[--[65.84.65.76]--]

IDEA

Vodafone Idea Limited
9.48 -0.10 (-1.04%)
L: 9.37 H: 9.63

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Historical option data for IDEA

24 Apr 2026 01:28 PM IST
IDEA 28-Apr-2026 (4d) 11 CE
Delta: 0.06
Vega: 0
Theta: -0.01
Gamma: 0.13724
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 9.48 0.02 0.01 79.92 469 -375 2,654
23 Apr 9.58 0.01 0 61.91 439 -58 3,026
22 Apr 9.54 0.02 0.01 67.61 749 63 3,295
21 Apr 9.55 0.02 0 60.93 1,894 -26 3,231
20 Apr 9.47 0.03 -0.010000000000000002 66.85 1,774 176 3,260
17 Apr 9.61 0.04 0 55.56 2,942 34 3,093
16 Apr 9.53 0.05 0 59.04 2,931 124 3,059
15 Apr 9.44 0.05 0.010000000000000002 58.01 3,178 -48 2,935
13 Apr 9.25 0.04 0 58.75 2,166 115 2,983
10 Apr 9.25 0.05 -0.009999999999999995 55.54 2,339 244 2,872
9 Apr 9.12 0.06 -0.01 60.9 2,414 -4 2,619
8 Apr 9.20 0.07 0.02 58.07 3,521 204 2,675
7 Apr 8.63 0.05 -0.02 69.36 2,505 78 2,469
6 Apr 8.76 0.08 0.02 70.54 5,006 -79 2,391
2 Apr 8.58 0.07 0 67.73 3,207 219 2,472
1 Apr 8.64 0.08 -0.01 66.09 1,985 210 2,253
30 Mar 8.53 0.1 -0.01 70.79 1,462 113 2,048
27 Mar 8.89 0.13 -0.02 62.98 2,328 387 1,935
25 Mar 9.04 0.16 -0.02 62.04 1,604 368 1,546
24 Mar 8.88 0.19 -0.03 67.3 1,034 27 1,185
23 Mar 8.70 0.22 -0.06 76.63 1,087 211 1,151
20 Mar 9.34 0.28 0.04 63.25 1,130 168 928
19 Mar 8.94 0.25 -0.07 68.05 538 86 747
18 Mar 9.44 0.32 0.01 63.81 469 138 659
17 Mar 9.25 0.31 -0.08 65.98 251 71 521
16 Mar 9.39 0.4 0.02 69.87 307 50 453
13 Mar 9.27 0.42 0 68.8 317 31 396
12 Mar 9.56 0.42 -0.05 63.23 281 93 364
11 Mar 9.71 0.48 -0.09 64.24 151 35 271
10 Mar 10.01 0.58 0.03 61.41 158 5 237
9 Mar 9.91 0.55 -0.05 61.99 263 60 234
6 Mar 10.06 0.61 -0.06 59.96 103 45 173
5 Mar 10.22 0.68 0.09 58.56 212 43 127
4 Mar 9.99 0.59 -0.09 60.13 97 29 84
2 Mar 10.29 0.7 -0.09 55.22 75 26 56
27 Feb 10.59 0.79 -0.11 53.28 4 3 29
26 Feb 10.85 0.9 0.01 50.08 21 15 25
25 Feb 10.73 0.91 -0.31 53.21 20 9 9


For Vodafone Idea Limited - strike price 11 expiring on 28APR2026

Delta for 11 CE is 0.06

Historical price for 11 CE is as follows

On 24 Apr IDEA was trading at 9.48. The strike last trading price was 0.02, which was 0.01 higher than the previous day. The implied volatity was 79.92, the open interest changed by -375 which decreased total open position to 2654


On 23 Apr IDEA was trading at 9.58. The strike last trading price was 0.01, which was 0 lower than the previous day. The implied volatity was 61.91, the open interest changed by -58 which decreased total open position to 3026


On 22 Apr IDEA was trading at 9.54. The strike last trading price was 0.02, which was 0.01 higher than the previous day. The implied volatity was 67.61, the open interest changed by 63 which increased total open position to 3295


On 21 Apr IDEA was trading at 9.55. The strike last trading price was 0.02, which was 0 lower than the previous day. The implied volatity was 60.93, the open interest changed by -26 which decreased total open position to 3231


