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)

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) —

Max Pain 68.0000

Open Interest by Strike (Max Pain: 68.0000)

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	13.7100	—		68.0000	-0.134	41.64	1.2500	0	0
0	0	10.7400	—		72.0000	-0.206	42.44	2.2200	0	0
0	0	9.4000	—		74.0000	-0.247	42.93	2.8600	0	0
0	0	8.1800	19.91	0.847	76.0000	-0.290	43.49	3.6100	0	0
0	0	7.0700	23.35	0.746	78.0000	-0.334	44.12	4.4700	0	0
0	0	6.0700	25.48	0.661	80.0000	-0.378	44.74	5.4300	0	0
0	0	5.1700	26.95	0.585	82.0000	-0.421	45.52	6.5100	0	0
0	0	4.3800	28.1	0.515	84.0000	-0.462	46.36	7.6900	0	0
0	0	3.6900	29.02	0.451	86.0000	-0.501	47.31	8.9700	0	0
0	0	3.0800	29.7	0.392	88.0000	-0.538	48.27	10.3300	0	0
0	0	2.5700	30.37	0.339	90.0000	-0.571	49.44	11.7900	0	0
0	0	2.1200	30.84	0.291	92.0000	-0.601	50.68	13.3200	0	0