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[--[65.84.65.76]--]
IDEA
Vodafone Idea Limited

7.24 -0.12 (-1.63%)

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Historical option data for IDEA

08 Apr 2025 01:03 PM IST
IDEA 24APR2025 10 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
8 Apr 7.25 0.05 0 - 77 -52 6,438
7 Apr 7.36 0.05 0 - 141 101 6,489
4 Apr 7.91 0.05 -0.05 67.84 2,099 519 6,415
3 Apr 8.19 0.1 0 70.75 650 68 5,896
2 Apr 8.22 0.1 0 67.96 2,697 244 5,889
1 Apr 8.10 0.15 0.1 78.65 14,243 3,604 5,621
28 Mar 6.80 0.05 0 - 807 267 2,017
27 Mar 6.92 0.05 -0.05 - 296 167 1,742
26 Mar 7.04 0.1 0 - 1,184 267 1,584
25 Mar 7.15 0.1 0 - 760 231 1,325
24 Mar 7.34 0.1 -0.05 - 404 48 1,086
21 Mar 7.62 0.15 0.05 79.64 486 -97 1,026
20 Mar 7.26 0.1 -0.05 - 440 143 1,123
19 Mar 7.44 0.1 0 72.53 685 211 997
18 Mar 7.10 0.1 0.05 - 252 17 784
17 Mar 6.94 0.05 0 - 104 95 767
13 Mar 6.95 0.05 -0.05 - 53 35 671
12 Mar 7.07 0.1 0 - 219 135 633
11 Mar 7.34 0.1 0 - 368 54 492
10 Mar 7.26 0.1 -0.05 69.26 179 83 441
7 Mar 7.55 0.15 -0.05 67.37 47 29 358
6 Mar 7.73 0.2 -0.05 70.08 28 3 328
5 Mar 7.86 0.25 0.05 70.84 78 22 324
4 Mar 7.43 0.2 0 - 8 6 302
3 Mar 7.46 0.2 0 74.63 45 -25 296
28 Feb 7.55 0.25 -0.05 75.14 162 74 321
27 Feb 7.80 0.25 -0.1 68.65 34 14 247
26 Feb 7.91 0.35 0 75.08 44 15 234
25 Feb 7.91 0.35 0 75.08 44 16 234
24 Feb 7.92 0.35 -0.05 73.08 34 -3 198
21 Feb 8.04 0.4 -0.1 72.98 36 15 200
20 Feb 8.27 0.5 0 75.00 54 47 183
19 Feb 8.30 0.5 0 72.74 26 8 137
18 Feb 8.07 0.5 -0.1 78.85 61 4 129
17 Feb 8.27 0.6 0.05 78.83 88 40 125
14 Feb 8.21 0.55 -0.1 77.28 60 25 84
13 Feb 8.64 0.65 0 71.44 41 26 58
12 Feb 8.39 0.65 -0.05 75.24 49 31 32
11 Feb 8.82 0.7 -0.2 69.06 1 0 0
6 Feb 9.27 0.9 0 4.91 0 0 0


For Vodafone Idea Limited - strike price 10 expiring on 24APR2025

Delta for 10 CE is -

Historical price for 10 CE is as follows

On 8 Apr IDEA was trading at 7.25. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -52 which decreased total open position to 6438


On 7 Apr IDEA was trading at 7.36. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 101 which increased total open position to 6489


On 4 Apr IDEA was trading at 7.91. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 67.84, the open interest changed by 519 which increased total open position to 6415


On 3 Apr IDEA was trading at 8.19. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 70.75, the open interest changed by 68 which increased total open position to 5896


On 2 Apr IDEA was trading at 8.22. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 67.96, the open interest changed by 244 which increased total open position to 5889


On 1 Apr IDEA was trading at 8.10. The strike last trading price was 0.15, which was 0.1 higher than the previous day. The implied volatity was 78.65, the open interest changed by 3604 which increased total open position to 5621