On 20 Apr IDEA was trading at 9.47. The strike last trading price was 0.03, which was -0.010000000000000002 lower than the previous day. The implied volatity was 66.85, the open interest changed by 176 which increased total open position to 3260


On 17 Apr IDEA was trading at 9.61. The strike last trading price was 0.04, which was 0 lower than the previous day. The implied volatity was 55.56, the open interest changed by 34 which increased total open position to 3093


On 16 Apr IDEA was trading at 9.53. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 59.04, the open interest changed by 124 which increased total open position to 3059


On 15 Apr IDEA was trading at 9.44. The strike last trading price was 0.05, which was 0.010000000000000002 higher than the previous day. The implied volatity was 58.01, the open interest changed by -48 which decreased total open position to 2935


On 13 Apr IDEA was trading at 9.25. The strike last trading price was 0.04, which was 0 lower than the previous day. The implied volatity was 58.75, the open interest changed by 115 which increased total open position to 2983


On 10 Apr IDEA was trading at 9.25. The strike last trading price was 0.05, which was -0.009999999999999995 lower than the previous day. The implied volatity was 55.54, the open interest changed by 244 which increased total open position to 2872


On 9 Apr IDEA was trading at 9.12. The strike last trading price was 0.06, which was -0.01 lower than the previous day. The implied volatity was 60.9, the open interest changed by -4 which decreased total open position to 2619


On 8 Apr IDEA was trading at 9.20. The strike last trading price was 0.07, which was 0.02 higher than the previous day. The implied volatity was 58.07, the open interest changed by 204 which increased total open position to 2675


On 7 Apr IDEA was trading at 8.63. The strike last trading price was 0.05, which was -0.02 lower than the previous day. The implied volatity was 69.36, the open interest changed by 78 which increased total open position to 2469


On 6 Apr IDEA was trading at 8.76. The strike last trading price was 0.08, which was 0.02 higher than the previous day. The implied volatity was 70.54, the open interest changed by -79 which decreased total open position to 2391


On 2 Apr IDEA was trading at 8.58. The strike last trading price was 0.07, which was 0 lower than the previous day. The implied volatity was 67.73, the open interest changed by 219 which increased total open position to 2472


On 1 Apr IDEA was trading at 8.64. The strike last trading price was 0.08, which was -0.01 lower than the previous day. The implied volatity was 66.09, the open interest changed by 210 which increased total open position to 2253


On 30 Mar IDEA was trading at 8.53. The strike last trading price was 0.1, which was -0.01 lower than the previous day. The implied volatity was 70.79, the open interest changed by 113 which increased total open position to 2048


On 27 Mar IDEA was trading at 8.89. The strike last trading price was 0.13, which was -0.02 lower than the previous day. The implied volatity was 62.98, the open interest changed by 387 which increased total open position to 1935


On 25 Mar IDEA was trading at 9.04. The strike last trading price was 0.16, which was -0.02 lower than the previous day. The implied volatity was 62.04, the open interest changed by 368 which increased total open position to 1546


On 24 Mar IDEA was trading at 8.88. The strike last trading price was 0.19, which was -0.03 lower than the previous day. The implied volatity was 67.3, the open interest changed by 27 which increased total open position to 1185


On 23 Mar IDEA was trading at 8.70. The strike last trading price was 0.22, which was -0.06 lower than the previous day. The implied volatity was 76.63, the open interest changed by 211 which increased total open position to 1151


On 20 Mar IDEA was trading at 9.34. The strike last trading price was 0.28, which was 0.04 higher than the previous day. The implied volatity was 63.25, the open interest changed by 168 which increased total open position to 928


On 19 Mar IDEA was trading at 8.94. The strike last trading price was 0.25, which was -0.07 lower than the previous day. The implied volatity was 68.05, the open interest changed by 86 which increased total open position to 747


On 18 Mar IDEA was trading at 9.44. The strike last trading price was 0.32, which was 0.01 higher than the previous day. The implied volatity was 63.81, the open interest changed by 138 which increased total open position to 659


On 17 Mar IDEA was trading at 9.25. The strike last trading price was 0.31, which was -0.08 lower than the previous day. The implied volatity was 65.98, the open interest changed by 71 which increased total open position to 521


On 16 Mar IDEA was trading at 9.39. The strike last trading price was 0.4, which was 0.02 higher than the previous day. The implied volatity was 69.87, the open interest changed by 50 which increased total open position to 453


