IDEA
Vodafone Idea Limited
Historical option data for IDEA
24 Apr 2026 01:28 PM IST
| IDEA 28-Apr-2026 (4d) 10 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 0
Theta: -0.01
Gamma: 0.48737
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 9.48 | 0.04 | -0.019999999999999997 | 47.48 | 2,171 | -79 | 4,362 | |||||||||
| 23 Apr | 9.58 | 0.06 | 0 | 42.99 | 2,446 | -354 | 4,464 | |||||||||
| 22 Apr | 9.54 | 0.07 | -0.039999999999999994 | 46.19 | 4,835 | -14 | 5,024 | |||||||||
| 21 Apr | 9.55 | 0.12 | 0 | 51.49 | 3,021 | -55 | 5,086 | |||||||||
| 20 Apr | 9.47 | 0.12 | -0.05000000000000002 | 55.1 | 3,834 | 96 | 5,123 | |||||||||
| 17 Apr | 9.61 | 0.17 | 0.010000000000000009 | 46.89 | 4,182 | -65 | 5,044 | |||||||||
| 16 Apr | 9.53 | 0.16 | 0 | 47.91 | 4,169 | -146 | 5,117 | |||||||||
| 15 Apr | 9.44 | 0.18 | 0.03999999999999998 | 50.57 | 3,377 | -5 | 5,267 | |||||||||
| 13 Apr | 9.25 | 0.13 | -0.01999999999999999 | 50.95 | 4,208 | -25 | 5,289 | |||||||||
| 10 Apr | 9.25 | 0.16 | -0.010000000000000009 | 49.42 | 4,466 | 116 | 5,301 | |||||||||
| 9 Apr | 9.12 | 0.17 | -0.02 | 54.98 | 2,882 | 63 | 5,182 | |||||||||
| 8 Apr | 9.20 | 0.2 | 0.06 | 52.74 | 7,581 | 688 | 5,125 | |||||||||
| 7 Apr | 8.63 | 0.14 | -0.03 | 64.55 | 4,590 | -8 | 4,434 | |||||||||
| 6 Apr | 8.76 | 0.17 | 0.03 | 63.34 | 7,014 | 61 | 4,516 | |||||||||
| 2 Apr | 8.58 | 0.15 | -0.03 | 61.84 | 6,525 | 447 | 4,455 | |||||||||
| 1 Apr | 8.64 | 0.19 | 0 | 63.12 | 5,027 | 461 | 4,011 | |||||||||
| 30 Mar | 8.53 | 0.2 | -0.08 | 65.95 | 2,877 | 492 | 3,555 | |||||||||
| 27 Mar | 8.89 | 0.3 | -0.03 | 62.06 | 2,820 | 539 | 3,041 | |||||||||
| 25 Mar | 9.04 | 0.34 | -0.01 | 59.81 | 2,307 | 294 | 2,489 | |||||||||
| 24 Mar | 8.88 | 0.37 | -0.02 | 64.82 | 1,240 | 96 | 2,186 | |||||||||
| 23 Mar | 8.70 | 0.4 | -0.13 | 73.46 | 1,775 | 525 | 2,086 | |||||||||
| 20 Mar | 9.34 | 0.53 | 0.1 | 61.62 | 1,205 | 177 | 1,563 | |||||||||
| 19 Mar | 8.94 | 0.45 | -0.13 | 65.55 | 1,453 | 436 | 1,408 | |||||||||
| 18 Mar | 9.44 | 0.57 | 0.02 | 61.05 | 692 | 136 | 973 | |||||||||
| 17 Mar | 9.25 | 0.56 | -0.08 | 64.68 | 388 | 24 | 837 | |||||||||
| 16 Mar | 9.39 | 0.64 | 0.02 | 65.65 | 619 | -48 | 815 | |||||||||
| 13 Mar | 9.27 | 0.67 | -0.03 | 65.16 | 618 | 136 | 861 | |||||||||
| 12 Mar | 9.56 | 0.7 | -0.08 | 60.3 | 407 | 98 | 725 | |||||||||
| 11 Mar | 9.71 | 0.77 | -0.18 | 60.67 | 198 | -43 | 628 | |||||||||
| 10 Mar | 10.01 | 0.98 | 0.05 | 61.75 | 131 | 5 | 670 | |||||||||
| 9 Mar | 9.91 | 0.94 | -0.04 | 62.88 | 158 | 43 | 664 | |||||||||
| 6 Mar | 10.06 | 0.97 | -0.14 | 57.2 | 189 | 71 | 621 | |||||||||
| 5 Mar | 10.22 | 1.11 | 0.14 | 58.33 | 198 | 28 | 551 | |||||||||
| 4 Mar | 9.99 | 0.97 | -0.14 | 59.73 | 284 | 133 | 523 | |||||||||
| 2 Mar | 10.29 | 1.13 | -0.18 | 53.75 | 152 | 46 | 390 | |||||||||
| 27 Feb | 10.59 | 1.3 | -0.18 | 54.22 | 120 | 88 | 342 | |||||||||
| 26 Feb | 10.85 | 1.48 | 0.04 | 52.36 | 39 | 20 | 254 | |||||||||
| 25 Feb | 10.73 | 1.44 | -0.16 | 53.81 | 228 | 188 | 233 | |||||||||
| 24 Feb | 10.91 | 1.6 | -0.04 | 53.51 | 3 | 1 | 46 | |||||||||
| 23 Feb | 10.98 | 1.64 | -0.38 | 54.17 | 7 | 3 | 44 | |||||||||
| 20 Feb | 11.16 | 2.02 | 0.07 | - | 0 | 0 | 41 | |||||||||
| 19 Feb | 11.26 | 2.02 | 0.07 | - | 0 | 0 | 41 | |||||||||
| 18 Feb | 11.56 | 2.02 | 0.07 | 47.34 | 1 | 0 | 41 | |||||||||
| 17 Feb | 11.38 | 1.95 | -0.07 | - | 0 | 0 | 41 | |||||||||
| 16 Feb | 11.43 | 1.95 | -0.07 | - | 0 | 0 | 41 | |||||||||
| 13 Feb | 11.30 | 1.95 | -0.07 | 55.56 | 4 | 2 | 41 | |||||||||
| 12 Feb | 11.55 | 2.02 | -0.27 | 46.29 | 2 | 1 | 39 | |||||||||
| 11 Feb | 11.85 | 2.3 | 0.41 | - | 0 | 0 | 38 | |||||||||
| 10 Feb | 11.48 | 2.3 | 0.41 | - | 0 | 0 | 38 | |||||||||
| 9 Feb | 11.58 | 2.3 | 0.41 | 62.5 | 16 | 6 | 36 | |||||||||
| 6 Feb | 11.12 | 1.9 | 0 | 55.19 | 8 | 0 | 29 | |||||||||
| 5 Feb | 11.24 | 1.9 | -0.15 | 50.79 | 5 | 0 | 29 | |||||||||
| 4 Feb | 11.35 | 2.09 | 0.17 | - | 0 | 0 | 29 | |||||||||
| 3 Feb | 11.41 | 2.09 | 0.17 | 52.58 | 9 | 7 | 29 | |||||||||
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| 2 Feb | 10.81 | 1.9 | 0.85 | - | 0 | 0 | 22 | |||||||||
| 1 Feb | 10.87 | 1.9 | 0.85 | - | 0 | 0 | 22 | |||||||||
| 30 Jan | 11.17 | 1.9 | 0.85 | 53.09 | 31 | 17 | 22 | |||||||||
