IDEA

Vodafone Idea Limited

12.02 +0.01 (0.08%)

L: 11.92 H: 12.22

Back to Option Chain

Historical option data for IDEA
24 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 27-JAN-2026 11 CE
Delta: 0.71 Vega: 0.01 Theta: -0.01 Gamma: 0.13
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	12.02	1.65 ₹ 1,17,933.75	-0.02 -1429.50	70.54	314 2,24,43,150	131 93,63,225	1,673 11,95,77,675
23 Dec	12.01	1.7 ₹ 1,21,507.5	0.15 10721.25	73.86	538 3,84,53,550	278 1,98,70,050	1,534 10,96,42,650
22 Dec	11.85	1.53 ₹ 1,09,356.75	-0.05 -3573.75	70.40	885 6,32,55,375	333 2,38,01,175	1,249 8,92,72,275
19 Dec	11.96	1.58 ₹ 1,12,930.5	0.53 37881.75	64.18	756 5,40,35,100	97 69,33,075	917 6,55,42,575
18 Dec	11.30	1.07 ₹ 76,478.25	0.08 5718.00	56.38	659 4,71,02,025	43 30,73,425	828 5,91,81,300
17 Dec	11.13	0.98 ₹ 70,045.5	-0.11 -7862.25	57.30	238 1,70,11,050	91 65,04,225	787 5,62,50,825
16 Dec	11.25	1.08 ₹ 77,193	-0.13 -9291.75	58.84	292 2,08,70,700	81 57,89,475	694 4,96,03,650
15 Dec	11.35	1.2 ₹ 85,770	-0.16 -11436.00	62.42	381 2,72,31,975	56 40,02,600	617 4,41,00,075
12 Dec	11.64	1.37 ₹ 97,920.75	0.21 15009.75	57.59	495 3,53,80,125	68 48,60,300	566 4,04,54,850
11 Dec	11.25	1.17 ₹ 83,625.75	0.31 22157.25	60.53	497 3,55,23,075	-22 -15,72,450	498 3,55,94,550

10 Dec	10.72	0.86 ₹ 61,468.5	-0.03 -2144.25	59.87	333 2,38,01,175	27 19,29,825	520 3,71,67,000
9 Dec	10.74	0.9 ₹ 64,327.5	0.21 15009.75	59.99	531 3,79,53,225	25 17,86,875	499 3,56,66,025
8 Dec	10.29	0.68 ₹ 48,603	-0.25 -17868.75	60.25	333 2,38,01,175	114 81,48,150	474 3,38,79,150
5 Dec	10.80	0.93 ₹ 66,471.75	0.08 5718.00	58.85	435 3,10,91,625	47 33,59,325	360 2,57,31,000
4 Dec	10.68	0.87 ₹ 62,183.25	0.08 5718.00	57.21	525 3,75,24,375	67 47,88,825	312 2,23,00,200
3 Dec	10.55	0.8 ₹ 57,180	0.19 13580.25	56.63	605 4,32,42,375	130 92,91,750	246 1,75,82,850
2 Dec	10.13	0.62 ₹ 44,314.5	0.1 7147.50	55.79	142 1,01,49,450	43 30,73,425	116 82,91,100
1 Dec	9.93	0.53 ₹ 37,881.75	0.01 714.75	54.47	96 68,61,600	23 16,43,925	73 52,17,675
28 Nov	9.96	0.51 ₹ 36,452.25	-0.1 -7147.50	51.87	71 50,74,725	28 20,01,300	49 35,02,275
27 Nov	10.11	0.61 ₹ 43,599.75	0 0.00	54.62	16 11,43,600	6 4,28,850	20 14,29,500
26 Nov	10.08	0.62 ₹ 44,314.5	-0.2 -14295.00	53.95	30 21,44,250	14 10,00,650	14 10,00,650

For Vodafone Idea Limited - strike price 11 expiring on 27JAN2026

Delta for 11 CE is 0.71

Historical price for 11 CE is as follows

On 24 Dec IDEA was trading at 12.02. The strike last trading price was 1.65, which was -0.02 lower than the previous day. The implied volatity was 70.54, the open interest changed by 131 which increased total open position to 1673