On 13 Mar IDEA was trading at 9.27. The strike last trading price was 0.42, which was 0 lower than the previous day. The implied volatity was 68.8, the open interest changed by 31 which increased total open position to 396


On 12 Mar IDEA was trading at 9.56. The strike last trading price was 0.42, which was -0.05 lower than the previous day. The implied volatity was 63.23, the open interest changed by 93 which increased total open position to 364


On 11 Mar IDEA was trading at 9.71. The strike last trading price was 0.48, which was -0.09 lower than the previous day. The implied volatity was 64.24, the open interest changed by 35 which increased total open position to 271


On 10 Mar IDEA was trading at 10.01. The strike last trading price was 0.58, which was 0.03 higher than the previous day. The implied volatity was 61.41, the open interest changed by 5 which increased total open position to 237


On 9 Mar IDEA was trading at 9.91. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 61.99, the open interest changed by 60 which increased total open position to 234


On 6 Mar IDEA was trading at 10.06. The strike last trading price was 0.61, which was -0.06 lower than the previous day. The implied volatity was 59.96, the open interest changed by 45 which increased total open position to 173


On 5 Mar IDEA was trading at 10.22. The strike last trading price was 0.68, which was 0.09 higher than the previous day. The implied volatity was 58.56, the open interest changed by 43 which increased total open position to 127


On 4 Mar IDEA was trading at 9.99. The strike last trading price was 0.59, which was -0.09 lower than the previous day. The implied volatity was 60.13, the open interest changed by 29 which increased total open position to 84


On 2 Mar IDEA was trading at 10.29. The strike last trading price was 0.7, which was -0.09 lower than the previous day. The implied volatity was 55.22, the open interest changed by 26 which increased total open position to 56


On 27 Feb IDEA was trading at 10.59. The strike last trading price was 0.79, which was -0.11 lower than the previous day. The implied volatity was 53.28, the open interest changed by 3 which increased total open position to 29


On 26 Feb IDEA was trading at 10.85. The strike last trading price was 0.9, which was 0.01 higher than the previous day. The implied volatity was 50.08, the open interest changed by 15 which increased total open position to 25


On 25 Feb IDEA was trading at 10.73. The strike last trading price was 0.91, which was -0.31 lower than the previous day. The implied volatity was 53.21, the open interest changed by 9 which increased total open position to 9


IDEA 28-Apr-2026 (4d) 11 PE
Delta: -0.97
Vega: 0
Theta: 0
Gamma: 0.08735
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 9.48 1.53 0.10000000000000009 69.11 111 -92 367
23 Apr 9.58 1.43 -0.050000000000000044 81.16 71 -59 463
22 Apr 9.54 1.48 0.020000000000000018 77.38 51 -36 525
21 Apr 9.55 1.47 -0.07000000000000006 56.31 257 -111 561
20 Apr 9.47 1.55 0.13000000000000012 67.58 97 -53 673
17 Apr 9.61 1.41 -0.09000000000000008 63.32 48 -23 727
16 Apr 9.53 1.5 -0.030000000000000027 59.17 75 -41 749
15 Apr 9.44 1.51 -0.25 47.86 58 -34 789
13 Apr 9.25 1.78 0.020000000000000018 56.82 65 -30 823
10 Apr 9.25 1.75 -0.10000000000000009 55.36 55 -21 855
9 Apr 9.12 1.86 0.09 50.77 38 -17 876
8 Apr 9.20 1.77 -0.55 58.1 121 -17 894
7 Apr 8.63 2.35 0.13 65.26 122 41 912
6 Apr 8.76 2.23 -0.17 64.41 91 44 871
2 Apr 8.58 2.41 0.1 58.67 47 -5 826
1 Apr 8.64 2.31 -0.13 56.19 83 18 830
30 Mar 8.53 2.47 0.36 61.98 338 229 811
27 Mar 8.89 2.08 0.12 55.62 128 86 581
25 Mar 9.04 1.98 -0.21 56.66 216 107 488
24 Mar 8.88 2.2 -0.17 75.27 35 13 381
23 Mar 8.70 2.41 0.55 81.17 55 23 368
20 Mar 9.34 1.86 -0.35 67.86 81 39 345
19 Mar 8.94 2.15 0.42 71.36 50 15 305
18 Mar 9.44 1.74 -0.15 59.32 54 38 291
17 Mar 9.25 1.89 0.06 62.66 95 63 239
16 Mar 9.39 1.82 -0.13 64.42 44 12 175
13 Mar 9.27 1.95 0.24 74.41 7 4 162
12 Mar 9.56 1.71 0.31 64.09 16 6 157
11 Mar 9.71 1.4 -0.02 42.51 1 0 151
10 Mar 10.01 1.38 0.08 59.77 8 2 151
9 Mar 9.91 1.3 -0.08 - 0 0 149
6 Mar 10.06 1.3 -0.08 53.81 2 0 148
5 Mar 10.22 1.38 -0.05 65.7 116 59 146
4 Mar 9.99 1.45 0.23 59.09 18 4 89
2 Mar 10.29 1.2 0.18 56.48 20 16 84
27 Feb 10.59 1.04 0.16 52.36 11 3 67
26 Feb 10.85 0.88 -0.09 50.77 34 14 63
25 Feb 10.73 0.97 -0.21 52.94 79 50 50


