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.

Download CSV

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)

Expiry	Close	Price Chg	OI	Chg OI	Buildup
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

Date	Expiry	Open	High	Low	Close	OI	Change 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) 0.738

Max Pain 84.0000

Open Interest by Strike (Max Pain: 84.0000)

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	16.9100	78.71	0.764	70.0000	-0.125	41.85	0.8700	0	0
0	0	15.2600	75.07	0.740	72.0000	-0.141	37.36	0.9000	185500	408100
0	0	8.7500	—		73.0000	-0.197	44.07	1.6400	0	0
0	0	13.6900	71.9	0.712	74.0000	-0.205	40.69	1.5900	0	0
0	0	7.3800	—		75.0000	-0.213	36.9	1.5000	9275	9275
0	0	12.2100	69.17	0.680	76.0000	-0.225	33.68	1.4600	0	9275
0	0	6.1500	14.07	0.925	77.0000	-0.301	45.63	3.0000	0	0
0	0	10.8200	66.79	0.646	78.0000	-0.297	35.51	2.2500	9275	46375
0	0	5.0600	21.05	0.747	79.0000	-0.355	46.69	3.9000	0	0
27825	0	3.7700	15.33	0.749	80.0000	-0.367	36.32	3.1000	630700	816200
0	0	4.1100	24.15	0.625	81.0000	-0.409	47.81	4.9300	0	0
0	0	2.6500	16.78	0.592	82.0000	-0.436	37.36	4.1300	0	0
0	0	3.3000	26.18	0.523	83.0000	-0.461	49.13	6.1000	0	0
37100	0	2.7100	25.1	0.472	84.0000	-0.562	15.92	2.5000	0	37100
9275	0	2.7700	28.88	0.439	85.0000	-0.509	50.65	7.4000	0	0
0	0	6.2900	60.34	0.486	86.0000	-0.603	28.81	5.3000	0	9275
0	0	2.0500	28.75	0.356	87.0000	-0.553	52.38	8.8200	0	0
139125	9275	1.2000	23.63	0.275	88.0000	-0.655	32.83	7.1100	0	0
0	0	1.5900	29.64	0.289	89.0000	-0.591	54.27	10.3400	0	0
677075	55650	0.9000	24.91	0.212	90.0000	-0.737	30.37	8.3000	0	0
18550	0	0.5600	24.51	0.147	92.0000	-0.831	26.62	9.5700	0	0
0	0	3.3300	56.78	0.321	94.0000	-0.954	18.92	10.9400	0	0
157675	0	0.2500	25.34	0.073	96.0000
742000	0	0.2100	29.54	0.056	100.0000