IDEA
Vodafone Idea Limited
Historical option data for IDEA
22 Oct 2024 04:13 PM IST
| IDEA 10 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 22 Oct | 8.40 | 0.05 | -0.05 | 2,36,80,000 | -1,20,80,000 | 20,85,20,000 | ||||
| 21 Oct | 8.50 | 0.1 | -0.05 | 6,16,40,000 | 1,32,00,000 | 22,02,00,000 | ||||
| 18 Oct | 9.02 | 0.15 | -0.05 | 20,19,20,000 | 55,60,000 | 20,72,40,000 | ||||
| 17 Oct | 9.05 | 0.2 | -0.05 | 25,55,60,000 | 62,40,000 | 20,16,40,000 | ||||
| 16 Oct | 9.29 | 0.25 | 0.05 | 24,43,20,000 | 77,20,000 | 19,58,00,000 | ||||
| 15 Oct | 9.12 | 0.2 | 0.00 | 11,09,60,000 | 84,80,000 | 18,79,60,000 | ||||
| 14 Oct | 9.09 | 0.2 | -0.15 | 10,34,00,000 | 25,20,000 | 18,03,20,000 | ||||
| 11 Oct | 9.18 | 0.35 | -0.05 | 6,37,60,000 | 1,07,20,000 | 17,79,60,000 | ||||
| 10 Oct | 9.31 | 0.4 | 0.05 | 13,72,00,000 | 12,00,000 | 16,64,80,000 | ||||
| 9 Oct | 9.19 | 0.35 | -0.10 | 12,20,80,000 | 25,20,000 | 16,53,60,000 | ||||
| 8 Oct | 9.50 | 0.45 | 0.05 | 21,96,40,000 | 59,20,000 | 16,15,60,000 | ||||
| 7 Oct | 9.16 | 0.4 | -0.20 | 31,14,80,000 | 2,86,80,000 | 15,51,20,000 | ||||
| 4 Oct | 9.79 | 0.6 | 0.00 | 35,61,60,000 | 4,07,20,000 | 12,66,00,000 | ||||
| 3 Oct | 9.87 | 0.6 | -0.25 | 12,87,60,000 | 1,38,80,000 | 8,66,40,000 | ||||
| 1 Oct | 10.17 | 0.85 | -0.15 | 8,10,00,000 | 56,80,000 | 7,31,20,000 | ||||
| 30 Sept | 10.36 | 1 | -0.20 | 5,51,60,000 | 1,02,00,000 | 6,74,80,000 | ||||
| 27 Sept | 10.66 | 1.2 | 0.05 | 11,58,40,000 | 87,60,000 | 5,72,40,000 | ||||
| 26 Sept | 10.38 | 1.15 | 0.30 | 50,00,000 | 0 | 4,86,80,000 | ||||
| 25 Sept | 10.36 | 0.85 | -0.50 | 2,00,000 | -1,60,000 | 4,87,20,000 | ||||
| 24 Sept | 10.67 | 1.35 | -0.05 | 18,80,000 | -18,00,000 | 4,89,60,000 | ||||
| 23 Sept | 10.82 | 1.4 | 0.20 | 5,02,40,000 | -7,20,000 | 5,08,40,000 | ||||
| 20 Sept | 10.47 | 1.2 | -0.30 | 17,76,00,000 | 4,43,60,000 | 5,16,00,000 | ||||
| 19 Sept | 10.38 | 1.5 | -4.15 | 1,48,00,000 | 72,00,000 | 72,00,000 | ||||
| 18 Sept | 12.90 | 5.65 | 0.00 | 0 | 0 | 0 | ||||
| 16 Sept | 13.24 | 5.65 | 0.00 | 0 | 0 | 0 | ||||
| 12 Sept | 13.52 | 5.65 | 0.00 | 0 | 0 | 0 | ||||
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| 11 Sept | 13.14 | 5.65 | 0.00 | 0 | 0 | 0 | ||||
| 10 Sept | 13.53 | 5.65 | 0.00 | 0 | 0 | 0 | ||||
| 9 Sept | 13.20 | 5.65 | 0 | 0 | 0 | |||||
For Vodafone Idea Limited - strike price 10 expiring on 31OCT2024
Delta for 10 CE is -
Historical price for 10 CE is as follows
On 22 Oct IDEA was trading at 8.40. 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 -12080000 which decreased total open position to 208520000
On 21 Oct IDEA was trading at 8.50. 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 13200000 which increased total open position to 220200000
On 18 Oct IDEA was trading at 9.02. 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 5560000 which increased total open position to 207240000
On 17 Oct IDEA was trading at 9.05. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 6240000 which increased total open position to 201640000
On 16 Oct IDEA was trading at 9.29. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 7720000 which increased total open position to 195800000
On 15 Oct IDEA was trading at 9.12. 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 8480000 which increased total open position to 187960000
On 14 Oct IDEA was trading at 9.09. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 2520000 which increased total open position to 180320000
On 11 Oct IDEA was trading at 9.18. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 10720000 which increased total open position to 177960000
On 10 Oct IDEA was trading at 9.31. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 1200000 which increased total open position to 166480000
On 9 Oct IDEA was trading at 9.19. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 2520000 which increased total open position to 165360000
On 8 Oct IDEA was trading at 9.50. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 5920000 which increased total open position to 161560000
On 7 Oct IDEA was trading at 9.16. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 28680000 which increased total open position to 155120000
On 4 Oct IDEA was trading at 9.79. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 40720000 which increased total open position to 126600000
On 3 Oct IDEA was trading at 9.87. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 13880000 which increased total open position to 86640000
On 1 Oct IDEA was trading at 10.17. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 5680000 which increased total open position to 73120000
