Historical option data for IDFCFIRSTB
26 May 2026 04:10 PM IST
| IDFCFIRSTB 30-Jun-2026 (34d) 70 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.56
Vega: 0
Theta: -0.04
Gamma: 0.06736
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 70.22 | 2.65 | 0.2 (8.16%) | 26.8 | 1,216 | 197 | 1,141 | |||||||||
| 25 May | 69.46 | 2.43 | 0.13 (5.65%) | 27.96 | 849 | 110 | 944 | |||||||||
| 22 May | 68.88 | 2.4 | 0.29 (13.74%) | 29.85 | 670 | 205 | 836 | |||||||||
| 21 May | 68.30 | 2.1 | -0.08 (-3.67%) | 29.04 | 299 | 73 | 632 | |||||||||
| 20 May | 68.21 | 2.2 | 0.12 (5.77%) | 30.47 | 446 | 177 | 558 | |||||||||
| 19 May | 67.81 | 2.09 | -0.03 (-1.42%) | 31.33 | 170 | 67 | 381 | |||||||||
| 18 May | 67.59 | 2.12 | -0.18 (-7.83%) | 31.3 | 237 | 92 | 313 | |||||||||
| 15 May | 67.65 | 2.28 | -0.46 (-16.79%) | 32.06 | 175 | 50 | 221 | |||||||||
| 14 May | 68.54 | 2.9 | 0.16 (5.84%) | 33.9 | 62 | 13 | 171 | |||||||||
| 13 May | 68.30 | 2.74 | 0.26 (10.48%) | 0 | 49 | 18 | 157 | |||||||||
| 12 May | 67.68 | 2.53 | -0.75 (-22.87%) | 0 | 61 | 21 | 139 | |||||||||
| 11 May | 69.22 | 3.22 | -1.24 (-27.80%) | 0 | 55 | 27 | 117 | |||||||||
| 8 May | 71.27 | 4.46 | 0.19 (4.45%) | 31.94 | 29 | 1 | 92 | |||||||||
| 7 May | 70.39 | 4.25 | 0.54 (14.56%) | 32.61 | 35 | 6 | 90 | |||||||||
| 6 May | 69.59 | 3.66 | 0.32 (9.58%) | 33.17 | 75 | 0 | 85 | |||||||||
| 5 May | 68.75 | 3.33 | -0.44 (-11.67%) | 33.55 | 36 | 5 | 85 | |||||||||
| 4 May | 69.59 | 3.81 | -0.09 (-2.31%) | 33.67 | 26 | 19 | 80 | |||||||||
| 30 Apr | 69.64 | 3.9 | -0.14 (-3.47%) | 32.78 | 23 | 6 | 67 | |||||||||
| 29 Apr | 70.15 | 4 | 0.49 (13.96%) | 31.72 | 55 | 30 | 60 | |||||||||
| 28 Apr | 68.71 | 3.55 | -0.77 (-17.82%) | 34.11 | 28 | 18 | 29 | |||||||||
| 27 Apr | 70.27 | 4.32 | 2.67 (161.82%) | 31.89 | 15 | 10 | 10 | |||||||||
| 24 Apr | 67.23 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 67.83 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 68.38 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 67.94 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 67.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 68.53 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 67.82 | - | - | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 66.91 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 64.86 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 66.21 | 1.65 | 0 (0.00%) | 2.43 | 0 | 0 | 0 | |||||||||
| 9 Apr | 65.28 | 1.65 | 0 (0.00%) | 3.38 | 0 | 0 | 0 | |||||||||
For Idfc First Bank Limited - strike price 70 expiring on 30JUN2026
Delta for 70 CE is 0.56
Historical price for 70 CE is as follows
On 26 May IDFCFIRSTB was trading at 70.22. The strike last trading price was 2.65, which was 0.2 higher than the previous day. The implied volatity was 26.8, the open interest changed by 197 which increased total open position to 1141
On 25 May IDFCFIRSTB was trading at 69.46. The strike last trading price was 2.43, which was 0.13 higher than the previous day. The implied volatity was 27.96, the open interest changed by 110 which increased total open position to 944
On 22 May IDFCFIRSTB was trading at 68.88. The strike last trading price was 2.4, which was 0.29 higher than the previous day. The implied volatity was 29.85, the open interest changed by 205 which increased total open position to 836
On 21 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 2.1, which was -0.08 lower than the previous day. The implied volatity was 29.04, the open interest changed by 73 which increased total open position to 632
On 20 May IDFCFIRSTB was trading at 68.21. The strike last trading price was 2.2, which was 0.12 higher than the previous day. The implied volatity was 30.47, the open interest changed by 177 which increased total open position to 558
On 19 May IDFCFIRSTB was trading at 67.81. The strike last trading price was 2.09, which was -0.03 lower than the previous day. The implied volatity was 31.33, the open interest changed by 67 which increased total open position to 381
On 18 May IDFCFIRSTB was trading at 67.59. The strike last trading price was 2.12, which was -0.18 lower than the previous day. The implied volatity was 31.3, the open interest changed by 92 which increased total open position to 313
