IDEA

Vodafone Idea Limited

10.74 +0.45 (4.37%)

L: 10.1 H: 10.81

Back to Option Chain

Historical option data for IDEA
09 Dec 2025 04:12 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

IDEA 30-DEC-2025 11 CE
Delta: 0.49 Vega: 0.01 Theta: -0.02 Gamma: 0.24
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	10.74	0.57 ₹ 40,740.75	0.17 12150.75	63.12	9,861 70,48,14,975	-515 -3,68,09,625	7,667 54,79,98,825
8 Dec	10.29	0.4 ₹ 28,590	-0.22 -15724.50	65.34	7,110 50,81,87,250	476 3,40,22,100	8,176 58,43,79,600
5 Dec	10.80	0.62 ₹ 44,314.5	0.07 5003.25	60.96	7,082 50,61,85,950	633 4,52,43,675	7,704 55,06,43,400
4 Dec	10.68	0.56 ₹ 40,026	0.07 5003.25	58.26	11,356 81,16,70,100	679 4,85,31,525	7,086 50,64,71,850
3 Dec	10.55	0.52 ₹ 37,167	0.19 13580.25	58.42	9,717 69,45,22,575	39 27,87,525	6,404 45,77,25,900
2 Dec	10.13	0.34 ₹ 24,301.5	0.09 6432.75	55.53	3,684 26,33,13,900	47 33,59,325	6,361 45,46,52,475
1 Dec	9.93	0.27 ₹ 19,298.25	0.02 1429.50	53.37	8,261 59,04,54,975	559 3,99,54,525	6,310 45,10,07,250
28 Nov	9.96	0.25 ₹ 17,868.75	-0.05 -3573.75	49.28	3,460 24,73,03,500	20 14,29,500	5,739 41,01,95,025
27 Nov	10.11	0.3 ₹ 21,442.5	0 0.00	49.30	6,261 44,75,04,975	929 6,64,00,275	5,719 40,87,65,525
26 Nov	10.08	0.32 ₹ 22,872	0 0.00	49.68	4,773 34,11,50,175	1,003 7,16,89,425	4,790 34,23,65,250
25 Nov	10.05	0.33 ₹ 23,586.75	0 0.00	50.06	2,669 19,07,66,775	513 3,66,66,675	3,766 26,91,74,850
24 Nov	9.98	0.33 ₹ 23,586.75	-0.01 -714.75	53.11	2,638 18,85,51,050	377 2,69,46,075	3,253 23,25,08,175
21 Nov	9.97	0.37 ₹ 26,445.75	-0.07 -5003.25	51.85	2,390 17,08,25,250	353 2,52,30,675	2,881 20,59,19,475
20 Nov	10.17	0.44 ₹ 31,449	-0.21 -15009.75	53.15	3,687 26,35,28,325	593 4,23,84,675	2,535 18,11,89,125
19 Nov	10.69	0.66 ₹ 47,173.5	-0.05 -3573.75	52.42	1,920 13,72,32,000	641 4,58,15,475	1,941 13,87,32,975
18 Nov	10.74	0.72 ₹ 51,462	-0.1 -7147.50	53.45	758 5,41,78,050	129 92,20,275	1,307 9,34,17,825
17 Nov	10.93	0.82 ₹ 58,609.5	-0.02 -1429.50	53.00	892 6,37,55,700	170 1,21,50,750	1,177 8,41,26,075
14 Nov	10.94	0.86 ₹ 61,468.5	0.23 16439.25	52.86	1,421 10,15,65,975	219 1,56,53,025	1,007 7,19,75,325
13 Nov	10.47	0.66 ₹ 47,173.5	-0.01 -714.75	54.51	1,256 8,97,72,600	396 2,83,04,100	794 5,67,51,150
12 Nov	10.37	0.65 ₹ 46,458.75	-0.01 -714.75	57.79	545 3,89,53,875	18 12,86,550	392 2,80,18,200

