[--[65.84.65.76]--]

IDEA

Vodafone Idea Limited
10.74 +0.06 (0.56%)
L: 10.4 H: 10.86

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Historical option data for IDEA

05 Dec 2025 02:47 PM IST
IDEA 30-DEC-2025 10 CE
Delta: 0.72
Vega: 0.01
Theta: -0.01
Gamma: 0.20
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 10.73 1.12 0.07 58.97 2,845 47 5,284
4 Dec 10.68 1.07 0.1 56.27 4,641 -214 5,249
3 Dec 10.55 1 0.3 56.41 4,423 -375 5,478
2 Dec 10.13 0.71 0.15 52.16 3,506 743 5,833
1 Dec 9.93 0.59 0.02 49.61 2,987 92 5,098
28 Nov 9.96 0.57 -0.11 46.10 1,850 375 5,008
27 Nov 10.11 0.68 0.01 48.38 2,854 375 4,632
26 Nov 10.08 0.69 0.02 47.40 2,116 425 4,256
25 Nov 10.05 0.7 0.01 47.90 1,990 497 3,804
24 Nov 9.98 0.7 0.01 53.08 2,044 608 3,300
21 Nov 9.97 0.74 -0.08 50.29 1,220 296 2,706
20 Nov 10.17 0.81 -0.32 49.51 1,596 610 2,453
19 Nov 10.69 1.13 -0.1 48.08 1,257 226 1,844
18 Nov 10.74 1.21 -0.17 49.80 346 112 1,615
17 Nov 10.93 1.38 -0.02 52.24 754 359 1,490
14 Nov 10.94 1.44 0.34 53.66 626 78 1,127
13 Nov 10.47 1.1 -0.02 51.61 469 30 1,049
12 Nov 10.37 1.1 0.02 57.84 302 12 1,018
11 Nov 10.24 1.05 0.38 60.08 1,220 324 1,007
10 Nov 9.50 0.68 -0.07 58.53 172 9 679
7 Nov 9.61 0.75 0.16 58.75 260 66 671
6 Nov 9.27 0.59 -0.1 58.69 139 8 599
4 Nov 9.41 0.69 -0.15 60.37 285 57 591
3 Nov 9.54 0.85 0.35 63.97 799 52 534
31 Oct 8.73 0.5 0 - 458 168 481
30 Oct 8.73 0.45 -0.3 58.87 666 73 313
29 Oct 9.36 0.75 -0.1 60.88 179 47 241
28 Oct 9.44 0.8 -0.35 61.69 154 -43 194
27 Oct 9.97 1.15 0.05 63.55 396 -3 235
24 Oct 9.62 1.1 0.05 71.99 84 13 240
23 Oct 9.52 1.05 0.2 72.85 111 23 226
21 Oct 9.00 0.85 0.05 72.96 40 14 200
20 Oct 8.94 0.8 0.1 71.26 55 33 187
17 Oct 8.70 0.7 -0.05 70.48 25 10 154
16 Oct 8.85 0.75 0.05 69.59 26 1 143
15 Oct 8.75 0.7 0.15 - 82 61 143
14 Oct 8.36 0.55 -0.15 67.98 92 -19 82
13 Oct 8.73 0.7 -0.25 68.43 54 13 101
10 Oct 9.04 0.95 0.05 73.14 26 2 89
9 Oct 9.03 0.9 -0.1 69.44 42 20 87
8 Oct 9.04 1 0 74.50 36 0 66
7 Oct 9.18 1.05 0.3 71.77 105 42 66
6 Oct 8.47 0.75 -0.05 74.43 11 4 25
3 Oct 8.82 0.8 0.1 66.25 22 15 20


For Vodafone Idea Limited - strike price 10 expiring on 30DEC2025

Delta for 10 CE is 0.72

Historical price for 10 CE is as follows

On 5 Dec IDEA was trading at 10.73. The strike last trading price was 1.12, which was 0.07 higher than the previous day. The implied volatity was 58.97, the open interest changed by 47 which increased total open position to 5284


