IDEA
Vodafone Idea Limited
Historical option data for IDEA
03 Dec 2024 04:13 PM IST
| IDEA 26DEC2024 11 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 8.21 | 0.1 | 0.00 | - | 93 | 58 | 2,925 | |||
| 2 Dec | 8.28 | 0.1 | 0.00 | - | 113 | 28 | 2,876 | |||
| 29 Nov | 8.36 | 0.1 | -0.05 | - | 1,447 | 201 | 2,822 | |||
| 28 Nov | 8.36 | 0.15 | 0.00 | - | 356 | 114 | 2,620 | |||
| 27 Nov | 8.34 | 0.15 | 0.10 | - | 2,542 | 1,225 | 2,503 | |||
| 26 Nov | 7.52 | 0.05 | 0.00 | - | 1,306 | 702 | 1,249 | |||
| 25 Nov | 6.97 | 0.05 | 0.00 | - | 394 | 352 | 545 | |||
| 22 Nov | 6.67 | 0.05 | 0.00 | - | 16 | 5 | 198 | |||
|
|
||||||||||
| 21 Nov | 6.91 | 0.05 | 0.00 | - | 163 | -27 | 193 | |||
| 20 Nov | 7.10 | 0.05 | 0.00 | - | 24 | 21 | 220 | |||
| 19 Nov | 7.10 | 0.05 | 0.00 | - | 24 | 21 | 220 | |||
| 18 Nov | 7.25 | 0.05 | 0.00 | - | 15 | 2 | 198 | |||
| 14 Nov | 7.34 | 0.05 | -0.05 | - | 70 | 43 | 196 | |||
| 13 Nov | 7.36 | 0.1 | 0.00 | - | 69 | 24 | 152 | |||
| 12 Nov | 7.67 | 0.1 | -0.10 | - | 68 | 30 | 129 | |||
| 11 Nov | 7.83 | 0.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 7.88 | 0.2 | 0.00 | - | 3 | 0 | 99 | |||
| 7 Nov | 8.05 | 0.2 | -0.05 | 77.90 | 20 | 18 | 99 | |||
| 6 Nov | 8.17 | 0.25 | -0.05 | - | 41 | 30 | 82 | |||
| 5 Nov | 8.14 | 0.3 | 0.00 | 85.73 | 50 | 37 | 52 | |||
| 4 Nov | 7.88 | 0.3 | 0.05 | - | 15 | 14 | 14 | |||
| 1 Nov | 8.45 | 0.25 | 22.92 | 0 | 0 | 0 | ||||
For Vodafone Idea Limited - strike price 11 expiring on 26DEC2024
Delta for 11 CE is -
Historical price for 11 CE is as follows
On 3 Dec IDEA was trading at 8.21. 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 58 which increased total open position to 2925
On 2 Dec IDEA was trading at 8.28. 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 28 which increased total open position to 2876
On 29 Nov IDEA was trading at 8.36. 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 201 which increased total open position to 2822
On 28 Nov IDEA was trading at 8.36. 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 114 which increased total open position to 2620
On 27 Nov IDEA was trading at 8.34. The strike last trading price was 0.15, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 1225 which increased total open position to 2503
On 26 Nov IDEA was trading at 7.52. 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 702 which increased total open position to 1249
On 25 Nov IDEA was trading at 6.97. 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 352 which increased total open position to 545
On 22 Nov IDEA was trading at 6.67. 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 5 which increased total open position to 198
On 21 Nov IDEA was trading at 6.91. 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 -27 which decreased total open position to 193
On 20 Nov IDEA was trading at 7.10. 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 21 which increased total open position to 220
On 19 Nov IDEA was trading at 7.10. 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 21 which increased total open position to 220
On 18 Nov IDEA was trading at 7.25. 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 2 which increased total open position to 198
On 14 Nov IDEA was trading at 7.34. 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 43 which increased total open position to 196
On 13 Nov IDEA was trading at 7.36. 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 24 which increased total open position to 152
On 12 Nov IDEA was trading at 7.67. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 129
On 11 Nov IDEA was trading at 7.83. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 Nov IDEA was trading at 7.88. 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 0 which decreased total open position to 99
On 7 Nov IDEA was trading at 8.05. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 77.90, the open interest changed by 18 which increased total open position to 99
On 6 Nov IDEA was trading at 8.17. 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 30 which increased total open position to 82
On 5 Nov IDEA was trading at 8.14. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 85.73, the open interest changed by 37 which increased total open position to 52
On 4 Nov IDEA was trading at 7.88. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 14
