | -0.3 | - | 4,049 | -27 | 3,232 | |||||||||
| 28 Sept | 68.59 | 0.5 | -0.25 | 27.42 | 510 | 92 | 908 | |||||||||
| 21 Sept | 71.75 | 1.5 | -0.05 | 26.75 | 192 | 20 | 377 | |||||||||
| 18 Sept | 71.95 | 1.55 | -0.1 | 26.52 | 242 | 59 | 363 | |||||||||
| 14 Sept | 72.04 | 1.65 | -0.2 | 24.65 | 140 | 7 | 248 | |||||||||
For Idfc First Bank Limited - strike price 75 expiring on 28OCT2025
Delta for 75 CE is -
Historical price for 75 CE is as follows
On 26 Oct IDFCFIRSTB was trading at 78.20. The strike last trading price was 3.25, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by -183 which decreased total open position to 924
On 25 Oct IDFCFIRSTB was trading at 78.20. The strike last trading price was 3.25, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by -183 which decreased total open position to 924
On 18 Oct IDFCFIRSTB was trading at 71.88. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -51 which decreased total open position to 3190
On 15 Oct IDFCFIRSTB was trading at 72.80. The strike last trading price was 1.1, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by -27 which decreased total open position to 3232
On 28 Sept IDFCFIRSTB was trading at 68.59. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 27.42, the open interest changed by 92 which increased total open position to 908
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 1.5, which was -0.05 lower than the previous day. The implied volatity was 26.75, the open interest changed by 20 which increased total open position to 377
On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 1.55, which was -0.1 lower than the previous day. The implied volatity was 26.52, the open interest changed by 59 which increased total open position to 363
On 14 Sept IDFCFIRSTB was trading at 72.04. The strike last trading price was 1.65, which was -0.2 lower than the previous day. The implied volatity was 24.65, the open interest changed by 7 which increased total open position to 248
| IDFCFIRSTB 28OCT2025 75 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 Oct | 78.20 | 0.1 | 0 | - | 381 | 71 | 935 |
| 25 Oct | 78.20 | 0.1 | 0 | - | 381 | 71 | 935 |
| 18 Oct | 71.88 | 3.6 | -0.2 | - | 119 | -6 | 663 |
| 15 Oct | 72.80 | 2.95 | 0.45 | - | 523 | 11 | 679 |
| 28 Sept | 68.59 | 6.35 | 1.2 | 30.26 | 76 | 34 | 317 |
| 21 Sept | 71.75 | 4.15 | 0.15 | 28.86 | 47 | 32 | 147 |
| 18 Sept | 71.95 | 4 | 0 | 27.61 | 68 | 49 | 117 |
| 14 Sept | 72.04 | 3.85 | 0.1 | 26.07 | 5 | 5 | 56 |
For Idfc First Bank Limited - strike price 75 expiring on 28OCT2025
Delta for 75 PE is -
Historical price for 75 PE is as follows
On 26 Oct IDFCFIRSTB was trading at 78.20. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 71 which increased total open position to 935
On 25 Oct IDFCFIRSTB was trading at 78.20. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 71 which increased total open position to 935
On 18 Oct IDFCFIRSTB was trading at 71.88. The strike last trading price was 3.6, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 663
On 15 Oct IDFCFIRSTB was trading at 72.80. The strike last trading price was 2.95, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 679
On 28 Sept IDFCFIRSTB was trading at 68.59. The strike last trading price was 6.35, which was 1.2 higher than the previous day. The implied volatity was 30.26, the open interest changed by 34 which increased total open position to 317
On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 4.15, which was 0.15 higher than the previous day. The implied volatity was 28.86, the open interest changed by 32 which increased total open position to 147
On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 27.61, the open interest changed by 49 which increased total open position to 117
On 14 Sept IDFCFIRSTB was trading at 72.04. The strike last trading price was 3.85, which was 0.1 higher than the previous day. The implied volatity was 26.07, the open interest changed by 5 which increased total open position to 56
