Historical option data for IDEA
16 Jun 2026 03:20 PM IST
| IDEA 30-Jun-2026 (14d) 11 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.97
Vega: 0
Theta: -0.01
Gamma: 0.02967
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Jun | 14.63 | 3.85 | -0.29 (-7.00%) | 85.82 | 8 | -3 | 158 | |||||||||
| 15 Jun | 14.95 | 4.14 | 0.08 (1.97%) | 98.13 | 17 | -2 | 160 | |||||||||
| 12 Jun | 14.90 | 4.06 | 0.73 (21.92%) | 80.58 | 20 | -7 | 163 | |||||||||
| 11 Jun | 14.17 | 3.35 | 0.3 (9.84%) | 85.55 | 20 | 5 | 171 | |||||||||
| 10 Jun | 13.88 | 3.05 | -0.21 (-6.44%) | 81.46 | 24 | 7 | 166 | |||||||||
| 9 Jun | 14.14 | 3.34 | -0.17 (-4.84%) | 78.8 | 11 | -3 | 159 | |||||||||
| 8 Jun | 14.40 | 3.42 | -0.76 (-18.18%) | 73.75 | 25 | -10 | 162 | |||||||||
| 5 Jun | 14.95 | 4.18 | 0.1 (2.45%) | 87.59 | 7 | 0 | 172 | |||||||||
| 4 Jun | 14.93 | 4.13 | 0.08 (1.98%) | 85.32 | 23 | 6 | 172 | |||||||||
| 3 Jun | 14.85 | 4.09 | 0.75 (22.46%) | 84.63 | 30 | -14 | 166 | |||||||||
| 2 Jun | 14.16 | 3.36 | 0.27 (8.74%) | 73.21 | 8 | -1 | 180 | |||||||||
| 1 Jun | 13.95 | 3.09 | -0.15 (-4.63%) | 70.73 | 13 | 0 | 181 | |||||||||
| 29 May | 13.99 | 3.25 | 0.01 (0.31%) | 71.45 | 30 | -2 | 181 | |||||||||
| 27 May | 14.18 | 3.3 | 0.03 (0.92%) | 54.39 | 11 | -1 | 183 | |||||||||
| 26 May | 14.14 | 3.25 | 0.04 (1.25%) | 56.54 | 34 | 5 | 185 | |||||||||
| 25 May | 14.04 | 3.22 | 0.22 (7.33%) | 61.24 | 96 | 22 | 179 | |||||||||
| 22 May | 13.73 | 2.95 | -0.05 (-1.67%) | 57.5 | 36 | -12 | 157 | |||||||||
| 21 May | 13.62 | 2.71 | -0.29 (-9.67%) | 49.95 | 37 | -7 | 168 | |||||||||
| 20 May | 13.58 | 2.8 | -0.2 (-6.67%) | 53.89 | 32 | 8 | 170 | |||||||||
| 19 May | 13.52 | 2.7 | 0.7 (35.00%) | 52.95 | 110 | -15 | 161 | |||||||||
| 18 May | 12.86 | 2.15 | 0.15 (7.50%) | 51.25 | 42 | -13 | 175 | |||||||||
| 15 May | 12.95 | 2.21 | -0.07 (-3.07%) | 49.23 | 20 | 2 | 187 | |||||||||
| 14 May | 12.97 | 2.26 | 0.06 (2.73%) | 51.62 | 37 | 0 | 186 | |||||||||
| 13 May | 12.83 | 2.08 | 0.64 (44.44%) | 0 | 206 | 46 | 190 | |||||||||
| 12 May | 11.89 | 1.46 | -0.19 (-11.52%) | 48.59 | 102 | 3 | 145 | |||||||||
| 11 May | 12.18 | 1.67 | 0.75 (81.52%) | 0 | 378 | -94 | 142 | |||||||||
| 8 May | 11.24 | 0.91 | -0.01 (-1.09%) | 44.61 | 127 | -1 | 236 | |||||||||
| 7 May | 11.23 | 0.91 | -0.12 (-11.65%) | 43.44 | 63 | 12 | 237 | |||||||||
| 6 May | 11.30 | 1.03 | 0.3 (41.10%) | 48.67 | 379 | 61 | 225 | |||||||||
| 5 May | 10.80 | 0.75 | 0.11 (17.19%) | 46.63 | 259 | 52 | 163 | |||||||||
| 4 May | 10.52 | 0.66 | 0.12 (22.22%) | 48.19 | 180 | 73 | 112 | |||||||||
| 30 Apr | 10.22 | 0.55 | -0.03 (-5.17%) | 49.12 | 91 | 16 | 55 | |||||||||
| 29 Apr | 10.29 | 0.58 | -0.11 (-15.94%) | 49.23 | 82 | 29 | 29 | |||||||||
For Vodafone Idea Limited - strike price 11 expiring on 30JUN2026
Delta for 11 CE is 0.97
Historical price for 11 CE is as follows
On 16 Jun IDEA was trading at 14.63. The strike last trading price was 3.85, which was -0.29 lower than the previous day. The implied volatity was 85.82, the open interest changed by -3 which decreased total open position to 158
On 15 Jun IDEA was trading at 14.95. The strike last trading price was 4.14, which was 0.08 higher than the previous day. The implied volatity was 98.13, the open interest changed by -2 which decreased total open position to 160
On 12 Jun IDEA was trading at 14.90. The strike last trading price was 4.06, which was 0.73 higher than the previous day. The implied volatity was 80.58, the open interest changed by -7 which decreased total open position to 163
On 11 Jun IDEA was trading at 14.17. The strike last trading price was 3.35, which was 0.3 higher than the previous day. The implied volatity was 85.55, the open interest changed by 5 which increased total open position to 171
On 10 Jun IDEA was trading at 13.88. The strike last trading price was 3.05, which was -0.21 lower than the previous day. The implied volatity was 81.46, the open interest changed by 7 which increased total open position to 166
