IDEA
Vodafone Idea Limited
Historical option data for IDEA
18 Sep 2024 04:13 PM IST
| IDEA 10 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 18 Sept | 12.90 | 2.95 | -0.35 | 80,000 | 0 | 3,20,000 | ||||
| 17 Sept | 13.12 | 3.3 | -0.30 | 40,000 | 0 | 2,80,000 | ||||
| 16 Sept | 13.24 | 3.6 | 0.00 | 0 | 0 | 0 | ||||
| 13 Sept | 13.41 | 3.6 | -0.15 | 40,000 | 0 | 2,80,000 | ||||
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| 12 Sept | 13.52 | 3.75 | 0.15 | 1,20,000 | 80,000 | 2,80,000 | ||||
| 11 Sept | 13.14 | 3.6 | -0.10 | 40,000 | 0 | 1,60,000 | ||||
| 10 Sept | 13.53 | 3.7 | 0.30 | 2,40,000 | -40,000 | 1,60,000 | ||||
| 9 Sept | 13.20 | 3.4 | 4,80,000 | 2,00,000 | 2,00,000 | |||||
For Vodafone Idea Limited - strike price 10 expiring on 26SEP2024
Delta for 10 CE is -
Historical price for 10 CE is as follows
On 18 Sept IDEA was trading at 12.90. The strike last trading price was 2.95, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 320000
On 17 Sept IDEA was trading at 13.12. The strike last trading price was 3.3, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 280000
On 16 Sept IDEA was trading at 13.24. The strike last trading price was 3.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Sept IDEA was trading at 13.41. The strike last trading price was 3.6, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 280000
On 12 Sept IDEA was trading at 13.52. The strike last trading price was 3.75, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 80000 which increased total open position to 280000
On 11 Sept IDEA was trading at 13.14. The strike last trading price was 3.6, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 160000
On 10 Sept IDEA was trading at 13.53. The strike last trading price was 3.7, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by -40000 which decreased total open position to 160000
On 9 Sept IDEA was trading at 13.20. The strike last trading price was 3.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 200000 which increased total open position to 200000
| IDEA 10 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 18 Sept | 12.90 | 0.05 | 0.00 | 80,000 | 0 | 31,60,000 |
| 17 Sept | 13.12 | 0.05 | 0.00 | 2,00,000 | 1,60,000 | 31,20,000 |
| 16 Sept | 13.24 | 0.05 | 0.00 | 4,80,000 | 2,00,000 | 29,20,000 |
| 13 Sept | 13.41 | 0.05 | 0.00 | 12,80,000 | 2,80,000 | 26,80,000 |
| 12 Sept | 13.52 | 0.05 | -0.05 | 9,60,000 | -80,000 | 25,20,000 |
| 11 Sept | 13.14 | 0.1 | 0.00 | 8,00,000 | 1,60,000 | 26,00,000 |
| 10 Sept | 13.53 | 0.1 | 0.00 | 10,00,000 | 3,20,000 | 24,00,000 |
| 9 Sept | 13.20 | 0.1 | 40,40,000 | 20,00,000 | 20,00,000 | |
For Vodafone Idea Limited - strike price 10 expiring on 26SEP2024
Delta for 10 PE is -
Historical price for 10 PE is as follows
On 18 Sept IDEA was trading at 12.90. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3160000
On 17 Sept IDEA was trading at 13.12. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 160000 which increased total open position to 3120000
On 16 Sept IDEA was trading at 13.24. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 200000 which increased total open position to 2920000
On 13 Sept IDEA was trading at 13.41. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 280000 which increased total open position to 2680000
On 12 Sept IDEA was trading at 13.52. 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 -80000 which decreased total open position to 2520000
On 11 Sept IDEA was trading at 13.14. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 160000 which increased total open position to 2600000
On 10 Sept IDEA was trading at 13.53. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 320000 which increased total open position to 2400000
On 9 Sept IDEA was trading at 13.20. The strike last trading price was 0.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 2000000 which increased total open position to 2000000