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

7.34 -0.02 (-0.27%)

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Historical option data for IDEA

14 Nov 2024 04:13 PM IST
IDEA 28NOV2024 10 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
14 Nov 7.34 0.05 0.00 - 89 66 3,236
13 Nov 7.36 0.05 0.00 - 139 -9 3,178
12 Nov 7.67 0.05 -0.05 - 745 -32 3,187
11 Nov 7.83 0.1 0.00 - 129 -46 3,229
8 Nov 7.88 0.1 -0.05 - 772 52 3,275
7 Nov 8.05 0.15 0.00 - 831 275 3,239
6 Nov 8.17 0.15 0.00 - 1,504 71 2,974
5 Nov 8.14 0.15 0.00 - 2,069 207 2,896
4 Nov 7.88 0.15 -0.05 - 1,484 339 2,682
1 Nov 8.45 0.2 0.00 71.92 2,774 266 2,368
31 Oct 8.12 0.2 0.05 - 2,526 476 2,095
30 Oct 7.68 0.15 0.00 - 1,949 229 1,618
29 Oct 7.96 0.15 -0.05 - 324 109 1,376
28 Oct 8.25 0.2 0.00 - 1,945 335 1,266
25 Oct 7.66 0.2 0.00 - 284 87 931
24 Oct 8.13 0.2 -0.10 - 220 64 844
23 Oct 8.25 0.3 0.00 - 949 -3 780
22 Oct 8.40 0.3 -0.10 - 737 37 778
21 Oct 8.50 0.4 -0.15 - 625 150 741
18 Oct 9.02 0.55 0.00 - 272 47 597
17 Oct 9.05 0.55 -0.15 - 570 56 548
16 Oct 9.29 0.7 0.05 - 228 60 492
15 Oct 9.12 0.65 0.00 - 205 46 432
14 Oct 9.09 0.65 0.00 - 86 -2 386
11 Oct 9.18 0.65 -0.15 - 77 19 389
10 Oct 9.31 0.8 0.10 - 231 33 370
9 Oct 9.19 0.7 -0.10 - 287 126 335
8 Oct 9.50 0.8 0.05 - 136 36 209
7 Oct 9.16 0.75 -0.30 - 349 81 170
4 Oct 9.79 1.05 0.05 - 93 37 87
3 Oct 9.87 1 -0.25 - 60 35 48
1 Oct 10.17 1.25 -0.20 - 8 1 12
30 Sept 10.36 1.45 -0.25 - 5 0 10
27 Sept 10.66 1.7 -0.30 - 2 1 9
26 Sept 10.38 2 0.00 - 0 0 0
25 Sept 10.36 2 0.00 - 0 0 0
23 Sept 10.82 2 0.50 - 14 -6 7
20 Sept 10.47 1.5 -5.15 - 24 13 13
19 Sept 10.38 6.65 0.00 - 0 0 0
18 Sept 12.90 6.65 0.00 - 0 0 0
17 Sept 13.12 6.65 0.00 - 0 0 0
16 Sept 13.24 6.65 0.00 - 0 0 0
13 Sept 13.41 6.65 0.00 - 0 0 0
12 Sept 13.52 6.65 0.00 - 0 0 0
11 Sept 13.14 6.65 0.00 - 0 0 0
10 Sept 13.53 6.65 0.00 - 0 0 0
9 Sept 13.20 6.65 0.00 - 0 0 0
6 Sept 13.35 6.65 - 0 0 0


For Vodafone Idea Limited - strike price 10 expiring on 28NOV2024

Delta for 10 CE is -

Historical price for 10 CE is as follows

On 14 Nov IDEA was trading at 7.34. 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 66 which increased total open position to 3236


On 13 Nov IDEA was trading at 7.36. 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 -9 which decreased total open position to 3178


On 12 Nov IDEA was trading at 7.67. 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 -32 which decreased total open position to 3187


On 11 Nov IDEA was trading at 7.83. 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 -46 which decreased total open position to 3229


On 8 Nov IDEA was trading at 7.88. 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 52 which increased total open position to 3275


On 7 Nov IDEA was trading at 8.05. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 3239


On 6 Nov IDEA was trading at 8.17. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 71 which increased total open position to 2974


On 5 Nov IDEA was trading at 8.14. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 207 which increased total open position to 2896


On 4 Nov IDEA was trading at 7.88. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 339 which increased total open position to 2682


On 1 Nov IDEA was trading at 8.45. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 71.92, the open interest changed by 266 which increased total open position to 2368


