IDEA

Vodafone Idea Limited

10.05 +0.10 (1.01%)

L: 9.68 H: 10.2

Back to Option Chain

Historical option data for IDEA
29 Jan 2026 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 24-FEB-2026 11 CE
Delta: 0.31 Vega: 0.01 Theta: -0.01 Gamma: 0.23
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
29 Jan	10.05	0.28 ₹ 20,013	0.01 714.75	57.35	5,147 36,78,81,825	101 72,18,975	3,890 27,80,37,750
28 Jan	9.95	0.29 ₹ 20,727.75	0.01 714.75	55.38	5,856 41,85,57,600	679 4,85,31,525	3,783 27,03,89,925
27 Jan	9.83	0.3 ₹ 21,442.5	-0.07 -5003.25	62.58	3,400 24,30,15,000	700 5,00,32,500	3,040 21,72,84,000
23 Jan	9.93	0.36 ₹ 25,731	-0.07 -5003.25	61.88	2,473 17,67,57,675	675 4,82,45,625	2,338 16,71,08,550
22 Jan	10.18	0.44 ₹ 31,449	0.04 2859.00	58.44	1,096 7,83,36,600	327 2,33,72,325	1,604 11,46,45,900
21 Jan	10.12	0.44 ₹ 31,449	0.03 2144.25	56.84	1,698 12,13,64,550	293 2,09,42,175	1,281 9,15,59,475
20 Jan	10.13	0.43 ₹ 30,734.25	-0.14 -10006.50	57.98	1,462 10,44,96,450	315 2,25,14,625	973 6,95,45,175

19 Jan	10.59	0.57 ₹ 40,740.75	-0.18 -12865.50	53.24	620 4,43,14,500	224 1,60,10,400	653 4,66,73,175
16 Jan	10.82	0.74 ₹ 52,891.5	-0.14 -10006.50	55.31	246 1,75,82,850	83 59,32,425	428 3,05,91,300
14 Jan	11.08	0.88 ₹ 62,898	0.12 8577.00	52.82	232 1,65,82,200	56 40,02,600	346 2,47,30,350
13 Jan	10.80	0.78 ₹ 55,750.5	-0.3 -21442.50	55.02	219 1,56,53,025	94 67,18,650	289 2,06,56,275
12 Jan	11.25	1.06 ₹ 75,763.5	-0.04 -2859.00	55.88	144 1,02,92,400	69 49,31,775	195 1,39,37,625
9 Jan	11.26	1.14 ₹ 81,481.5	-0.14 -10006.50	57.73	109 77,90,775	33 23,58,675	125 89,34,375
8 Jan	11.50	1.3 ₹ 92,917.5	0.05 3573.75	60.45	21 15,00,975	3 2,14,425	91 65,04,225
7 Jan	11.46	1.25 ₹ 89,343.75	-0.1 -7147.50	56.9	12 8,57,700	2 1,42,950	88 62,89,800
6 Jan	11.59	1.35 ₹ 96,491.25	0.07 5003.25	56.76	13 9,29,175	10 7,14,750	86 61,46,850
5 Jan	11.43	1.28 ₹ 91,488	-0.26 -18583.50	60.23	34 24,30,150	11 7,86,225	76 54,32,100
2 Jan	11.78	1.58 ₹ 1,12,930.5	0.15 10721.25	58.33	13 9,29,175	-1 -71,475	64 45,74,400
1 Jan	11.60	1.39 ₹ 99,350.25	0.26 18583.50	54.76	148 1,05,78,300	36 25,73,100	66 47,17,350
31 Dec	10.76	1.13 ₹ 80,766.75	-0.73 -52176.75	72.97	52 37,16,700	30 21,44,250	30 21,44,250

For Vodafone Idea Limited - strike price 11 expiring on 24FEB2026

Delta for 11 CE is 0.31

Historical price for 11 CE is as follows

On 29 Jan IDEA was trading at 10.05. The strike last trading price was 0.28, which was 0.01 higher than the previous day. The implied volatity was 57.35, the open interest changed by 101 which increased total open position to 3890

On 28 Jan IDEA was trading at 9.95. The strike last trading price was 0.29, which was 0.01 higher than the previous day. The implied volatity was 55.38, the open interest changed by 679 which increased total open position to 3783

On 27 Jan IDEA was trading at 9.83. The strike last trading price was 0.3, which was -0.07 lower than the previous day. The implied volatity was 62.58, the open interest changed by 700 which increased total open position to 3040

On 23 Jan IDEA was trading at 9.93. The strike last trading price was 0.36, which was -0.07 lower than the previous day. The implied volatity was 61.88, the open interest changed by 675 which increased total open position to 2338

On 22 Jan IDEA was trading at 10.18. The strike last trading price was 0.44, which was 0.04 higher than the previous day. The implied volatity was 58.44, the open interest changed by 327 which increased total open position to 1604

On 21 Jan IDEA was trading at 10.12. The strike last trading price was 0.44, which was 0.03 higher than the previous day. The implied volatity was 56.84, the open interest changed by 293 which increased total open position to 1281