On 28 Mar IDEA was trading at 6.80. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 267 which increased total open position to 2017


On 27 Mar IDEA was trading at 6.92. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 167 which increased total open position to 1742


On 26 Mar IDEA was trading at 7.04. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 267 which increased total open position to 1584


On 25 Mar IDEA was trading at 7.15. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 231 which increased total open position to 1325


On 24 Mar IDEA was trading at 7.34. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 48 which increased total open position to 1086


On 21 Mar IDEA was trading at 7.62. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 79.64, the open interest changed by -97 which decreased total open position to 1026


On 20 Mar IDEA was trading at 7.26. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 143 which increased total open position to 1123


On 19 Mar IDEA was trading at 7.44. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 72.53, the open interest changed by 211 which increased total open position to 997


On 18 Mar IDEA was trading at 7.10. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 784


On 17 Mar IDEA was trading at 6.94. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 95 which increased total open position to 767


On 13 Mar IDEA was trading at 6.95. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 671


On 12 Mar IDEA was trading at 7.07. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 135 which increased total open position to 633


On 11 Mar IDEA was trading at 7.34. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 54 which increased total open position to 492


On 10 Mar IDEA was trading at 7.26. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 69.26, the open interest changed by 83 which increased total open position to 441


On 7 Mar IDEA was trading at 7.55. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 67.37, the open interest changed by 29 which increased total open position to 358


On 6 Mar IDEA was trading at 7.73. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 70.08, the open interest changed by 3 which increased total open position to 328


On 5 Mar IDEA was trading at 7.86. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 70.84, the open interest changed by 22 which increased total open position to 324


On 4 Mar IDEA was trading at 7.43. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 302


On 3 Mar IDEA was trading at 7.46. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 74.63, the open interest changed by -25 which decreased total open position to 296


On 28 Feb IDEA was trading at 7.55. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 75.14, the open interest changed by 74 which increased total open position to 321


On 27 Feb IDEA was trading at 7.80. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 68.65, the open interest changed by 14 which increased total open position to 247


On 26 Feb IDEA was trading at 7.91. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 75.08, the open interest changed by 15 which increased total open position to 234


On 25 Feb IDEA was trading at 7.91. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 75.08, the open interest changed by 16 which increased total open position to 234


On 24 Feb IDEA was trading at 7.92. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 73.08, the open interest changed by -3 which decreased total open position to 198


On 21 Feb IDEA was trading at 8.04. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 72.98, the open interest changed by 15 which increased total open position to 200


On 20 Feb IDEA was trading at 8.27. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 75.00, the open interest changed by 47 which increased total open position to 183


On 19 Feb IDEA was trading at 8.30. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 72.74, the open interest changed by 8 which increased total open position to 137


On 18 Feb IDEA was trading at 8.07. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 78.85, the open interest changed by 4 which increased total open position to 129


On 17 Feb IDEA was trading at 8.27. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 78.83, the open interest changed by 40 which increased total open position to 125


On 14 Feb IDEA was trading at 8.21. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 77.28, the open interest changed by 25 which increased total open position to 84


On 13 Feb IDEA was trading at 8.64. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 71.44, the open interest changed by 26 which increased total open position to 58


On 12 Feb IDEA was trading at 8.39. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 75.24, the open interest changed by 31 which increased total open position to 32


On 11 Feb IDEA was trading at 8.82. The strike last trading price was 0.7, which was -0.2 lower than the previous day. The implied volatity was 69.06, the open interest changed by 0 which decreased total open position to 0


On 6 Feb IDEA was trading at 9.27. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 4.91, the open interest changed by 0 which decreased total open position to 0


