IDEA
VODAFONE IDEA LIMITED
Historical option data for IDEA
24 Apr 2024 04:16 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 24 Apr | 13.10 | 2.30 | - | 16,80,000 | -5,60,000 | 35,20,000 | ||||
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| 23 Apr | 14.40 | 2.85 | - | 9,60,000 | -8,00,000 | 40,80,000 | ||||
| 22 Apr | 12.90 | 0.95 | - | 13,60,000 | -13,60,000 | 48,80,000 | ||||
| 19 Apr | 12.90 | 1.65 | - | 52,00,000 | -51,20,000 | 62,40,000 | ||||
| 18 Apr | 13.20 | 2.00 | - | 8,00,000 | -5,60,000 | 1,16,00,000 | ||||
| 16 Apr | 12.95 | 1.85 | - | 2,07,20,000 | 80,80,000 | 1,18,40,000 | ||||
| 15 Apr | 13.15 | 2.10 | - | 6,40,000 | -1,60,000 | 37,60,000 | ||||
For VODAFONE IDEA LIMITED - strike price 11 expiring on 25APR2024
Delta for 11 CE is -
Historical price for 11 CE is as follows
On 24 Apr IDEA was trading at 13.10. The strike last trading price was 2.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -560000 which decreased total open position to 3520000
On 23 Apr IDEA was trading at 14.40. The strike last trading price was 2.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -800000 which decreased total open position to 4080000
On 22 Apr IDEA was trading at 12.90. The strike last trading price was 0.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -1360000 which decreased total open position to 4880000
On 19 Apr IDEA was trading at 12.90. The strike last trading price was 1.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -5120000 which decreased total open position to 6240000
On 18 Apr IDEA was trading at 13.20. The strike last trading price was 2.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -560000 which decreased total open position to 11600000
On 16 Apr IDEA was trading at 12.95. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 8080000 which increased total open position to 11840000
On 15 Apr IDEA was trading at 13.15. The strike last trading price was 2.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -160000 which decreased total open position to 3760000
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 24 Apr | 13.10 | 0.05 | - | 0 | -1,18,40,000 | 0 | |
| 23 Apr | 14.40 | 0.05 | - | 0 | -1,18,40,000 | 0 | |
| 22 Apr | 12.90 | 0.05 | - | 1,16,80,000 | -1,18,40,000 | 7,20,80,000 | |
| 19 Apr | 12.90 | 0.05 | - | 4,80,000 | -2,40,000 | 8,39,20,000 | |
| 18 Apr | 13.20 | 0.05 | - | 18,40,000 | -17,60,000 | 8,42,40,000 | |
| 16 Apr | 12.95 | 0.10 | - | 6,00,00,000 | 1,80,00,000 | 8,52,80,000 | |
| 15 Apr | 13.15 | 0.05 | - | 32,00,000 | -30,40,000 | 6,72,80,000 | |
For VODAFONE IDEA LIMITED - strike price 11 expiring on 25APR2024
Delta for 11 PE is -
Historical price for 11 PE is as follows
On 24 Apr IDEA was trading at 13.10. The strike last trading price was 0.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -11840000 which decreased total open position to 0
On 23 Apr IDEA was trading at 14.40. The strike last trading price was 0.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -11840000 which decreased total open position to 0
On 22 Apr IDEA was trading at 12.90. The strike last trading price was 0.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -11840000 which decreased total open position to 72080000
On 19 Apr IDEA was trading at 12.90. The strike last trading price was 0.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -240000 which decreased total open position to 83920000
On 18 Apr IDEA was trading at 13.20. The strike last trading price was 0.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -1760000 which decreased total open position to 84240000
On 16 Apr IDEA was trading at 12.95. The strike last trading price was 0.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 18000000 which increased total open position to 85280000
On 15 Apr IDEA was trading at 13.15. The strike last trading price was 0.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -3040000 which decreased total open position to 67280000