IDEA
Vodafone Idea Limited
Historical option data for IDEA
12 May 2026 04:15 PM IST
| IDEA 26-May-2026 (13d) 11 CE | ||||||||||||||||
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Delta: 0
Vega: 0
Theta: 0
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 May | 11.89 | 1.14 | -0.2100000000000002 (-15.56%) | 0 | 2,500 | 207 | 3,568 | |||||||||
| 11 May | 12.18 | 1.37 | 0.8000000000000002 (140.35%) | 0 | 7,077 | -1,521 | 3,408 | |||||||||
| 8 May | 11.24 | 0.59 | 0.020000000000000018 (3.51%) | 44.51 | 4,191 | 122 | 4,909 | |||||||||
| 7 May | 11.23 | 0.56 | -0.12 (-17.65%) | 40.83 | 2,377 | -64 | 4,789 | |||||||||
| 6 May | 11.30 | 0.66 | 0.24000000000000005 (57.14%) | 47.16 | 6,807 | -564 | 4,862 | |||||||||
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| 5 May | 10.80 | 0.43 | 0.08999999999999997 (26.47%) | 47.53 | 9,370 | -582 | 5,408 | |||||||||
| 4 May | 10.52 | 0.34 | 0.08000000000000002 (30.77%) | 48.69 | 11,371 | 1,249 | 6,062 | |||||||||
| 30 Apr | 10.22 | 0.27 | -0.02999999999999997 (-10.00%) | 51.02 | 4,835 | 4 | 4,817 | |||||||||
| 29 Apr | 10.29 | 0.3 | 0.09999999999999998 (50.00%) | 50.04 | 8,453 | 1,328 | 4,790 | |||||||||
| 28 Apr | 9.95 | 0.2 | 0.05000000000000002 (33.33%) | 48.76 | 7,413 | 1,149 | 3,437 | |||||||||
| 27 Apr | 9.69 | 0.16 | 0.01999999999999999 (14.29%) | 50.7 | 1,456 | 402 | 2,282 | |||||||||
| 24 Apr | 9.52 | 0.15 | -0.010000000000000009 (-6.25%) | 51.03 | 1,102 | 238 | 1,877 | |||||||||
| 23 Apr | 9.58 | 0.16 | 0 (0.00%) | 49.95 | 1,239 | 174 | 1,643 | |||||||||
| 22 Apr | 9.54 | 0.17 | -0.01999999999999999 (-10.53%) | 51.35 | 1,007 | 249 | 1,469 | |||||||||
| 21 Apr | 9.55 | 0.19 | -0.010000000000000009 (-5.00%) | 52.87 | 792 | 192 | 1,205 | |||||||||
| 20 Apr | 9.47 | 0.2 | -0.03 (-13.04%) | 55.72 | 415 | 48 | 1,009 | |||||||||
| 17 Apr | 9.61 | 0.24 | 0.009999999999999981 (4.35%) | 53.34 | 868 | 180 | 961 | |||||||||
| 16 Apr | 9.53 | 0.23 | 0 (0.00%) | 53.65 | 589 | 58 | 781 | |||||||||
| 15 Apr | 9.44 | 0.23 | 0.03 (15.00%) | 53.94 | 436 | 50 | 723 | |||||||||
| 13 Apr | 9.25 | 0.21 | 0 (0.00%) | 56.98 | 796 | 91 | 672 | |||||||||
| 10 Apr | 9.25 | 0.21 | 0 (0.00%) | 54.11 | 385 | 86 | 578 | |||||||||
| 9 Apr | 9.12 | 0.21 | -0.04 (-16.00%) | 56.04 | 195 | 53 | 490 | |||||||||
| 8 Apr | 9.20 | 0.25 | 0.04 (19.05%) | 56.34 | 794 | 415 | 437 | |||||||||
| 7 Apr | 8.63 | 0.21 | -0.04 (-16.00%) | 65.54 | 14 | 6 | 22 | |||||||||
| 6 Apr | 8.76 | 0.25 | 0.03 (13.64%) | 66.13 | 23 | 13 | 15 | |||||||||
| 2 Apr | 8.58 | 0.22 | 0 (0.00%) | 64.8 | 3 | 0 | 1 | |||||||||
| 1 Apr | 8.64 | 0.22 | -0.01 (-4.35%) | 62.43 | 1 | 0 | 0 | |||||||||
For Vodafone Idea Limited - strike price 11 expiring on 26MAY2026
Delta for 11 CE is 0
Historical price for 11 CE is as follows
On 12 May IDEA was trading at 11.89. The strike last trading price was 1.14, which was -0.2100000000000002 lower than the previous day. The implied volatity was 0, the open interest changed by 207 which increased total open position to 3568
On 11 May IDEA was trading at 12.18. The strike last trading price was 1.37, which was 0.8000000000000002 higher than the previous day. The implied volatity was 0, the open interest changed by -1521 which decreased total open position to 3408
On 8 May IDEA was trading at 11.24. The strike last trading price was 0.59, which was 0.020000000000000018 higher than the previous day. The implied volatity was 44.51, the open interest changed by 122 which increased total open position to 4909
On 7 May IDEA was trading at 11.23. The strike last trading price was 0.56, which was -0.12 lower than the previous day. The implied volatity was 40.83, the open interest changed by -64 which decreased total open position to 4789
On 6 May IDEA was trading at 11.30. The strike last trading price was 0.66, which was 0.24000000000000005 higher than the previous day. The implied volatity was 47.16, the open interest changed by -564 which decreased total open position to 4862
On 5 May IDEA was trading at 10.80. The strike last trading price was 0.43, which was 0.08999999999999997 higher than the previous day. The implied volatity was 47.53, the open interest changed by -582 which decreased total open position to 5408
On 4 May IDEA was trading at 10.52. The strike last trading price was 0.34, which was 0.08000000000000002 higher than the previous day. The implied volatity was 48.69, the open interest changed by 1249 which increased total open position to 6062