On 31 Oct IDEA was trading at 8.12. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct IDEA was trading at 7.68. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct IDEA was trading at 7.96. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct IDEA was trading at 8.25. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct IDEA was trading at 7.66. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct IDEA was trading at 8.13. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct IDEA was trading at 8.25. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct IDEA was trading at 8.40. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct IDEA was trading at 8.50. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct IDEA was trading at 9.02. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct IDEA was trading at 9.05. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct IDEA was trading at 9.29. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct IDEA was trading at 9.12. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct IDEA was trading at 9.09. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct IDEA was trading at 9.18. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct IDEA was trading at 9.31. The strike last trading price was 0.8, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct IDEA was trading at 9.19. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct IDEA was trading at 9.50. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct IDEA was trading at 9.16. The strike last trading price was 0.75, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct IDEA was trading at 9.79. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct IDEA was trading at 9.87. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct IDEA was trading at 10.17. The strike last trading price was 1.25, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept IDEA was trading at 10.36. The strike last trading price was 1.45, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept IDEA was trading at 10.66. The strike last trading price was 1.7, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept IDEA was trading at 10.38. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept IDEA was trading at 10.36. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept IDEA was trading at 10.82. The strike last trading price was 2, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 20 Sept IDEA was trading at 10.47. The strike last trading price was 1.5, which was -5.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept IDEA was trading at 10.38. The strike last trading price was 6.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Sept IDEA was trading at 12.90. The strike last trading price was 6.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Sept IDEA was trading at 13.12. The strike last trading price was 6.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Sept IDEA was trading at 13.24. The strike last trading price was 6.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 13 Sept IDEA was trading at 13.41. The strike last trading price was 6.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 12 Sept IDEA was trading at 13.52. The strike last trading price was 6.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Sept IDEA was trading at 13.14. The strike last trading price was 6.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept IDEA was trading at 13.53. The strike last trading price was 6.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept IDEA was trading at 13.20. The strike last trading price was 6.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 6 Sept IDEA was trading at 13.35. The strike last trading price was 6.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


IDEA 28NOV2024 10 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
14 Nov 7.34 2.6 0.00 - 12 0 556
13 Nov 7.36 2.6 0.30 - 34 -8 556
12 Nov 7.67 2.3 0.10 - 51 -12 554
11 Nov 7.83 2.2 0.00 - 10 -9 567
8 Nov 7.88 2.2 0.20 - 116 19 578
7 Nov 8.05 2 0.15 77.83 61 0 557
6 Nov 8.17 1.85 -0.10 63.93 8 1 556
5 Nov 8.14 1.95 -0.25 - 122 5 552
4 Nov 7.88 2.2 0.50 - 89 11 547
1 Nov 8.45 1.7 -0.25 72.39 33 21 533
31 Oct 8.12 1.95 -0.40 - 189 54 510
30 Oct 7.68 2.35 0.25 - 130 105 455
29 Oct 7.96 2.1 0.25 - 53 22 347
28 Oct 8.25 1.85 -0.65 - 145 55 325
25 Oct 7.66 2.5 0.60 - 43 18 270
24 Oct 8.13 1.9 0.10 - 30 15 251
23 Oct 8.25 1.8 0.05 - 27 16 235
22 Oct 8.40 1.75 -0.05 - 8 -1 221
21 Oct 8.50 1.8 0.50 - 62 13 222
18 Oct 9.02 1.3 -0.05 - 40 16 204
17 Oct 9.05 1.35 0.10 - 44 8 188
16 Oct 9.29 1.25 -0.15 - 65 31 180
15 Oct 9.12 1.4 0.05 - 64 9 148
14 Oct 9.09 1.35 0.00 - 26 0 137
11 Oct 9.18 1.35 0.05 - 12 0 132
10 Oct 9.31 1.3 0.00 - 92 5 132
9 Oct 9.19 1.3 0.20 - 36 14 127
8 Oct 9.50 1.1 -0.25 - 160 -3 114
7 Oct 9.16 1.35 0.30 - 74 16 118
4 Oct 9.79 1.05 0.15 - 77 10 102
3 Oct 9.87 0.9 0.05 - 23 4 91
1 Oct 10.17 0.85 0.05 - 26 12 86
30 Sept 10.36 0.8 0.10 - 25 11 73
27 Sept 10.66 0.7 -0.30 - 15 6 60
26 Sept 10.38 1 0.25 - 1 0 55
25 Sept 10.36 0.75 0.00 - 0 0 0
23 Sept 10.82 0.75 -0.15 - 19 2 55
20 Sept 10.47 0.9 -0.20 - 37 7 54
19 Sept 10.38 1.1 0.85 - 51 16 47
18 Sept 12.90 0.25 0.00 - 5 1 31
17 Sept 13.12 0.25 0.00 - 6 2 30
16 Sept 13.24 0.25 0.00 - 2 0 27
13 Sept 13.41 0.25 0.00 - 1 0 28
12 Sept 13.52 0.25 0.00 - 4 -1 28
11 Sept 13.14 0.25 -0.05 - 20 14 30
10 Sept 13.53 0.3 -0.05 - 7 1 16
9 Sept 13.20 0.35 0.00 - 6 2 16
6 Sept 13.35 0.35 - 23 13 14