On 4 Dec IDEA was trading at 10.68. The strike last trading price was 1.07, which was 0.1 higher than the previous day. The implied volatity was 56.27, the open interest changed by -214 which decreased total open position to 5249


On 3 Dec IDEA was trading at 10.55. The strike last trading price was 1, which was 0.3 higher than the previous day. The implied volatity was 56.41, the open interest changed by -375 which decreased total open position to 5478


On 2 Dec IDEA was trading at 10.13. The strike last trading price was 0.71, which was 0.15 higher than the previous day. The implied volatity was 52.16, the open interest changed by 743 which increased total open position to 5833


On 1 Dec IDEA was trading at 9.93. The strike last trading price was 0.59, which was 0.02 higher than the previous day. The implied volatity was 49.61, the open interest changed by 92 which increased total open position to 5098


On 28 Nov IDEA was trading at 9.96. The strike last trading price was 0.57, which was -0.11 lower than the previous day. The implied volatity was 46.10, the open interest changed by 375 which increased total open position to 5008


On 27 Nov IDEA was trading at 10.11. The strike last trading price was 0.68, which was 0.01 higher than the previous day. The implied volatity was 48.38, the open interest changed by 375 which increased total open position to 4632


On 26 Nov IDEA was trading at 10.08. The strike last trading price was 0.69, which was 0.02 higher than the previous day. The implied volatity was 47.40, the open interest changed by 425 which increased total open position to 4256


On 25 Nov IDEA was trading at 10.05. The strike last trading price was 0.7, which was 0.01 higher than the previous day. The implied volatity was 47.90, the open interest changed by 497 which increased total open position to 3804


On 24 Nov IDEA was trading at 9.98. The strike last trading price was 0.7, which was 0.01 higher than the previous day. The implied volatity was 53.08, the open interest changed by 608 which increased total open position to 3300


On 21 Nov IDEA was trading at 9.97. The strike last trading price was 0.74, which was -0.08 lower than the previous day. The implied volatity was 50.29, the open interest changed by 296 which increased total open position to 2706


On 20 Nov IDEA was trading at 10.17. The strike last trading price was 0.81, which was -0.32 lower than the previous day. The implied volatity was 49.51, the open interest changed by 610 which increased total open position to 2453


On 19 Nov IDEA was trading at 10.69. The strike last trading price was 1.13, which was -0.1 lower than the previous day. The implied volatity was 48.08, the open interest changed by 226 which increased total open position to 1844


On 18 Nov IDEA was trading at 10.74. The strike last trading price was 1.21, which was -0.17 lower than the previous day. The implied volatity was 49.80, the open interest changed by 112 which increased total open position to 1615


On 17 Nov IDEA was trading at 10.93. The strike last trading price was 1.38, which was -0.02 lower than the previous day. The implied volatity was 52.24, the open interest changed by 359 which increased total open position to 1490


On 14 Nov IDEA was trading at 10.94. The strike last trading price was 1.44, which was 0.34 higher than the previous day. The implied volatity was 53.66, the open interest changed by 78 which increased total open position to 1127


On 13 Nov IDEA was trading at 10.47. The strike last trading price was 1.1, which was -0.02 lower than the previous day. The implied volatity was 51.61, the open interest changed by 30 which increased total open position to 1049


On 12 Nov IDEA was trading at 10.37. The strike last trading price was 1.1, which was 0.02 higher than the previous day. The implied volatity was 57.84, the open interest changed by 12 which increased total open position to 1018


On 11 Nov IDEA was trading at 10.24. The strike last trading price was 1.05, which was 0.38 higher than the previous day. The implied volatity was 60.08, the open interest changed by 324 which increased total open position to 1007


On 10 Nov IDEA was trading at 9.50. The strike last trading price was 0.68, which was -0.07 lower than the previous day. The implied volatity was 58.53, the open interest changed by 9 which increased total open position to 679


