IDEA
Vodafone Idea Limited
Historical option data for IDEA
08 Apr 2025 01:03 PM IST
IDEA 24APR2025 10 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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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 | |||
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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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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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