On 15 May IDFCFIRSTB was trading at 67.65. The strike last trading price was 2.28, which was -0.46 lower than the previous day. The implied volatity was 32.06, the open interest changed by 50 which increased total open position to 221
On 14 May IDFCFIRSTB was trading at 68.54. The strike last trading price was 2.9, which was 0.16 higher than the previous day. The implied volatity was 33.9, the open interest changed by 13 which increased total open position to 171
On 13 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 2.74, which was 0.26 higher than the previous day. The implied volatity was 0, the open interest changed by 18 which increased total open position to 157
On 12 May IDFCFIRSTB was trading at 67.68. The strike last trading price was 2.53, which was -0.75 lower than the previous day. The implied volatity was 0, the open interest changed by 21 which increased total open position to 139
On 11 May IDFCFIRSTB was trading at 69.22. The strike last trading price was 3.22, which was -1.24 lower than the previous day. The implied volatity was 0, the open interest changed by 27 which increased total open position to 117
On 8 May IDFCFIRSTB was trading at 71.27. The strike last trading price was 4.46, which was 0.19 higher than the previous day. The implied volatity was 31.94, the open interest changed by 1 which increased total open position to 92
On 7 May IDFCFIRSTB was trading at 70.39. The strike last trading price was 4.25, which was 0.54 higher than the previous day. The implied volatity was 32.61, the open interest changed by 6 which increased total open position to 90
On 6 May IDFCFIRSTB was trading at 69.59. The strike last trading price was 3.66, which was 0.32 higher than the previous day. The implied volatity was 33.17, the open interest changed by 0 which decreased total open position to 85
On 5 May IDFCFIRSTB was trading at 68.75. The strike last trading price was 3.33, which was -0.44 lower than the previous day. The implied volatity was 33.55, the open interest changed by 5 which increased total open position to 85
On 4 May IDFCFIRSTB was trading at 69.59. The strike last trading price was 3.81, which was -0.09 lower than the previous day. The implied volatity was 33.67, the open interest changed by 19 which increased total open position to 80
On 30 Apr IDFCFIRSTB was trading at 69.64. The strike last trading price was 3.9, which was -0.14 lower than the previous day. The implied volatity was 32.78, the open interest changed by 6 which increased total open position to 67
On 29 Apr IDFCFIRSTB was trading at 70.15. The strike last trading price was 4, which was 0.49 higher than the previous day. The implied volatity was 31.72, the open interest changed by 30 which increased total open position to 60
On 28 Apr IDFCFIRSTB was trading at 68.71. The strike last trading price was 3.55, which was -0.77 lower than the previous day. The implied volatity was 34.11, the open interest changed by 18 which increased total open position to 29
On 27 Apr IDFCFIRSTB was trading at 70.27. The strike last trading price was 4.32, which was 2.67 higher than the previous day. The implied volatity was 31.89, the open interest changed by 10 which increased total open position to 10
On 24 Apr IDFCFIRSTB was trading at 67.23. The strike last trading price was 0, 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 Apr IDFCFIRSTB was trading at 67.83. The strike last trading price was 0, 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 22 Apr IDFCFIRSTB was trading at 68.38. The strike last trading price was 0, 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 Apr IDFCFIRSTB was trading at 67.94. The strike last trading price was 0, 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 20 Apr IDFCFIRSTB was trading at 67.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr IDFCFIRSTB was trading at 64.86. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 1.65, which was 0 lower than the previous day. The implied volatity was 2.43, the open interest changed by 0 which decreased total open position to 0