IDEA 24APR2025 10 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
8 Apr 7.25 2.75 0.05 - 10 -1 624
7 Apr 7.36 2.65 0.55 - 222 -129 625
4 Apr 7.91 2.1 0.25 - 645 223 755
3 Apr 8.19 1.8 0 65.44 283 -31 534
2 Apr 8.22 1.8 -0.15 70.05 177 37 564
1 Apr 8.10 1.95 -1.15 - 599 89 521
28 Mar 6.80 3.1 0.1 - 208 -16 432
27 Mar 6.92 3 0.05 - 238 87 449
26 Mar 7.04 2.95 0.1 - 168 51 356
25 Mar 7.15 2.85 0.25 - 78 46 305
24 Mar 7.34 2.6 0.15 46.03 55 36 258
21 Mar 7.62 2.4 -0.3 74.54 133 63 212
20 Mar 7.26 2.7 0.3 - 47 17 149
19 Mar 7.44 2.4 -0.4 - 92 60 127
18 Mar 7.10 2.8 -0.2 - 2 0 67
17 Mar 6.94 3 0 0.00 0 0 0
13 Mar 6.95 3 0 0.00 0 2 0
12 Mar 7.07 3 0.3 - 2 1 66
11 Mar 7.34 2.7 0 0.00 0 9 0
10 Mar 7.26 2.7 0.2 - 23 11 67
7 Mar 7.55 2.45 0.05 68.89 14 11 56
6 Mar 7.73 2.4 0.2 75.39 1 0 45
5 Mar 7.86 2.2 -0.3 66.97 5 2 45
4 Mar 7.43 2.5 -0.05 53.45 3 0 43
3 Mar 7.46 2.55 0.05 65.14 12 1 42
28 Feb 7.55 2.5 0.35 71.61 9 1 41
27 Feb 7.80 2.15 0.05 46.65 1 0 40
26 Feb 7.91 2.1 0 0.00 0 0 0
25 Feb 7.91 2.1 0 0.00 0 0 0
24 Feb 7.92 2.1 0 0.00 0 1 0
21 Feb 8.04 2.1 0.1 64.17 1 0 39
20 Feb 8.27 2 0 0.00 0 0 0
19 Feb 8.30 2 0 0.00 0 0 0
18 Feb 8.07 2 0 0.00 0 0 0
17 Feb 8.27 2 0 0.00 0 1 0
14 Feb 8.21 2 0.4 62.18 1 0 38
13 Feb 8.64 1.6 -0.4 55.34 38 33 38
12 Feb 8.39 2 0.3 76.12 2 1 4
11 Feb 8.82 1.7 0.3 69.50 1 0 2
6 Feb 9.27 1.75 0 - 0 0 0


For Vodafone Idea Limited - strike price 10 expiring on 24APR2025

Delta for 10 PE is -

Historical price for 10 PE is as follows

On 8 Apr IDEA was trading at 7.25. The strike last trading price was 2.75, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 624


On 7 Apr IDEA was trading at 7.36. The strike last trading price was 2.65, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by -129 which decreased total open position to 625


On 4 Apr IDEA was trading at 7.91. The strike last trading price was 2.1, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 223 which increased total open position to 755


On 3 Apr IDEA was trading at 8.19. The strike last trading price was 1.8, which was 0 lower than the previous day. The implied volatity was 65.44, the open interest changed by -31 which decreased total open position to 534


On 2 Apr IDEA was trading at 8.22. The strike last trading price was 1.8, which was -0.15 lower than the previous day. The implied volatity was 70.05, the open interest changed by 37 which increased total open position to 564


On 1 Apr IDEA was trading at 8.10. The strike last trading price was 1.95, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 89 which increased total open position to 521


On 28 Mar IDEA was trading at 6.80. The strike last trading price was 3.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 432


On 27 Mar IDEA was trading at 6.92. The strike last trading price was 3, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 87 which increased total open position to 449


On 26 Mar IDEA was trading at 7.04. The strike last trading price was 2.95, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 51 which increased total open position to 356


On 25 Mar IDEA was trading at 7.15. The strike last trading price was 2.85, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 46 which increased total open position to 305