11 Nov	10.24	0.62 ₹ 44,314.5	0.25 17868.75	59.54	987 7,05,45,825	178 1,27,22,550	372 2,65,88,700
10 Nov	9.50	0.37 ₹ 26,445.75	-0.08 -5718.00	58.45	191 1,36,51,725	25 17,86,875	194 1,38,66,150
7 Nov	9.61	0.46 ₹ 32,878.5	0.12 8577.00	61.43	177 1,26,51,075	-11 -7,86,225	169 1,20,79,275
6 Nov	9.27	0.34 ₹ 24,301.5	-0.07 -5003.25	60.30	159 1,13,64,525	26 18,58,350	180 1,28,65,500
4 Nov	9.41	0.4 ₹ 28,590	-0.13 -9291.75	60.77	239 1,70,82,525	16 11,43,600	154 1,10,07,150
3 Nov	9.54	0.53 ₹ 37,881.75	0.23 16439.25	64.73	465 3,32,35,875	98 70,04,550	147 1,05,06,825
31 Oct	8.73	0.3 ₹ 21,442.5	0 0.00	-	17 12,15,075	8 5,71,800	49 35,02,275
30 Oct	8.73	0.3 ₹ 21,442.5	-0.2 -14295.00	64.15	123 87,91,425	16 11,43,600	39 27,87,525
29 Oct	9.36	0.5 ₹ 35,737.5	-0.1 -7147.50	64.60	35 25,01,625	23 16,43,925	23 16,43,925

For Vodafone Idea Limited - strike price 11 expiring on 30DEC2025

Delta for 11 CE is 0.49

Historical price for 11 CE is as follows

On 9 Dec IDEA was trading at 10.74. The strike last trading price was 0.57, which was 0.17 higher than the previous day. The implied volatity was 63.12, the open interest changed by -515 which decreased total open position to 7667

On 8 Dec IDEA was trading at 10.29. The strike last trading price was 0.4, which was -0.22 lower than the previous day. The implied volatity was 65.34, the open interest changed by 476 which increased total open position to 8176

On 5 Dec IDEA was trading at 10.80. The strike last trading price was 0.62, which was 0.07 higher than the previous day. The implied volatity was 60.96, the open interest changed by 633 which increased total open position to 7704

On 4 Dec IDEA was trading at 10.68. The strike last trading price was 0.56, which was 0.07 higher than the previous day. The implied volatity was 58.26, the open interest changed by 679 which increased total open position to 7086

On 3 Dec IDEA was trading at 10.55. The strike last trading price was 0.52, which was 0.19 higher than the previous day. The implied volatity was 58.42, the open interest changed by 39 which increased total open position to 6404

On 2 Dec IDEA was trading at 10.13. The strike last trading price was 0.34, which was 0.09 higher than the previous day. The implied volatity was 55.53, the open interest changed by 47 which increased total open position to 6361

On 1 Dec IDEA was trading at 9.93. The strike last trading price was 0.27, which was 0.02 higher than the previous day. The implied volatity was 53.37, the open interest changed by 559 which increased total open position to 6310

On 28 Nov IDEA was trading at 9.96. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 49.28, the open interest changed by 20 which increased total open position to 5739

On 27 Nov IDEA was trading at 10.11. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 49.30, the open interest changed by 929 which increased total open position to 5719

On 26 Nov IDEA was trading at 10.08. The strike last trading price was 0.32, which was 0 lower than the previous day. The implied volatity was 49.68, the open interest changed by 1003 which increased total open position to 4790

On 25 Nov IDEA was trading at 10.05. The strike last trading price was 0.33, which was 0 lower than the previous day. The implied volatity was 50.06, the open interest changed by 513 which increased total open position to 3766

On 24 Nov IDEA was trading at 9.98. The strike last trading price was 0.33, which was -0.01 lower than the previous day. The implied volatity was 53.11, the open interest changed by 377 which increased total open position to 3253

On 21 Nov IDEA was trading at 9.97. The strike last trading price was 0.37, which was -0.07 lower than the previous day. The implied volatity was 51.85, the open interest changed by 353 which increased total open position to 2881

On 20 Nov IDEA was trading at 10.17. The strike last trading price was 0.44, which was -0.21 lower than the previous day. The implied volatity was 53.15, the open interest changed by 593 which increased total open position to 2535

