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ClearStrike

IDFCFIRSTB options IV analysis

End-of-day data as of 2026-10-09

Tomorrow: where IDFCFIRSTB can go (next trading day)

For the next trading day, options point to about 2.0% either way: IDFCFIRSTB between 77.93 and 81.09 (from 79.51).

2026-07-16 O 79.47 H 79.60 L 79.10 C 79.282026-07-17 O 79.28 H 80.80 L 78.78 C 80.352026-07-20 O 79.99 H 82.18 L 79.70 C 81.782026-07-21 O 81.78 H 82.70 L 81.52 C 81.662026-07-22 O 81.35 H 81.40 L 79.72 C 80.722026-07-23 O 80.21 H 81.18 L 79.70 C 79.902026-07-24 O 79.70 H 81.09 L 78.88 C 80.792026-07-27 O 86.30 H 88.76 L 84.70 C 84.882026-07-28 O 84.79 H 86.80 L 84.54 C 85.752026-07-29 O 85.75 H 86.10 L 84.57 C 85.022026-07-30 O 84.93 H 85.00 L 83.70 C 84.762026-07-31 O 84.76 H 85.74 L 84.51 C 84.682026-08-03 O 85.31 H 86.50 L 84.69 C 86.002026-08-04 O 85.87 H 86.13 L 84.45 C 86.002026-08-05 O 86.00 H 86.25 L 84.72 C 85.302026-08-06 O 85.21 H 85.54 L 84.65 C 85.352026-08-07 O 85.00 H 85.14 L 84.35 C 84.622026-08-10 O 84.34 H 85.17 L 84.34 C 85.102026-08-11 O 84.76 H 84.96 L 84.07 C 84.272026-08-12 O 83.61 H 85.80 L 83.61 C 85.802026-08-13 O 85.70 H 86.67 L 85.26 C 86.552026-08-14 O 86.42 H 86.52 L 85.53 C 85.692026-08-17 O 85.41 H 85.59 L 84.51 C 85.052026-08-18 O 85.00 H 85.47 L 84.60 C 84.762026-08-19 O 85.24 H 85.55 L 85.00 C 85.492026-08-20 O 85.66 H 86.50 L 85.60 C 85.842026-08-21 O 85.60 H 86.75 L 85.59 C 86.752026-08-24 O 86.91 H 86.94 L 85.41 C 85.892026-08-25 O 85.92 H 86.17 L 85.00 C 85.002026-08-26 O 85.18 H 86.59 L 84.40 C 84.402026-08-27 O 84.40 H 84.88 L 83.72 C 83.802026-08-28 O 83.79 H 84.23 L 82.95 C 83.122026-08-31 O 83.00 H 85.97 L 82.50 C 85.972026-09-01 O 85.20 H 85.20 L 84.10 C 84.902026-09-02 O 84.61 H 85.25 L 83.70 C 85.092026-09-03 O 85.09 H 88.10 L 85.04 C 87.502026-09-04 O 87.81 H 87.98 L 86.50 C 86.712026-09-07 O 86.29 H 86.79 L 85.90 C 86.442026-09-08 O 86.44 H 87.10 L 86.02 C 86.502026-09-09 O 86.48 H 86.95 L 85.90 C 86.002026-09-10 O 86.00 H 87.40 L 85.82 C 86.842026-09-11 O 86.20 H 86.73 L 85.41 C 86.212026-09-15 O 86.56 H 86.65 L 84.80 C 84.802026-09-16 O 84.61 H 85.71 L 84.61 C 85.012026-09-17 O 84.75 H 86.49 L 84.53 C 86.332026-09-18 O 86.00 H 87.17 L 85.92 C 85.922026-09-21 O 85.92 H 86.55 L 85.20 C 85.802026-09-22 O 85.64 H 86.10 L 84.90 C 85.372026-09-23 O 85.98 H 89.61 L 85.90 C 87.902026-09-24 O 84.50 H 85.49 L 83.30 C 83.762026-09-25 O 83.48 H 84.25 L 83.27 C 83.802026-09-28 O 83.25 H 83.50 L 80.45 C 80.552026-09-29 O 80.40 H 80.63 L 78.60 C 79.462026-09-30 O 79.46 H 82.08 L 79.46 C 81.442026-10-01 O 80.95 H 81.38 L 79.53 C 80.392026-10-05 O 80.76 H 82.30 L 80.65 C 82.222026-10-06 O 81.98 H 82.29 L 78.89 C 81.562026-10-07 O 81.46 H 81.46 L 78.75 C 79.542026-10-08 O 79.49 H 79.49 L 78.01 C 78.462026-10-09 O 78.34 H 79.80 L 78.12 C 79.52Upper end 81.09Lower end 77.93Now 79.5216 Jul9 Oct
Lower end 77.93Now 79.51Upper end 81.09

Where IDFCFIRSTB can go in the next 3 days

Options imply about 3.4% either way over 3 days (about 2.0% in a day). That puts IDFCFIRSTB between 76.77 and 82.25 in 3 days (now 79.51).