On 20 Jan IDEA was trading at 10.13. The strike last trading price was 0.43, which was -0.14 lower than the previous day. The implied volatity was 57.98, the open interest changed by 315 which increased total open position to 973

On 19 Jan IDEA was trading at 10.59. The strike last trading price was 0.57, which was -0.18 lower than the previous day. The implied volatity was 53.24, the open interest changed by 224 which increased total open position to 653

On 16 Jan IDEA was trading at 10.82. The strike last trading price was 0.74, which was -0.14 lower than the previous day. The implied volatity was 55.31, the open interest changed by 83 which increased total open position to 428

On 14 Jan IDEA was trading at 11.08. The strike last trading price was 0.88, which was 0.12 higher than the previous day. The implied volatity was 52.82, the open interest changed by 56 which increased total open position to 346

On 13 Jan IDEA was trading at 10.80. The strike last trading price was 0.78, which was -0.3 lower than the previous day. The implied volatity was 55.02, the open interest changed by 94 which increased total open position to 289

On 12 Jan IDEA was trading at 11.25. The strike last trading price was 1.06, which was -0.04 lower than the previous day. The implied volatity was 55.88, the open interest changed by 69 which increased total open position to 195

On 9 Jan IDEA was trading at 11.26. The strike last trading price was 1.14, which was -0.14 lower than the previous day. The implied volatity was 57.73, the open interest changed by 33 which increased total open position to 125

On 8 Jan IDEA was trading at 11.50. The strike last trading price was 1.3, which was 0.05 higher than the previous day. The implied volatity was 60.45, the open interest changed by 3 which increased total open position to 91

On 7 Jan IDEA was trading at 11.46. The strike last trading price was 1.25, which was -0.1 lower than the previous day. The implied volatity was 56.9, the open interest changed by 2 which increased total open position to 88

On 6 Jan IDEA was trading at 11.59. The strike last trading price was 1.35, which was 0.07 higher than the previous day. The implied volatity was 56.76, the open interest changed by 10 which increased total open position to 86

On 5 Jan IDEA was trading at 11.43. The strike last trading price was 1.28, which was -0.26 lower than the previous day. The implied volatity was 60.23, the open interest changed by 11 which increased total open position to 76

On 2 Jan IDEA was trading at 11.78. The strike last trading price was 1.58, which was 0.15 higher than the previous day. The implied volatity was 58.33, the open interest changed by -1 which decreased total open position to 64

On 1 Jan IDEA was trading at 11.60. The strike last trading price was 1.39, which was 0.26 higher than the previous day. The implied volatity was 54.76, the open interest changed by 36 which increased total open position to 66

On 31 Dec IDEA was trading at 10.76. The strike last trading price was 1.13, which was -0.73 lower than the previous day. The implied volatity was 72.97, the open interest changed by 30 which increased total open position to 30

IDEA 24FEB2026 11 PE
Delta: -0.7 Vega: 0.01 Theta: -0.01 Gamma: 0.23
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
29 Jan	10.05	1.19 ₹ 85,055.25	-0.01 -714.75	56.08	101 72,18,975	-4 -2,85,900	1,565 11,18,58,375
28 Jan	9.95	1.17 ₹ 83,625.75	-0.15 -10721.25	57.43	234 1,67,25,150	40 28,59,000	1,568 11,20,72,800
27 Jan	9.83	1.31 ₹ 93,632.25	-0.01 -714.75	59	1,048 7,49,05,800	518 3,70,24,050	1,528 10,92,13,800
23 Jan	9.93	1.38 ₹ 98,635.5	0.28 20013.00	63.38	537 3,83,82,075	303 2,16,56,925	1,009 7,21,18,275
22 Jan	10.18	1.1 ₹ 78,622.5	-0.04 -2859.00	54.92	234 1,67,25,150	86 61,46,850	713 5,09,61,675
21 Jan	10.12	1.12 ₹ 80,052	-0.01 -714.75	57	221 1,57,95,975	45 32,16,375	626 4,47,43,350
20 Jan	10.13	1.15 ₹ 82,196.25	0.31 22157.25	54.71	145 1,03,63,875	19 13,58,025	580 4,14,55,500
19 Jan	10.59	0.85 ₹ 60,753.75	0.05 3573.75	50.81	178 1,27,22,550	71 50,74,725	563 4,02,40,425
16 Jan	10.82	0.82 ₹ 58,609.5	0.17 12150.75	55.09	140 1,00,06,500	48 34,30,800	489 3,49,51,275
14 Jan	11.08	0.66 ₹ 47,173.5	-0.15 -10721.25	51.64	210 1,50,09,750	104 74,33,400	439 3,13,77,525
13 Jan	10.80	0.82 ₹ 58,609.5	0.17 12150.75	54.05	157 1,12,21,575	67 47,88,825	334 2,38,72,650
12 Jan	11.25	0.65 ₹ 46,458.75	-0.04 -2859.00	55.12	103 73,61,925	40 28,59,000	267 1,90,83,825
9 Jan	11.26	0.7 ₹ 50,032.5	0.05 3573.75	57.58	312 2,23,00,200	24 17,15,400	227 1,62,24,825
8 Jan	11.50	0.66 ₹ 47,173.5	0.03 2144.25	58.55	81 57,89,475	41 29,30,475	203 1,45,09,425
7 Jan	11.46	0.63 ₹ 45,029.25	0.02 1429.50	55.85	35 25,01,625	13 9,29,175	163 1,16,50,425
6 Jan	11.59	0.61 ₹ 43,599.75	-0.07 -5003.25	57.19	79 56,46,525	6 4,28,850	151 1,07,92,725
5 Jan	11.43	0.7 ₹ 50,032.5	0.12 8577.00	57.7	138 98,63,550	27 19,29,825	146 1,04,35,350
2 Jan	11.78	0.57 ₹ 40,740.75	-0.07 -5003.25	57.61	146 1,04,35,350	43 30,73,425	120 85,77,000
1 Jan	11.60	0.64 ₹ 45,744	-0.58 -41455.50	57.32	167 1,19,36,325	25 17,86,875	75 53,60,625
31 Dec	10.76	1.29 ₹ 92,202.75	0.59 42170.25	72.63	182 1,30,08,450	50 35,73,750	50 35,73,750

