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IDFC First Bank Limited

Financial Services · Banks

NSE: IDFCFIRSTB BSE: 539437
₹82.22
Oct. 5, 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) +1.03

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

ExpiryClosePrice ChgOIChg OIBuildup
Oct. 27, 2026 82.2100 +1.29 388678150 1140825 Long Buildup
Nov. 23, 2026 82.6300 +1.34 18754050 -64925 Short Covering
Dec. 29, 2026 83.2500 +2.25 204050 18550 Long Buildup
DateExpiryOpenHighLowCloseOIChange in OI
Oct. 5, 2026 Dec. 29, 2026 82.2800 83.2600 82.2800 83.2500 204050 18550
Oct. 5, 2026 Nov. 23, 2026 82.1900 82.9800 81.7800 82.6300 18754050 -64925
Oct. 5, 2026 Oct. 27, 2026 81.0000 82.6600 80.9900 82.2100 388678150 1140825
Oct. 1, 2026 Dec. 29, 2026 81.9000 82.0300 80.9000 81.0000 185500 102025
Oct. 1, 2026 Nov. 23, 2026 81.6500 82.1200 80.4900 81.2900 18818975 -241150
Oct. 1, 2026 Oct. 27, 2026 81.3900 81.8800 79.9500 80.9200 387537325 -7726075
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

Options Chain

As of Oct. 1, 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) 0.712
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
OIChg OILTPIV%Delta DeltaIV%LTPChg OIOI
68.0000 -0.035 41.48 0.1300 -37100 936775
0 0 17.7200 127.45 0.745 70.0000 -0.054 40.04 0.2100 83475 1205750
71.0000 -0.065 38.8 0.2500 111300 723450
27825 0 10.1000 — 72.0000 -0.081 38.22 0.3200 27825 2643375
27825 0 8.2000 — 73.0000 -0.100 37.74 0.4100 37100 732725
0 0 14.5000 116.3 0.695 74.0000 -0.123 37.24 0.5200 74200 1317050
361725 0 7.2600 — 75.0000 -0.151 36.86 0.6600 64925 3645075
352450 0 5.9000 — 76.0000 -0.183 36.65 0.8400 1650950 2958725
593600 268975 5.0000 — 77.0000 -0.221 36.67 1.0700 37100 5713400
1048075 0 4.7800 16.91 0.903 78.0000 -0.262 36.8 1.3500 -74200 2114700
1242850 92750 3.6500 9.81 0.958 79.0000 -0.307 36.97 1.6800 129850 10304525
10304525 74200 3.0200 15.3 0.792 80.0000 -0.355 37.65 2.1000 -621425 13838300
4210850 148400 2.4800 17.7 0.672 81.0000 -0.402 38.07 2.5500 389550 5407325
5045600 166950 2.0600 19.82 0.568 82.0000 -0.450 38.83 3.0800 27825 11027975
3941875 166950 1.6800 21.18 0.480 83.0000 -0.495 40.29 3.7200 185500 3951150
10814650 83475 1.3400 22.05 0.401 84.0000 -0.537 41.7 4.4000 0 3441025
17158750 1075900 1.0900 23.17 0.335 85.0000 -0.578 41.95 5.0200 -315350 7670425
12066775 1131550 0.8600 23.85 0.276 86.0000 -0.597 48.26 6.1900 0 1752975
9868600 -9275 0.7000 24.85 0.229 87.0000 -0.642 45.48 6.6200 -27825 1919925
7290150 612150 0.5500 25.44 0.186 88.0000 -0.710 39.01 6.8200 0 1122275
2402225 -185500 0.4400 26.18 0.152 89.0000 -0.691 49.29 8.3400 9275 983150
19755750 148400 0.3500 26.84 0.124 90.0000 -0.703 53.08 9.3700 -92750 3923325
1085175 -55650 0.2700 27.25 0.099 91.0000 — 7.8400 0 834750
4526200 -129850 0.2100 27.73 0.079 92.0000 -0.692 67.9 12.0000 0 222600
1038800 -333900 0.1900 29.15 0.069 93.0000 -0.827 44.19 11.1700 0 111300
3032925 0 0.1500 29.63 0.056 94.0000 — 10.7200 0 0
4238675 83475 0.1300 30.64 0.048 95.0000 -0.761 65.61 14.1700 55650 2606275
1400525 -185500 0.1100 31.46 0.041 96.0000
1456175 -74200 0.0900 33.72 0.032 98.0000 -0.855 56.47 16.1600 0 55650
6149325 -463750 0.0700 35.49 0.025 100.0000 -0.798 76.21 19.0000 0 936775