IDEA
Vodafone Idea Limited
Historical option data for IDEA
21 Nov 2024 04:13 PM IST
| IDEA 28NOV2024 11 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6.91 | 0.05 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 20 Nov | 7.10 | 0.05 | 0.00 | - | 1 | -1 | 1,846 | |||
| 19 Nov | 7.10 | 0.05 | 0.00 | - | 1 | 0 | 1,846 | |||
| 18 Nov | 7.25 | 0.05 | 0.00 | 0.00 | 0 | -1 | 0 | |||
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| 14 Nov | 7.34 | 0.05 | 0.00 | - | 3 | -1 | 1,846 | |||
| 13 Nov | 7.36 | 0.05 | 0.00 | - | 2 | 1 | 1,847 | |||
| 12 Nov | 7.67 | 0.05 | 0.00 | - | 14 | 11 | 1,846 | |||
| 11 Nov | 7.83 | 0.05 | 0.00 | - | 39 | -6 | 1,835 | |||
| 8 Nov | 7.88 | 0.05 | 0.00 | - | 390 | -80 | 1,843 | |||
| 7 Nov | 8.05 | 0.05 | 0.00 | - | 62 | 1 | 1,923 | |||
| 6 Nov | 8.17 | 0.05 | -0.05 | - | 28 | 12 | 1,919 | |||
| 5 Nov | 8.14 | 0.1 | 0.05 | - | 113 | 30 | 1,911 | |||
| 4 Nov | 7.88 | 0.05 | -0.05 | - | 411 | -146 | 1,885 | |||
| 1 Nov | 8.45 | 0.1 | 0.00 | - | 366 | 151 | 2,028 | |||
| 31 Oct | 8.12 | 0.1 | 0.00 | - | 1,654 | 700 | 1,872 | |||
| 30 Oct | 7.68 | 0.1 | 0.00 | - | 113 | 39 | 1,182 | |||
| 29 Oct | 7.96 | 0.1 | -0.05 | - | 618 | 301 | 1,143 | |||
| 28 Oct | 8.25 | 0.15 | 0.05 | - | 98 | -30 | 842 | |||
| 25 Oct | 7.66 | 0.1 | -0.05 | - | 58 | 15 | 872 | |||
| 24 Oct | 8.13 | 0.15 | -0.05 | - | 196 | 43 | 857 | |||
| 23 Oct | 8.25 | 0.2 | 0.00 | - | 178 | 130 | 814 | |||
| 22 Oct | 8.40 | 0.2 | -0.05 | - | 100 | 34 | 684 | |||
| 21 Oct | 8.50 | 0.25 | -0.05 | - | 351 | 80 | 648 | |||
| 18 Oct | 9.02 | 0.3 | 0.00 | - | 234 | 25 | 568 | |||
| 17 Oct | 9.05 | 0.3 | -0.10 | - | 505 | 171 | 537 | |||
| 16 Oct | 9.29 | 0.4 | 0.00 | - | 228 | 86 | 367 | |||
| 15 Oct | 9.12 | 0.4 | 0.00 | - | 161 | 25 | 281 | |||
| 14 Oct | 9.09 | 0.4 | -0.05 | - | 174 | 31 | 251 | |||
| 11 Oct | 9.18 | 0.45 | -0.05 | - | 75 | 18 | 220 | |||
| 10 Oct | 9.31 | 0.5 | 0.05 | - | 88 | 4 | 202 | |||
| 9 Oct | 9.19 | 0.45 | -0.05 | - | 85 | 18 | 198 | |||
| 8 Oct | 9.50 | 0.5 | 0.05 | - | 106 | 38 | 186 | |||
| 7 Oct | 9.16 | 0.45 | -0.20 | - | 154 | 39 | 149 | |||
| 4 Oct | 9.79 | 0.65 | -0.05 | - | 82 | 35 | 112 | |||
| 3 Oct | 9.87 | 0.7 | -0.15 | - | 76 | 41 | 76 | |||
| 1 Oct | 10.17 | 0.85 | -0.15 | - | 30 | 16 | 34 | |||
| 30 Sept | 10.36 | 1 | -0.05 | - | 15 | 11 | 16 | |||
| 27 Sept | 10.66 | 1.05 | - | 10 | 5 | 5 | ||||
For Vodafone Idea Limited - strike price 11 expiring on 28NOV2024
Delta for 11 CE is 0.00
Historical price for 11 CE is as follows
On 21 Nov IDEA was trading at 6.91. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 20 Nov IDEA was trading at 7.10. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1846
On 19 Nov IDEA was trading at 7.10. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1846
On 18 Nov IDEA was trading at 7.25. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 14 Nov IDEA was trading at 7.34. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1846
On 13 Nov IDEA was trading at 7.36. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1847
On 12 Nov IDEA was trading at 7.67. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 1846
On 11 Nov IDEA was trading at 7.83. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 1835
On 8 Nov IDEA was trading at 7.88. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -80 which decreased total open position to 1843
On 7 Nov IDEA was trading at 8.05. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1923
On 6 Nov IDEA was trading at 8.17. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 1919
On 5 Nov IDEA was trading at 8.14. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 1911
On 4 Nov IDEA was trading at 7.88. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -146 which decreased total open position to 1885
On 1 Nov IDEA was trading at 8.45. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 151 which increased total open position to 2028
