IDFCFIRSTB
Idfc First Bank Limited
Historical option data for IDFCFIRSTB
01 Apr 2026 04:11 PM IST
| IDFCFIRSTB 28-Apr-2026 (27d) 64 CE | ||||||||||||||||
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Delta: 0.34
Vega: 0.06
Theta: -0.05
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Apr | 60.18 | 1.4 | 0.1 | 40.83 | 211 | 29 | 332 | |||||||||
| 30 Mar | 58.85 | 1.25 | -1.18 | 43.98 | 386 | 75 | 302 | |||||||||
| 27 Mar | 61.87 | 2.44 | -0.71 | 42.96 | 120 | 41 | 227 | |||||||||
| 25 Mar | 63.24 | 3.16 | 0.48 | 42.01 | 91 | 30 | 187 | |||||||||
| 24 Mar | 62.09 | 2.7 | 0.39 | 43.03 | 15 | 5 | 157 | |||||||||
| 23 Mar | 60.24 | 2.31 | -0.87 | 48.14 | 31 | 11 | 152 | |||||||||
| 20 Mar | 62.95 | 3.2 | 0.15 | 40.61 | 26 | 18 | 140 | |||||||||
| 19 Mar | 62.61 | 3.16 | -1.09 | 40.32 | 125 | 48 | 121 | |||||||||
| 18 Mar | 65.26 | 4.25 | 0.7 | 36.56 | 43 | 23 | 74 | |||||||||
| 17 Mar | 63.66 | 3.55 | 0.29 | 38.78 | 28 | 18 | 51 | |||||||||
| 16 Mar | 62.81 | 3.3 | 0.15 | 40.89 | 39 | 21 | 32 | |||||||||
| 13 Mar | 62.57 | 3.1 | -1.4 | 38.38 | 12 | 5 | 6 | |||||||||
| 12 Mar | 64.78 | 4.46 | -0.89 | 38.85 | 3 | 1 | 2 | |||||||||
| 11 Mar | 66.16 | 5.35 | -15.31 | 40.39 | 1 | 0 | 0 | |||||||||
| 10 Mar | 67.27 | 20.66 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 66.76 | 20.66 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 69.98 | 20.66 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 70.40 | 20.66 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 70.06 | 20.66 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 71.78 | 20.66 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 73.48 | 20.66 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 72.81 | 20.66 | 0 | - | 0 | 0 | 0 | |||||||||
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| 25 Feb | 70.22 | 20.66 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 70.97 | 20.66 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 70.04 | 20.66 | 0 | - | 0 | 0 | 0 | |||||||||
For Idfc First Bank Limited - strike price 64 expiring on 28APR2026
Delta for 64 CE is 0.34
Historical price for 64 CE is as follows
On 1 Apr IDFCFIRSTB was trading at 60.18. The strike last trading price was 1.4, which was 0.1 higher than the previous day. The implied volatity was 40.83, the open interest changed by 29 which increased total open position to 332
On 30 Mar IDFCFIRSTB was trading at 58.85. The strike last trading price was 1.25, which was -1.18 lower than the previous day. The implied volatity was 43.98, the open interest changed by 75 which increased total open position to 302
On 27 Mar IDFCFIRSTB was trading at 61.87. The strike last trading price was 2.44, which was -0.71 lower than the previous day. The implied volatity was 42.96, the open interest changed by 41 which increased total open position to 227
On 25 Mar IDFCFIRSTB was trading at 63.24. The strike last trading price was 3.16, which was 0.48 higher than the previous day. The implied volatity was 42.01, the open interest changed by 30 which increased total open position to 187
On 24 Mar IDFCFIRSTB was trading at 62.09. The strike last trading price was 2.7, which was 0.39 higher than the previous day. The implied volatity was 43.03, the open interest changed by 5 which increased total open position to 157
On 23 Mar IDFCFIRSTB was trading at 60.24. The strike last trading price was 2.31, which was -0.87 lower than the previous day. The implied volatity was 48.14, the open interest changed by 11 which increased total open position to 152
On 20 Mar IDFCFIRSTB was trading at 62.95. The strike last trading price was 3.2, which was 0.15 higher than the previous day. The implied volatity was 40.61, the open interest changed by 18 which increased total open position to 140
On 19 Mar IDFCFIRSTB was trading at 62.61. The strike last trading price was 3.16, which was -1.09 lower than the previous day. The implied volatity was 40.32, the open interest changed by 48 which increased total open position to 121
On 18 Mar IDFCFIRSTB was trading at 65.26. The strike last trading price was 4.25, which was 0.7 higher than the previous day. The implied volatity was 36.56, the open interest changed by 23 which increased total open position to 74
On 17 Mar IDFCFIRSTB was trading at 63.66. The strike last trading price was 3.55, which was 0.29 higher than the previous day. The implied volatity was 38.78, the open interest changed by 18 which increased total open position to 51
On 16 Mar IDFCFIRSTB was trading at 62.81. The strike last trading price was 3.3, which was 0.15 higher than the previous day. The implied volatity was 40.89, the open interest changed by 21 which increased total open position to 32