On 19 Nov IDEA was trading at 10.69. The strike last trading price was 0.66, which was -0.05 lower than the previous day. The implied volatity was 52.42, the open interest changed by 641 which increased total open position to 1941

On 18 Nov IDEA was trading at 10.74. The strike last trading price was 0.72, which was -0.1 lower than the previous day. The implied volatity was 53.45, the open interest changed by 129 which increased total open position to 1307

On 17 Nov IDEA was trading at 10.93. The strike last trading price was 0.82, which was -0.02 lower than the previous day. The implied volatity was 53.00, the open interest changed by 170 which increased total open position to 1177

On 14 Nov IDEA was trading at 10.94. The strike last trading price was 0.86, which was 0.23 higher than the previous day. The implied volatity was 52.86, the open interest changed by 219 which increased total open position to 1007

On 13 Nov IDEA was trading at 10.47. The strike last trading price was 0.66, which was -0.01 lower than the previous day. The implied volatity was 54.51, the open interest changed by 396 which increased total open position to 794

On 12 Nov IDEA was trading at 10.37. The strike last trading price was 0.65, which was -0.01 lower than the previous day. The implied volatity was 57.79, the open interest changed by 18 which increased total open position to 392

On 11 Nov IDEA was trading at 10.24. The strike last trading price was 0.62, which was 0.25 higher than the previous day. The implied volatity was 59.54, the open interest changed by 178 which increased total open position to 372

On 10 Nov IDEA was trading at 9.50. The strike last trading price was 0.37, which was -0.08 lower than the previous day. The implied volatity was 58.45, the open interest changed by 25 which increased total open position to 194

On 7 Nov IDEA was trading at 9.61. The strike last trading price was 0.46, which was 0.12 higher than the previous day. The implied volatity was 61.43, the open interest changed by -11 which decreased total open position to 169

On 6 Nov IDEA was trading at 9.27. The strike last trading price was 0.34, which was -0.07 lower than the previous day. The implied volatity was 60.30, the open interest changed by 26 which increased total open position to 180

On 4 Nov IDEA was trading at 9.41. The strike last trading price was 0.4, which was -0.13 lower than the previous day. The implied volatity was 60.77, the open interest changed by 16 which increased total open position to 154

On 3 Nov IDEA was trading at 9.54. The strike last trading price was 0.53, which was 0.23 higher than the previous day. The implied volatity was 64.73, the open interest changed by 98 which increased total open position to 147

On 31 Oct IDEA was trading at 8.73. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 49

On 30 Oct IDEA was trading at 8.73. The strike last trading price was 0.3, which was -0.2 lower than the previous day. The implied volatity was 64.15, the open interest changed by 16 which increased total open position to 39

On 29 Oct IDEA was trading at 9.36. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 64.60, the open interest changed by 23 which increased total open position to 23

