[--[65.84.65.76]--]

IDFCFIRSTB

Idfc First Bank Limited
81.77 +2.84 (3.60%)
L: 78.67 H: 82.65

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Historical option data for IDFCFIRSTB

02 Nov 2025 04:11 PM IST
IDFCFIRSTB 25-NOV-2025 80 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
2 Nov 81.77 3.5 1.6 - 6,278 -723 2,224
1 Nov 81.77 3.5 1.6 - 6,278 -723 2,224
27 Oct 78.03 1.85 -0.1 - 1,196 279 2,600
26 Oct 78.20 2 -0.45 - 1,608 554 2,301
25 Oct 78.20 2 -0.45 - 1,608 554 2,301
18 Oct 71.88 0.7 0.05 - 229 71 490
15 Oct 72.80 0.85 -0.1 - 124 30 258
28 Sept 68.59 0.5 -0.2 28.60 15 5 41
21 Sept 71.75 1.1 0 27.28 7 1 17
18 Sept 71.95 1.1 0 26.51 5 2 16


For Idfc First Bank Limited - strike price 80 expiring on 25NOV2025

Delta for 80 CE is -

Historical price for 80 CE is as follows

On 2 Nov IDFCFIRSTB was trading at 81.77. The strike last trading price was 3.5, which was 1.6 higher than the previous day. The implied volatity was -, the open interest changed by -723 which decreased total open position to 2224


On 1 Nov IDFCFIRSTB was trading at 81.77. The strike last trading price was 3.5, which was 1.6 higher than the previous day. The implied volatity was -, the open interest changed by -723 which decreased total open position to 2224


On 27 Oct IDFCFIRSTB was trading at 78.03. The strike last trading price was 1.85, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 279 which increased total open position to 2600


On 26 Oct IDFCFIRSTB was trading at 78.20. The strike last trading price was 2, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 554 which increased total open position to 2301


On 25 Oct IDFCFIRSTB was trading at 78.20. The strike last trading price was 2, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 554 which increased total open position to 2301


On 18 Oct IDFCFIRSTB was trading at 71.88. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 71 which increased total open position to 490


On 15 Oct IDFCFIRSTB was trading at 72.80. The strike last trading price was 0.85, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 258


On 28 Sept IDFCFIRSTB was trading at 68.59. The strike last trading price was 0.5, which was -0.2 lower than the previous day. The implied volatity was 28.60, the open interest changed by 5 which increased total open position to 41


On 21 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 27.28, the open interest changed by 1 which increased total open position to 17


On 18 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 26.51, the open interest changed by 2 which increased total open position to 16


IDFCFIRSTB 25NOV2025 80 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
2 Nov 81.77 1.35 -1.1 - 3,029 442 1,298
1 Nov 81.77 1.35 -1.1 - 3,029 442 1,298
27 Oct 78.03 3.15 0 - 246 39 803
26 Oct 78.20 3.15 0.4 - 225 69 764
25 Oct 78.20 3.15 0.4 - 225 69 764
18 Oct 71.88 8.1 -0.05 - 20 12 36
15 Oct 72.80 7.4 1.4 - 7 5 7
28 Sept 68.59 12.15 0 - 0 0 0
21 Sept 71.75 12.15 0 - 0 0 0
18 Sept 71.95 12.15 0 - 0 0 0


For Idfc First Bank Limited - strike price 80 expiring on 25NOV2025

Delta for 80 PE is -

Historical price for 80 PE is as follows

On 2 Nov IDFCFIRSTB was trading at 81.77. The strike last trading price was 1.35, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 442 which increased total open position to 1298


On 1 Nov IDFCFIRSTB was trading at 81.77. The strike last trading price was 1.35, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 442 which increased total open position to 1298


On 27 Oct IDFCFIRSTB was trading at 78.03. The strike last trading price was 3.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 39 which increased total open position to 803


On 26 Oct IDFCFIRSTB was trading at 78.20. The strike last trading price was 3.15, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 69 which increased total open position to 764


On 25 Oct IDFCFIRSTB was trading at 78.20. The strike last trading price was 3.15, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 69 which increased total open position to 764


On 18 Oct IDFCFIRSTB was trading at 71.88. The strike last trading price was 8.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 36


On 15 Oct IDFCFIRSTB was trading at 72.80. The strike last trading price was 7.4, which was 1.4 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 7


On 28 Sept IDFCFIRSTB was trading at 68.59. The strike last trading price was 12.15, 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 Sept IDFCFIRSTB was trading at 71.75. The strike last trading price was 12.15, 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 Sept IDFCFIRSTB was trading at 71.95. The strike last trading price was 12.15, 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