On 13 Mar IDFCFIRSTB was trading at 62.57. The strike last trading price was 3.1, which was -1.4 lower than the previous day. The implied volatity was 38.38, the open interest changed by 5 which increased total open position to 6
On 12 Mar IDFCFIRSTB was trading at 64.78. The strike last trading price was 4.46, which was -0.89 lower than the previous day. The implied volatity was 38.85, the open interest changed by 1 which increased total open position to 2
On 11 Mar IDFCFIRSTB was trading at 66.16. The strike last trading price was 5.35, which was -15.31 lower than the previous day. The implied volatity was 40.39, the open interest changed by 0 which decreased total open position to 0
On 10 Mar IDFCFIRSTB was trading at 67.27. The strike last trading price was 20.66, 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 9 Mar IDFCFIRSTB was trading at 66.76. The strike last trading price was 20.66, 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 6 Mar IDFCFIRSTB was trading at 69.98. The strike last trading price was 20.66, 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 5 Mar IDFCFIRSTB was trading at 70.40. The strike last trading price was 20.66, 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 4 Mar IDFCFIRSTB was trading at 70.06. The strike last trading price was 20.66, 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 2 Mar IDFCFIRSTB was trading at 71.78. The strike last trading price was 20.66, 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 27 Feb IDFCFIRSTB was trading at 73.48. The strike last trading price was 20.66, 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 26 Feb IDFCFIRSTB was trading at 72.81. The strike last trading price was 20.66, 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 25 Feb IDFCFIRSTB was trading at 70.22. The strike last trading price was 20.66, 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 24 Feb IDFCFIRSTB was trading at 70.97. The strike last trading price was 20.66, 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 23 Feb IDFCFIRSTB was trading at 70.04. The strike last trading price was 20.66, 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
| IDFCFIRSTB 28-Apr-2026 (27d) 64 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.66
Vega: 0.06
Theta: -0.04
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Apr | 60.18 | 4.8 | -1.29 | 42.52 | 45 | -4 | 219 |
| 30 Mar | 58.85 | 6.06 | 1.76 | 46.86 | 154 | 37 | 223 |
| 27 Mar | 61.87 | 4.23 | 0.83 | 45.57 | 58 | -20 | 185 |
| 25 Mar | 63.24 | 3.4 | -0.87 | 43.1 | 70 | 51 | 206 |
| 24 Mar | 62.09 | 4.24 | -1.47 | 45.53 | 41 | 15 | 154 |
| 23 Mar | 60.24 | 5.73 | 1.94 | 50.18 | 14 | -7 | 141 |
| 20 Mar | 62.95 | 3.8 | -0.17 | 44.38 | 21 | 4 | 144 |
| 19 Mar | 62.61 | 3.88 | 1.3 | 44.14 | 119 | 23 | 139 |
| 18 Mar | 65.26 | 2.61 | -0.82 | 41.06 | 69 | 56 | 117 |
| 17 Mar | 63.66 | 3.43 | -0.07 | 42.43 | 60 | 58 | 60 |
| 16 Mar | 62.81 | 3.5 | 0.38 | 37.86 | 1 | 0 | 1 |
| 13 Mar | 62.57 | 3.12 | 2.95 | - | 0 | 0 | 0 |
| 12 Mar | 64.78 | 3.12 | 2.95 | - | 0 | 0 | 0 |
| 11 Mar | 66.16 | 3.12 | 2.95 | - | 0 | 0 | 1 |
| 10 Mar | 67.27 | 3.12 | 2.95 | - | 1 | 0 | 1 |
| 9 Mar | 66.76 | 3.12 | 2.95 | 49.55 | 1 | 0 | 0 |
| 6 Mar | 69.98 | 0.17 | 0 | 8.47 | 0 | 0 | 0 |
| 5 Mar | 70.40 | 0.17 | 0 | 8.97 | 0 | 0 | 0 |
| 4 Mar | 70.06 | 0.17 | 0 | 8.42 | 0 | 0 | 0 |
| 2 Mar | 71.78 | 0.17 | 0 | 10.94 | 0 | 0 | 0 |
| 27 Feb | 73.48 | 0.17 | 0 | 12.25 | 0 | 0 | 0 |
| 26 Feb | 72.81 | 0.17 | 0 | 11.52 | 0 | 0 | 0 |
| 25 Feb | 70.22 | 0.17 | 0 | 8.22 | 0 | 0 | 0 |
| 24 Feb | 70.97 | 0.17 | 0 | 8.73 | 0 | 0 | 0 |
| 23 Feb | 70.04 | 0.17 | 0 | 8.08 | 0 | 0 | 0 |
For Idfc First Bank Limited - strike price 64 expiring on 28APR2026
Delta for 64 PE is -0.66
Historical price for 64 PE is as follows
On 1 Apr IDFCFIRSTB was trading at 60.18. The strike last trading price was 4.8, which was -1.29 lower than the previous day. The implied volatity was 42.52, the open interest changed by -4 which decreased total open position to 219
On 30 Mar IDFCFIRSTB was trading at 58.85. The strike last trading price was 6.06, which was 1.76 higher than the previous day. The implied volatity was 46.86, the open interest changed by 37 which increased total open position to 223
On 27 Mar IDFCFIRSTB was trading at 61.87. The strike last trading price was 4.23, which was 0.83 higher than the previous day. The implied volatity was 45.57, the open interest changed by -20 which decreased total open position to 185
