[--[65.84.65.76]--]

IDEA

Vodafone Idea Limited
10.22 0.00 (0.00%)
L: 10.01 H: 10.3

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Historical option data for IDEA

30 Apr 2026 04:10 PM IST
IDEA 26-May-2026 (23d) 10 CE
Delta: 0.59
Vega: 0
Theta: -0.01
Gamma: 0.28981
Date Close Ltp Change IV Volume OI Chg OI
30 Apr 10.22 0.65 -0.06999999999999995 (-9.72%) 48.88 3,317 -172 4,040
29 Apr 10.29 0.69 0.18999999999999995 (38.00%) 47.1 6,252 500 4,368
28 Apr 9.95 0.51 0.10999999999999999 (27.50%) 45.99 6,235 850 3,932
27 Apr 9.69 0.42 0.04999999999999999 (13.51%) 49.3 2,611 637 3,077
24 Apr 9.52 0.38 -0.02999999999999997 (-7.32%) 49.35 2,132 270 2,442
23 Apr 9.58 0.41 0.02999999999999997 (7.89%) 48.99 1,122 350 2,165
22 Apr 9.54 0.39 -0.010000000000000009 (-2.50%) 49.04 913 144 1,815
21 Apr 9.55 0.41 0 (0.00%) 48.22 884 182 1,668
20 Apr 9.47 0.42 -0.07 (-14.29%) 52.64 1,124 294 1,451
17 Apr 9.61 0.5 0.06 (13.64%) 51.01 792 192 1,153
16 Apr 9.53 0.45 0.010000000000000009 (2.27%) 49.15 589 42 963
15 Apr 9.44 0.46 0.06 (15.00%) 50.67 691 109 921
13 Apr 9.25 0.4 0 (0.00%) 53.28 925 204 794
10 Apr 9.25 0.4 0 (0.00%) 50.21 418 78 592
9 Apr 9.12 0.41 -0.06 (-12.77%) 53.74 539 95 514
8 Apr 9.20 0.47 0.09 (23.68%) 53.83 554 75 420
7 Apr 8.63 0.38 -0.05 (-11.63%) 63.91 268 15 345
6 Apr 8.76 0.43 0.02 (4.88%) 63.73 82 11 328
2 Apr 8.58 0.43 -0.04 (-8.51%) 66.98 107 61 316
1 Apr 8.64 0.48 0.01 (2.13%) 67.55 78 22 255
30 Mar 8.53 0.47 -0.12 (-20.34%) 68.53 139 60 233
27 Mar 8.89 0.6 -0.06 (-9.09%) 65.95 55 13 173
25 Mar 9.04 0.66 0.01 (1.54%) 65.13 80 5 161
24 Mar 8.88 0.66 0 (0.00%) 67.18 54 13 152
23 Mar 8.70 0.66 -0.18 (-21.43%) 73.75 73 21 136
20 Mar 9.34 0.84 0.14 (20.00%) 64.78 31 12 116
19 Mar 8.94 0.73 -0.18 (-19.78%) 67.26 76 44 103
18 Mar 9.44 0.9 -0.04 (-4.26%) 65.58 34 16 59
17 Mar 9.25 0.94 -0.06 (-6.00%) 72.35 20 8 43
16 Mar 9.39 1 0.11 (12.36%) 71.18 17 10 34
13 Mar 9.27 0.94 -0.06 (-6.00%) 65.69 16 8 23
12 Mar 9.56 0.98 -0.11 (-10.09%) 62.13 5 2 14
11 Mar 9.71 1.09 -0.11 (-9.17%) 64.58 4 0 12
10 Mar 10.01 1.2 0.02 (1.69%) 59.46 2 1 11
9 Mar 9.91 1.18 -0.07 (-5.60%) 61.73 13 0 10
6 Mar 10.06 1.25 0.1 (8.70%) 59.45 3 0 10
5 Mar 10.22 1.15 -0.05 (-4.17%) 48.01 1 0 9
4 Mar 9.99 1.2 -0.11 (-8.40%) 59.09 3 0 9
2 Mar 10.29 1.31 -0.3 (-18.63%) 52.1 5 1 8
27 Feb 10.59 1.61 -0.12 (-6.94%) 59.25 4 1 6