| 29 Jan | 10.05 | 1.1 | -0.05 | 53.73 | 2 | 0 | 0 | |||||||||
For Vodafone Idea Limited - strike price 10 expiring on 28APR2026
Delta for 10 CE is 0.16
Historical price for 10 CE is as follows
On 24 Apr IDEA was trading at 9.48. The strike last trading price was 0.04, which was -0.019999999999999997 lower than the previous day. The implied volatity was 47.48, the open interest changed by -79 which decreased total open position to 4362
On 23 Apr IDEA was trading at 9.58. The strike last trading price was 0.06, which was 0 lower than the previous day. The implied volatity was 42.99, the open interest changed by -354 which decreased total open position to 4464
On 22 Apr IDEA was trading at 9.54. The strike last trading price was 0.07, which was -0.039999999999999994 lower than the previous day. The implied volatity was 46.19, the open interest changed by -14 which decreased total open position to 5024
On 21 Apr IDEA was trading at 9.55. The strike last trading price was 0.12, which was 0 lower than the previous day. The implied volatity was 51.49, the open interest changed by -55 which decreased total open position to 5086
On 20 Apr IDEA was trading at 9.47. The strike last trading price was 0.12, which was -0.05000000000000002 lower than the previous day. The implied volatity was 55.1, the open interest changed by 96 which increased total open position to 5123
On 17 Apr IDEA was trading at 9.61. The strike last trading price was 0.17, which was 0.010000000000000009 higher than the previous day. The implied volatity was 46.89, the open interest changed by -65 which decreased total open position to 5044
On 16 Apr IDEA was trading at 9.53. The strike last trading price was 0.16, which was 0 lower than the previous day. The implied volatity was 47.91, the open interest changed by -146 which decreased total open position to 5117
On 15 Apr IDEA was trading at 9.44. The strike last trading price was 0.18, which was 0.03999999999999998 higher than the previous day. The implied volatity was 50.57, the open interest changed by -5 which decreased total open position to 5267
On 13 Apr IDEA was trading at 9.25. The strike last trading price was 0.13, which was -0.01999999999999999 lower than the previous day. The implied volatity was 50.95, the open interest changed by -25 which decreased total open position to 5289
On 10 Apr IDEA was trading at 9.25. The strike last trading price was 0.16, which was -0.010000000000000009 lower than the previous day. The implied volatity was 49.42, the open interest changed by 116 which increased total open position to 5301
On 9 Apr IDEA was trading at 9.12. The strike last trading price was 0.17, which was -0.02 lower than the previous day. The implied volatity was 54.98, the open interest changed by 63 which increased total open position to 5182
On 8 Apr IDEA was trading at 9.20. The strike last trading price was 0.2, which was 0.06 higher than the previous day. The implied volatity was 52.74, the open interest changed by 688 which increased total open position to 5125
On 7 Apr IDEA was trading at 8.63. The strike last trading price was 0.14, which was -0.03 lower than the previous day. The implied volatity was 64.55, the open interest changed by -8 which decreased total open position to 4434
On 6 Apr IDEA was trading at 8.76. The strike last trading price was 0.17, which was 0.03 higher than the previous day. The implied volatity was 63.34, the open interest changed by 61 which increased total open position to 4516
On 2 Apr IDEA was trading at 8.58. The strike last trading price was 0.15, which was -0.03 lower than the previous day. The implied volatity was 61.84, the open interest changed by 447 which increased total open position to 4455
On 1 Apr IDEA was trading at 8.64. The strike last trading price was 0.19, which was 0 lower than the previous day. The implied volatity was 63.12, the open interest changed by 461 which increased total open position to 4011
On 30 Mar IDEA was trading at 8.53. The strike last trading price was 0.2, which was -0.08 lower than the previous day. The implied volatity was 65.95, the open interest changed by 492 which increased total open position to 3555