On 23 Dec IDEA was trading at 12.01. The strike last trading price was 1.7, which was 0.15 higher than the previous day. The implied volatity was 73.86, the open interest changed by 278 which increased total open position to 1534

On 22 Dec IDEA was trading at 11.85. The strike last trading price was 1.53, which was -0.05 lower than the previous day. The implied volatity was 70.40, the open interest changed by 333 which increased total open position to 1249

On 19 Dec IDEA was trading at 11.96. The strike last trading price was 1.58, which was 0.53 higher than the previous day. The implied volatity was 64.18, the open interest changed by 97 which increased total open position to 917

On 18 Dec IDEA was trading at 11.30. The strike last trading price was 1.07, which was 0.08 higher than the previous day. The implied volatity was 56.38, the open interest changed by 43 which increased total open position to 828

On 17 Dec IDEA was trading at 11.13. The strike last trading price was 0.98, which was -0.11 lower than the previous day. The implied volatity was 57.30, the open interest changed by 91 which increased total open position to 787

On 16 Dec IDEA was trading at 11.25. The strike last trading price was 1.08, which was -0.13 lower than the previous day. The implied volatity was 58.84, the open interest changed by 81 which increased total open position to 694

On 15 Dec IDEA was trading at 11.35. The strike last trading price was 1.2, which was -0.16 lower than the previous day. The implied volatity was 62.42, the open interest changed by 56 which increased total open position to 617

On 12 Dec IDEA was trading at 11.64. The strike last trading price was 1.37, which was 0.21 higher than the previous day. The implied volatity was 57.59, the open interest changed by 68 which increased total open position to 566

On 11 Dec IDEA was trading at 11.25. The strike last trading price was 1.17, which was 0.31 higher than the previous day. The implied volatity was 60.53, the open interest changed by -22 which decreased total open position to 498

On 10 Dec IDEA was trading at 10.72. The strike last trading price was 0.86, which was -0.03 lower than the previous day. The implied volatity was 59.87, the open interest changed by 27 which increased total open position to 520

On 9 Dec IDEA was trading at 10.74. The strike last trading price was 0.9, which was 0.21 higher than the previous day. The implied volatity was 59.99, the open interest changed by 25 which increased total open position to 499

On 8 Dec IDEA was trading at 10.29. The strike last trading price was 0.68, which was -0.25 lower than the previous day. The implied volatity was 60.25, the open interest changed by 114 which increased total open position to 474

On 5 Dec IDEA was trading at 10.80. The strike last trading price was 0.93, which was 0.08 higher than the previous day. The implied volatity was 58.85, the open interest changed by 47 which increased total open position to 360

On 4 Dec IDEA was trading at 10.68. The strike last trading price was 0.87, which was 0.08 higher than the previous day. The implied volatity was 57.21, the open interest changed by 67 which increased total open position to 312

On 3 Dec IDEA was trading at 10.55. The strike last trading price was 0.8, which was 0.19 higher than the previous day. The implied volatity was 56.63, the open interest changed by 130 which increased total open position to 246

On 2 Dec IDEA was trading at 10.13. The strike last trading price was 0.62, which was 0.1 higher than the previous day. The implied volatity was 55.79, the open interest changed by 43 which increased total open position to 116

On 1 Dec IDEA was trading at 9.93. The strike last trading price was 0.53, which was 0.01 higher than the previous day. The implied volatity was 54.47, the open interest changed by 23 which increased total open position to 73

On 28 Nov IDEA was trading at 9.96. The strike last trading price was 0.51, which was -0.1 lower than the previous day. The implied volatity was 51.87, the open interest changed by 28 which increased total open position to 49

On 27 Nov IDEA was trading at 10.11. The strike last trading price was 0.61, which was 0 lower than the previous day. The implied volatity was 54.62, the open interest changed by 6 which increased total open position to 20

On 26 Nov IDEA was trading at 10.08. The strike last trading price was 0.62, which was -0.2 lower than the previous day. The implied volatity was 53.95, the open interest changed by 14 which increased total open position to 14