On 1 Nov IDEA was trading at 8.45. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was 22.92, the open interest changed by 0 which decreased total open position to 0
| IDEA 26DEC2024 11 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 8.21 | 2.7 | 0.00 | 0.00 | 0 | 1 | 0 |
| 2 Dec | 8.28 | 2.7 | 0.05 | - | 5 | 0 | 423 |
| 29 Nov | 8.36 | 2.65 | 0.05 | - | 24 | 5 | 422 |
| 28 Nov | 8.36 | 2.6 | -0.05 | - | 145 | 130 | 416 |
| 27 Nov | 8.34 | 2.65 | -0.75 | - | 107 | 90 | 278 |
| 26 Nov | 7.52 | 3.4 | -0.40 | - | 101 | 82 | 188 |
| 25 Nov | 6.97 | 3.8 | -0.35 | - | 52 | 65 | 104 |
| 22 Nov | 6.67 | 4.15 | 0.15 | - | 31 | 11 | 50 |
| 21 Nov | 6.91 | 4 | 0.25 | - | 1 | 0 | 40 |
| 20 Nov | 7.10 | 3.75 | 0.00 | - | 31 | 31 | 37 |
| 19 Nov | 7.10 | 3.75 | 0.10 | - | 31 | 28 | 37 |
| 18 Nov | 7.25 | 3.65 | 0.65 | - | 9 | 7 | 7 |
| 14 Nov | 7.34 | 3 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 7.36 | 3 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 7.67 | 3 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 7.83 | 3 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 7.88 | 3 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 8.05 | 3 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 8.17 | 3 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 8.14 | 3 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 7.88 | 3 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 8.45 | 3 | - | 0 | 0 | 0 | |
For Vodafone Idea Limited - strike price 11 expiring on 26DEC2024
Delta for 11 PE is 0.00
Historical price for 11 PE is as follows
On 3 Dec IDEA was trading at 8.21. The strike last trading price was 2.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 2 Dec IDEA was trading at 8.28. The strike last trading price was 2.7, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 423
On 29 Nov IDEA was trading at 8.36. The strike last trading price was 2.65, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 422
On 28 Nov IDEA was trading at 8.36. The strike last trading price was 2.6, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 130 which increased total open position to 416
On 27 Nov IDEA was trading at 8.34. The strike last trading price was 2.65, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 278
On 26 Nov IDEA was trading at 7.52. The strike last trading price was 3.4, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 82 which increased total open position to 188
On 25 Nov IDEA was trading at 6.97. The strike last trading price was 3.8, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 65 which increased total open position to 104
On 22 Nov IDEA was trading at 6.67. The strike last trading price was 4.15, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 50
On 21 Nov IDEA was trading at 6.91. The strike last trading price was 4, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 20 Nov IDEA was trading at 7.10. The strike last trading price was 3.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 37
On 19 Nov IDEA was trading at 7.10. The strike last trading price was 3.75, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 37
On 18 Nov IDEA was trading at 7.25. The strike last trading price was 3.65, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7
On 14 Nov IDEA was trading at 7.34. The strike last trading price was 3, 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 Nov IDEA was trading at 7.36. The strike last trading price was 3, 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 Nov IDEA was trading at 7.67. The strike last trading price was 3, 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 Nov IDEA was trading at 7.83. The strike last trading price was 3, 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 8 Nov IDEA was trading at 7.88. The strike last trading price was 3, 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 7 Nov IDEA was trading at 8.05. The strike last trading price was 3, 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 6 Nov IDEA was trading at 8.17. The strike last trading price was 3, 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 5 Nov IDEA was trading at 8.14. The strike last trading price was 3, 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 4 Nov IDEA was trading at 7.88. The strike last trading price was 3, 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 1 Nov IDEA was trading at 8.45. The strike last trading price was 3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