On 31 Oct IDEA was trading at 8.12. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct IDEA was trading at 7.68. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct IDEA was trading at 7.96. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct IDEA was trading at 8.25. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct IDEA was trading at 7.66. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct IDEA was trading at 8.13. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct IDEA was trading at 8.25. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct IDEA was trading at 8.40. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct IDEA was trading at 8.50. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct IDEA was trading at 9.02. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct IDEA was trading at 9.05. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct IDEA was trading at 9.29. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct IDEA was trading at 9.12. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct IDEA was trading at 9.09. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct IDEA was trading at 9.18. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct IDEA was trading at 9.31. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct IDEA was trading at 9.19. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct IDEA was trading at 9.50. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct IDEA was trading at 9.16. The strike last trading price was 0.45, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct IDEA was trading at 9.79. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct IDEA was trading at 9.87. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct IDEA was trading at 10.17. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept IDEA was trading at 10.36. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept IDEA was trading at 10.66. The strike last trading price was 1.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IDEA 28NOV2024 11 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6.91 | 4.1 | 0.10 | - | 1 | 0 | 132 |
| 20 Nov | 7.10 | 4 | 0.00 | - | 1 | -1 | 133 |
| 19 Nov | 7.10 | 4 | 0.25 | - | 1 | 0 | 133 |
| 18 Nov | 7.25 | 3.75 | 0.95 | - | 1 | 0 | 132 |
| 14 Nov | 7.34 | 2.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 7.36 | 2.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 7.67 | 2.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 7.83 | 2.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 7.88 | 2.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 8.05 | 2.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 8.17 | 2.8 | -0.25 | - | 2 | 0 | 132 |
| 5 Nov | 8.14 | 3.05 | 0.00 | - | 1 | 0 | 132 |
| 4 Nov | 7.88 | 3.05 | 0.35 | - | 3 | 0 | 132 |
| 1 Nov | 8.45 | 2.7 | -0.20 | - | 11 | 10 | 133 |
| 31 Oct | 8.12 | 2.9 | -0.30 | - | 60 | 47 | 122 |
| 30 Oct | 7.68 | 3.2 | 0.20 | - | 17 | 16 | 74 |
| 29 Oct | 7.96 | 3 | 0.25 | - | 15 | 11 | 57 |
| 28 Oct | 8.25 | 2.75 | -0.65 | - | 32 | 31 | 45 |
| 25 Oct | 7.66 | 3.4 | 0.55 | - | 10 | 1 | 14 |
| 24 Oct | 8.13 | 2.85 | 0.10 | - | 4 | 2 | 12 |
| 23 Oct | 8.25 | 2.75 | 0.25 | - | 4 | 2 | 9 |
| 22 Oct | 8.40 | 2.5 | 0.00 | - | 0 | 2 | 0 |
| 21 Oct | 8.50 | 2.5 | 0.50 | - | 2 | 1 | 6 |
| 18 Oct | 9.02 | 2 | 0.00 | - | 0 | 3 | 0 |
| 17 Oct | 9.05 | 2 | -0.15 | - | 3 | 2 | 4 |
| 16 Oct | 9.29 | 2.15 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 9.12 | 2.15 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 9.09 | 2.15 | 0.00 | - | 0 | 1 | 0 |
| 11 Oct | 9.18 | 2.15 | 0.15 | - | 2 | 1 | 2 |
| 10 Oct | 9.31 | 2 | 0.10 | - | 10 | 5 | 6 |
| 9 Oct | 9.19 | 1.9 | 0.00 | - | 0 | 1 | 0 |
| 8 Oct | 9.50 | 1.9 | 0.30 | - | 2 | 1 | 1 |
| 7 Oct | 9.16 | 1.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 9.79 | 1.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 9.87 | 1.6 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 10.17 | 1.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 10.36 | 1.6 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 10.66 | 1.6 | - | 0 | 0 | 0 | |
For Vodafone Idea Limited - strike price 11 expiring on 28NOV2024
Delta for 11 PE is -
Historical price for 11 PE is as follows
On 21 Nov IDEA was trading at 6.91. The strike last trading price was 4.1, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 132