IDEA 27JAN2026 11 PE
Delta: -0.28 Vega: 0.01 Theta: -0.01 Gamma: 0.13
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	12.02	0.49 ₹ 35,022.75	-0.03 -2144.25	68.29	783 5,59,64,925	207 1,47,95,325	1,680 12,00,78,000
23 Dec	12.01	0.52 ₹ 37,167	-0.03 -2144.25	69.54	1,001 7,15,46,475	279 1,99,41,525	1,477 10,55,68,575
22 Dec	11.85	0.57 ₹ 40,740.75	0.08 5718.00	67.96	1,218 8,70,56,550	354 2,53,02,150	1,197 8,55,55,575
19 Dec	11.96	0.5 ₹ 35,737.5	-0.11 -7862.25	63.20	930 6,64,71,750	171 1,22,22,225	839 5,99,67,525
18 Dec	11.30	0.61 ₹ 43,599.75	-0.1 -7147.50	55.68	563 4,02,40,425	4 2,85,900	670 4,78,88,250
17 Dec	11.13	0.74 ₹ 52,891.5	0.05 3573.75	58.87	346 2,47,30,350	-49 -35,02,275	666 4,76,02,350
16 Dec	11.25	0.7 ₹ 50,032.5	0.01 714.75	58.56	571 4,08,12,225	299 2,13,71,025	715 5,11,04,625
15 Dec	11.35	0.71 ₹ 50,747.25	0.16 11436.00	60.99	304 2,17,28,400	60 42,88,500	418 2,98,76,550
12 Dec	11.64	0.55 ₹ 39,311.25	-0.2 -14295.00	56.10	386 2,75,89,350	69 49,31,775	358 2,55,88,050
11 Dec	11.25	0.75 ₹ 53,606.25	-0.24 -17154.00	59.28	276 1,97,27,100	14 10,00,650	289 2,06,56,275
10 Dec	10.72	0.99 ₹ 70,760.25	-0.01 -714.75	58.82	148 1,05,78,300	69 49,31,775	273 1,95,12,675
9 Dec	10.74	0.99 ₹ 70,760.25	-0.26 -18583.50	59.78	22 15,72,450	-3 -2,14,425	203 1,45,09,425
8 Dec	10.29	1.27 ₹ 90,773.25	0.3 21442.50	61.55	134 95,77,650	71 50,74,725	205 1,46,52,375
5 Dec	10.80	0.98 ₹ 70,045.5	-0.04 -2859.00	57.54	118 84,34,050	50 35,73,750	135 96,49,125
4 Dec	10.68	1.03 ₹ 73,619.25	-0.04 -2859.00	57.91	61 43,59,975	21 15,00,975	83 59,32,425
3 Dec	10.55	1.07 ₹ 76,478.25	-0.24 -17154.00	56.30	27 19,29,825	4 2,85,900	60 42,88,500
2 Dec	10.13	1.31 ₹ 93,632.25	-0.09 -6432.75	56.81	44 31,44,900	20 14,29,500	50 35,73,750
1 Dec	9.93	1.42 ₹ 1,01,494.5	0.05 3573.75	57.13	22 15,72,450	13 9,29,175	31 22,15,725
28 Nov	9.96	1.37 ₹ 97,920.75	0.07 5003.25	52.47	6 4,28,850	4 2,85,900	17 12,15,075
27 Nov	10.11	1.3 ₹ 92,917.5	-0.02 -1429.50	52.64	8 5,71,800	1 71,475	6 4,28,850
26 Nov	10.08	1.32 ₹ 94,347	-0.33 -23586.75	54.27	5 3,57,375	0 0	0 0

For Vodafone Idea Limited - strike price 11 expiring on 27JAN2026

Delta for 11 PE is -0.28

Historical price for 11 PE is as follows

On 24 Dec IDEA was trading at 12.02. The strike last trading price was 0.49, which was -0.03 lower than the previous day. The implied volatity was 68.29, the open interest changed by 207 which increased total open position to 1680