For Vodafone Idea Limited - strike price 10 expiring on 26MAY2026

Delta for 10 CE is 0.59

Historical price for 10 CE is as follows

On 30 Apr IDEA was trading at 10.22. The strike last trading price was 0.65, which was -0.06999999999999995 lower than the previous day. The implied volatity was 48.88, the open interest changed by -172 which decreased total open position to 4040


On 29 Apr IDEA was trading at 10.29. The strike last trading price was 0.69, which was 0.18999999999999995 higher than the previous day. The implied volatity was 47.1, the open interest changed by 500 which increased total open position to 4368


On 28 Apr IDEA was trading at 9.95. The strike last trading price was 0.51, which was 0.10999999999999999 higher than the previous day. The implied volatity was 45.99, the open interest changed by 850 which increased total open position to 3932


On 27 Apr IDEA was trading at 9.69. The strike last trading price was 0.42, which was 0.04999999999999999 higher than the previous day. The implied volatity was 49.3, the open interest changed by 637 which increased total open position to 3077


On 24 Apr IDEA was trading at 9.52. The strike last trading price was 0.38, which was -0.02999999999999997 lower than the previous day. The implied volatity was 49.35, the open interest changed by 270 which increased total open position to 2442


On 23 Apr IDEA was trading at 9.58. The strike last trading price was 0.41, which was 0.02999999999999997 higher than the previous day. The implied volatity was 48.99, the open interest changed by 350 which increased total open position to 2165


On 22 Apr IDEA was trading at 9.54. The strike last trading price was 0.39, which was -0.010000000000000009 lower than the previous day. The implied volatity was 49.04, the open interest changed by 144 which increased total open position to 1815


On 21 Apr IDEA was trading at 9.55. The strike last trading price was 0.41, which was 0 lower than the previous day. The implied volatity was 48.22, the open interest changed by 182 which increased total open position to 1668


On 20 Apr IDEA was trading at 9.47. The strike last trading price was 0.42, which was -0.07 lower than the previous day. The implied volatity was 52.64, the open interest changed by 294 which increased total open position to 1451


On 17 Apr IDEA was trading at 9.61. The strike last trading price was 0.5, which was 0.06 higher than the previous day. The implied volatity was 51.01, the open interest changed by 192 which increased total open position to 1153


On 16 Apr IDEA was trading at 9.53. The strike last trading price was 0.45, which was 0.010000000000000009 higher than the previous day. The implied volatity was 49.15, the open interest changed by 42 which increased total open position to 963


On 15 Apr IDEA was trading at 9.44. The strike last trading price was 0.46, which was 0.06 higher than the previous day. The implied volatity was 50.67, the open interest changed by 109 which increased total open position to 921


On 13 Apr IDEA was trading at 9.25. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 53.28, the open interest changed by 204 which increased total open position to 794


On 10 Apr IDEA was trading at 9.25. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 50.21, the open interest changed by 78 which increased total open position to 592


On 9 Apr IDEA was trading at 9.12. The strike last trading price was 0.41, which was -0.06 lower than the previous day. The implied volatity was 53.74, the open interest changed by 95 which increased total open position to 514


On 8 Apr IDEA was trading at 9.20. The strike last trading price was 0.47, which was 0.09 higher than the previous day. The implied volatity was 53.83, the open interest changed by 75 which increased total open position to 420


On 7 Apr IDEA was trading at 8.63. The strike last trading price was 0.38, which was -0.05 lower than the previous day. The implied volatity was 63.91, the open interest changed by 15 which increased total open position to 345


On 6 Apr IDEA was trading at 8.76. The strike last trading price was 0.43, which was 0.02 higher than the previous day. The implied volatity was 63.73, the open interest changed by 11 which increased total open position to 328


On 2 Apr IDEA was trading at 8.58. The strike last trading price was 0.43, which was -0.04 lower than the previous day. The implied volatity was 66.98, the open interest changed by 61 which increased total open position to 316


