IDFCFIRSTB IDFC FIRST BANK LIMITED
IDFC FIRST BANK LIMITED — on this desk since 30 Sep 2016.
Results meeting in 8 days Sat 24 Oct 2026, as the company announced it to NSE
Prices before Wed 10 Mar 2021 are not comparable with today's. A corporate action in this security carries no published ratio, so nothing before that date can be put on the same share count — it is left out rather than shown unadjusted.
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | — | — | — | 69 | 2,13,325 | −55,650 | 0.11 | short covering |
| — | 9.22 | 0 | 9,275 | 70 | 18,64,275 | +18,550 | 0.15 | long build-up |
| — | 8.24 | 0 | 3,61,725 | 71 | 7,60,550 | −46,375 | 0.04 | long unwinding |
| — | 7.28 | 0 | 27,825 | 72 | 28,28,875 | −1,57,675 | 0.26 | short covering |
| — | 6.34 | 0 | 27,825 | 73 | 13,35,600 | +92,750 | 0.36 | short build-up |
| — | — | — | — | 74 | 21,79,625 | +2,22,600 | 0.49 | long build-up |
| long build-up | 4.79 | +1,39,125 | 6,77,075 | 75 | 45,81,850 | +27,825 | 0.65 | short build-up |
| — | 3.78 | 0 | 3,71,000 | 76 | 60,28,750 | +2,13,325 | 0.87 | short build-up |
| long build-up | 3.35 | +1,11,300 | 11,22,275 | 77 | 60,00,925 | +92,750 | 1.18 | short build-up |
| long build-up | 2.70 | +92,750 | 32,09,150 | 78 | 73,27,250 | +6,67,800 | 1.56 | short build-up |
| short covering | 2.13 | −1,20,575 | 51,38,350 | 79at the money | 1,20,29,675 | −1,20,575 | 2.02 | long unwinding |
| short covering | 1.69 | −7,04,900 | 1,59,90,100 | 80 | wall1,37,27,000 | −1,11,300 | 2.56 | long unwinding |
| long build-up | 1.33 | +1,94,775 | 69,65,525 | 81 | 47,48,800 | −2,68,975 | 3.18 | long unwinding |
| short covering | 1.02 | −2,04,050 | 82,36,200 | 82 | 1,07,68,275 | +18,550 | 3.80 | short build-up |
| short covering | 0.79 | −2,59,700 | 53,79,500 | 83 | 33,94,650 | 0 | 4.28 | — |
| short covering | 0.60 | −37,100 | 46,93,150 | 84 | 33,39,000 | −27,825 | 5.11 | long unwinding |
| short covering | 0.47 | −5,37,950 | 2,72,77,775wall | 85 | 71,41,750 | −74,200 | 6.35 | long unwinding |
| short covering | 0.37 | −1,48,400 | 1,74,09,175 | 86 | 16,04,575 | −27,825 | 6.91 | long unwinding |
| short covering | 0.28 | −64,925 | 63,16,275 | 87 | 16,97,325 | 0 | 7.85 | — |
| — | 0.22 | +46,375 | 89,13,275 | 88 | 11,03,725 | 0 | 8.82 | — |
| — | 0.18 | −1,76,225 | 28,10,325 | 89 | 9,73,875 | 0 | 10.48 | — |
The options were priced for a move of about 5.2% by 27 Oct.
Open interest
Short cover: price rose and open interest fell.
For this stock, 175 of 347 times the close 5 sessions later was higher.
Across every F&O stock, 50,957 of 98,536 times the close 5 sessions later was higher.
Basis, rollover and the ban
The future traded 0.05% above the share.
Not in the F&O ban this session; open interest stood at 89% of its market-wide limit.
Implied volatility
The options were priced for a move of about 5.2% by 27 Oct; over the sessions the desk holds it ranged 1.5–7.5%.
Option prices were dearer than 85 of the past 252 sessions.
Calls were priced dearer than puts the same distance out.
Show the recordHide the record
Implied and realised around results
No results meeting with an option chain on its eve yet.
The futures, session by session
| session | futures | implied move | basis | ban |
|---|---|---|---|---|
| Thu 15 Oct | short cover | 5.2% | 0.05% | |
| Wed 14 Oct | long unwind | 5.4% | -0.04% | |
| Tue 13 Oct | long unwind | 5.4% | 0.66% | |
| Mon 12 Oct | long build | 5.5% | 0.14% | |
| Fri 9 Oct | long build | 5.6% | -0.08% | |
| Thu 8 Oct | short build | 6.0% | 0.08% | |
| Wed 7 Oct | long unwind | 6.0% | -0.01% | |
| Tue 6 Oct | short build | 5.9% | 0.04% | |
| Mon 5 Oct | long build | 6.1% | -0.01% | |
| Thu 1 Oct | long unwind | 6.4% | 0.66% | |
| Wed 30 Sep | short cover | 6.1% | 0.18% | |
| Tue 29 Sep | short build | 6.6% | 1.40% | |
| Mon 28 Sep | long unwind | 6.7% | 0.71% | |
| Fri 25 Sep | long build | 1.8% | -0.14% | |
| Thu 24 Sep | short build | 2.4% | -0.31% | |
| Wed 23 Sep | long build | 2.0% | 0.23% | |
| Tue 22 Sep | short build | 2.3% | 0.41% | |
| Mon 21 Sep | short build | 2.4% | -0.04% | |
| Fri 18 Sep | long build | 2.8% | 0.73% | |
| Thu 17 Sep | long build | 3.0% | 0.03% |
After a name entered or left the ban
- This stock, on entering the ban: 0 of 2 times the close 5 sessions later was higher — too few to read much into.
- This stock, on leaving it: 1 of 2 times the close 5 sessions later was higher — too few to read much into.
- Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
- Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.
Before comparing across time
Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.