IDFCFIRSTB options
IDFC First Bank option chain and implied move
| Metric | Value | Read |
|---|---|---|
| Market-implied move | ±₹2.92 | ±4.04% to the Tuesday, 27 October 2026 expiry, from the at-the-money straddle |
| Implied range | ₹69.38 – ₹75.22 | What option prices imply, not a forecast of where the stock will trade |
| Max pain | ₹79 | The strike at which the largest value of written options would expire worthless |
| Heaviest put strike | ₹80 | 94,88,325 contracts — the largest put position on the chain |
| Heaviest call strike | ₹80 | 2,33,54,450 contracts — the largest call position on the chain |
| Put-call ratio | 0.56 | Total put open interest divided by total call open interest across the chain |
| Implied volatility (ATM) | 46.88% | At-the-money implied volatility for the front expiry |
- Market-implied move
- ±₹2.92
- Implied range
- ₹69 – ₹75
- Max pain
- ₹79
- Implied volatility
- 46.88%
±4.04% over 4 days, from the ₹72 straddle
What option prices imply, not a forecast of where the stock will trade
₹7 above the close
At the money, for the front expiry
Implied rangeMax painLast close
Heaviest put ₹80Heaviest call ₹80ATM ₹72 · PCR 0.56
At the close on Friday, 23 October 2026, IDFC First Bank options were pricing a move of ±₹2.92 by the Tuesday, 27 October 2026 expiry — a range of ₹69.38 to ₹75.22 against a closing price of ₹72.30. The figure is the at-the-money straddle at the ₹72 strike, which is what the options market itself is charging for the move to expiry. It describes the price of that expectation, not a forecast MarketCue makes.
Max pain sits at ₹79, ₹6.70 above the closing price — the strike at which the largest value of written options would expire worthless. The heaviest put position on the chain is at ₹80 with 94,88,325 contracts, and the heaviest call position at ₹80 with 2,33,54,450 contracts. Open interest describes where positions have been built; it is not a commitment by anyone to defend a price.
At-the-money implied volatility was 46.88% for the Tuesday, 27 October 2026 expiry. Realised volatility for IDFC First Bank is not yet available for comparison.
This page is a record of where IDFC First Bank's chain finished on Friday, 23 October 2026, not a live feed — the next reading follows tomorrow's close. Figures are derived from the NSE option chain via Upstox; max pain, the implied move, put-call ratio and the volatility comparison are MarketCue's own calculations from that data. MarketCue is not a registered investment adviser, research analyst or broker under SEBI regulations, and nothing here is a recommendation to buy or sell any security.
Read the full MarketCue scoring methodology
Source: NSE option chain via Upstox. .
Frequently asked questions
- What move are IDFC First Bank options pricing this expiry?
- ±₹2.92, or 4.04%, giving a range of ₹69.38 to ₹75.22 by Tuesday, 27 October 2026. The figure is derived from the at-the-money straddle at the ₹72 strike.
- What is IDFC First Bank's max pain?
- ₹79 at the last close, against a closing price of ₹72.30. Max pain is the strike at which the largest value of written options would expire worthless.
- Where is support and resistance in the IDFC First Bank option chain?
- The largest put position sits at ₹80 with 94,88,325 contracts, and the largest call position at ₹80 with 2,33,54,450 contracts. Traders commonly read heavy open interest at a strike as a level, though open interest describes positioning rather than any commitment to defend a price.
- What is the lot size for IDFC First Bank options?
- 9,275 shares per lot, with strikes in steps of ₹1. At the implied move of ±₹2.92, one lot corresponds to ±₹27,083 of notional movement.