IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
02 Nov 2025 04:11 PM IST
| IDFCFIRSTB 25-NOV-2025 80 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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
































































































































































































