On 9 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 1.65, which was 0 lower than the previous day. The implied volatity was 3.38, the open interest changed by 0 which decreased total open position to 0
| IDFCFIRSTB 30-Jun-2026 (34d) 70 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 0
Theta: -0.02
Gamma: 0.07144
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 70.22 | 1.9 | -0.45 (-19.15%) | 25.26 | 648 | 116 | 675 |
| 25 May | 69.46 | 2.33 | -0.67 (-22.33%) | 25.37 | 386 | 127 | 558 |
| 22 May | 68.88 | 2.72 | -0.6 (-18.07%) | 26.33 | 386 | 202 | 431 |
| 21 May | 68.30 | 3.32 | -0.06 (-1.78%) | 29 | 89 | 49 | 230 |
| 20 May | 68.21 | 3.37 | -0.06 (-1.75%) | 28.65 | 50 | 20 | 180 |
| 19 May | 67.81 | 3.43 | -0.5 (-12.72%) | 28.47 | 35 | 22 | 160 |
| 18 May | 67.59 | 3.87 | -0.07 (-1.78%) | 29.35 | 50 | -1 | 136 |
| 15 May | 67.65 | 3.94 | 0.47 (13.54%) | 29.91 | 63 | 19 | 138 |
| 14 May | 68.54 | 3.47 | -0.22 (-5.96%) | 29.9 | 18 | 4 | 119 |
| 13 May | 68.30 | 3.69 | -0.21 (-5.38%) | 0 | 20 | 10 | 116 |
| 12 May | 67.68 | 3.9 | 0.78 (25.00%) | 0 | 17 | 3 | 107 |
| 11 May | 69.22 | 3.12 | 0.75 (31.65%) | 0 | 33 | 12 | 103 |
| 8 May | 71.27 | 2.37 | -0.39 (-14.13%) | 29.79 | 36 | -1 | 82 |
| 7 May | 70.39 | 2.62 | -0.52 (-16.56%) | 30.26 | 20 | 7 | 82 |
| 6 May | 69.59 | 3.18 | -0.38 (-10.67%) | 30.22 | 52 | 9 | 76 |
| 5 May | 68.75 | 3.56 | 0.33 (10.22%) | 31.12 | 4 | 1 | 67 |
| 4 May | 69.59 | 3.21 | 0.06 (1.90%) | 30.52 | 50 | 55 | 65 |
| 30 Apr | 69.64 | 3.15 | -0.07 (-2.17%) | 29.89 | 16 | 6 | 16 |
| 29 Apr | 70.15 | 3.22 | -0.58 (-15.26%) | 30.97 | 9 | 6 | 9 |
| 28 Apr | 68.71 | 3.8 | 1.1 (40.74%) | 30.77 | 2 | 1 | 2 |
| 27 Apr | 70.27 | 2.7 | -3.15 (-53.85%) | - | 0 | 0 | 1 |
| 24 Apr | 67.23 | 2.7 | -3.15 (-53.85%) | - | 0 | 0 | 1 |
| 23 Apr | 67.83 | 2.7 | -3.15 (-53.85%) | - | 0 | 0 | 1 |
| 22 Apr | 68.38 | 2.7 | -3.15 (-53.85%) | - | 0 | 0 | 1 |
| 21 Apr | 67.94 | 2.7 | -3.15 (-53.85%) | 13.4 | 0 | 0 | 1 |
| 20 Apr | 67.50 | - | - | - | 0 | 0 | 0 |
| 17 Apr | 68.53 | - | - | - | 0 | 0 | 0 |
| 16 Apr | 67.82 | - | - | - | 0 | 0 | 0 |
| 15 Apr | 66.91 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 64.86 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 66.21 | 11.54 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 65.28 | 11.54 | 0 (0.00%) | - | 0 | 0 | 0 |
For Idfc First Bank Limited - strike price 70 expiring on 30JUN2026
Delta for 70 PE is -0.44
Historical price for 70 PE is as follows
On 26 May IDFCFIRSTB was trading at 70.22. The strike last trading price was 1.9, which was -0.45 lower than the previous day. The implied volatity was 25.26, the open interest changed by 116 which increased total open position to 675
On 25 May IDFCFIRSTB was trading at 69.46. The strike last trading price was 2.33, which was -0.67 lower than the previous day. The implied volatity was 25.37, the open interest changed by 127 which increased total open position to 558
On 22 May IDFCFIRSTB was trading at 68.88. The strike last trading price was 2.72, which was -0.6 lower than the previous day. The implied volatity was 26.33, the open interest changed by 202 which increased total open position to 431
On 21 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 3.32, which was -0.06 lower than the previous day. The implied volatity was 29, the open interest changed by 49 which increased total open position to 230
On 20 May IDFCFIRSTB was trading at 68.21. The strike last trading price was 3.37, which was -0.06 lower than the previous day. The implied volatity was 28.65, the open interest changed by 20 which increased total open position to 180
On 19 May IDFCFIRSTB was trading at 67.81. The strike last trading price was 3.43, which was -0.5 lower than the previous day. The implied volatity was 28.47, the open interest changed by 22 which increased total open position to 160
On 18 May IDFCFIRSTB was trading at 67.59. The strike last trading price was 3.87, which was -0.07 lower than the previous day. The implied volatity was 29.35, the open interest changed by -1 which decreased total open position to 136
On 15 May IDFCFIRSTB was trading at 67.65. The strike last trading price was 3.94, which was 0.47 higher than the previous day. The implied volatity was 29.91, the open interest changed by 19 which increased total open position to 138