IDEA 30DEC2025 11 PE
Delta: -0.51 Vega: 0.01 Theta: -0.01 Gamma: 0.25
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	10.74	0.74 ₹ 52,891.5	-0.29 -20727.75	62.45	1,368 9,77,77,800	82 58,60,950	2,785 19,90,57,875
8 Dec	10.29	1.06 ₹ 75,763.5	0.31 22157.25	65.97	1,265 9,04,15,875	97 69,33,075	2,703 19,31,96,925
5 Dec	10.80	0.76 ₹ 54,321	-0.05 -3573.75	60.53	1,516 10,83,56,100	214 1,52,95,650	2,608 18,64,06,800
4 Dec	10.68	0.82 ₹ 58,609.5	-0.05 -3573.75	60.73	1,742 12,45,09,450	84 60,03,900	2,401 17,16,11,475
3 Dec	10.55	0.86 ₹ 61,468.5	-0.24 -17154.00	57.63	1,109 7,92,65,775	189 1,35,08,775	2,317 16,56,07,575
2 Dec	10.13	1.1 ₹ 78,622.5	-0.1 -7147.50	56.87	344 2,45,87,400	52 37,16,700	2,128 15,20,98,800
1 Dec	9.93	1.18 ₹ 84,340.5	-0.01 -714.75	52.14	348 2,48,73,300	3 2,14,425	2,077 14,84,53,575
28 Nov	9.96	1.19 ₹ 85,055.25	0.11 7862.25	49.87	152 1,08,64,200	27 19,29,825	2,073 14,81,67,675
27 Nov	10.11	1.11 ₹ 79,337.25	-0.01 -714.75	50.12	365 2,60,88,375	49 35,02,275	2,046 14,62,37,850
26 Nov	10.08	1.1 ₹ 78,622.5	-0.06 -4288.50	49.85	264 1,88,69,400	21 15,00,975	1,997 14,27,35,575
25 Nov	10.05	1.12 ₹ 80,052	-0.13 -9291.75	50.49	637 4,55,29,575	160 1,14,36,000	1,971 14,08,77,225
24 Nov	9.98	1.25 ₹ 89,343.75	0 0.00	53.82	287 2,05,13,325	95 67,90,125	1,811 12,94,41,225
21 Nov	9.97	1.21 ₹ 86,484.75	0.03 2144.25	53.23	503 3,59,51,925	233 1,66,53,675	1,715 12,25,79,625
20 Nov	10.17	1.17 ₹ 83,625.75	0.34 24301.50	55.46	702 5,01,75,450	153 1,09,35,675	1,480 10,57,83,000
19 Nov	10.69	0.86 ₹ 61,468.5	0 0.00	52.62	1,042 7,44,76,950	652 4,66,01,700	1,330 9,50,61,750
18 Nov	10.74	0.86 ₹ 61,468.5	0.09 6432.75	54.54	212 1,51,52,700	25 17,86,875	677 4,83,88,575
17 Nov	10.93	0.79 ₹ 56,465.25	0 0.00	54.94	449 3,20,92,275	153 1,09,35,675	652 4,66,01,700
14 Nov	10.94	0.78 ₹ 55,750.5	-0.24 -17154.00	53.37	535 3,82,39,125	115 82,19,625	498 3,55,94,550
13 Nov	10.47	1.03 ₹ 73,619.25	-0.12 -8577.00	54.56	412 2,94,47,700	295 2,10,85,125	381 2,72,31,975
12 Nov	10.37	1.16 ₹ 82,911	-0.12 -8577.00	57.37	82 58,60,950	20 14,29,500	66 47,17,350
11 Nov	10.24	1.3 ₹ 92,917.5	-0.75 -53606.25	60.68	60 42,88,500	43 30,73,425	43 30,73,425
10 Nov	9.50	2.05 ₹ 1,46,523.75	0 0.00	-	0 0	0 0	0 0
7 Nov	9.61	2.05 ₹ 1,46,523.75	0 0.00	-	0 0	0 0	0 0
6 Nov	9.27	2.05 ₹ 1,46,523.75	0 0.00	-	0 0	0 0	0 0
4 Nov	9.41	2.05 ₹ 1,46,523.75	0 0.00	-	0 0	0 0	0 0
3 Nov	9.54	2.05 ₹ 1,46,523.75	0 0.00	-	0 0	0 0	0 0
31 Oct	8.73	2.05 ₹ 1,46,523.75	0 0.00	-	0 0	0 0	0 0
30 Oct	8.73	2.05 ₹ 1,46,523.75	0 0.00	-	0 0	0 0	0 0
29 Oct	9.36	2.05 ₹ 1,46,523.75	0 0.00	-	0 0	0 0	0 0

For Vodafone Idea Limited - strike price 11 expiring on 30DEC2025

Delta for 11 PE is -0.51

Historical price for 11 PE is as follows

On 9 Dec IDEA was trading at 10.74. The strike last trading price was 0.74, which was -0.29 lower than the previous day. The implied volatity was 62.45, the open interest changed by 82 which increased total open position to 2785

On 8 Dec IDEA was trading at 10.29. The strike last trading price was 1.06, which was 0.31 higher than the previous day. The implied volatity was 65.97, the open interest changed by 97 which increased total open position to 2703

On 5 Dec IDEA was trading at 10.80. The strike last trading price was 0.76, which was -0.05 lower than the previous day. The implied volatity was 60.53, the open interest changed by 214 which increased total open position to 2608