On 7 Nov IDEA was trading at 9.61. The strike last trading price was 0.75, which was 0.16 higher than the previous day. The implied volatity was 58.75, the open interest changed by 66 which increased total open position to 671


On 6 Nov IDEA was trading at 9.27. The strike last trading price was 0.59, which was -0.1 lower than the previous day. The implied volatity was 58.69, the open interest changed by 8 which increased total open position to 599


On 4 Nov IDEA was trading at 9.41. The strike last trading price was 0.69, which was -0.15 lower than the previous day. The implied volatity was 60.37, the open interest changed by 57 which increased total open position to 591


On 3 Nov IDEA was trading at 9.54. The strike last trading price was 0.85, which was 0.35 higher than the previous day. The implied volatity was 63.97, the open interest changed by 52 which increased total open position to 534


On 31 Oct IDEA was trading at 8.73. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 168 which increased total open position to 481


On 30 Oct IDEA was trading at 8.73. The strike last trading price was 0.45, which was -0.3 lower than the previous day. The implied volatity was 58.87, the open interest changed by 73 which increased total open position to 313


On 29 Oct IDEA was trading at 9.36. The strike last trading price was 0.75, which was -0.1 lower than the previous day. The implied volatity was 60.88, the open interest changed by 47 which increased total open position to 241


On 28 Oct IDEA was trading at 9.44. The strike last trading price was 0.8, which was -0.35 lower than the previous day. The implied volatity was 61.69, the open interest changed by -43 which decreased total open position to 194


On 27 Oct IDEA was trading at 9.97. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 63.55, the open interest changed by -3 which decreased total open position to 235


On 24 Oct IDEA was trading at 9.62. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 71.99, the open interest changed by 13 which increased total open position to 240


On 23 Oct IDEA was trading at 9.52. The strike last trading price was 1.05, which was 0.2 higher than the previous day. The implied volatity was 72.85, the open interest changed by 23 which increased total open position to 226


On 21 Oct IDEA was trading at 9.00. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 72.96, the open interest changed by 14 which increased total open position to 200


On 20 Oct IDEA was trading at 8.94. The strike last trading price was 0.8, which was 0.1 higher than the previous day. The implied volatity was 71.26, the open interest changed by 33 which increased total open position to 187


On 17 Oct IDEA was trading at 8.70. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 70.48, the open interest changed by 10 which increased total open position to 154


On 16 Oct IDEA was trading at 8.85. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 69.59, the open interest changed by 1 which increased total open position to 143


On 15 Oct IDEA was trading at 8.75. The strike last trading price was 0.7, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 61 which increased total open position to 143


On 14 Oct IDEA was trading at 8.36. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 67.98, the open interest changed by -19 which decreased total open position to 82


On 13 Oct IDEA was trading at 8.73. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 68.43, the open interest changed by 13 which increased total open position to 101


On 10 Oct IDEA was trading at 9.04. The strike last trading price was 0.95, which was 0.05 higher than the previous day. The implied volatity was 73.14, the open interest changed by 2 which increased total open position to 89


On 9 Oct IDEA was trading at 9.03. The strike last trading price was 0.9, which was -0.1 lower than the previous day. The implied volatity was 69.44, the open interest changed by 20 which increased total open position to 87


On 8 Oct IDEA was trading at 9.04. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 74.50, the open interest changed by 0 which decreased total open position to 66


On 7 Oct IDEA was trading at 9.18. The strike last trading price was 1.05, which was 0.3 higher than the previous day. The implied volatity was 71.77, the open interest changed by 42 which increased total open position to 66


On 6 Oct IDEA was trading at 8.47. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 74.43, the open interest changed by 4 which increased total open position to 25


On 3 Oct IDEA was trading at 8.82. The strike last trading price was 0.8, which was 0.1 higher than the previous day. The implied volatity was 66.25, the open interest changed by 15 which increased total open position to 20