On 1 Apr IDEA was trading at 8.64. The strike last trading price was 0.48, which was 0.01 higher than the previous day. The implied volatity was 67.55, the open interest changed by 22 which increased total open position to 255


On 30 Mar IDEA was trading at 8.53. The strike last trading price was 0.47, which was -0.12 lower than the previous day. The implied volatity was 68.53, the open interest changed by 60 which increased total open position to 233


On 27 Mar IDEA was trading at 8.89. The strike last trading price was 0.6, which was -0.06 lower than the previous day. The implied volatity was 65.95, the open interest changed by 13 which increased total open position to 173


On 25 Mar IDEA was trading at 9.04. The strike last trading price was 0.66, which was 0.01 higher than the previous day. The implied volatity was 65.13, the open interest changed by 5 which increased total open position to 161


On 24 Mar IDEA was trading at 8.88. The strike last trading price was 0.66, which was 0 lower than the previous day. The implied volatity was 67.18, the open interest changed by 13 which increased total open position to 152


On 23 Mar IDEA was trading at 8.70. The strike last trading price was 0.66, which was -0.18 lower than the previous day. The implied volatity was 73.75, the open interest changed by 21 which increased total open position to 136


On 20 Mar IDEA was trading at 9.34. The strike last trading price was 0.84, which was 0.14 higher than the previous day. The implied volatity was 64.78, the open interest changed by 12 which increased total open position to 116


On 19 Mar IDEA was trading at 8.94. The strike last trading price was 0.73, which was -0.18 lower than the previous day. The implied volatity was 67.26, the open interest changed by 44 which increased total open position to 103


On 18 Mar IDEA was trading at 9.44. The strike last trading price was 0.9, which was -0.04 lower than the previous day. The implied volatity was 65.58, the open interest changed by 16 which increased total open position to 59


On 17 Mar IDEA was trading at 9.25. The strike last trading price was 0.94, which was -0.06 lower than the previous day. The implied volatity was 72.35, the open interest changed by 8 which increased total open position to 43


On 16 Mar IDEA was trading at 9.39. The strike last trading price was 1, which was 0.11 higher than the previous day. The implied volatity was 71.18, the open interest changed by 10 which increased total open position to 34


On 13 Mar IDEA was trading at 9.27. The strike last trading price was 0.94, which was -0.06 lower than the previous day. The implied volatity was 65.69, the open interest changed by 8 which increased total open position to 23


On 12 Mar IDEA was trading at 9.56. The strike last trading price was 0.98, which was -0.11 lower than the previous day. The implied volatity was 62.13, the open interest changed by 2 which increased total open position to 14


On 11 Mar IDEA was trading at 9.71. The strike last trading price was 1.09, which was -0.11 lower than the previous day. The implied volatity was 64.58, the open interest changed by 0 which decreased total open position to 12


On 10 Mar IDEA was trading at 10.01. The strike last trading price was 1.2, which was 0.02 higher than the previous day. The implied volatity was 59.46, the open interest changed by 1 which increased total open position to 11


On 9 Mar IDEA was trading at 9.91. The strike last trading price was 1.18, which was -0.07 lower than the previous day. The implied volatity was 61.73, the open interest changed by 0 which decreased total open position to 10


On 6 Mar IDEA was trading at 10.06. The strike last trading price was 1.25, which was 0.1 higher than the previous day. The implied volatity was 59.45, the open interest changed by 0 which decreased total open position to 10


On 5 Mar IDEA was trading at 10.22. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 48.01, the open interest changed by 0 which decreased total open position to 9


On 4 Mar IDEA was trading at 9.99. The strike last trading price was 1.2, which was -0.11 lower than the previous day. The implied volatity was 59.09, the open interest changed by 0 which decreased total open position to 9


On 2 Mar IDEA was trading at 10.29. The strike last trading price was 1.31, which was -0.3 lower than the previous day. The implied volatity was 52.1, the open interest changed by 1 which increased total open position to 8


On 27 Feb IDEA was trading at 10.59. The strike last trading price was 1.61, which was -0.12 lower than the previous day. The implied volatity was 59.25, the open interest changed by 1 which increased total open position to 6


