IDFC First Bank Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 30 | ₹— | 17.9% | — | — | — |
| — | — | — | —% | ₹— | 32 | ₹— | 16.5% | — | — | — |
| — | — | — | —% | ₹— | 34 | ₹— | 15.2% | — | — | — |
| — | — | — | —% | ₹— | 36 | ₹— | 13.9% | — | — | — |
| — | — | — | —% | ₹— | 38 | ₹— | 12.7% | — | — | — |
| — | — | — | —% | ₹— | 40 | ₹— | 11.6% | — | — | — |
| — | — | — | —% | ₹— | 42 | ₹— | 10.5% | — | — | — |
| — | — | — | —% | ₹— | 43 | ₹— | 10.0% | — | — | — |
| — | — | — | —% | ₹— | 44 | ₹— | 9.5% | — | — | — |
| — | — | — | —% | ₹— | 45 | ₹— | 9.0% | — | — | — |
| — | — | — | —% | ₹— | 46 | ₹— | 8.5% | — | — | — |
| — | — | — | —% | ₹— | 47 | ₹— | 8.0% | — | — | — |
| — | — | — | —% | ₹36.24 | 48 | ₹0.01 | —% | 9K | 0 | 9.9 L |
| — | — | — | —% | ₹— | 49 | ₹— | 7.1% | — | — | — |
| 7.1 L | 0 | — | —% | ₹18.50 | 50 | ₹0.01 | —% | 4.2 L | -56K | 36.0 L |
| — | — | — | —% | ₹20.62 | 51 | ₹0.06 | —% | — | — | — |
| 3.4 L | 0 | — | —% | ₹15.80 | 52 | ₹0.03 | 85.7% | 71.7 L | -9.3 L | 61.7 L |
| — | — | — | —% | ₹18.70 | 53 | ₹0.03 | 80.2% | 1.7 L | -1.1 L | 5.5 L |
| 83K | 0 | — | —% | ₹14.25 | 54 | ₹0.03 | 74.6% | 2.2 L | -83K | 9.6 L |
| 11.4 L | 0 | 9K | —% | ₹13.10 | 55 | ₹0.05 | 74.6% | 13.5 L | -83K | 54.5 L |
| 5.4 L | 0 | 19K | —% | ₹12.10 | 56 | ₹0.05 | 69.8% | 7.6 L | -28K | 17.3 L |
| 2.8 L | 0 | — | 80.9% | ₹10.84 | 57 | ₹0.07 | 68.5% | 3.3 L | +9K | 19.2 L |
| 8.3 L | 0 | 19K | —% | ₹10.38 | 58 | ₹0.09 | 66.1% | 12.4 L | -6.9 L | 34.6 L |
| 28.2 L | 0 | — | 107.1% | ₹9.61 | 59 | ₹0.10 | 61.7% | 20.8 L | +8.7 L | 37.9 L |
| 44.1 L | -5.1 L | 9.4 L | —% | ₹8.27 | 60 | ₹0.15 | 60.5% | 30.6 L | -3.7 L | 96.4 L |
| 21.7 L | -46K | 56K | 33.3% | ₹7.37 | 61 | ₹0.20 | 58.1% | 4.9 L | +83K | 31.1 L |
| 27.5 L | 0 | 19K | 44.4% | ₹6.35 | 62 | ₹0.28 | 56.7% | 15.3 L | +4.0 L | 39.1 L |
| 55.8 L | -9K | 1.8 L | 39.0% | ₹5.56 | 63 | ₹0.39 | 55.6% | 7.9 L | +56K | 54.0 L |
| 15.2 L | -37K | 56K | 45.3% | ₹4.83 | 64 | ₹0.52 | 53.9% | 7.5 L | +4.6 L | 52.6 L |
| 1.89 Cr | -93K | 8.6 L | 43.7% | ₹3.93 | 65ATM | ₹0.72 | 52.5% | 25.0 L | +3.0 L | 99.3 L |
| 49.0 L | -1.2 L | 4.1 L | 43.7% | ₹3.15 | 66 | ₹0.93 | 50.5% | 16.0 L | +3.2 L | 56.6 L |
| 57.9 L | +4.6 L | 17.9 L | 42.3% | ₹2.49 | 67 | ₹1.26 | 49.1% | 25.2 L | +7.9 L | 62.1 L |
| 93.9 L | +1.7 L | 36.0 L | 41.6% | ₹1.80 | 68 | ₹1.65 | 48.2% | 31.5 L | +8.6 L | 55.1 L |
| 54.0 L | +2.4 L | 23.7 L | 40.7% | ₹1.30 | 69 | ₹2.08 | 46.6% | 8.5 L | -65K | 14.3 L |
| 1.49 Cr | +4.3 L | 64.9 L | 41.1% | ₹0.95 | 70 | ₹2.71 | 46.8% | 10.9 L | -9K | 64.6 L |
| 22.7 L | +83K | 14.1 L | 40.8% | ₹0.64 | 71 | ₹3.31 | —% | — | 0 | 3.4 L |
| 33.9 L | +56K | 13.3 L | 40.6% | ₹0.41 | 72 | ₹4.38 | 49.3% | 74K | -37K | 4.2 L |