IDEA 30DEC2025 10 PE
Delta: -0.28
Vega: 0.01
Theta: -0.01
Gamma: 0.20
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 10.73 0.31 -0.02 58.59 3,616 13 4,785
4 Dec 10.68 0.33 -0.03 58.43 5,089 402 4,774
3 Dec 10.55 0.36 -0.12 56.77 4,563 28 4,368
2 Dec 10.13 0.47 -0.06 52.74 1,923 411 4,344
1 Dec 9.93 0.52 0 49.53 2,231 148 3,936
28 Nov 9.96 0.53 0.05 47.57 1,477 309 3,790
27 Nov 10.11 0.5 0.01 49.22 1,976 305 3,470
26 Nov 10.08 0.48 -0.04 47.63 1,554 333 3,164
25 Nov 10.05 0.49 -0.12 47.53 2,288 623 2,814
24 Nov 9.98 0.62 0.02 52.93 1,229 346 2,191
21 Nov 9.97 0.58 0.02 50.77 1,096 110 1,797
20 Nov 10.17 0.55 0.22 51.74 1,261 243 1,690
19 Nov 10.69 0.36 -0.01 49.85 1,104 63 1,447
18 Nov 10.74 0.37 0.03 51.78 462 132 1,383
17 Nov 10.93 0.34 0.01 52.83 1,259 395 1,252
14 Nov 10.94 0.34 -0.15 51.69 1,008 183 855
13 Nov 10.47 0.5 -0.12 52.92 517 88 671
12 Nov 10.37 0.61 -0.09 56.48 386 79 578
11 Nov 10.24 0.72 -0.33 59.62 580 252 498
10 Nov 9.50 1.05 0.03 61.10 46 26 246
7 Nov 9.61 1.02 -0.17 60.40 42 14 219
6 Nov 9.27 1.19 0.04 58.47 36 10 204
4 Nov 9.41 1.15 0.01 59.84 72 17 192
3 Nov 9.54 1.12 -0.43 64.30 95 24 175
31 Oct 8.73 1.55 0 - 7 4 150
30 Oct 8.73 1.55 0.35 60.04 49 1 145
29 Oct 9.36 1.2 -0.05 60.78 29 15 145
28 Oct 9.44 1.2 0.2 62.40 110 28 128
27 Oct 9.97 1 -0.35 66.22 143 25 100
24 Oct 9.62 1.35 -0.05 75.76 21 15 76
23 Oct 9.52 1.4 -0.25 74.35 17 9 60
21 Oct 9.00 1.65 -0.25 74.87 1 0 50
20 Oct 8.94 1.9 0.15 - 0 1 0
17 Oct 8.70 1.9 0.15 77.67 3 1 50
16 Oct 8.85 1.75 0 72.34 5 3 49
15 Oct 8.75 1.75 -0.25 - 4 3 45
14 Oct 8.36 2 0.15 67.95 6 5 41
13 Oct 8.73 1.9 0.35 75.41 20 15 36
10 Oct 9.04 1.55 0 64.52 1 0 20
9 Oct 9.03 1.55 -0.15 65.19 1 0 19
8 Oct 9.04 1.7 0.05 73.62 5 4 20
7 Oct 9.18 1.65 -0.15 75.58 12 9 15
6 Oct 8.47 1.8 -0.3 - 0 5 0
3 Oct 8.82 1.8 -0.3 71.37 7 6 7


For Vodafone Idea Limited - strike price 10 expiring on 30DEC2025

Delta for 10 PE is -0.28

Historical price for 10 PE is as follows

On 5 Dec IDEA was trading at 10.73. The strike last trading price was 0.31, which was -0.02 lower than the previous day. The implied volatity was 58.59, the open interest changed by 13 which increased total open position to 4785


On 4 Dec IDEA was trading at 10.68. The strike last trading price was 0.33, which was -0.03 lower than the previous day. The implied volatity was 58.43, the open interest changed by 402 which increased total open position to 4774