On 9 Jun IDEA was trading at 14.14. The strike last trading price was 3.34, which was -0.17 lower than the previous day. The implied volatity was 78.8, the open interest changed by -3 which decreased total open position to 159
On 8 Jun IDEA was trading at 14.40. The strike last trading price was 3.42, which was -0.76 lower than the previous day. The implied volatity was 73.75, the open interest changed by -10 which decreased total open position to 162
On 5 Jun IDEA was trading at 14.95. The strike last trading price was 4.18, which was 0.1 higher than the previous day. The implied volatity was 87.59, the open interest changed by 0 which decreased total open position to 172
On 4 Jun IDEA was trading at 14.93. The strike last trading price was 4.13, which was 0.08 higher than the previous day. The implied volatity was 85.32, the open interest changed by 6 which increased total open position to 172
On 3 Jun IDEA was trading at 14.85. The strike last trading price was 4.09, which was 0.75 higher than the previous day. The implied volatity was 84.63, the open interest changed by -14 which decreased total open position to 166
On 2 Jun IDEA was trading at 14.16. The strike last trading price was 3.36, which was 0.27 higher than the previous day. The implied volatity was 73.21, the open interest changed by -1 which decreased total open position to 180
On 1 Jun IDEA was trading at 13.95. The strike last trading price was 3.09, which was -0.15 lower than the previous day. The implied volatity was 70.73, the open interest changed by 0 which decreased total open position to 181
On 29 May IDEA was trading at 13.99. The strike last trading price was 3.25, which was 0.01 higher than the previous day. The implied volatity was 71.45, the open interest changed by -2 which decreased total open position to 181
On 27 May IDEA was trading at 14.18. The strike last trading price was 3.3, which was 0.03 higher than the previous day. The implied volatity was 54.39, the open interest changed by -1 which decreased total open position to 183
On 26 May IDEA was trading at 14.14. The strike last trading price was 3.25, which was 0.04 higher than the previous day. The implied volatity was 56.54, the open interest changed by 5 which increased total open position to 185
On 25 May IDEA was trading at 14.04. The strike last trading price was 3.22, which was 0.22 higher than the previous day. The implied volatity was 61.24, the open interest changed by 22 which increased total open position to 179
On 22 May IDEA was trading at 13.73. The strike last trading price was 2.95, which was -0.05 lower than the previous day. The implied volatity was 57.5, the open interest changed by -12 which decreased total open position to 157
On 21 May IDEA was trading at 13.62. The strike last trading price was 2.71, which was -0.29 lower than the previous day. The implied volatity was 49.95, the open interest changed by -7 which decreased total open position to 168
On 20 May IDEA was trading at 13.58. The strike last trading price was 2.8, which was -0.2 lower than the previous day. The implied volatity was 53.89, the open interest changed by 8 which increased total open position to 170
On 19 May IDEA was trading at 13.52. The strike last trading price was 2.7, which was 0.7 higher than the previous day. The implied volatity was 52.95, the open interest changed by -15 which decreased total open position to 161
On 18 May IDEA was trading at 12.86. The strike last trading price was 2.15, which was 0.15 higher than the previous day. The implied volatity was 51.25, the open interest changed by -13 which decreased total open position to 175
On 15 May IDEA was trading at 12.95. The strike last trading price was 2.21, which was -0.07 lower than the previous day. The implied volatity was 49.23, the open interest changed by 2 which increased total open position to 187
On 14 May IDEA was trading at 12.97. The strike last trading price was 2.26, which was 0.06 higher than the previous day. The implied volatity was 51.62, the open interest changed by 0 which decreased total open position to 186