On 27 Mar IDEA was trading at 8.89. The strike last trading price was 0.3, which was -0.03 lower than the previous day. The implied volatity was 62.06, the open interest changed by 539 which increased total open position to 3041
On 25 Mar IDEA was trading at 9.04. The strike last trading price was 0.34, which was -0.01 lower than the previous day. The implied volatity was 59.81, the open interest changed by 294 which increased total open position to 2489
On 24 Mar IDEA was trading at 8.88. The strike last trading price was 0.37, which was -0.02 lower than the previous day. The implied volatity was 64.82, the open interest changed by 96 which increased total open position to 2186
On 23 Mar IDEA was trading at 8.70. The strike last trading price was 0.4, which was -0.13 lower than the previous day. The implied volatity was 73.46, the open interest changed by 525 which increased total open position to 2086
On 20 Mar IDEA was trading at 9.34. The strike last trading price was 0.53, which was 0.1 higher than the previous day. The implied volatity was 61.62, the open interest changed by 177 which increased total open position to 1563
On 19 Mar IDEA was trading at 8.94. The strike last trading price was 0.45, which was -0.13 lower than the previous day. The implied volatity was 65.55, the open interest changed by 436 which increased total open position to 1408
On 18 Mar IDEA was trading at 9.44. The strike last trading price was 0.57, which was 0.02 higher than the previous day. The implied volatity was 61.05, the open interest changed by 136 which increased total open position to 973
On 17 Mar IDEA was trading at 9.25. The strike last trading price was 0.56, which was -0.08 lower than the previous day. The implied volatity was 64.68, the open interest changed by 24 which increased total open position to 837
On 16 Mar IDEA was trading at 9.39. The strike last trading price was 0.64, which was 0.02 higher than the previous day. The implied volatity was 65.65, the open interest changed by -48 which decreased total open position to 815
On 13 Mar IDEA was trading at 9.27. The strike last trading price was 0.67, which was -0.03 lower than the previous day. The implied volatity was 65.16, the open interest changed by 136 which increased total open position to 861
On 12 Mar IDEA was trading at 9.56. The strike last trading price was 0.7, which was -0.08 lower than the previous day. The implied volatity was 60.3, the open interest changed by 98 which increased total open position to 725
On 11 Mar IDEA was trading at 9.71. The strike last trading price was 0.77, which was -0.18 lower than the previous day. The implied volatity was 60.67, the open interest changed by -43 which decreased total open position to 628
On 10 Mar IDEA was trading at 10.01. The strike last trading price was 0.98, which was 0.05 higher than the previous day. The implied volatity was 61.75, the open interest changed by 5 which increased total open position to 670
On 9 Mar IDEA was trading at 9.91. The strike last trading price was 0.94, which was -0.04 lower than the previous day. The implied volatity was 62.88, the open interest changed by 43 which increased total open position to 664
On 6 Mar IDEA was trading at 10.06. The strike last trading price was 0.97, which was -0.14 lower than the previous day. The implied volatity was 57.2, the open interest changed by 71 which increased total open position to 621
On 5 Mar IDEA was trading at 10.22. The strike last trading price was 1.11, which was 0.14 higher than the previous day. The implied volatity was 58.33, the open interest changed by 28 which increased total open position to 551
On 4 Mar IDEA was trading at 9.99. The strike last trading price was 0.97, which was -0.14 lower than the previous day. The implied volatity was 59.73, the open interest changed by 133 which increased total open position to 523
On 2 Mar IDEA was trading at 10.29. The strike last trading price was 1.13, which was -0.18 lower than the previous day. The implied volatity was 53.75, the open interest changed by 46 which increased total open position to 390
On 27 Feb IDEA was trading at 10.59. The strike last trading price was 1.3, which was -0.18 lower than the previous day. The implied volatity was 54.22, the open interest changed by 88 which increased total open position to 342