On 23 Dec IDEA was trading at 12.01. The strike last trading price was 0.52, which was -0.03 lower than the previous day. The implied volatity was 69.54, the open interest changed by 279 which increased total open position to 1477

On 22 Dec IDEA was trading at 11.85. The strike last trading price was 0.57, which was 0.08 higher than the previous day. The implied volatity was 67.96, the open interest changed by 354 which increased total open position to 1197

On 19 Dec IDEA was trading at 11.96. The strike last trading price was 0.5, which was -0.11 lower than the previous day. The implied volatity was 63.20, the open interest changed by 171 which increased total open position to 839

On 18 Dec IDEA was trading at 11.30. The strike last trading price was 0.61, which was -0.1 lower than the previous day. The implied volatity was 55.68, the open interest changed by 4 which increased total open position to 670

On 17 Dec IDEA was trading at 11.13. The strike last trading price was 0.74, which was 0.05 higher than the previous day. The implied volatity was 58.87, the open interest changed by -49 which decreased total open position to 666

On 16 Dec IDEA was trading at 11.25. The strike last trading price was 0.7, which was 0.01 higher than the previous day. The implied volatity was 58.56, the open interest changed by 299 which increased total open position to 715

On 15 Dec IDEA was trading at 11.35. The strike last trading price was 0.71, which was 0.16 higher than the previous day. The implied volatity was 60.99, the open interest changed by 60 which increased total open position to 418

On 12 Dec IDEA was trading at 11.64. The strike last trading price was 0.55, which was -0.2 lower than the previous day. The implied volatity was 56.10, the open interest changed by 69 which increased total open position to 358

On 11 Dec IDEA was trading at 11.25. The strike last trading price was 0.75, which was -0.24 lower than the previous day. The implied volatity was 59.28, the open interest changed by 14 which increased total open position to 289

On 10 Dec IDEA was trading at 10.72. The strike last trading price was 0.99, which was -0.01 lower than the previous day. The implied volatity was 58.82, the open interest changed by 69 which increased total open position to 273

On 9 Dec IDEA was trading at 10.74. The strike last trading price was 0.99, which was -0.26 lower than the previous day. The implied volatity was 59.78, the open interest changed by -3 which decreased total open position to 203

On 8 Dec IDEA was trading at 10.29. The strike last trading price was 1.27, which was 0.3 higher than the previous day. The implied volatity was 61.55, the open interest changed by 71 which increased total open position to 205

On 5 Dec IDEA was trading at 10.80. The strike last trading price was 0.98, which was -0.04 lower than the previous day. The implied volatity was 57.54, the open interest changed by 50 which increased total open position to 135

On 4 Dec IDEA was trading at 10.68. The strike last trading price was 1.03, which was -0.04 lower than the previous day. The implied volatity was 57.91, the open interest changed by 21 which increased total open position to 83

On 3 Dec IDEA was trading at 10.55. The strike last trading price was 1.07, which was -0.24 lower than the previous day. The implied volatity was 56.30, the open interest changed by 4 which increased total open position to 60

On 2 Dec IDEA was trading at 10.13. The strike last trading price was 1.31, which was -0.09 lower than the previous day. The implied volatity was 56.81, the open interest changed by 20 which increased total open position to 50

On 1 Dec IDEA was trading at 9.93. The strike last trading price was 1.42, which was 0.05 higher than the previous day. The implied volatity was 57.13, the open interest changed by 13 which increased total open position to 31

On 28 Nov IDEA was trading at 9.96. The strike last trading price was 1.37, which was 0.07 higher than the previous day. The implied volatity was 52.47, the open interest changed by 4 which increased total open position to 17

On 27 Nov IDEA was trading at 10.11. The strike last trading price was 1.3, which was -0.02 lower than the previous day. The implied volatity was 52.64, the open interest changed by 1 which increased total open position to 6

On 26 Nov IDEA was trading at 10.08. The strike last trading price was 1.32, which was -0.33 lower than the previous day. The implied volatity was 54.27, the open interest changed by 0 which decreased total open position to 0

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