On 13 May IDEA was trading at 12.83. The strike last trading price was 2.08, which was 0.64 higher than the previous day. The implied volatity was 0, the open interest changed by 46 which increased total open position to 190
On 12 May IDEA was trading at 11.89. The strike last trading price was 1.46, which was -0.19 lower than the previous day. The implied volatity was 48.59, the open interest changed by 3 which increased total open position to 145
On 11 May IDEA was trading at 12.18. The strike last trading price was 1.67, which was 0.75 higher than the previous day. The implied volatity was 0, the open interest changed by -94 which decreased total open position to 142
On 8 May IDEA was trading at 11.24. The strike last trading price was 0.91, which was -0.01 lower than the previous day. The implied volatity was 44.61, the open interest changed by -1 which decreased total open position to 236
On 7 May IDEA was trading at 11.23. The strike last trading price was 0.91, which was -0.12 lower than the previous day. The implied volatity was 43.44, the open interest changed by 12 which increased total open position to 237
On 6 May IDEA was trading at 11.30. The strike last trading price was 1.03, which was 0.3 higher than the previous day. The implied volatity was 48.67, the open interest changed by 61 which increased total open position to 225
On 5 May IDEA was trading at 10.80. The strike last trading price was 0.75, which was 0.11 higher than the previous day. The implied volatity was 46.63, the open interest changed by 52 which increased total open position to 163
On 4 May IDEA was trading at 10.52. The strike last trading price was 0.66, which was 0.12 higher than the previous day. The implied volatity was 48.19, the open interest changed by 73 which increased total open position to 112
On 30 Apr IDEA was trading at 10.22. The strike last trading price was 0.55, which was -0.03 lower than the previous day. The implied volatity was 49.12, the open interest changed by 16 which increased total open position to 55
On 29 Apr IDEA was trading at 10.29. The strike last trading price was 0.58, which was -0.11 lower than the previous day. The implied volatity was 49.23, the open interest changed by 29 which increased total open position to 29
| IDEA 30-Jun-2026 (14d) 11 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0
Theta: 0
Gamma: 0.02465
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Jun | 14.63 | 0.02 | 0 (0.00%) | 75.92 | 7 | 1 | 629 |
| 15 Jun | 14.95 | 0.02 | 0.02 (0.00%) | 77.43 | 120 | 10 | 627 |
| 12 Jun | 14.90 | 0.03 | 0 (0.00%) | 75.21 | 402 | -90 | 619 |
| 11 Jun | 14.17 | 0.04 | 0.01 (33.33%) | 67.35 | 546 | -8 | 709 |
| 10 Jun | 13.88 | 0.04 | 0.01 (33.33%) | 62.14 | 1,888 | -72 | 717 |
| 9 Jun | 14.14 | 0.04 | 0.04 | 63.77 | 2,044 | -2 | 790 |
| 8 Jun | 14.40 | 0.04 | 0.04 | 65.28 | 391 | -116 | 794 |
| 5 Jun | 14.95 | 0.03 | 0.03 | 65.35 | 31 | -3 | 910 |
| 4 Jun | 14.93 | 0.03 | 0.03 | 64.06 | 39 | 12 | 914 |
| 3 Jun | 14.85 | 0.04 | 0.04 | 65.23 | 319 | -34 | 901 |
| 2 Jun | 14.16 | 0.05 | 0.05 | 58.54 | 346 | -57 | 987 |
| 1 Jun | 13.95 | 0.05 | 0.05 | 54.63 | 68 | 12 | 1,046 |
| 29 May | 13.99 | 0.05 | 0.05 | 53.29 | 868 | 3 | 1,034 |
| 27 May | 14.18 | 0.04 | 0 (0.00%) | 51.24 | 467 | 1 | 1,032 |
| 26 May | 14.14 | 0.05 | 0 (0.00%) | 52.16 | 329 | -20 | 1,030 |
| 25 May | 14.04 | 0.06 | -0.01 (-14.29%) | 52.89 | 298 | 125 | 1,049 |
| 22 May | 13.73 | 0.07 | -0.01 (-12.50%) | 48.82 | 721 | 32 | 924 |
| 21 May | 13.62 | 0.09 | 0 (0.00%) | 49.47 | 216 | 13 | 892 |
| 20 May | 13.58 | 0.1 | 0.01 (11.11%) | 50.42 | 954 | -1 | 881 |
| 19 May | 13.52 | 0.1 | -0.05 (-33.33%) | 48.53 | 1,237 | 18 | 889 |
| 18 May | 12.86 | 0.15 | -0.04 (-21.05%) | 47.83 | 852 | 300 | 874 |
| 15 May | 12.95 | 0.19 | -0.02 (-9.52%) | 49.85 | 457 | 39 | 578 |
| 14 May | 12.97 | 0.21 | -0.04 (-16.00%) | 51.46 | 325 | 26 | 539 |
| 13 May | 12.83 | 0.26 | -0.1 (-27.78%) | 0 | 723 | 42 | 512 |
| 12 May | 11.89 | 0.36 | 0.07 (24.14%) | 46.62 | 298 | 65 | 471 |