On 26 Feb IDEA was trading at 10.85. The strike last trading price was 1.48, which was 0.04 higher than the previous day. The implied volatity was 52.36, the open interest changed by 20 which increased total open position to 254
On 25 Feb IDEA was trading at 10.73. The strike last trading price was 1.44, which was -0.16 lower than the previous day. The implied volatity was 53.81, the open interest changed by 188 which increased total open position to 233
On 24 Feb IDEA was trading at 10.91. The strike last trading price was 1.6, which was -0.04 lower than the previous day. The implied volatity was 53.51, the open interest changed by 1 which increased total open position to 46
On 23 Feb IDEA was trading at 10.98. The strike last trading price was 1.64, which was -0.38 lower than the previous day. The implied volatity was 54.17, the open interest changed by 3 which increased total open position to 44
On 20 Feb IDEA was trading at 11.16. The strike last trading price was 2.02, which was 0.07 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 19 Feb IDEA was trading at 11.26. The strike last trading price was 2.02, which was 0.07 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 18 Feb IDEA was trading at 11.56. The strike last trading price was 2.02, which was 0.07 higher than the previous day. The implied volatity was 47.34, the open interest changed by 0 which decreased total open position to 41
On 17 Feb IDEA was trading at 11.38. The strike last trading price was 1.95, which was -0.07 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 16 Feb IDEA was trading at 11.43. The strike last trading price was 1.95, which was -0.07 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 13 Feb IDEA was trading at 11.30. The strike last trading price was 1.95, which was -0.07 lower than the previous day. The implied volatity was 55.56, the open interest changed by 2 which increased total open position to 41
On 12 Feb IDEA was trading at 11.55. The strike last trading price was 2.02, which was -0.27 lower than the previous day. The implied volatity was 46.29, the open interest changed by 1 which increased total open position to 39
On 11 Feb IDEA was trading at 11.85. The strike last trading price was 2.3, which was 0.41 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 10 Feb IDEA was trading at 11.48. The strike last trading price was 2.3, which was 0.41 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 9 Feb IDEA was trading at 11.58. The strike last trading price was 2.3, which was 0.41 higher than the previous day. The implied volatity was 62.5, the open interest changed by 6 which increased total open position to 36
On 6 Feb IDEA was trading at 11.12. The strike last trading price was 1.9, which was 0 lower than the previous day. The implied volatity was 55.19, the open interest changed by 0 which decreased total open position to 29
On 5 Feb IDEA was trading at 11.24. The strike last trading price was 1.9, which was -0.15 lower than the previous day. The implied volatity was 50.79, the open interest changed by 0 which decreased total open position to 29
On 4 Feb IDEA was trading at 11.35. The strike last trading price was 2.09, which was 0.17 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 3 Feb IDEA was trading at 11.41. The strike last trading price was 2.09, which was 0.17 higher than the previous day. The implied volatity was 52.58, the open interest changed by 7 which increased total open position to 29
On 2 Feb IDEA was trading at 10.81. The strike last trading price was 1.9, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 1 Feb IDEA was trading at 10.87. The strike last trading price was 1.9, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 30 Jan IDEA was trading at 11.17. The strike last trading price was 1.9, which was 0.85 higher than the previous day. The implied volatity was 53.09, the open interest changed by 17 which increased total open position to 22
On 29 Jan IDEA was trading at 10.05. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 53.73, the open interest changed by 0 which decreased total open position to 0
| IDEA 28-Apr-2026 (4d) 10 PE | |||||||
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Delta: -0.85
Vega: 0