For Vodafone Idea Limited - strike price 11 expiring on 28APR2026

Delta for 11 PE is -0.97

Historical price for 11 PE is as follows

On 24 Apr IDEA was trading at 9.48. The strike last trading price was 1.53, which was 0.10000000000000009 higher than the previous day. The implied volatity was 69.11, the open interest changed by -92 which decreased total open position to 367


On 23 Apr IDEA was trading at 9.58. The strike last trading price was 1.43, which was -0.050000000000000044 lower than the previous day. The implied volatity was 81.16, the open interest changed by -59 which decreased total open position to 463


On 22 Apr IDEA was trading at 9.54. The strike last trading price was 1.48, which was 0.020000000000000018 higher than the previous day. The implied volatity was 77.38, the open interest changed by -36 which decreased total open position to 525


On 21 Apr IDEA was trading at 9.55. The strike last trading price was 1.47, which was -0.07000000000000006 lower than the previous day. The implied volatity was 56.31, the open interest changed by -111 which decreased total open position to 561


On 20 Apr IDEA was trading at 9.47. The strike last trading price was 1.55, which was 0.13000000000000012 higher than the previous day. The implied volatity was 67.58, the open interest changed by -53 which decreased total open position to 673


On 17 Apr IDEA was trading at 9.61. The strike last trading price was 1.41, which was -0.09000000000000008 lower than the previous day. The implied volatity was 63.32, the open interest changed by -23 which decreased total open position to 727


On 16 Apr IDEA was trading at 9.53. The strike last trading price was 1.5, which was -0.030000000000000027 lower than the previous day. The implied volatity was 59.17, the open interest changed by -41 which decreased total open position to 749


On 15 Apr IDEA was trading at 9.44. The strike last trading price was 1.51, which was -0.25 lower than the previous day. The implied volatity was 47.86, the open interest changed by -34 which decreased total open position to 789


On 13 Apr IDEA was trading at 9.25. The strike last trading price was 1.78, which was 0.020000000000000018 higher than the previous day. The implied volatity was 56.82, the open interest changed by -30 which decreased total open position to 823


On 10 Apr IDEA was trading at 9.25. The strike last trading price was 1.75, which was -0.10000000000000009 lower than the previous day. The implied volatity was 55.36, the open interest changed by -21 which decreased total open position to 855


On 9 Apr IDEA was trading at 9.12. The strike last trading price was 1.86, which was 0.09 higher than the previous day. The implied volatity was 50.77, the open interest changed by -17 which decreased total open position to 876


On 8 Apr IDEA was trading at 9.20. The strike last trading price was 1.77, which was -0.55 lower than the previous day. The implied volatity was 58.1, the open interest changed by -17 which decreased total open position to 894


On 7 Apr IDEA was trading at 8.63. The strike last trading price was 2.35, which was 0.13 higher than the previous day. The implied volatity was 65.26, the open interest changed by 41 which increased total open position to 912


On 6 Apr IDEA was trading at 8.76. The strike last trading price was 2.23, which was -0.17 lower than the previous day. The implied volatity was 64.41, the open interest changed by 44 which increased total open position to 871


On 2 Apr IDEA was trading at 8.58. The strike last trading price was 2.41, which was 0.1 higher than the previous day. The implied volatity was 58.67, the open interest changed by -5 which decreased total open position to 826


On 1 Apr IDEA was trading at 8.64. The strike last trading price was 2.31, which was -0.13 lower than the previous day. The implied volatity was 56.19, the open interest changed by 18 which increased total open position to 830