On 20 Nov IDEA was trading at 7.10. The strike last trading price was 4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 133
On 19 Nov IDEA was trading at 7.10. The strike last trading price was 4, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 133
On 18 Nov IDEA was trading at 7.25. The strike last trading price was 3.75, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 132
On 14 Nov IDEA was trading at 7.34. The strike last trading price was 2.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Nov IDEA was trading at 7.36. The strike last trading price was 2.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Nov IDEA was trading at 7.67. The strike last trading price was 2.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Nov IDEA was trading at 7.83. The strike last trading price was 2.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 Nov IDEA was trading at 7.88. The strike last trading price was 2.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Nov IDEA was trading at 8.05. The strike last trading price was 2.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Nov IDEA was trading at 8.17. The strike last trading price was 2.8, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 132
On 5 Nov IDEA was trading at 8.14. The strike last trading price was 3.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 132
On 4 Nov IDEA was trading at 7.88. The strike last trading price was 3.05, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 132
On 1 Nov IDEA was trading at 8.45. The strike last trading price was 2.7, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 133
On 31 Oct IDEA was trading at 8.12. The strike last trading price was 2.9, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct IDEA was trading at 7.68. The strike last trading price was 3.2, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct IDEA was trading at 7.96. The strike last trading price was 3, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct IDEA was trading at 8.25. The strike last trading price was 2.75, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct IDEA was trading at 7.66. The strike last trading price was 3.4, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct IDEA was trading at 8.13. The strike last trading price was 2.85, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct IDEA was trading at 8.25. The strike last trading price was 2.75, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct IDEA was trading at 8.40. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct IDEA was trading at 8.50. The strike last trading price was 2.5, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct IDEA was trading at 9.02. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct IDEA was trading at 9.05. The strike last trading price was 2, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct IDEA was trading at 9.29. The strike last trading price was 2.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct IDEA was trading at 9.12. The strike last trading price was 2.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct IDEA was trading at 9.09. The strike last trading price was 2.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct IDEA was trading at 9.18. The strike last trading price was 2.15, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct IDEA was trading at 9.31. The strike last trading price was 2, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct IDEA was trading at 9.19. The strike last trading price was 1.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct IDEA was trading at 9.50. The strike last trading price was 1.9, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct IDEA was trading at 9.16. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct IDEA was trading at 9.79. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct IDEA was trading at 9.87. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct IDEA was trading at 10.17. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept IDEA was trading at 10.36. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept IDEA was trading at 10.66. The strike last trading price was 1.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