On 30 Sept IDEA was trading at 10.36. The strike last trading price was 1, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 10200000 which increased total open position to 67480000
On 27 Sept IDEA was trading at 10.66. The strike last trading price was 1.2, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 8760000 which increased total open position to 57240000
On 26 Sept IDEA was trading at 10.38. The strike last trading price was 1.15, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48680000
On 25 Sept IDEA was trading at 10.36. The strike last trading price was 0.85, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by -160000 which decreased total open position to 48720000
On 24 Sept IDEA was trading at 10.67. The strike last trading price was 1.35, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -1800000 which decreased total open position to 48960000
On 23 Sept IDEA was trading at 10.82. The strike last trading price was 1.4, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by -720000 which decreased total open position to 50840000
On 20 Sept IDEA was trading at 10.47. The strike last trading price was 1.2, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 44360000 which increased total open position to 51600000
On 19 Sept IDEA was trading at 10.38. The strike last trading price was 1.5, which was -4.15 lower than the previous day. The implied volatity was -, the open interest changed by 7200000 which increased total open position to 7200000
On 18 Sept IDEA was trading at 12.90. The strike last trading price was 5.65, 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 16 Sept IDEA was trading at 13.24. The strike last trading price was 5.65, 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 12 Sept IDEA was trading at 13.52. The strike last trading price was 5.65, 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 11 Sept IDEA was trading at 13.14. The strike last trading price was 5.65, 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 10 Sept IDEA was trading at 13.53. The strike last trading price was 5.65, 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 9 Sept IDEA was trading at 13.20. The strike last trading price was 5.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| IDEA 10 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 22 Oct | 8.40 | 1.6 | 0.05 | 1,50,80,000 | -44,40,000 | 7,89,60,000 |
| 21 Oct | 8.50 | 1.55 | 0.50 | 3,26,40,000 | -39,60,000 | 8,33,60,000 |
| 18 Oct | 9.02 | 1.05 | -0.05 | 1,98,80,000 | 8,00,000 | 8,73,60,000 |
| 17 Oct | 9.05 | 1.1 | 0.25 | 2,84,40,000 | -8,00,000 | 8,67,20,000 |
| 16 Oct | 9.29 | 0.85 | -0.15 | 1,93,20,000 | 14,80,000 | 8,75,20,000 |
| 15 Oct | 9.12 | 1 | -0.10 | 3,07,60,000 | 11,20,000 | 8,60,80,000 |
| 14 Oct | 9.09 | 1.1 | 0.10 | 96,40,000 | 4,40,000 | 8,50,80,000 |
| 11 Oct | 9.18 | 1 | 0.00 | 2,20,00,000 | -33,60,000 | 8,46,80,000 |
| 10 Oct | 9.31 | 1 | -0.05 | 1,75,20,000 | 22,00,000 | 8,82,00,000 |
| 9 Oct | 9.19 | 1.05 | 0.25 | 4,16,80,000 | 22,00,000 | 8,60,80,000 |
| 8 Oct | 9.50 | 0.8 | -0.35 | 5,01,20,000 | 8,00,000 | 8,38,40,000 |
| 7 Oct | 9.16 | 1.15 | 0.50 | 14,21,20,000 | 29,60,000 | 8,30,80,000 |
| 4 Oct | 9.79 | 0.65 | 0.00 | 8,19,20,000 | 21,20,000 | 8,01,20,000 |
| 3 Oct | 9.87 | 0.65 | 0.15 | 11,25,60,000 | -6,00,000 | 7,79,60,000 |
| 1 Oct | 10.17 | 0.5 | 0.00 | 6,50,00,000 | 31,60,000 | 7,84,40,000 |
| 30 Sept | 10.36 | 0.5 | 0.05 | 8,97,20,000 | 26,80,000 | 7,53,60,000 |
| 27 Sept | 10.66 | 0.45 | -0.05 | 8,04,40,000 | 1,13,20,000 | 7,25,20,000 |
| 26 Sept | 10.38 | 0.5 | 0.05 | 92,40,000 | -9,20,000 | 6,12,40,000 |
| 25 Sept | 10.36 | 0.45 | 0.05 | 18,00,000 | -17,60,000 | 6,22,00,000 |
| 24 Sept | 10.67 | 0.4 | -0.05 | 50,00,000 | -49,60,000 | 6,40,00,000 |
| 23 Sept | 10.82 | 0.45 | -0.15 | 10,57,60,000 | 1,27,20,000 | 6,89,60,000 |
| 20 Sept | 10.47 | 0.6 | -0.30 | 15,96,80,000 | 3,64,80,000 | 5,62,80,000 |
| 19 Sept | 10.38 | 0.9 | 0.75 | 6,63,20,000 | 1,81,20,000 | 1,98,40,000 |
| 18 Sept | 12.90 | 0.15 | 0.05 | 12,00,000 | 3,20,000 | 17,20,000 |
| 16 Sept | 13.24 | 0.1 | -0.05 | 4,80,000 | 3,60,000 | 13,20,000 |
| 12 Sept | 13.52 | 0.15 | 0.00 | 5,60,000 | 2,80,000 | 9,20,000 |
| 11 Sept | 13.14 | 0.15 | 0.00 | 8,80,000 | 2,80,000 | 6,00,000 |
| 10 Sept | 13.53 | 0.15 | -0.05 | 2,80,000 | 1,20,000 | 2,80,000 |
| 9 Sept | 13.20 | 0.2 | 1,60,000 | 1,20,000 | 1,20,000 | |
For Vodafone Idea Limited - strike price 10 expiring on 31OCT2024
Delta for 10 PE is -
Historical price for 10 PE is as follows