IDEA 26-May-2026 (23d) 10 PE
Delta: -0.4
Vega: 0
Theta: -0.01
Gamma: 0.3201
Date Close Ltp Change IV Volume OI Chg OI
30 Apr 10.22 0.37 0.020000000000000018 (5.71%) 44.12 2,264 122 2,846
29 Apr 10.29 0.35 -0.10000000000000003 (-22.22%) 44.75 4,419 525 2,725
28 Apr 9.95 0.45 -0.15999999999999998 (-26.23%) 40.36 3,232 933 2,209
27 Apr 9.69 0.62 -0.12 (-16.22%) 42.29 665 91 1,276
24 Apr 9.52 0.74 0.010000000000000009 (1.37%) 42.83 737 319 1,184
23 Apr 9.58 0.74 0 (0.00%) 45.47 272 131 863
22 Apr 9.54 0.75 -0.020000000000000018 (-2.60%) 43.7 231 93 731
21 Apr 9.55 0.78 -0.06999999999999995 (-8.24%) 46.77 377 143 632
20 Apr 9.47 0.88 0.10999999999999999 (14.29%) 48.7 331 183 487
17 Apr 9.61 0.77 -0.040000000000000036 (-4.94%) 46.12 220 28 304
16 Apr 9.53 0.81 -0.06999999999999995 (-7.95%) 45.64 175 40 275
15 Apr 9.44 0.87 -0.18000000000000005 (-17.14%) 46.7 82 44 234
13 Apr 9.25 1.05 0.020000000000000018 (1.94%) 47.85 6 -1 189
10 Apr 9.25 1.03 -0.11999999999999988 (-10.43%) 47.48 32 12 190
9 Apr 9.12 1.15 0.03 (2.68%) 51.95 8 0 179
8 Apr 9.20 1.12 -0.51 (-31.29%) 55.42 59 18 179
7 Apr 8.63 1.64 0.14 (9.33%) 65.95 49 27 164
6 Apr 8.76 1.5 -0.25 (-14.29%) 60.89 6 4 137
2 Apr 8.58 1.75 0.11 (6.71%) 68.38 8 4 134
1 Apr 8.64 1.7 -0.07 (-3.95%) 69.11 15 9 130
30 Mar 8.53 1.81 0.39 (27.46%) 71.83 34 5 122
27 Mar 8.89 1.42 0.07 (5.19%) 56.88 1 0 117
25 Mar 9.04 1.35 -0.24 (-15.09%) 58.15 2 1 117
24 Mar 8.88 1.58 -0.16 (-9.20%) 69.61 8 0 115
23 Mar 8.70 1.74 0.45 (34.88%) 70.47 4 3 114
20 Mar 9.34 1.29 -0.28 (-17.83%) 63.65 4 2 111
19 Mar 8.94 1.57 0.3 (23.62%) 69.51 15 7 109
18 Mar 9.44 1.27 -0.15 (-10.56%) 63.58 8 0 102
17 Mar 9.25 1.42 0.09 (6.77%) 67.4 19 0 102
16 Mar 9.39 1.33 0.1 (8.13%) 65.9 14 4 102
13 Mar 9.27 1.23 0.03 (2.50%) 59.21 17 10 97
12 Mar 9.56 1.17 0.07 (6.36%) 60.59 15 2 87
11 Mar 9.71 1.11 0.1 (9.90%) 58.99 8 3 85
10 Mar 10.01 1.01 0 (0.00%) 62.18 3 2 82
9 Mar 9.91 1.01 0.06 (6.32%) 59.04 8 3 79
6 Mar 10.06 0.95 -0.02 (-2.06%) 58.33 17 7 69
5 Mar 10.22 0.97 -0.04 (-3.96%) 63.16 2 -1 63
4 Mar 9.99 1.01 0.16 (18.82%) 58.82 6 3 63
2 Mar 10.29 0.85 0.15 (21.43%) 57.84 5 4 60
27 Feb 10.59 0.72 0.11 (18.03%) 53.88 12 6 54