On 3 Dec IDEA was trading at 10.55. The strike last trading price was 0.36, which was -0.12 lower than the previous day. The implied volatity was 56.77, the open interest changed by 28 which increased total open position to 4368


On 2 Dec IDEA was trading at 10.13. The strike last trading price was 0.47, which was -0.06 lower than the previous day. The implied volatity was 52.74, the open interest changed by 411 which increased total open position to 4344


On 1 Dec IDEA was trading at 9.93. The strike last trading price was 0.52, which was 0 lower than the previous day. The implied volatity was 49.53, the open interest changed by 148 which increased total open position to 3936


On 28 Nov IDEA was trading at 9.96. The strike last trading price was 0.53, which was 0.05 higher than the previous day. The implied volatity was 47.57, the open interest changed by 309 which increased total open position to 3790


On 27 Nov IDEA was trading at 10.11. The strike last trading price was 0.5, which was 0.01 higher than the previous day. The implied volatity was 49.22, the open interest changed by 305 which increased total open position to 3470


On 26 Nov IDEA was trading at 10.08. The strike last trading price was 0.48, which was -0.04 lower than the previous day. The implied volatity was 47.63, the open interest changed by 333 which increased total open position to 3164


On 25 Nov IDEA was trading at 10.05. The strike last trading price was 0.49, which was -0.12 lower than the previous day. The implied volatity was 47.53, the open interest changed by 623 which increased total open position to 2814


On 24 Nov IDEA was trading at 9.98. The strike last trading price was 0.62, which was 0.02 higher than the previous day. The implied volatity was 52.93, the open interest changed by 346 which increased total open position to 2191


On 21 Nov IDEA was trading at 9.97. The strike last trading price was 0.58, which was 0.02 higher than the previous day. The implied volatity was 50.77, the open interest changed by 110 which increased total open position to 1797


On 20 Nov IDEA was trading at 10.17. The strike last trading price was 0.55, which was 0.22 higher than the previous day. The implied volatity was 51.74, the open interest changed by 243 which increased total open position to 1690


On 19 Nov IDEA was trading at 10.69. The strike last trading price was 0.36, which was -0.01 lower than the previous day. The implied volatity was 49.85, the open interest changed by 63 which increased total open position to 1447


On 18 Nov IDEA was trading at 10.74. The strike last trading price was 0.37, which was 0.03 higher than the previous day. The implied volatity was 51.78, the open interest changed by 132 which increased total open position to 1383


On 17 Nov IDEA was trading at 10.93. The strike last trading price was 0.34, which was 0.01 higher than the previous day. The implied volatity was 52.83, the open interest changed by 395 which increased total open position to 1252


On 14 Nov IDEA was trading at 10.94. The strike last trading price was 0.34, which was -0.15 lower than the previous day. The implied volatity was 51.69, the open interest changed by 183 which increased total open position to 855


On 13 Nov IDEA was trading at 10.47. The strike last trading price was 0.5, which was -0.12 lower than the previous day. The implied volatity was 52.92, the open interest changed by 88 which increased total open position to 671


On 12 Nov IDEA was trading at 10.37. The strike last trading price was 0.61, which was -0.09 lower than the previous day. The implied volatity was 56.48, the open interest changed by 79 which increased total open position to 578


On 11 Nov IDEA was trading at 10.24. The strike last trading price was 0.72, which was -0.33 lower than the previous day. The implied volatity was 59.62, the open interest changed by 252 which increased total open position to 498


On 10 Nov IDEA was trading at 9.50. The strike last trading price was 1.05, which was 0.03 higher than the previous day. The implied volatity was 61.10, the open interest changed by 26 which increased total open position to 246


On 7 Nov IDEA was trading at 9.61. The strike last trading price was 1.02, which was -0.17 lower than the previous day. The implied volatity was 60.40, the open interest changed by 14 which increased total open position to 219