Theta: -0.01
Gamma: 0.4861
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 9.48 | 0.56 | 0.07000000000000006 | 46.13 | 170 | -57 | 768 |
| 23 Apr | 9.58 | 0.49 | -0.040000000000000036 | 45.96 | 428 | -186 | 826 |
| 22 Apr | 9.54 | 0.54 | -0.029999999999999916 | 49.44 | 476 | -145 | 1,020 |
| 21 Apr | 9.55 | 0.59 | -0.050000000000000044 | 60.17 | 923 | 47 | 1,215 |
| 20 Apr | 9.47 | 0.67 | 0.12 | 55.65 | 873 | -33 | 1,165 |
| 17 Apr | 9.61 | 0.56 | -0.04999999999999993 | 49.63 | 836 | 59 | 1,204 |
| 16 Apr | 9.53 | 0.62 | -0.050000000000000044 | 47.67 | 925 | 55 | 1,144 |
| 15 Apr | 9.44 | 0.67 | -0.17999999999999994 | 49.52 | 474 | -64 | 1,105 |
| 13 Apr | 9.25 | 0.88 | 0.030000000000000027 | 51.05 | 354 | -38 | 1,169 |
| 10 Apr | 9.25 | 0.86 | -0.10999999999999999 | 47.59 | 247 | -18 | 1,208 |
| 9 Apr | 9.12 | 0.99 | 0.09 | 52.28 | 228 | 42 | 1,225 |
| 8 Apr | 9.20 | 0.91 | -0.51 | 53.36 | 424 | -15 | 1,183 |
| 7 Apr | 8.63 | 1.42 | 0.1 | 58.71 | 130 | 15 | 1,199 |
| 6 Apr | 8.76 | 1.32 | -0.18 | 58.65 | 111 | 37 | 1,184 |
| 2 Apr | 8.58 | 1.5 | 0.07 | 57.21 | 166 | -36 | 1,147 |
| 1 Apr | 8.64 | 1.45 | -0.11 | 60.85 | 156 | -61 | 1,182 |
| 30 Mar | 8.53 | 1.56 | 0.28 | 62.77 | 467 | 314 | 1,240 |
| 27 Mar | 8.89 | 1.26 | 0.1 | 57.42 | 285 | 176 | 925 |
| 25 Mar | 9.04 | 1.15 | -0.22 | 54.16 | 201 | 70 | 748 |
| 24 Mar | 8.88 | 1.38 | -0.17 | 70.21 | 115 | -1 | 675 |
| 23 Mar | 8.70 | 1.59 | 0.51 | 77.24 | 174 | 24 | 677 |
| 20 Mar | 9.34 | 1.08 | -0.35 | 62.14 | 136 | 26 | 653 |
| 19 Mar | 8.94 | 1.37 | 0.37 | 68.99 | 173 | -13 | 628 |
| 18 Mar | 9.44 | 1.01 | -0.15 | 57.97 | 86 | -3 | 641 |
| 17 Mar | 9.25 | 1.17 | 0.06 | 62.94 | 118 | 18 | 646 |
| 16 Mar | 9.39 | 1.12 | -0.08 | 64.64 | 65 | 17 | 628 |
| 13 Mar | 9.27 | 1.21 | 0.25 | 70.08 | 71 | 2 | 610 |
| 12 Mar | 9.56 | 0.98 | 0.05 | 59.42 | 183 | 12 | 573 |
| 11 Mar | 9.71 | 0.97 | 0.19 | 62.15 | 76 | 14 | 563 |
| 10 Mar | 10.01 | 0.76 | -0.08 | 57.82 | 64 | 20 | 549 |
| 9 Mar | 9.91 | 0.85 | 0.07 | 59.86 | 148 | 37 | 529 |
| 6 Mar | 10.06 | 0.78 | 0.06 | 58.14 | 162 | 30 | 491 |
| 5 Mar | 10.22 | 0.73 | -0.09 | 59.45 | 199 | 33 | 459 |
| 4 Mar | 9.99 | 0.83 | 0.2 | 57.73 | 186 | 71 | 426 |
| 2 Mar | 10.29 | 0.61 | 0.07 | 52.77 | 149 | 37 | 354 |
| 27 Feb | 10.59 | 0.55 | 0.1 | 52.49 | 131 | 74 | 316 |
| 26 Feb | 10.85 | 0.46 | -0.05 | 52.08 | 187 | -7 | 241 |
| 25 Feb | 10.73 | 0.51 | 0.06 | 53.06 | 213 | 136 | 249 |
| 24 Feb | 10.91 | 0.45 | 0.01 | 52.56 | 82 | 15 | 113 |
| 23 Feb | 10.98 | 0.44 | 0.02 | 52.27 | 69 | 17 | 99 |
| 20 Feb | 11.16 | 0.43 | 0.03 | 52.84 | 23 | -4 | 82 |
| 19 Feb | 11.26 | 0.43 | 0.08 | 53.1 | 23 | 12 | 85 |
| 18 Feb | 11.56 | 0.35 | -0.06 | 53.36 | 44 | 7 | 72 |
| 17 Feb | 11.38 | 0.41 | 0 | 54.73 | 14 | 0 | 64 |
| 16 Feb | 11.43 | 0.41 | -0.05 | 54.85 | 35 | 2 | 63 |
| 13 Feb | 11.30 | 0.46 | 0.04 | 54.97 | 17 | 8 | 61 |
| 12 Feb | 11.55 | 0.42 | 0.03 | 56.23 | 24 | 9 | 52 |
| 11 Feb | 11.85 | 0.41 | -0.06 | 57.88 | 47 | -9 | 44 |
| 10 Feb | 11.48 | 0.47 | 0.03 | 57.47 | 29 | 12 | 53 |
| 9 Feb | 11.58 | 0.43 | -0.15 | 55.92 | 35 | -5 | 40 |
| 6 Feb | 11.12 | 0.58 | 0.05 | 57.91 | 15 | 3 | 45 |
| 5 Feb | 11.24 | 0.53 | 0.05 | 56.19 | 25 | 1 | 43 |
| 4 Feb | 11.35 | 0.48 | 0.03 | 54.28 | 10 | 2 | 42 |
| 3 Feb | 11.41 | 0.45 | -0.13 | 53.49 | 28 | 0 | 37 |
| 2 Feb | 10.81 | 0.58 | 0 | 51.33 | 18 | 6 | 38 |
| 1 Feb | 10.87 | 0.6 | 0.03 | 52.52 | 31 | 0 | 31 |
| 30 Jan | 11.17 | 0.57 | -0.75 | 55.22 | 72 | 31 | 31 |
| 29 Jan | 10.05 | 1.32 | 0 | 1.55 | 0 | 0 | 0 |
For Vodafone Idea Limited - strike price 10 expiring on 28APR2026
Delta for 10 PE is -0.85
Historical price for 10 PE is as follows
On 24 Apr IDEA was trading at 9.48. The strike last trading price was 0.56, which was 0.07000000000000006 higher than the previous day. The implied volatity was 46.13, the open interest changed by -57 which decreased total open position to 768
On 23 Apr IDEA was trading at 9.58. The strike last trading price was 0.49, which was -0.040000000000000036 lower than the previous day. The implied volatity was 45.96, the open interest changed by -186 which decreased total open position to 826