On 25 Mar IDFCFIRSTB was trading at 63.24. The strike last trading price was 3.4, which was -0.87 lower than the previous day. The implied volatity was 43.1, the open interest changed by 51 which increased total open position to 206
On 24 Mar IDFCFIRSTB was trading at 62.09. The strike last trading price was 4.24, which was -1.47 lower than the previous day. The implied volatity was 45.53, the open interest changed by 15 which increased total open position to 154
On 23 Mar IDFCFIRSTB was trading at 60.24. The strike last trading price was 5.73, which was 1.94 higher than the previous day. The implied volatity was 50.18, the open interest changed by -7 which decreased total open position to 141
On 20 Mar IDFCFIRSTB was trading at 62.95. The strike last trading price was 3.8, which was -0.17 lower than the previous day. The implied volatity was 44.38, the open interest changed by 4 which increased total open position to 144
On 19 Mar IDFCFIRSTB was trading at 62.61. The strike last trading price was 3.88, which was 1.3 higher than the previous day. The implied volatity was 44.14, the open interest changed by 23 which increased total open position to 139
On 18 Mar IDFCFIRSTB was trading at 65.26. The strike last trading price was 2.61, which was -0.82 lower than the previous day. The implied volatity was 41.06, the open interest changed by 56 which increased total open position to 117
On 17 Mar IDFCFIRSTB was trading at 63.66. The strike last trading price was 3.43, which was -0.07 lower than the previous day. The implied volatity was 42.43, the open interest changed by 58 which increased total open position to 60
On 16 Mar IDFCFIRSTB was trading at 62.81. The strike last trading price was 3.5, which was 0.38 higher than the previous day. The implied volatity was 37.86, the open interest changed by 0 which decreased total open position to 1
On 13 Mar IDFCFIRSTB was trading at 62.57. The strike last trading price was 3.12, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar IDFCFIRSTB was trading at 64.78. The strike last trading price was 3.12, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar IDFCFIRSTB was trading at 66.16. The strike last trading price was 3.12, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Mar IDFCFIRSTB was trading at 67.27. The strike last trading price was 3.12, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Mar IDFCFIRSTB was trading at 66.76. The strike last trading price was 3.12, which was 2.95 higher than the previous day. The implied volatity was 49.55, the open interest changed by 0 which decreased total open position to 0
On 6 Mar IDFCFIRSTB was trading at 69.98. The strike last trading price was 0.17, which was 0 lower than the previous day. The implied volatity was 8.47, the open interest changed by 0 which decreased total open position to 0
On 5 Mar IDFCFIRSTB was trading at 70.40. The strike last trading price was 0.17, which was 0 lower than the previous day. The implied volatity was 8.97, the open interest changed by 0 which decreased total open position to 0
On 4 Mar IDFCFIRSTB was trading at 70.06. The strike last trading price was 0.17, which was 0 lower than the previous day. The implied volatity was 8.42, the open interest changed by 0 which decreased total open position to 0
On 2 Mar IDFCFIRSTB was trading at 71.78. The strike last trading price was 0.17, which was 0 lower than the previous day. The implied volatity was 10.94, the open interest changed by 0 which decreased total open position to 0
On 27 Feb IDFCFIRSTB was trading at 73.48. The strike last trading price was 0.17, which was 0 lower than the previous day. The implied volatity was 12.25, the open interest changed by 0 which decreased total open position to 0
On 26 Feb IDFCFIRSTB was trading at 72.81. The strike last trading price was 0.17, which was 0 lower than the previous day. The implied volatity was 11.52, the open interest changed by 0 which decreased total open position to 0
On 25 Feb IDFCFIRSTB was trading at 70.22. The strike last trading price was 0.17, which was 0 lower than the previous day. The implied volatity was 8.22, the open interest changed by 0 which decreased total open position to 0
On 24 Feb IDFCFIRSTB was trading at 70.97. The strike last trading price was 0.17, which was 0 lower than the previous day. The implied volatity was 8.73, the open interest changed by 0 which decreased total open position to 0
On 23 Feb IDFCFIRSTB was trading at 70.04. The strike last trading price was 0.17, which was 0 lower than the previous day. The implied volatity was 8.08, the open interest changed by 0 which decreased total open position to 0