For Vodafone Idea Limited - strike price 10 expiring on 26MAY2026

Delta for 10 PE is -0.4

Historical price for 10 PE is as follows

On 30 Apr IDEA was trading at 10.22. The strike last trading price was 0.37, which was 0.020000000000000018 higher than the previous day. The implied volatity was 44.12, the open interest changed by 122 which increased total open position to 2846


On 29 Apr IDEA was trading at 10.29. The strike last trading price was 0.35, which was -0.10000000000000003 lower than the previous day. The implied volatity was 44.75, the open interest changed by 525 which increased total open position to 2725


On 28 Apr IDEA was trading at 9.95. The strike last trading price was 0.45, which was -0.15999999999999998 lower than the previous day. The implied volatity was 40.36, the open interest changed by 933 which increased total open position to 2209


On 27 Apr IDEA was trading at 9.69. The strike last trading price was 0.62, which was -0.12 lower than the previous day. The implied volatity was 42.29, the open interest changed by 91 which increased total open position to 1276


On 24 Apr IDEA was trading at 9.52. The strike last trading price was 0.74, which was 0.010000000000000009 higher than the previous day. The implied volatity was 42.83, the open interest changed by 319 which increased total open position to 1184


On 23 Apr IDEA was trading at 9.58. The strike last trading price was 0.74, which was 0 lower than the previous day. The implied volatity was 45.47, the open interest changed by 131 which increased total open position to 863


On 22 Apr IDEA was trading at 9.54. The strike last trading price was 0.75, which was -0.020000000000000018 lower than the previous day. The implied volatity was 43.7, the open interest changed by 93 which increased total open position to 731


On 21 Apr IDEA was trading at 9.55. The strike last trading price was 0.78, which was -0.06999999999999995 lower than the previous day. The implied volatity was 46.77, the open interest changed by 143 which increased total open position to 632


On 20 Apr IDEA was trading at 9.47. The strike last trading price was 0.88, which was 0.10999999999999999 higher than the previous day. The implied volatity was 48.7, the open interest changed by 183 which increased total open position to 487


On 17 Apr IDEA was trading at 9.61. The strike last trading price was 0.77, which was -0.040000000000000036 lower than the previous day. The implied volatity was 46.12, the open interest changed by 28 which increased total open position to 304


On 16 Apr IDEA was trading at 9.53. The strike last trading price was 0.81, which was -0.06999999999999995 lower than the previous day. The implied volatity was 45.64, the open interest changed by 40 which increased total open position to 275


On 15 Apr IDEA was trading at 9.44. The strike last trading price was 0.87, which was -0.18000000000000005 lower than the previous day. The implied volatity was 46.7, the open interest changed by 44 which increased total open position to 234


On 13 Apr IDEA was trading at 9.25. The strike last trading price was 1.05, which was 0.020000000000000018 higher than the previous day. The implied volatity was 47.85, the open interest changed by -1 which decreased total open position to 189


On 10 Apr IDEA was trading at 9.25. The strike last trading price was 1.03, which was -0.11999999999999988 lower than the previous day. The implied volatity was 47.48, the open interest changed by 12 which increased total open position to 190


On 9 Apr IDEA was trading at 9.12. The strike last trading price was 1.15, which was 0.03 higher than the previous day. The implied volatity was 51.95, the open interest changed by 0 which decreased total open position to 179


On 8 Apr IDEA was trading at 9.20. The strike last trading price was 1.12, which was -0.51 lower than the previous day. The implied volatity was 55.42, the open interest changed by 18 which increased total open position to 179


On 7 Apr IDEA was trading at 8.63. The strike last trading price was 1.64, which was 0.14 higher than the previous day. The implied volatity was 65.95, the open interest changed by 27 which increased total open position to 164


On 6 Apr IDEA was trading at 8.76. The strike last trading price was 1.5, which was -0.25 lower than the previous day. The implied volatity was 60.89, the open interest changed by 4 which increased total open position to 137


On 2 Apr IDEA was trading at 8.58. The strike last trading price was 1.75, which was 0.11 higher than the previous day. The implied volatity was 68.38, the open interest changed by 4 which increased total open position to 134


On 1 Apr IDEA was trading at 8.64. The strike last trading price was 1.7, which was -0.07 lower than the previous day. The implied volatity was 69.11, the open interest changed by 9 which increased total open position to 130