On 22 Oct IDEA was trading at 8.40. The strike last trading price was 1.6, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -4440000 which decreased total open position to 78960000
On 21 Oct IDEA was trading at 8.50. The strike last trading price was 1.55, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by -3960000 which decreased total open position to 83360000
On 18 Oct IDEA was trading at 9.02. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 800000 which increased total open position to 87360000
On 17 Oct IDEA was trading at 9.05. The strike last trading price was 1.1, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by -800000 which decreased total open position to 86720000
On 16 Oct IDEA was trading at 9.29. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 1480000 which increased total open position to 87520000
On 15 Oct IDEA was trading at 9.12. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 1120000 which increased total open position to 86080000
On 14 Oct IDEA was trading at 9.09. The strike last trading price was 1.1, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 440000 which increased total open position to 85080000
On 11 Oct IDEA was trading at 9.18. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -3360000 which decreased total open position to 84680000
On 10 Oct IDEA was trading at 9.31. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 2200000 which increased total open position to 88200000
On 9 Oct IDEA was trading at 9.19. The strike last trading price was 1.05, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 2200000 which increased total open position to 86080000
On 8 Oct IDEA was trading at 9.50. The strike last trading price was 0.8, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 800000 which increased total open position to 83840000
On 7 Oct IDEA was trading at 9.16. The strike last trading price was 1.15, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by 2960000 which increased total open position to 83080000
On 4 Oct IDEA was trading at 9.79. 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 2120000 which increased total open position to 80120000
On 3 Oct IDEA was trading at 9.87. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by -600000 which decreased total open position to 77960000
On 1 Oct IDEA was trading at 10.17. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 3160000 which increased total open position to 78440000
On 30 Sept IDEA was trading at 10.36. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 2680000 which increased total open position to 75360000
On 27 Sept IDEA was trading at 10.66. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 11320000 which increased total open position to 72520000
On 26 Sept IDEA was trading at 10.38. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -920000 which decreased total open position to 61240000
On 25 Sept IDEA was trading at 10.36. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -1760000 which decreased total open position to 62200000
On 24 Sept IDEA was trading at 10.67. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -4960000 which decreased total open position to 64000000
On 23 Sept IDEA was trading at 10.82. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 12720000 which increased total open position to 68960000
On 20 Sept IDEA was trading at 10.47. The strike last trading price was 0.6, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 36480000 which increased total open position to 56280000
On 19 Sept IDEA was trading at 10.38. The strike last trading price was 0.9, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 18120000 which increased total open position to 19840000
On 18 Sept IDEA was trading at 12.90. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 320000 which increased total open position to 1720000
On 16 Sept IDEA was trading at 13.24. 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 360000 which increased total open position to 1320000
On 12 Sept IDEA was trading at 13.52. 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 280000 which increased total open position to 920000
On 11 Sept IDEA was trading at 13.14. 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 280000 which increased total open position to 600000
On 10 Sept IDEA was trading at 13.53. 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 120000 which increased total open position to 280000
On 9 Sept IDEA was trading at 13.20. The strike last trading price was 0.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 120000 which increased total open position to 120000