| 11 May | 12.18 | 0.3 | -0.24 (-44.44%) | 0 | 781 | 67 | 405 |
| 8 May | 11.24 | 0.55 | 0.01 (1.85%) | 41.6 | 196 | 43 | 335 |
| 7 May | 11.23 | 0.54 | 0 (0.00%) | 40.66 | 190 | 88 | 291 |
| 6 May | 11.30 | 0.55 | -0.21 (-27.63%) | 42.09 | 259 | 92 | 203 |
| 5 May | 10.80 | 0.76 | -0.19 (-20.00%) | 42.08 | 152 | 68 | 110 |
| 4 May | 10.52 | 0.95 | -0.18 (-15.93%) | 44.49 | 64 | 40 | 43 |
| 30 Apr | 10.22 | 1.13 | 0.13 (13.00%) | 43.75 | 2 | 1 | 4 |
| 29 Apr | 10.29 | 1 | -0.63 (-38.65%) | 36.61 | 3 | 2 | 2 |
For Vodafone Idea Limited - strike price 11 expiring on 30JUN2026
Delta for 11 PE is -0.02
Historical price for 11 PE is as follows
On 16 Jun IDEA was trading at 14.63. The strike last trading price was 0.02, which was 0 lower than the previous day. The implied volatity was 75.92, the open interest changed by 1 which increased total open position to 629
On 15 Jun IDEA was trading at 14.95. The strike last trading price was 0.02, which was 0.02 higher than the previous day. The implied volatity was 77.43, the open interest changed by 10 which increased total open position to 627
On 12 Jun IDEA was trading at 14.90. The strike last trading price was 0.03, which was 0 lower than the previous day. The implied volatity was 75.21, the open interest changed by -90 which decreased total open position to 619
On 11 Jun IDEA was trading at 14.17. The strike last trading price was 0.04, which was 0.01 higher than the previous day. The implied volatity was 67.35, the open interest changed by -8 which decreased total open position to 709
On 10 Jun IDEA was trading at 13.88. The strike last trading price was 0.04, which was 0.01 higher than the previous day. The implied volatity was 62.14, the open interest changed by -72 which decreased total open position to 717
On 9 Jun IDEA was trading at 14.14. The strike last trading price was 0.04, which was 0.04 higher than the previous day. The implied volatity was 63.77, the open interest changed by -2 which decreased total open position to 790
On 8 Jun IDEA was trading at 14.40. The strike last trading price was 0.04, which was 0.04 higher than the previous day. The implied volatity was 65.28, the open interest changed by -116 which decreased total open position to 794
On 5 Jun IDEA was trading at 14.95. The strike last trading price was 0.03, which was 0.03 higher than the previous day. The implied volatity was 65.35, the open interest changed by -3 which decreased total open position to 910
On 4 Jun IDEA was trading at 14.93. The strike last trading price was 0.03, which was 0.03 higher than the previous day. The implied volatity was 64.06, the open interest changed by 12 which increased total open position to 914
On 3 Jun IDEA was trading at 14.85. The strike last trading price was 0.04, which was 0.04 higher than the previous day. The implied volatity was 65.23, the open interest changed by -34 which decreased total open position to 901
On 2 Jun IDEA was trading at 14.16. The strike last trading price was 0.05, which was 0.05 higher than the previous day. The implied volatity was 58.54, the open interest changed by -57 which decreased total open position to 987
On 1 Jun IDEA was trading at 13.95. The strike last trading price was 0.05, which was 0.05 higher than the previous day. The implied volatity was 54.63, the open interest changed by 12 which increased total open position to 1046
On 29 May IDEA was trading at 13.99. The strike last trading price was 0.05, which was 0.05 higher than the previous day. The implied volatity was 53.29, the open interest changed by 3 which increased total open position to 1034
On 27 May IDEA was trading at 14.18. The strike last trading price was 0.04, which was 0 lower than the previous day. The implied volatity was 51.24, the open interest changed by 1 which increased total open position to 1032
On 26 May IDEA was trading at 14.14. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 52.16, the open interest changed by -20 which decreased total open position to 1030