On 30 Mar IDEA was trading at 8.53. The strike last trading price was 2.47, which was 0.36 higher than the previous day. The implied volatity was 61.98, the open interest changed by 229 which increased total open position to 811


On 27 Mar IDEA was trading at 8.89. The strike last trading price was 2.08, which was 0.12 higher than the previous day. The implied volatity was 55.62, the open interest changed by 86 which increased total open position to 581


On 25 Mar IDEA was trading at 9.04. The strike last trading price was 1.98, which was -0.21 lower than the previous day. The implied volatity was 56.66, the open interest changed by 107 which increased total open position to 488


On 24 Mar IDEA was trading at 8.88. The strike last trading price was 2.2, which was -0.17 lower than the previous day. The implied volatity was 75.27, the open interest changed by 13 which increased total open position to 381


On 23 Mar IDEA was trading at 8.70. The strike last trading price was 2.41, which was 0.55 higher than the previous day. The implied volatity was 81.17, the open interest changed by 23 which increased total open position to 368


On 20 Mar IDEA was trading at 9.34. The strike last trading price was 1.86, which was -0.35 lower than the previous day. The implied volatity was 67.86, the open interest changed by 39 which increased total open position to 345


On 19 Mar IDEA was trading at 8.94. The strike last trading price was 2.15, which was 0.42 higher than the previous day. The implied volatity was 71.36, the open interest changed by 15 which increased total open position to 305


On 18 Mar IDEA was trading at 9.44. The strike last trading price was 1.74, which was -0.15 lower than the previous day. The implied volatity was 59.32, the open interest changed by 38 which increased total open position to 291


On 17 Mar IDEA was trading at 9.25. The strike last trading price was 1.89, which was 0.06 higher than the previous day. The implied volatity was 62.66, the open interest changed by 63 which increased total open position to 239


On 16 Mar IDEA was trading at 9.39. The strike last trading price was 1.82, which was -0.13 lower than the previous day. The implied volatity was 64.42, the open interest changed by 12 which increased total open position to 175


On 13 Mar IDEA was trading at 9.27. The strike last trading price was 1.95, which was 0.24 higher than the previous day. The implied volatity was 74.41, the open interest changed by 4 which increased total open position to 162


On 12 Mar IDEA was trading at 9.56. The strike last trading price was 1.71, which was 0.31 higher than the previous day. The implied volatity was 64.09, the open interest changed by 6 which increased total open position to 157


On 11 Mar IDEA was trading at 9.71. The strike last trading price was 1.4, which was -0.02 lower than the previous day. The implied volatity was 42.51, the open interest changed by 0 which decreased total open position to 151


On 10 Mar IDEA was trading at 10.01. The strike last trading price was 1.38, which was 0.08 higher than the previous day. The implied volatity was 59.77, the open interest changed by 2 which increased total open position to 151


On 9 Mar IDEA was trading at 9.91. The strike last trading price was 1.3, which was -0.08 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 149


On 6 Mar IDEA was trading at 10.06. The strike last trading price was 1.3, which was -0.08 lower than the previous day. The implied volatity was 53.81, the open interest changed by 0 which decreased total open position to 148


On 5 Mar IDEA was trading at 10.22. The strike last trading price was 1.38, which was -0.05 lower than the previous day. The implied volatity was 65.7, the open interest changed by 59 which increased total open position to 146


On 4 Mar IDEA was trading at 9.99. The strike last trading price was 1.45, which was 0.23 higher than the previous day. The implied volatity was 59.09, the open interest changed by 4 which increased total open position to 89


On 2 Mar IDEA was trading at 10.29. The strike last trading price was 1.2, which was 0.18 higher than the previous day. The implied volatity was 56.48, the open interest changed by 16 which increased total open position to 84


On 27 Feb IDEA was trading at 10.59. The strike last trading price was 1.04, which was 0.16 higher than the previous day. The implied volatity was 52.36, the open interest changed by 3 which increased total open position to 67


On 26 Feb IDEA was trading at 10.85. The strike last trading price was 0.88, which was -0.09 lower than the previous day. The implied volatity was 50.77, the open interest changed by 14 which increased total open position to 63


On 25 Feb IDEA was trading at 10.73. The strike last trading price was 0.97, which was -0.21 lower than the previous day. The implied volatity was 52.94, the open interest changed by 50 which increased total open position to 50