On 24 Mar IDEA was trading at 7.34. The strike last trading price was 2.6, which was 0.15 higher than the previous day. The implied volatity was 46.03, the open interest changed by 36 which increased total open position to 258


On 21 Mar IDEA was trading at 7.62. The strike last trading price was 2.4, which was -0.3 lower than the previous day. The implied volatity was 74.54, the open interest changed by 63 which increased total open position to 212


On 20 Mar IDEA was trading at 7.26. The strike last trading price was 2.7, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 149


On 19 Mar IDEA was trading at 7.44. The strike last trading price was 2.4, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 127


On 18 Mar IDEA was trading at 7.10. The strike last trading price was 2.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 67


On 17 Mar IDEA was trading at 6.94. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 13 Mar IDEA was trading at 6.95. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 12 Mar IDEA was trading at 7.07. The strike last trading price was 3, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 66


On 11 Mar IDEA was trading at 7.34. The strike last trading price was 2.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0


On 10 Mar IDEA was trading at 7.26. The strike last trading price was 2.7, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 67


On 7 Mar IDEA was trading at 7.55. The strike last trading price was 2.45, which was 0.05 higher than the previous day. The implied volatity was 68.89, the open interest changed by 11 which increased total open position to 56


On 6 Mar IDEA was trading at 7.73. The strike last trading price was 2.4, which was 0.2 higher than the previous day. The implied volatity was 75.39, the open interest changed by 0 which decreased total open position to 45


On 5 Mar IDEA was trading at 7.86. The strike last trading price was 2.2, which was -0.3 lower than the previous day. The implied volatity was 66.97, the open interest changed by 2 which increased total open position to 45


On 4 Mar IDEA was trading at 7.43. The strike last trading price was 2.5, which was -0.05 lower than the previous day. The implied volatity was 53.45, the open interest changed by 0 which decreased total open position to 43


On 3 Mar IDEA was trading at 7.46. The strike last trading price was 2.55, which was 0.05 higher than the previous day. The implied volatity was 65.14, the open interest changed by 1 which increased total open position to 42


On 28 Feb IDEA was trading at 7.55. The strike last trading price was 2.5, which was 0.35 higher than the previous day. The implied volatity was 71.61, the open interest changed by 1 which increased total open position to 41


On 27 Feb IDEA was trading at 7.80. The strike last trading price was 2.15, which was 0.05 higher than the previous day. The implied volatity was 46.65, the open interest changed by 0 which decreased total open position to 40


On 26 Feb IDEA was trading at 7.91. The strike last trading price was 2.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 25 Feb IDEA was trading at 7.91. The strike last trading price was 2.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 24 Feb IDEA was trading at 7.92. The strike last trading price was 2.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 21 Feb IDEA was trading at 8.04. The strike last trading price was 2.1, which was 0.1 higher than the previous day. The implied volatity was 64.17, the open interest changed by 0 which decreased total open position to 39


On 20 Feb IDEA was trading at 8.27. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 19 Feb IDEA was trading at 8.30. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 18 Feb IDEA was trading at 8.07. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 17 Feb IDEA was trading at 8.27. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 14 Feb IDEA was trading at 8.21. The strike last trading price was 2, which was 0.4 higher than the previous day. The implied volatity was 62.18, the open interest changed by 0 which decreased total open position to 38


On 13 Feb IDEA was trading at 8.64. The strike last trading price was 1.6, which was -0.4 lower than the previous day. The implied volatity was 55.34, the open interest changed by 33 which increased total open position to 38


On 12 Feb IDEA was trading at 8.39. The strike last trading price was 2, which was 0.3 higher than the previous day. The implied volatity was 76.12, the open interest changed by 1 which increased total open position to 4


On 11 Feb IDEA was trading at 8.82. The strike last trading price was 1.7, which was 0.3 higher than the previous day. The implied volatity was 69.50, the open interest changed by 0 which decreased total open position to 2


On 6 Feb IDEA was trading at 9.27. The strike last trading price was 1.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0