On 22 Apr IDEA was trading at 9.54. The strike last trading price was 0.54, which was -0.029999999999999916 lower than the previous day. The implied volatity was 49.44, the open interest changed by -145 which decreased total open position to 1020
On 21 Apr IDEA was trading at 9.55. The strike last trading price was 0.59, which was -0.050000000000000044 lower than the previous day. The implied volatity was 60.17, the open interest changed by 47 which increased total open position to 1215
On 20 Apr IDEA was trading at 9.47. The strike last trading price was 0.67, which was 0.12 higher than the previous day. The implied volatity was 55.65, the open interest changed by -33 which decreased total open position to 1165
On 17 Apr IDEA was trading at 9.61. The strike last trading price was 0.56, which was -0.04999999999999993 lower than the previous day. The implied volatity was 49.63, the open interest changed by 59 which increased total open position to 1204
On 16 Apr IDEA was trading at 9.53. The strike last trading price was 0.62, which was -0.050000000000000044 lower than the previous day. The implied volatity was 47.67, the open interest changed by 55 which increased total open position to 1144
On 15 Apr IDEA was trading at 9.44. The strike last trading price was 0.67, which was -0.17999999999999994 lower than the previous day. The implied volatity was 49.52, the open interest changed by -64 which decreased total open position to 1105
On 13 Apr IDEA was trading at 9.25. The strike last trading price was 0.88, which was 0.030000000000000027 higher than the previous day. The implied volatity was 51.05, the open interest changed by -38 which decreased total open position to 1169
On 10 Apr IDEA was trading at 9.25. The strike last trading price was 0.86, which was -0.10999999999999999 lower than the previous day. The implied volatity was 47.59, the open interest changed by -18 which decreased total open position to 1208
On 9 Apr IDEA was trading at 9.12. The strike last trading price was 0.99, which was 0.09 higher than the previous day. The implied volatity was 52.28, the open interest changed by 42 which increased total open position to 1225
On 8 Apr IDEA was trading at 9.20. The strike last trading price was 0.91, which was -0.51 lower than the previous day. The implied volatity was 53.36, the open interest changed by -15 which decreased total open position to 1183
On 7 Apr IDEA was trading at 8.63. The strike last trading price was 1.42, which was 0.1 higher than the previous day. The implied volatity was 58.71, the open interest changed by 15 which increased total open position to 1199
On 6 Apr IDEA was trading at 8.76. The strike last trading price was 1.32, which was -0.18 lower than the previous day. The implied volatity was 58.65, the open interest changed by 37 which increased total open position to 1184
On 2 Apr IDEA was trading at 8.58. The strike last trading price was 1.5, which was 0.07 higher than the previous day. The implied volatity was 57.21, the open interest changed by -36 which decreased total open position to 1147
On 1 Apr IDEA was trading at 8.64. The strike last trading price was 1.45, which was -0.11 lower than the previous day. The implied volatity was 60.85, the open interest changed by -61 which decreased total open position to 1182
On 30 Mar IDEA was trading at 8.53. The strike last trading price was 1.56, which was 0.28 higher than the previous day. The implied volatity was 62.77, the open interest changed by 314 which increased total open position to 1240
On 27 Mar IDEA was trading at 8.89. The strike last trading price was 1.26, which was 0.1 higher than the previous day. The implied volatity was 57.42, the open interest changed by 176 which increased total open position to 925
On 25 Mar IDEA was trading at 9.04. The strike last trading price was 1.15, which was -0.22 lower than the previous day. The implied volatity was 54.16, the open interest changed by 70 which increased total open position to 748
On 24 Mar IDEA was trading at 8.88. The strike last trading price was 1.38, which was -0.17 lower than the previous day. The implied volatity was 70.21, the open interest changed by -1 which decreased total open position to 675
On 23 Mar IDEA was trading at 8.70. The strike last trading price was 1.59, which was 0.51 higher than the previous day. The implied volatity was 77.24, the open interest changed by 24 which increased total open position to 677