On 30 Apr IDEA was trading at 10.22. The strike last trading price was 0.27, which was -0.02999999999999997 lower than the previous day. The implied volatity was 51.02, the open interest changed by 4 which increased total open position to 4817
On 29 Apr IDEA was trading at 10.29. The strike last trading price was 0.3, which was 0.09999999999999998 higher than the previous day. The implied volatity was 50.04, the open interest changed by 1328 which increased total open position to 4790
On 28 Apr IDEA was trading at 9.95. The strike last trading price was 0.2, which was 0.05000000000000002 higher than the previous day. The implied volatity was 48.76, the open interest changed by 1149 which increased total open position to 3437
On 27 Apr IDEA was trading at 9.69. The strike last trading price was 0.16, which was 0.01999999999999999 higher than the previous day. The implied volatity was 50.7, the open interest changed by 402 which increased total open position to 2282
On 24 Apr IDEA was trading at 9.52. The strike last trading price was 0.15, which was -0.010000000000000009 lower than the previous day. The implied volatity was 51.03, the open interest changed by 238 which increased total open position to 1877
On 23 Apr IDEA was trading at 9.58. The strike last trading price was 0.16, which was 0 lower than the previous day. The implied volatity was 49.95, the open interest changed by 174 which increased total open position to 1643
On 22 Apr IDEA was trading at 9.54. The strike last trading price was 0.17, which was -0.01999999999999999 lower than the previous day. The implied volatity was 51.35, the open interest changed by 249 which increased total open position to 1469
On 21 Apr IDEA was trading at 9.55. The strike last trading price was 0.19, which was -0.010000000000000009 lower than the previous day. The implied volatity was 52.87, the open interest changed by 192 which increased total open position to 1205
On 20 Apr IDEA was trading at 9.47. The strike last trading price was 0.2, which was -0.03 lower than the previous day. The implied volatity was 55.72, the open interest changed by 48 which increased total open position to 1009
On 17 Apr IDEA was trading at 9.61. The strike last trading price was 0.24, which was 0.009999999999999981 higher than the previous day. The implied volatity was 53.34, the open interest changed by 180 which increased total open position to 961
On 16 Apr IDEA was trading at 9.53. The strike last trading price was 0.23, which was 0 lower than the previous day. The implied volatity was 53.65, the open interest changed by 58 which increased total open position to 781
On 15 Apr IDEA was trading at 9.44. The strike last trading price was 0.23, which was 0.03 higher than the previous day. The implied volatity was 53.94, the open interest changed by 50 which increased total open position to 723
On 13 Apr IDEA was trading at 9.25. The strike last trading price was 0.21, which was 0 lower than the previous day. The implied volatity was 56.98, the open interest changed by 91 which increased total open position to 672
On 10 Apr IDEA was trading at 9.25. The strike last trading price was 0.21, which was 0 lower than the previous day. The implied volatity was 54.11, the open interest changed by 86 which increased total open position to 578
On 9 Apr IDEA was trading at 9.12. The strike last trading price was 0.21, which was -0.04 lower than the previous day. The implied volatity was 56.04, the open interest changed by 53 which increased total open position to 490
On 8 Apr IDEA was trading at 9.20. The strike last trading price was 0.25, which was 0.04 higher than the previous day. The implied volatity was 56.34, the open interest changed by 415 which increased total open position to 437
On 7 Apr IDEA was trading at 8.63. The strike last trading price was 0.21, which was -0.04 lower than the previous day. The implied volatity was 65.54, the open interest changed by 6 which increased total open position to 22
On 6 Apr IDEA was trading at 8.76. The strike last trading price was 0.25, which was 0.03 higher than the previous day. The implied volatity was 66.13, the open interest changed by 13 which increased total open position to 15