On 14 May IDFCFIRSTB was trading at 68.54. The strike last trading price was 3.47, which was -0.22 lower than the previous day. The implied volatity was 29.9, the open interest changed by 4 which increased total open position to 119
On 13 May IDFCFIRSTB was trading at 68.30. The strike last trading price was 3.69, which was -0.21 lower than the previous day. The implied volatity was 0, the open interest changed by 10 which increased total open position to 116
On 12 May IDFCFIRSTB was trading at 67.68. The strike last trading price was 3.9, which was 0.78 higher than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 107
On 11 May IDFCFIRSTB was trading at 69.22. The strike last trading price was 3.12, which was 0.75 higher than the previous day. The implied volatity was 0, the open interest changed by 12 which increased total open position to 103
On 8 May IDFCFIRSTB was trading at 71.27. The strike last trading price was 2.37, which was -0.39 lower than the previous day. The implied volatity was 29.79, the open interest changed by -1 which decreased total open position to 82
On 7 May IDFCFIRSTB was trading at 70.39. The strike last trading price was 2.62, which was -0.52 lower than the previous day. The implied volatity was 30.26, the open interest changed by 7 which increased total open position to 82
On 6 May IDFCFIRSTB was trading at 69.59. The strike last trading price was 3.18, which was -0.38 lower than the previous day. The implied volatity was 30.22, the open interest changed by 9 which increased total open position to 76
On 5 May IDFCFIRSTB was trading at 68.75. The strike last trading price was 3.56, which was 0.33 higher than the previous day. The implied volatity was 31.12, the open interest changed by 1 which increased total open position to 67
On 4 May IDFCFIRSTB was trading at 69.59. The strike last trading price was 3.21, which was 0.06 higher than the previous day. The implied volatity was 30.52, the open interest changed by 55 which increased total open position to 65
On 30 Apr IDFCFIRSTB was trading at 69.64. The strike last trading price was 3.15, which was -0.07 lower than the previous day. The implied volatity was 29.89, the open interest changed by 6 which increased total open position to 16
On 29 Apr IDFCFIRSTB was trading at 70.15. The strike last trading price was 3.22, which was -0.58 lower than the previous day. The implied volatity was 30.97, the open interest changed by 6 which increased total open position to 9
On 28 Apr IDFCFIRSTB was trading at 68.71. The strike last trading price was 3.8, which was 1.1 higher than the previous day. The implied volatity was 30.77, the open interest changed by 1 which increased total open position to 2
On 27 Apr IDFCFIRSTB was trading at 70.27. The strike last trading price was 2.7, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Apr IDFCFIRSTB was trading at 67.23. The strike last trading price was 2.7, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Apr IDFCFIRSTB was trading at 67.83. The strike last trading price was 2.7, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 Apr IDFCFIRSTB was trading at 68.38. The strike last trading price was 2.7, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 Apr IDFCFIRSTB was trading at 67.94. The strike last trading price was 2.7, which was -3.15 lower than the previous day. The implied volatity was 13.4, the open interest changed by 0 which decreased total open position to 1
On 20 Apr IDFCFIRSTB was trading at 67.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr IDFCFIRSTB was trading at 68.53. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr IDFCFIRSTB was trading at 67.82. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr IDFCFIRSTB was trading at 66.91. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr IDFCFIRSTB was trading at 64.86. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr IDFCFIRSTB was trading at 66.21. The strike last trading price was 11.54, 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 Apr IDFCFIRSTB was trading at 65.28. The strike last trading price was 11.54, 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