On 20 Mar IDEA was trading at 9.34. The strike last trading price was 1.08, which was -0.35 lower than the previous day. The implied volatity was 62.14, the open interest changed by 26 which increased total open position to 653
On 19 Mar IDEA was trading at 8.94. The strike last trading price was 1.37, which was 0.37 higher than the previous day. The implied volatity was 68.99, the open interest changed by -13 which decreased total open position to 628
On 18 Mar IDEA was trading at 9.44. The strike last trading price was 1.01, which was -0.15 lower than the previous day. The implied volatity was 57.97, the open interest changed by -3 which decreased total open position to 641
On 17 Mar IDEA was trading at 9.25. The strike last trading price was 1.17, which was 0.06 higher than the previous day. The implied volatity was 62.94, the open interest changed by 18 which increased total open position to 646
On 16 Mar IDEA was trading at 9.39. The strike last trading price was 1.12, which was -0.08 lower than the previous day. The implied volatity was 64.64, the open interest changed by 17 which increased total open position to 628
On 13 Mar IDEA was trading at 9.27. The strike last trading price was 1.21, which was 0.25 higher than the previous day. The implied volatity was 70.08, the open interest changed by 2 which increased total open position to 610
On 12 Mar IDEA was trading at 9.56. The strike last trading price was 0.98, which was 0.05 higher than the previous day. The implied volatity was 59.42, the open interest changed by 12 which increased total open position to 573
On 11 Mar IDEA was trading at 9.71. The strike last trading price was 0.97, which was 0.19 higher than the previous day. The implied volatity was 62.15, the open interest changed by 14 which increased total open position to 563
On 10 Mar IDEA was trading at 10.01. The strike last trading price was 0.76, which was -0.08 lower than the previous day. The implied volatity was 57.82, the open interest changed by 20 which increased total open position to 549
On 9 Mar IDEA was trading at 9.91. The strike last trading price was 0.85, which was 0.07 higher than the previous day. The implied volatity was 59.86, the open interest changed by 37 which increased total open position to 529
On 6 Mar IDEA was trading at 10.06. The strike last trading price was 0.78, which was 0.06 higher than the previous day. The implied volatity was 58.14, the open interest changed by 30 which increased total open position to 491
On 5 Mar IDEA was trading at 10.22. The strike last trading price was 0.73, which was -0.09 lower than the previous day. The implied volatity was 59.45, the open interest changed by 33 which increased total open position to 459
On 4 Mar IDEA was trading at 9.99. The strike last trading price was 0.83, which was 0.2 higher than the previous day. The implied volatity was 57.73, the open interest changed by 71 which increased total open position to 426
On 2 Mar IDEA was trading at 10.29. The strike last trading price was 0.61, which was 0.07 higher than the previous day. The implied volatity was 52.77, the open interest changed by 37 which increased total open position to 354
On 27 Feb IDEA was trading at 10.59. The strike last trading price was 0.55, which was 0.1 higher than the previous day. The implied volatity was 52.49, the open interest changed by 74 which increased total open position to 316
On 26 Feb IDEA was trading at 10.85. The strike last trading price was 0.46, which was -0.05 lower than the previous day. The implied volatity was 52.08, the open interest changed by -7 which decreased total open position to 241
On 25 Feb IDEA was trading at 10.73. The strike last trading price was 0.51, which was 0.06 higher than the previous day. The implied volatity was 53.06, the open interest changed by 136 which increased total open position to 249
On 24 Feb IDEA was trading at 10.91. The strike last trading price was 0.45, which was 0.01 higher than the previous day. The implied volatity was 52.56, the open interest changed by 15 which increased total open position to 113