On 2 Apr IDEA was trading at 8.58. The strike last trading price was 0.22, which was 0 lower than the previous day. The implied volatity was 64.8, the open interest changed by 0 which decreased total open position to 1
On 1 Apr IDEA was trading at 8.64. The strike last trading price was 0.22, which was -0.01 lower than the previous day. The implied volatity was 62.43, the open interest changed by 0 which decreased total open position to 0
| IDEA 26-May-2026 (13d) 11 PE | |||||||
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Delta: -0.17
Vega: 0
Theta: -0.01
Gamma: 0.21647
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 May | 11.89 | 0.11 | 0.009999999999999995 (10.00%) | 49.03 | 7,272 | 150 | 2,939 |
| 11 May | 12.18 | 0.11 | -0.16000000000000003 (-59.26%) | 0 | 10,546 | 369 | 2,793 |
| 8 May | 11.24 | 0.28 | -0.009999999999999953 (-3.45%) | 40.38 | 2,921 | -22 | 2,407 |
| 7 May | 11.23 | 0.29 | 0 (0.00%) | 40.02 | 2,964 | 119 | 2,411 |
| 6 May | 11.30 | 0.29 | -0.25000000000000006 (-46.30%) | 40.59 | 5,347 | 669 | 2,279 |
| 5 May | 10.80 | 0.54 | -0.19999999999999996 (-27.03%) | 44.19 | 2,975 | 417 | 1,620 |
| 4 May | 10.52 | 0.72 | -0.24 (-25.00%) | 46.41 | 1,641 | 361 | 1,203 |
| 30 Apr | 10.22 | 0.98 | 0.04999999999999993 (5.38%) | 45.57 | 339 | 32 | 874 |
| 29 Apr | 10.29 | 0.95 | -0.17999999999999994 (-15.93%) | 46.65 | 899 | 86 | 845 |
| 28 Apr | 9.95 | 1.14 | -0.2200000000000002 (-16.18%) | 41.45 | 412 | 194 | 757 |
| 27 Apr | 9.69 | 1.36 | -0.1299999999999999 (-8.72%) | 41.01 | 135 | 101 | 561 |
| 24 Apr | 9.52 | 1.5 | 0.030000000000000027 (2.04%) | 40.23 | 97 | 54 | 450 |
| 23 Apr | 9.58 | 1.48 | -0.020000000000000018 (-1.33%) | 44.29 | 110 | 75 | 397 |
| 22 Apr | 9.54 | 1.53 | 0 (0.00%) | 44.99 | 55 | 36 | 321 |
| 21 Apr | 9.55 | 1.55 | -0.07999999999999985 (-4.91%) | 48.05 | 133 | 94 | 284 |
| 20 Apr | 9.47 | 1.64 | 0.1399999999999999 (9.33%) | 47.67 | 26 | 9 | 190 |
| 17 Apr | 9.61 | 1.5 | -0.07000000000000006 (-4.46%) | 47.54 | 79 | 3 | 181 |
| 16 Apr | 9.53 | 1.6 | -0.04999999999999982 (-3.03%) | 49.45 | 18 | 16 | 178 |
| 15 Apr | 9.44 | 1.64 | -0.20000000000000018 (-10.87%) | 49.92 | 44 | 41 | 161 |
| 13 Apr | 9.25 | 1.85 | 0.020000000000000018 (1.09%) | 52.99 | 11 | 10 | 119 |
| 10 Apr | 9.25 | 1.86 | -0.06999999999999984 (-3.63%) | 50.2 | 40 | 39 | 110 |
| 9 Apr | 9.12 | 1.93 | 0.07 (3.76%) | 52.94 | 11 | 6 | 70 |
| 8 Apr | 9.20 | 1.86 | -0.72 (-27.91%) | 55.75 | 64 | 56 | 56 |
| 7 Apr | 8.63 | 2.58 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 8.76 | 2.58 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 8.58 | 2.58 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 8.64 | 2.58 | 0 (0.00%) | - | 0 | 0 | 0 |
For Vodafone Idea Limited - strike price 11 expiring on 26MAY2026
Delta for 11 PE is -0.17
Historical price for 11 PE is as follows
On 12 May IDEA was trading at 11.89. The strike last trading price was 0.11, which was 0.009999999999999995 higher than the previous day. The implied volatity was 49.03, the open interest changed by 150 which increased total open position to 2939
On 11 May IDEA was trading at 12.18. The strike last trading price was 0.11, which was -0.16000000000000003 lower than the previous day. The implied volatity was 0, the open interest changed by 369 which increased total open position to 2793
On 8 May IDEA was trading at 11.24. The strike last trading price was 0.28, which was -0.009999999999999953 lower than the previous day. The implied volatity was 40.38, the open interest changed by -22 which decreased total open position to 2407
On 7 May IDEA was trading at 11.23. The strike last trading price was 0.29, which was 0 lower than the previous day. The implied volatity was 40.02, the open interest changed by 119 which increased total open position to 2411
On 6 May IDEA was trading at 11.30. The strike last trading price was 0.29, which was -0.25000000000000006 lower than the previous day. The implied volatity was 40.59, the open interest changed by 669 which increased total open position to 2279
On 5 May IDEA was trading at 10.80. The strike last trading price was 0.54, which was -0.19999999999999996 lower than the previous day. The implied volatity was 44.19, the open interest changed by 417 which increased total open position to 1620
On 4 May IDEA was trading at 10.52. The strike last trading price was 0.72, which was -0.24 lower than the previous day. The implied volatity was 46.41, the open interest changed by 361 which increased total open position to 1203