On 25 May IDEA was trading at 14.04. The strike last trading price was 0.06, which was -0.01 lower than the previous day. The implied volatity was 52.89, the open interest changed by 125 which increased total open position to 1049
On 22 May IDEA was trading at 13.73. The strike last trading price was 0.07, which was -0.01 lower than the previous day. The implied volatity was 48.82, the open interest changed by 32 which increased total open position to 924
On 21 May IDEA was trading at 13.62. The strike last trading price was 0.09, which was 0 lower than the previous day. The implied volatity was 49.47, the open interest changed by 13 which increased total open position to 892
On 20 May IDEA was trading at 13.58. The strike last trading price was 0.1, which was 0.01 higher than the previous day. The implied volatity was 50.42, the open interest changed by -1 which decreased total open position to 881
On 19 May IDEA was trading at 13.52. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 48.53, the open interest changed by 18 which increased total open position to 889
On 18 May IDEA was trading at 12.86. The strike last trading price was 0.15, which was -0.04 lower than the previous day. The implied volatity was 47.83, the open interest changed by 300 which increased total open position to 874
On 15 May IDEA was trading at 12.95. The strike last trading price was 0.19, which was -0.02 lower than the previous day. The implied volatity was 49.85, the open interest changed by 39 which increased total open position to 578
On 14 May IDEA was trading at 12.97. The strike last trading price was 0.21, which was -0.04 lower than the previous day. The implied volatity was 51.46, the open interest changed by 26 which increased total open position to 539
On 13 May IDEA was trading at 12.83. The strike last trading price was 0.26, which was -0.1 lower than the previous day. The implied volatity was 0, the open interest changed by 42 which increased total open position to 512
On 12 May IDEA was trading at 11.89. The strike last trading price was 0.36, which was 0.07 higher than the previous day. The implied volatity was 46.62, the open interest changed by 65 which increased total open position to 471
On 11 May IDEA was trading at 12.18. The strike last trading price was 0.3, which was -0.24 lower than the previous day. The implied volatity was 0, the open interest changed by 67 which increased total open position to 405
On 8 May IDEA was trading at 11.24. The strike last trading price was 0.55, which was 0.01 higher than the previous day. The implied volatity was 41.6, the open interest changed by 43 which increased total open position to 335
On 7 May IDEA was trading at 11.23. The strike last trading price was 0.54, which was 0 lower than the previous day. The implied volatity was 40.66, the open interest changed by 88 which increased total open position to 291
On 6 May IDEA was trading at 11.30. The strike last trading price was 0.55, which was -0.21 lower than the previous day. The implied volatity was 42.09, the open interest changed by 92 which increased total open position to 203
On 5 May IDEA was trading at 10.80. The strike last trading price was 0.76, which was -0.19 lower than the previous day. The implied volatity was 42.08, the open interest changed by 68 which increased total open position to 110
On 4 May IDEA was trading at 10.52. The strike last trading price was 0.95, which was -0.18 lower than the previous day. The implied volatity was 44.49, the open interest changed by 40 which increased total open position to 43
On 30 Apr IDEA was trading at 10.22. The strike last trading price was 1.13, which was 0.13 higher than the previous day. The implied volatity was 43.75, the open interest changed by 1 which increased total open position to 4
On 29 Apr IDEA was trading at 10.29. The strike last trading price was 1, which was -0.63 lower than the previous day. The implied volatity was 36.61, the open interest changed by 2 which increased total open position to 2
