IDFC First Bank Limited

Financial Services · Banks

NSE: IDFCFIRSTB BSE: 539437

₹81.44

Sept. 30, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

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Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) +0.90

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

Expiry	Close	Price Chg	OI	Chg OI	Buildup
Oct. 27, 2026	81.5900	+1.02	395263400	-5620650	Short Covering
Nov. 23, 2026	81.9800	+0.97	19060125	742000	Long Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Sept. 30, 2026	Dec. 29, 2026	81.2600	83.0000	81.2600	82.3400	83475	83475
Sept. 30, 2026	Nov. 23, 2026	81.1100	82.7800	81.0100	81.9800	19060125	742000
Sept. 30, 2026	Oct. 27, 2026	79.9100	82.4200	79.9100	81.5900	395263400	-5620650
Sept. 29, 2026	Nov. 23, 2026	81.1700	81.4800	79.5500	81.0100	18318125	1419075
Sept. 29, 2026	Oct. 27, 2026	80.8000	81.0700	79.0000	80.5700	400884050	48823600
Sept. 29, 2026	Sept. 29, 2026	80.0100	80.5000	78.5800	79.9100	17808000	-39891775
Sept. 28, 2026	Nov. 23, 2026	83.2100	83.2500	81.4500	81.5400	16899050	1419075
Sept. 28, 2026	Oct. 27, 2026	83.9500	83.9500	80.5000	81.1200	352060450	64702400
Sept. 28, 2026	Sept. 29, 2026	83.6000	83.6000	80.1200	80.6900	57699775	-67494175
Sept. 25, 2026	Nov. 23, 2026	84.4000	85.0000	84.2000	84.5000	15479975	315350

Options Chain

As of Sept. 30, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

Oct. 27, 2026 (nearest) Nov. 23, 2026 Dec. 29, 2026

PCR (OI) 0.713

Max Pain 83.0000

Open Interest by Strike (Max Pain: 83.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS					Strike	PUTS
OI	Chg OI	LTP	IV%	Delta		Delta	IV%	LTP	Chg OI	OI
0	0	19.4300	139.84	0.751	68.0000	-0.036	39.15	0.1300	973875	973875
0	0	17.7200	132.88	0.730	70.0000	-0.053	36.78	0.1900	241150	1122275
0	0	15.3400	108.62	0.736	71.0000	-0.063	35.23	0.2200	83475	612150
27825	0	10.1000	34.7	0.920	72.0000	-0.077	34.14	0.2700	37100	2615550
27825	0	8.2000	—		73.0000	-0.098	33.8	0.3600	445200	695625
0	0	14.5000	120.84	0.681	74.0000	-0.119	32.7	0.4400	176225	1242850
361725	-18550	7.2600	29.42	0.872	75.0000	-0.149	32.22	0.5700	324625	3580150
352450	0	5.5700	—		76.0000	-0.181	31.4	0.7100	268975	1307775
324625	0	4.7900	—		77.0000	-0.219	30.71	0.8900	-18550	5676300
1048075	139125	4.7800	27.61	0.752	78.0000	-0.267	30.59	1.1500	-760550	2188900
1150100	37100	4.1000	27.81	0.694	79.0000	-0.317	30.08	1.4300	7930125	10174675
10230325	-426650	3.4300	27.36	0.636	80.0000	-0.371	29.32	1.7400	2253825	14459725
4062450	834750	2.8400	27.15	0.572	81.0000	-0.431	29.2	2.1600	1697325	5017775
4878650	463750	2.3300	27.12	0.506	82.0000	-0.493	28.63	2.6000	-1103725	11000150
3774925	-250425	1.8800	27.02	0.440	83.0000	-0.552	29.52	3.2300	241150	3765650
10731175	7076825	1.5000	26.99	0.377	84.0000	-0.612	29.29	3.8200	9275	3441025
16082850	-584325	1.2100	27.35	0.320	85.0000	-0.666	29.46	4.5000	-4600400	7985775
10935225	2309475	0.9900	27.98	0.271	86.0000	-0.718	29.38	5.2100	-74200	1752975
9877875	6946975	0.7700	28.01	0.223	87.0000	-0.764	29.49	5.9800	-18550	1947750
6678000	9275	0.6000	28.18	0.183	88.0000	-0.800	30.08	6.8200	83475	1122275
2587725	-7169575	0.4700	28.48	0.149	89.0000	-0.908	22.62	7.3100	0	973875
19607350	-380275	0.3800	29.08	0.123	90.0000	-0.844	33.03	8.6700	111300	4016075
1140825	-55650	0.3000	29.47	0.100	91.0000		—	7.8400	0	834750
4656050	-6158600	0.2400	29.97	0.082	92.0000		—	8.2800	0	222600
1372700	-380275	0.1900	30.38	0.067	93.0000	-0.960	26.19	11.1700	0	111300
3032925	1595300	0.1600	31.18	0.056	94.0000		—	10.7200	0	0
4155200	844025	0.1400	32.17	0.049	95.0000	-0.940	34.24	13.2600	18550	2550625
1586025	-102025	0.1200	32.98	0.042	96.0000		—	12.1200	0	0
1530375	547225	0.0900	34.62	0.031	98.0000	-0.965	35.6	16.1600	0	55650
6613075	148400	0.0800	37.06	0.026	100.0000	-0.857	63.71	19.0000	0	936775