On 6 Nov IDEA was trading at 9.27. The strike last trading price was 1.19, which was 0.04 higher than the previous day. The implied volatity was 58.47, the open interest changed by 10 which increased total open position to 204


On 4 Nov IDEA was trading at 9.41. The strike last trading price was 1.15, which was 0.01 higher than the previous day. The implied volatity was 59.84, the open interest changed by 17 which increased total open position to 192


On 3 Nov IDEA was trading at 9.54. The strike last trading price was 1.12, which was -0.43 lower than the previous day. The implied volatity was 64.30, the open interest changed by 24 which increased total open position to 175


On 31 Oct IDEA was trading at 8.73. The strike last trading price was 1.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 150


On 30 Oct IDEA was trading at 8.73. The strike last trading price was 1.55, which was 0.35 higher than the previous day. The implied volatity was 60.04, the open interest changed by 1 which increased total open position to 145


On 29 Oct IDEA was trading at 9.36. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was 60.78, the open interest changed by 15 which increased total open position to 145


On 28 Oct IDEA was trading at 9.44. The strike last trading price was 1.2, which was 0.2 higher than the previous day. The implied volatity was 62.40, the open interest changed by 28 which increased total open position to 128


On 27 Oct IDEA was trading at 9.97. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was 66.22, the open interest changed by 25 which increased total open position to 100


On 24 Oct IDEA was trading at 9.62. The strike last trading price was 1.35, which was -0.05 lower than the previous day. The implied volatity was 75.76, the open interest changed by 15 which increased total open position to 76


On 23 Oct IDEA was trading at 9.52. The strike last trading price was 1.4, which was -0.25 lower than the previous day. The implied volatity was 74.35, the open interest changed by 9 which increased total open position to 60


On 21 Oct IDEA was trading at 9.00. The strike last trading price was 1.65, which was -0.25 lower than the previous day. The implied volatity was 74.87, the open interest changed by 0 which decreased total open position to 50


On 20 Oct IDEA was trading at 8.94. The strike last trading price was 1.9, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 17 Oct IDEA was trading at 8.70. The strike last trading price was 1.9, which was 0.15 higher than the previous day. The implied volatity was 77.67, the open interest changed by 1 which increased total open position to 50


On 16 Oct IDEA was trading at 8.85. The strike last trading price was 1.75, which was 0 lower than the previous day. The implied volatity was 72.34, the open interest changed by 3 which increased total open position to 49


On 15 Oct IDEA was trading at 8.75. The strike last trading price was 1.75, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 45


On 14 Oct IDEA was trading at 8.36. The strike last trading price was 2, which was 0.15 higher than the previous day. The implied volatity was 67.95, the open interest changed by 5 which increased total open position to 41


On 13 Oct IDEA was trading at 8.73. The strike last trading price was 1.9, which was 0.35 higher than the previous day. The implied volatity was 75.41, the open interest changed by 15 which increased total open position to 36


On 10 Oct IDEA was trading at 9.04. The strike last trading price was 1.55, which was 0 lower than the previous day. The implied volatity was 64.52, the open interest changed by 0 which decreased total open position to 20


On 9 Oct IDEA was trading at 9.03. The strike last trading price was 1.55, which was -0.15 lower than the previous day. The implied volatity was 65.19, the open interest changed by 0 which decreased total open position to 19


On 8 Oct IDEA was trading at 9.04. The strike last trading price was 1.7, which was 0.05 higher than the previous day. The implied volatity was 73.62, the open interest changed by 4 which increased total open position to 20


On 7 Oct IDEA was trading at 9.18. The strike last trading price was 1.65, which was -0.15 lower than the previous day. The implied volatity was 75.58, the open interest changed by 9 which increased total open position to 15


On 6 Oct IDEA was trading at 8.47. The strike last trading price was 1.8, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 3 Oct IDEA was trading at 8.82. The strike last trading price was 1.8, which was -0.3 lower than the previous day. The implied volatity was 71.37, the open interest changed by 6 which increased total open position to 7