For Vodafone Idea Limited - strike price 11 expiring on 24FEB2026

Delta for 11 PE is -0.7

Historical price for 11 PE is as follows

On 29 Jan IDEA was trading at 10.05. The strike last trading price was 1.19, which was -0.01 lower than the previous day. The implied volatity was 56.08, the open interest changed by -4 which decreased total open position to 1565

On 28 Jan IDEA was trading at 9.95. The strike last trading price was 1.17, which was -0.15 lower than the previous day. The implied volatity was 57.43, the open interest changed by 40 which increased total open position to 1568

On 27 Jan IDEA was trading at 9.83. The strike last trading price was 1.31, which was -0.01 lower than the previous day. The implied volatity was 59, the open interest changed by 518 which increased total open position to 1528

On 23 Jan IDEA was trading at 9.93. The strike last trading price was 1.38, which was 0.28 higher than the previous day. The implied volatity was 63.38, the open interest changed by 303 which increased total open position to 1009

On 22 Jan IDEA was trading at 10.18. The strike last trading price was 1.1, which was -0.04 lower than the previous day. The implied volatity was 54.92, the open interest changed by 86 which increased total open position to 713

On 21 Jan IDEA was trading at 10.12. The strike last trading price was 1.12, which was -0.01 lower than the previous day. The implied volatity was 57, the open interest changed by 45 which increased total open position to 626

On 20 Jan IDEA was trading at 10.13. The strike last trading price was 1.15, which was 0.31 higher than the previous day. The implied volatity was 54.71, the open interest changed by 19 which increased total open position to 580

On 19 Jan IDEA was trading at 10.59. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 50.81, the open interest changed by 71 which increased total open position to 563

On 16 Jan IDEA was trading at 10.82. The strike last trading price was 0.82, which was 0.17 higher than the previous day. The implied volatity was 55.09, the open interest changed by 48 which increased total open position to 489

On 14 Jan IDEA was trading at 11.08. The strike last trading price was 0.66, which was -0.15 lower than the previous day. The implied volatity was 51.64, the open interest changed by 104 which increased total open position to 439

On 13 Jan IDEA was trading at 10.80. The strike last trading price was 0.82, which was 0.17 higher than the previous day. The implied volatity was 54.05, the open interest changed by 67 which increased total open position to 334

On 12 Jan IDEA was trading at 11.25. The strike last trading price was 0.65, which was -0.04 lower than the previous day. The implied volatity was 55.12, the open interest changed by 40 which increased total open position to 267

On 9 Jan IDEA was trading at 11.26. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 57.58, the open interest changed by 24 which increased total open position to 227

On 8 Jan IDEA was trading at 11.50. The strike last trading price was 0.66, which was 0.03 higher than the previous day. The implied volatity was 58.55, the open interest changed by 41 which increased total open position to 203

On 7 Jan IDEA was trading at 11.46. The strike last trading price was 0.63, which was 0.02 higher than the previous day. The implied volatity was 55.85, the open interest changed by 13 which increased total open position to 163

On 6 Jan IDEA was trading at 11.59. The strike last trading price was 0.61, which was -0.07 lower than the previous day. The implied volatity was 57.19, the open interest changed by 6 which increased total open position to 151

On 5 Jan IDEA was trading at 11.43. The strike last trading price was 0.7, which was 0.12 higher than the previous day. The implied volatity was 57.7, the open interest changed by 27 which increased total open position to 146

On 2 Jan IDEA was trading at 11.78. The strike last trading price was 0.57, which was -0.07 lower than the previous day. The implied volatity was 57.61, the open interest changed by 43 which increased total open position to 120

On 1 Jan IDEA was trading at 11.60. The strike last trading price was 0.64, which was -0.58 lower than the previous day. The implied volatity was 57.32, the open interest changed by 25 which increased total open position to 75

On 31 Dec IDEA was trading at 10.76. The strike last trading price was 1.29, which was 0.59 higher than the previous day. The implied volatity was 72.63, the open interest changed by 50 which increased total open position to 50

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