On 30 Apr IDEA was trading at 10.22. The strike last trading price was 0.98, which was 0.04999999999999993 higher than the previous day. The implied volatity was 45.57, the open interest changed by 32 which increased total open position to 874
On 29 Apr IDEA was trading at 10.29. The strike last trading price was 0.95, which was -0.17999999999999994 lower than the previous day. The implied volatity was 46.65, the open interest changed by 86 which increased total open position to 845
On 28 Apr IDEA was trading at 9.95. The strike last trading price was 1.14, which was -0.2200000000000002 lower than the previous day. The implied volatity was 41.45, the open interest changed by 194 which increased total open position to 757
On 27 Apr IDEA was trading at 9.69. The strike last trading price was 1.36, which was -0.1299999999999999 lower than the previous day. The implied volatity was 41.01, the open interest changed by 101 which increased total open position to 561
On 24 Apr IDEA was trading at 9.52. The strike last trading price was 1.5, which was 0.030000000000000027 higher than the previous day. The implied volatity was 40.23, the open interest changed by 54 which increased total open position to 450
On 23 Apr IDEA was trading at 9.58. The strike last trading price was 1.48, which was -0.020000000000000018 lower than the previous day. The implied volatity was 44.29, the open interest changed by 75 which increased total open position to 397
On 22 Apr IDEA was trading at 9.54. The strike last trading price was 1.53, which was 0 lower than the previous day. The implied volatity was 44.99, the open interest changed by 36 which increased total open position to 321
On 21 Apr IDEA was trading at 9.55. The strike last trading price was 1.55, which was -0.07999999999999985 lower than the previous day. The implied volatity was 48.05, the open interest changed by 94 which increased total open position to 284
On 20 Apr IDEA was trading at 9.47. The strike last trading price was 1.64, which was 0.1399999999999999 higher than the previous day. The implied volatity was 47.67, the open interest changed by 9 which increased total open position to 190
On 17 Apr IDEA was trading at 9.61. The strike last trading price was 1.5, which was -0.07000000000000006 lower than the previous day. The implied volatity was 47.54, the open interest changed by 3 which increased total open position to 181
On 16 Apr IDEA was trading at 9.53. The strike last trading price was 1.6, which was -0.04999999999999982 lower than the previous day. The implied volatity was 49.45, the open interest changed by 16 which increased total open position to 178
On 15 Apr IDEA was trading at 9.44. The strike last trading price was 1.64, which was -0.20000000000000018 lower than the previous day. The implied volatity was 49.92, the open interest changed by 41 which increased total open position to 161
On 13 Apr IDEA was trading at 9.25. The strike last trading price was 1.85, which was 0.020000000000000018 higher than the previous day. The implied volatity was 52.99, the open interest changed by 10 which increased total open position to 119
On 10 Apr IDEA was trading at 9.25. The strike last trading price was 1.86, which was -0.06999999999999984 lower than the previous day. The implied volatity was 50.2, the open interest changed by 39 which increased total open position to 110
On 9 Apr IDEA was trading at 9.12. The strike last trading price was 1.93, which was 0.07 higher than the previous day. The implied volatity was 52.94, the open interest changed by 6 which increased total open position to 70
On 8 Apr IDEA was trading at 9.20. The strike last trading price was 1.86, which was -0.72 lower than the previous day. The implied volatity was 55.75, the open interest changed by 56 which increased total open position to 56
On 7 Apr IDEA was trading at 8.63. The strike last trading price was 2.58, 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 Apr IDEA was trading at 8.76. The strike last trading price was 2.58, 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 2 Apr IDEA was trading at 8.58. The strike last trading price was 2.58, 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 1 Apr IDEA was trading at 8.64. The strike last trading price was 2.58, 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