2026-07-16 O 79.47 H 79.60 L 79.10 C 79.282026-07-17 O 79.28 H 80.80 L 78.78 C 80.352026-07-20 O 79.99 H 82.18 L 79.70 C 81.782026-07-21 O 81.78 H 82.70 L 81.52 C 81.662026-07-22 O 81.35 H 81.40 L 79.72 C 80.722026-07-23 O 80.21 H 81.18 L 79.70 C 79.902026-07-24 O 79.70 H 81.09 L 78.88 C 80.792026-07-27 O 86.30 H 88.76 L 84.70 C 84.882026-07-28 O 84.79 H 86.80 L 84.54 C 85.752026-07-29 O 85.75 H 86.10 L 84.57 C 85.022026-07-30 O 84.93 H 85.00 L 83.70 C 84.762026-07-31 O 84.76 H 85.74 L 84.51 C 84.682026-08-03 O 85.31 H 86.50 L 84.69 C 86.002026-08-04 O 85.87 H 86.13 L 84.45 C 86.002026-08-05 O 86.00 H 86.25 L 84.72 C 85.302026-08-06 O 85.21 H 85.54 L 84.65 C 85.352026-08-07 O 85.00 H 85.14 L 84.35 C 84.622026-08-10 O 84.34 H 85.17 L 84.34 C 85.102026-08-11 O 84.76 H 84.96 L 84.07 C 84.272026-08-12 O 83.61 H 85.80 L 83.61 C 85.802026-08-13 O 85.70 H 86.67 L 85.26 C 86.552026-08-14 O 86.42 H 86.52 L 85.53 C 85.692026-08-17 O 85.41 H 85.59 L 84.51 C 85.052026-08-18 O 85.00 H 85.47 L 84.60 C 84.762026-08-19 O 85.24 H 85.55 L 85.00 C 85.492026-08-20 O 85.66 H 86.50 L 85.60 C 85.842026-08-21 O 85.60 H 86.75 L 85.59 C 86.752026-08-24 O 86.91 H 86.94 L 85.41 C 85.892026-08-25 O 85.92 H 86.17 L 85.00 C 85.002026-08-26 O 85.18 H 86.59 L 84.40 C 84.402026-08-27 O 84.40 H 84.88 L 83.72 C 83.802026-08-28 O 83.79 H 84.23 L 82.95 C 83.122026-08-31 O 83.00 H 85.97 L 82.50 C 85.972026-09-01 O 85.20 H 85.20 L 84.10 C 84.902026-09-02 O 84.61 H 85.25 L 83.70 C 85.092026-09-03 O 85.09 H 88.10 L 85.04 C 87.502026-09-04 O 87.81 H 87.98 L 86.50 C 86.712026-09-07 O 86.29 H 86.79 L 85.90 C 86.442026-09-08 O 86.44 H 87.10 L 86.02 C 86.502026-09-09 O 86.48 H 86.95 L 85.90 C 86.002026-09-10 O 86.00 H 87.40 L 85.82 C 86.842026-09-11 O 86.20 H 86.73 L 85.41 C 86.212026-09-15 O 86.56 H 86.65 L 84.80 C 84.802026-09-16 O 84.61 H 85.71 L 84.61 C 85.012026-09-17 O 84.75 H 86.49 L 84.53 C 86.332026-09-18 O 86.00 H 87.17 L 85.92 C 85.922026-09-21 O 85.92 H 86.55 L 85.20 C 85.802026-09-22 O 85.64 H 86.10 L 84.90 C 85.372026-09-23 O 85.98 H 89.61 L 85.90 C 87.902026-09-24 O 84.50 H 85.49 L 83.30 C 83.762026-09-25 O 83.48 H 84.25 L 83.27 C 83.802026-09-28 O 83.25 H 83.50 L 80.45 C 80.552026-09-29 O 80.40 H 80.63 L 78.60 C 79.462026-09-30 O 79.46 H 82.08 L 79.46 C 81.442026-10-01 O 80.95 H 81.38 L 79.53 C 80.392026-10-05 O 80.76 H 82.30 L 80.65 C 82.222026-10-06 O 81.98 H 82.29 L 78.89 C 81.562026-10-07 O 81.46 H 81.46 L 78.75 C 79.542026-10-08 O 79.49 H 79.49 L 78.01 C 78.462026-10-09 O 78.34 H 79.80 L 78.12 C 79.52Upper end 82.25Lower end 76.77Now 79.5216 Jul9 Oct
Lower end 76.77Now 79.51Upper end 82.25

If the market's estimate is right, price ends inside this zone roughly 2 out of 3 times and outside about 1 in 3.

IDFCFIRSTB (Private Bank): ATM IV is 31.5%, higher than 74% of days over the last year in the same expiry-cycle phase. Options imply about ±1.99% in a day and ±3.44% over three days. This describes what options price in, not where the stock will go.

All the numbers (for experienced traders)
ATM IV
31.5%
IV percentile
74%
Expected move 1d
±1.99%
Expected move 3d
±3.44%
IV / realised
1.21
Gamma flip
-1.0%
from spot
Max pain
+3.1%
from spot
Lot size
9275
Confirm lot size with your broker.
Event
None announced

ATM IV, last 60 days

44.3%17.8%2026-07-162026-10-09

Free view shows the last 60 days. The full history comes with the free 5-day trial.

IV moves with the expiry cycle, so compare like with like.

Same sector: Private Bank

Sector peers by IV percentile

What we did NOT find: any reliable way to predict direction. This page is descriptive data, not a call.