For Vodafone Idea Limited - strike price 10 expiring on 28NOV2024

Delta for 10 PE is -

Historical price for 10 PE is as follows

On 14 Nov IDEA was trading at 7.34. The strike last trading price was 2.6, 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 556


On 13 Nov IDEA was trading at 7.36. The strike last trading price was 2.6, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 556


On 12 Nov IDEA was trading at 7.67. The strike last trading price was 2.3, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 554


On 11 Nov IDEA was trading at 7.83. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 567


On 8 Nov IDEA was trading at 7.88. The strike last trading price was 2.2, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 578


On 7 Nov IDEA was trading at 8.05. The strike last trading price was 2, which was 0.15 higher than the previous day. The implied volatity was 77.83, the open interest changed by 0 which decreased total open position to 557


On 6 Nov IDEA was trading at 8.17. The strike last trading price was 1.85, which was -0.10 lower than the previous day. The implied volatity was 63.93, the open interest changed by 1 which increased total open position to 556


On 5 Nov IDEA was trading at 8.14. The strike last trading price was 1.95, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 552


On 4 Nov IDEA was trading at 7.88. The strike last trading price was 2.2, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 547


On 1 Nov IDEA was trading at 8.45. The strike last trading price was 1.7, which was -0.25 lower than the previous day. The implied volatity was 72.39, the open interest changed by 21 which increased total open position to 533


On 31 Oct IDEA was trading at 8.12. The strike last trading price was 1.95, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct IDEA was trading at 7.68. The strike last trading price was 2.35, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct IDEA was trading at 7.96. 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 which decreased total open position to


On 28 Oct IDEA was trading at 8.25. The strike last trading price was 1.85, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct IDEA was trading at 7.66. The strike last trading price was 2.5, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct IDEA was trading at 8.13. The strike last trading price was 1.9, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct IDEA was trading at 8.25. The strike last trading price was 1.8, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct IDEA was trading at 8.40. The strike last trading price was 1.75, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct IDEA was trading at 8.50. The strike last trading price was 1.8, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct IDEA was trading at 9.02. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct IDEA was trading at 9.05. The strike last trading price was 1.35, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct IDEA was trading at 9.29. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct IDEA was trading at 9.12. The strike last trading price was 1.4, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct IDEA was trading at 9.09. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct IDEA was trading at 9.18. The strike last trading price was 1.35, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct IDEA was trading at 9.31. The strike last trading price was 1.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct IDEA was trading at 9.19. The strike last trading price was 1.3, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct IDEA was trading at 9.50. The strike last trading price was 1.1, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct IDEA was trading at 9.16. The strike last trading price was 1.35, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct IDEA was trading at 9.79. The strike last trading price was 1.05, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct IDEA was trading at 9.87. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct IDEA was trading at 10.17. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept IDEA was trading at 10.36. The strike last trading price was 0.8, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept IDEA was trading at 10.66. The strike last trading price was 0.7, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept IDEA was trading at 10.38. The strike last trading price was 1, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept IDEA was trading at 10.36. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept IDEA was trading at 10.82. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 20 Sept IDEA was trading at 10.47. The strike last trading price was 0.9, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept IDEA was trading at 10.38. The strike last trading price was 1.1, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Sept IDEA was trading at 12.90. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Sept IDEA was trading at 13.12. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Sept IDEA was trading at 13.24. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 13 Sept IDEA was trading at 13.41. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 12 Sept IDEA was trading at 13.52. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Sept IDEA was trading at 13.14. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept IDEA was trading at 13.53. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept IDEA was trading at 13.20. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 6 Sept IDEA was trading at 13.35. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to