On 4 Dec IDEA was trading at 10.68. The strike last trading price was 0.82, which was -0.05 lower than the previous day. The implied volatity was 60.73, the open interest changed by 84 which increased total open position to 2401

On 3 Dec IDEA was trading at 10.55. The strike last trading price was 0.86, which was -0.24 lower than the previous day. The implied volatity was 57.63, the open interest changed by 189 which increased total open position to 2317

On 2 Dec IDEA was trading at 10.13. The strike last trading price was 1.1, which was -0.1 lower than the previous day. The implied volatity was 56.87, the open interest changed by 52 which increased total open position to 2128

On 1 Dec IDEA was trading at 9.93. The strike last trading price was 1.18, which was -0.01 lower than the previous day. The implied volatity was 52.14, the open interest changed by 3 which increased total open position to 2077

On 28 Nov IDEA was trading at 9.96. The strike last trading price was 1.19, which was 0.11 higher than the previous day. The implied volatity was 49.87, the open interest changed by 27 which increased total open position to 2073

On 27 Nov IDEA was trading at 10.11. The strike last trading price was 1.11, which was -0.01 lower than the previous day. The implied volatity was 50.12, the open interest changed by 49 which increased total open position to 2046

On 26 Nov IDEA was trading at 10.08. The strike last trading price was 1.1, which was -0.06 lower than the previous day. The implied volatity was 49.85, the open interest changed by 21 which increased total open position to 1997

On 25 Nov IDEA was trading at 10.05. The strike last trading price was 1.12, which was -0.13 lower than the previous day. The implied volatity was 50.49, the open interest changed by 160 which increased total open position to 1971

On 24 Nov IDEA was trading at 9.98. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 53.82, the open interest changed by 95 which increased total open position to 1811

On 21 Nov IDEA was trading at 9.97. The strike last trading price was 1.21, which was 0.03 higher than the previous day. The implied volatity was 53.23, the open interest changed by 233 which increased total open position to 1715

On 20 Nov IDEA was trading at 10.17. The strike last trading price was 1.17, which was 0.34 higher than the previous day. The implied volatity was 55.46, the open interest changed by 153 which increased total open position to 1480

On 19 Nov IDEA was trading at 10.69. The strike last trading price was 0.86, which was 0 lower than the previous day. The implied volatity was 52.62, the open interest changed by 652 which increased total open position to 1330

On 18 Nov IDEA was trading at 10.74. The strike last trading price was 0.86, which was 0.09 higher than the previous day. The implied volatity was 54.54, the open interest changed by 25 which increased total open position to 677

On 17 Nov IDEA was trading at 10.93. The strike last trading price was 0.79, which was 0 lower than the previous day. The implied volatity was 54.94, the open interest changed by 153 which increased total open position to 652

On 14 Nov IDEA was trading at 10.94. The strike last trading price was 0.78, which was -0.24 lower than the previous day. The implied volatity was 53.37, the open interest changed by 115 which increased total open position to 498

On 13 Nov IDEA was trading at 10.47. The strike last trading price was 1.03, which was -0.12 lower than the previous day. The implied volatity was 54.56, the open interest changed by 295 which increased total open position to 381

On 12 Nov IDEA was trading at 10.37. The strike last trading price was 1.16, which was -0.12 lower than the previous day. The implied volatity was 57.37, the open interest changed by 20 which increased total open position to 66

On 11 Nov IDEA was trading at 10.24. The strike last trading price was 1.3, which was -0.75 lower than the previous day. The implied volatity was 60.68, the open interest changed by 43 which increased total open position to 43

On 10 Nov IDEA was trading at 9.50. The strike last trading price was 2.05, which was 0 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 9.61. The strike last trading price was 2.05, which was 0 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 9.27. The strike last trading price was 2.05, which was 0 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 9.41. The strike last trading price was 2.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 3 Nov IDEA was trading at 9.54. The strike last trading price was 2.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 31 Oct IDEA was trading at 8.73. The strike last trading price was 2.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 30 Oct IDEA was trading at 8.73. The strike last trading price was 2.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 29 Oct IDEA was trading at 9.36. The strike last trading price was 2.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

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