On 23 Feb IDEA was trading at 10.98. The strike last trading price was 0.44, which was 0.02 higher than the previous day. The implied volatity was 52.27, the open interest changed by 17 which increased total open position to 99
On 20 Feb IDEA was trading at 11.16. The strike last trading price was 0.43, which was 0.03 higher than the previous day. The implied volatity was 52.84, the open interest changed by -4 which decreased total open position to 82
On 19 Feb IDEA was trading at 11.26. The strike last trading price was 0.43, which was 0.08 higher than the previous day. The implied volatity was 53.1, the open interest changed by 12 which increased total open position to 85
On 18 Feb IDEA was trading at 11.56. The strike last trading price was 0.35, which was -0.06 lower than the previous day. The implied volatity was 53.36, the open interest changed by 7 which increased total open position to 72
On 17 Feb IDEA was trading at 11.38. The strike last trading price was 0.41, which was 0 lower than the previous day. The implied volatity was 54.73, the open interest changed by 0 which decreased total open position to 64
On 16 Feb IDEA was trading at 11.43. The strike last trading price was 0.41, which was -0.05 lower than the previous day. The implied volatity was 54.85, the open interest changed by 2 which increased total open position to 63
On 13 Feb IDEA was trading at 11.30. The strike last trading price was 0.46, which was 0.04 higher than the previous day. The implied volatity was 54.97, the open interest changed by 8 which increased total open position to 61
On 12 Feb IDEA was trading at 11.55. The strike last trading price was 0.42, which was 0.03 higher than the previous day. The implied volatity was 56.23, the open interest changed by 9 which increased total open position to 52
On 11 Feb IDEA was trading at 11.85. The strike last trading price was 0.41, which was -0.06 lower than the previous day. The implied volatity was 57.88, the open interest changed by -9 which decreased total open position to 44
On 10 Feb IDEA was trading at 11.48. The strike last trading price was 0.47, which was 0.03 higher than the previous day. The implied volatity was 57.47, the open interest changed by 12 which increased total open position to 53
On 9 Feb IDEA was trading at 11.58. The strike last trading price was 0.43, which was -0.15 lower than the previous day. The implied volatity was 55.92, the open interest changed by -5 which decreased total open position to 40
On 6 Feb IDEA was trading at 11.12. The strike last trading price was 0.58, which was 0.05 higher than the previous day. The implied volatity was 57.91, the open interest changed by 3 which increased total open position to 45
On 5 Feb IDEA was trading at 11.24. The strike last trading price was 0.53, which was 0.05 higher than the previous day. The implied volatity was 56.19, the open interest changed by 1 which increased total open position to 43
On 4 Feb IDEA was trading at 11.35. The strike last trading price was 0.48, which was 0.03 higher than the previous day. The implied volatity was 54.28, the open interest changed by 2 which increased total open position to 42
On 3 Feb IDEA was trading at 11.41. The strike last trading price was 0.45, which was -0.13 lower than the previous day. The implied volatity was 53.49, the open interest changed by 0 which decreased total open position to 37
On 2 Feb IDEA was trading at 10.81. The strike last trading price was 0.58, which was 0 lower than the previous day. The implied volatity was 51.33, the open interest changed by 6 which increased total open position to 38
On 1 Feb IDEA was trading at 10.87. The strike last trading price was 0.6, which was 0.03 higher than the previous day. The implied volatity was 52.52, the open interest changed by 0 which decreased total open position to 31
On 30 Jan IDEA was trading at 11.17. The strike last trading price was 0.57, which was -0.75 lower than the previous day. The implied volatity was 55.22, the open interest changed by 31 which increased total open position to 31
On 29 Jan IDEA was trading at 10.05. The strike last trading price was 1.32, which was 0 lower than the previous day. The implied volatity was 1.55, the open interest changed by 0 which decreased total open position to 0