On 30 Mar IDEA was trading at 8.53. The strike last trading price was 1.81, which was 0.39 higher than the previous day. The implied volatity was 71.83, the open interest changed by 5 which increased total open position to 122


On 27 Mar IDEA was trading at 8.89. The strike last trading price was 1.42, which was 0.07 higher than the previous day. The implied volatity was 56.88, the open interest changed by 0 which decreased total open position to 117


On 25 Mar IDEA was trading at 9.04. The strike last trading price was 1.35, which was -0.24 lower than the previous day. The implied volatity was 58.15, the open interest changed by 1 which increased total open position to 117


On 24 Mar IDEA was trading at 8.88. The strike last trading price was 1.58, which was -0.16 lower than the previous day. The implied volatity was 69.61, the open interest changed by 0 which decreased total open position to 115


On 23 Mar IDEA was trading at 8.70. The strike last trading price was 1.74, which was 0.45 higher than the previous day. The implied volatity was 70.47, the open interest changed by 3 which increased total open position to 114


On 20 Mar IDEA was trading at 9.34. The strike last trading price was 1.29, which was -0.28 lower than the previous day. The implied volatity was 63.65, the open interest changed by 2 which increased total open position to 111


On 19 Mar IDEA was trading at 8.94. The strike last trading price was 1.57, which was 0.3 higher than the previous day. The implied volatity was 69.51, the open interest changed by 7 which increased total open position to 109


On 18 Mar IDEA was trading at 9.44. The strike last trading price was 1.27, which was -0.15 lower than the previous day. The implied volatity was 63.58, the open interest changed by 0 which decreased total open position to 102


On 17 Mar IDEA was trading at 9.25. The strike last trading price was 1.42, which was 0.09 higher than the previous day. The implied volatity was 67.4, the open interest changed by 0 which decreased total open position to 102


On 16 Mar IDEA was trading at 9.39. The strike last trading price was 1.33, which was 0.1 higher than the previous day. The implied volatity was 65.9, the open interest changed by 4 which increased total open position to 102


On 13 Mar IDEA was trading at 9.27. The strike last trading price was 1.23, which was 0.03 higher than the previous day. The implied volatity was 59.21, the open interest changed by 10 which increased total open position to 97


On 12 Mar IDEA was trading at 9.56. The strike last trading price was 1.17, which was 0.07 higher than the previous day. The implied volatity was 60.59, the open interest changed by 2 which increased total open position to 87


On 11 Mar IDEA was trading at 9.71. The strike last trading price was 1.11, which was 0.1 higher than the previous day. The implied volatity was 58.99, the open interest changed by 3 which increased total open position to 85


On 10 Mar IDEA was trading at 10.01. The strike last trading price was 1.01, which was 0 lower than the previous day. The implied volatity was 62.18, the open interest changed by 2 which increased total open position to 82


On 9 Mar IDEA was trading at 9.91. The strike last trading price was 1.01, which was 0.06 higher than the previous day. The implied volatity was 59.04, the open interest changed by 3 which increased total open position to 79


On 6 Mar IDEA was trading at 10.06. The strike last trading price was 0.95, which was -0.02 lower than the previous day. The implied volatity was 58.33, the open interest changed by 7 which increased total open position to 69


On 5 Mar IDEA was trading at 10.22. The strike last trading price was 0.97, which was -0.04 lower than the previous day. The implied volatity was 63.16, the open interest changed by -1 which decreased total open position to 63


On 4 Mar IDEA was trading at 9.99. The strike last trading price was 1.01, which was 0.16 higher than the previous day. The implied volatity was 58.82, the open interest changed by 3 which increased total open position to 63


On 2 Mar IDEA was trading at 10.29. The strike last trading price was 0.85, which was 0.15 higher than the previous day. The implied volatity was 57.84, the open interest changed by 4 which increased total open position to 60


On 27 Feb IDEA was trading at 10.59. The strike last trading price was 0.72, which was 0.11 higher than the previous day. The implied volatity was 53.88, the open interest changed by 6 which increased total open position to 54