Option chain

IDFCFIRSTB

29 Sept 2026 expiry · 21 strikes around the money

87.05

Forward estimate · 50 strikes analysed · Market closed · Snapshot

Ask PocketIQ

Put-call ratio0.75more calls open

Max pain86strike of least writer payout

ATM straddle₹2.41call + put at 87

Expected move± ₹2.412.78% by expiry

LiquidityThin55% of legs quoted

PositioningBearish positioning31% confidence

The chain prices a move to roughly ₹84.23 – ₹89.05 by expiry.

Option chain

Reference strike 87

IDFCFIRSTB option chain for 2026-09-29. Calls on the left, puts on the right, strikes down the centre.
Calls					Puts
OI	Volume	IV	LTP	Strike	LTP	IV	Volume	OI
2.69 L	0	41.34%		CE77PE		41.34%	3.15 L	21.43 L
2.41 L	0	37.64%		CE78PE		37.64%	4.36 L	13.63 L
1.76 L	18,550	35.03%		CE79PE		35.03%	3.62 L	30.42 L
12.24 L	1.21 L	33.77%		CE80PE		33.77%	10.76 L	96.83 L
11.59 L	37,100	31.66%		CE81PE		31.66%	2.60 L	51.11 L
12.61 L	83,475	29.42%		CE82PE		29.42%	5.57 L	38.21 L
16.88 L	1.86 L	27.27%		CE83PE		27.27%	23.28 L	88.30 L
49.53 L	4.92 L	25.74%		CE84PE		25.74%	23.56 L	1.15 Cr
1.13 Cr	23.00 L	24.33%		CE85PES		24.33%	48.88 L	1.66 Cr
68.45 L	46.47 L	23.30%		CE86PEMP		23.30%	65.48 L	77.91 L
1.48 Cr	64.37 L	22.80%		CE87PE		22.80%	44.61 L	91.54 L
Spot ₹87.05
1.76 Cr	51.01 L	22.69%		CE88PE		22.69%	5.84 L	59.92 L
63.07 L	36.45 L	22.94%		CE89PE		22.94%	10.67 L	17.16 L
2.72 Cr	64.46 L	24.35%		CE90PER		24.35%	4.27 L	39.33 L
1.17 Cr	8.63 L	25.24%		CE91PE		25.24%	0	8.35 L
84.31 L	9.00 L	25.47%		CE92PE		25.47%	0	1.86 L
31.07 L	1.95 L	27.38%		CE93PE		27.38%	0	64,925
34.97 L	2.78 L	29.31%		CE94PE	—	29.31%	0	0
35.43 L	1.58 L	30.63%		CE95PE		30.63%	9,275	26.53 L
16.51 L	74,200	32.42%		CE96PE		32.42%	0	18,550
0	0	—	—	CE97PE	—	—	0	0

3 of 42 legs unpricedMP max painS open-interest supportR resistanceShaded cells are in the moneyChoose a premium to trade · CE / PE opens the contract

Build an exact-option strategy Choose the contract in the builder

Open interest by strike

where the writers are

Call OIPut OISpot ₹87.05

Support851.66 Cr open · 17.1% of the side · distributed

Resistance902.72 Cr open · 21.1% of the side · moderate

Chain totals

Across the chain	Calls	Puts	Put / call
Open interest	12.92 Cr	9.75 Cr	0.75
Volume	3.21 Cr	2.60 Cr	0.81
Premium turnover	₹3,49,87,711.50	₹2,45,09,641.50	0.70

Volatility

ATM IV+22.80%

Average IV+33.93%

Put wing+39.35%

Call wing+28.40%

Wing skew+10.96%

IV coverage54% of legs

Explanation, not advice

Bearish options positioning. Data quality is degraded.

The model was not reachable, so this is the deterministic summary.

Market data and analytics are shown as feed observations. They are not investment advice, recommendations, ratings, or a view on direction.