IDFCFIRSTB option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 9275

Spot

73.63

Future

74.14

Forward

74.14

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

2.49

Puts 40.90 L / Calls 16.42 L

PCR (volume)

1.51

Puts 270 / Calls 179

Max pain

strike with least total payout to holders

Highest OI

80 CE · 70 PE

ΔOI calls +7.70 L · puts +18.27 L

Open interest by strike

CallsPuts│ ATM┊ Max pain

Calls										Puts
Buildup	OI	ΔOI	Volume	IV %	Delta	Theta	Chg	LTP	Strike	LTP	Chg	Theta	Delta	IV %	Volume	ΔOI	OI	Buildup
Neutral	—	—	—	36.43	0.93	-0.01	0.00	20.61	60	0.28	0.00	-0.01	-0.04	30.65	—	—	—	Neutral
Neutral	—	—	—	34.75	0.91	-0.01	0.00	18.79	62	0.31	0.00	-0.01	-0.06	30.34	—	—	83,475	Neutral
Neutral	—	—	—	33.99	0.89	-0.01	0.00	10.04	63	0.30	-0.69	-0.01	-0.07	29.73	1	+9,275	9,275	Short buildup
Neutral	—	—	—	33.51	0.87	-0.02	0.00	17.03	64	0.39	-0.15	-0.01	-0.09	29.46	56	+92,750	7.88 L	Short buildup
Neutral	—	—	—	33.04	0.85	-0.02	0.00	8.52	65	1.46	0.00	-0.02	-0.12	30.38	—	—	—	Neutral
Neutral	—	—	—	32.67	0.82	-0.02	0.00	15.33	66	1.00	0.00	-0.02	-0.15	30.32	—	—	9,275	Neutral
Neutral	—	—	—	32.34	0.80	-0.02	0.00	7.14	67	2.05	0.00	-0.02	-0.18	30.37	—	—	—	Neutral
Neutral	—	—	—	32.12	0.76	-0.02	0.00	6.21	68	1.39	0.00	-0.02	-0.22	30.34	—	—	18,550	Neutral
Neutral	—	—	—	31.96	0.73	-0.03	0.00	5.90	69	2.79	0.00	-0.02	-0.25	30.21	—	—	—	Neutral
Neutral	—	—	—	31.82	0.69	-0.03	0.00	12.17	70	1.33	-0.49	-0.02	-0.27	26.12	118	+8.90 L	13.63 L	Short buildup
Neutral	—	—	—	31.68	0.65	-0.03	0.00	4.81	71	3.68	0.00	-0.03	-0.33	30.24	—	—	—	Neutral
Neutral	9,275	—	—	31.54	0.61	-0.03	0.00	3.30	72	3.26	0.00	-0.03	-0.38	30.16	—	—	9,275	Neutral
Neutral	—	—	—	31.46	0.57	-0.03	0.00	3.87	73	4.72	0.00	-0.03	-0.42	30.12	—	—	—	Neutral
Short buildup	27,825	+27,825	3	24.68	0.52	-0.02	-6.48	2.92	74	2.86	0.00	-0.03	-0.47	30.12	—	—	—	Neutral
Short buildup	1.76 L	+1.30 L	20	25.33	0.47	-0.03	-0.06	2.54	75	5.90	0.00	-0.03	-0.51	30.00	—	—	—	Neutral
Long buildup	46,375	+27,825	6	25.46	0.42	-0.02	+0.16	2.15	76	3.90	-1.60	-0.02	-0.58	24.66	1	—	1.02 L	Neutral
Neutral	—	—	—	31.27	0.40	-0.03	0.00	2.41	77	7.21	0.00	-0.03	-0.60	29.93	—	—	—	Neutral
Neutral	—	—	—	31.21	0.36	-0.03	0.00	7.07	78	6.80	0.00	-0.03	-0.64	29.83	—	—	4.17 L	Neutral
Neutral	—	—	—	31.18	0.32	-0.03	0.00	1.87	79	8.65	0.00	-0.03	-0.68	29.74	—	—	—	Neutral
Long buildup	9.18 L	+4.73 L	117	25.74	0.24	-0.02	+0.27	1.02	80	8.00	0.00	-0.02	-0.72	29.68	—	—	9,275	Neutral
Neutral	—	—	—	31.10	0.25	-0.03	0.00	1.42	81	10.19	0.00	-0.02	-0.75	29.59	—	—	—	Neutral
Neutral	18,550	—	—	31.11	0.22	-0.02	0.00	0.80	82	6.51	0.00	-0.02	-0.78	29.37	—	—	—	Neutral
Short buildup	9,275	+9,275	1	25.11	0.14	-0.01	-0.59	0.49	83	11.82	0.00	-0.02	-0.81	29.28	—	—	—	Neutral
Neutral	18,550	—	—	31.04	0.17	-0.02	0.00	2.27	84	7.69	0.00	-0.02	-0.84	29.10	—	—	—	Neutral
Neutral	27,825	—	—	31.00	0.12	-0.02	0.00	0.39	86	8.97	0.00	-0.01	-0.89	28.58	—	—	—	Neutral
Long buildup	1.11 L	+55,650	23	29.22	0.08	-0.01	+0.06	0.28	88	·	·	·	·	·	·	·	·	·
Long buildup	1.58 L	+55,650	8	28.91	0.05	-0.01	+0.02	0.17	90	·	·	·	·	·	·	·	·	·
Short covering	1.21 L	−9,275	1	28.63	0.03	-0.01	+0.04	0.10	92	18.00	0.00	0.00	-0.98	23.58	—	—	9,275	Neutral
·	·	·	·	·	·	·	·	·	96	21.45	-1.40	—	—	—	94	+8.35 L	12.71 L	Short buildup

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. Discounting at 6.72% (carry implied by 23 Nov → 29 Dec futures). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.