| 25.4 L | +37K | 8.1 L | 41.7% | ₹0.29 | 73 | ₹6.05 | 62.9% | — | 0 | 1.6 L |
| 30.1 L | -1.6 L | 5.0 L | 42.2% | ₹0.19 | 74 | ₹7.00 | 67.5% | — | 0 | 3.2 L |
| 78.2 L | +3.4 L | 34.3 L | 41.8% | ₹0.11 | 75 | ₹6.81 | 55.5% | 1.3 L | -46K | 27.5 L |
| 14.2 L | +6.9 L | 11.6 L | 44.2% | ₹0.08 | 76 | ₹8.00 | 58.7% | 19K | 0 | 6.7 L |
| 10.3 L | +4.4 L | 8.6 L | 43.9% | ₹0.05 | 77 | ₹15.64 | 251.2% | — | 0 | 83K |
| 13.2 L | +56K | 3.5 L | 46.3% | ₹0.04 | 78 | ₹9.50 | —% | — | 0 | 1.5 L |
| — | — | — | 3.4% | ₹— | 79 | ₹14.40 | 177.3% | — | 0 | 9K |
| 73.5 L | -2.2 L | 4.6 L | 51.2% | ₹0.03 | 80 | ₹11.83 | 76.8% | 2.8 L | -2.4 L | 93.8 L |
| — | — | — | 4.0% | ₹— | 81 | ₹18.60 | —% | — | 0 | 9K |
| 6.7 L | 0 | — | 52.9% | ₹0.01 | 82 | ₹13.49 | —% | — | 0 | 1.9 L |
| — | — | — | 4.5% | ₹— | 83 | ₹— | —% | — | — | — |
| 1.9 L | 0 | — | 66.9% | ₹0.03 | 84 | ₹16.31 | —% | — | 0 | 2.5 L |
| — | — | — | 5.0% | ₹— | 85 | ₹— | —% | — | — | — |
| 7.6 L | 0 | 9K | 62.0% | ₹0.01 | 86 | ₹17.79 | —% | 9K | 0 | 10.0 L |
| — | — | — | 5.5% | ₹— | 87 | ₹— | —% | — | — | — |
| — | — | — | —% | ₹3.94 | 88 | ₹7.10 | —% | — | — | — |
| 11.8 L | -19K | 65K | 72.9% | ₹0.01 | 90 | ₹8.37 | —% | — | — | — |
| — | — | — | 6.8% | ₹— | 92 | ₹— | —% | — | — | — |
| — | — | — | 7.3% | ₹— | 94 | ₹— | —% | — | — | — |
| 9K | 0 | — | —% | ₹0.06 | 96 | ₹— | —% | — | — | — |
| — | — | — | 8.2% | ₹— | 98 | ₹— | —% | — | — | — |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Key Strike Levels
Major resistance sits at ₹76, where call writers have amassed significant open interest (OI), while puts at ₹59 and ₹68 show deep concentration, marking strong support. The implied range spans ₹59–₹76, bounded by peak put and call OI, with the spot price near the lower edge. A break above ₹76 could trigger short covering in calls, while failure at ₹68 may test lower barriers.
OI Buildup Activity
Fresh long calls are building aggressively at ₹76, ₹67, and ₹77, signaling bullish conviction despite current spot levels. On the put side, strong OI additions at ₹59, ₹68, and ₹67 reflect defensive positioning and support defense. Call writers at ₹76 appear under pressure as longs accumulate, while ₹67 acts as a two-way battleground with heavy activity in both calls and puts.
Volatility Read
ATM IV at 41.53% suggests elevated premium levels, typical for mid-term expiries amid uncertainty. Neutral skew indicates balanced fear and greed, with no pronounced bias in put or call demand across strikes.
Strategy Implication
Bias leans conditionally bullish above ₹68, with gamma dynamics favoring longs if resistance at ₹76 draws sustained buying interest.