IDEA

Vodafone Idea Limited

10.73 -0.18 (-1.65%)

L: 10.69 H: 11.08

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Historical option data for IDEA
25 Feb 2026 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 30-MAR-2026 11 CE
Delta: 0.49 Vega: 0.01 Theta: -0.01 Gamma: 0.26
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
25 Feb	10.73	0.55 ₹ 39,311.25	-0.05 -3573.75	48.05	3,613 25,82,39,175	1,000 7,14,75,000	3,170 22,65,75,750
24 Feb	10.91	0.6 ₹ 42,885	-0.07 -5003.25	44.77	2,233 15,96,03,675	618 4,41,71,550	2,136 15,26,70,600
23 Feb	10.98	0.68 ₹ 48,603	-0.11 -7862.25	46.76	1,525 10,89,99,375	552 3,94,54,200	1,508 10,77,84,300
20 Feb	11.16	0.76 ₹ 54,321	-0.11 -7862.25	44.96	919 6,56,85,525	310 2,21,57,250	933 6,66,86,175
19 Feb	11.26	0.82 ₹ 58,609.5	-0.27 -19298.25	46.42	412 2,94,47,700	100 71,47,500	619 4,42,43,025
18 Feb	11.56	1.08 ₹ 77,193	0.05 3573.75	46.94	446 3,18,77,850	78 55,75,050	517 3,69,52,575
17 Feb	11.38	1.02 ₹ 72,904.5	-0.08 -5718.00	49.46	147 1,05,06,825	18 12,86,550	442 3,15,91,950
16 Feb	11.43	1.1 ₹ 78,622.5	0.02 1429.50	52.95	100 71,47,500	14 10,00,650	424 3,03,05,400
13 Feb	11.30	1.07 ₹ 76,478.25	-0.16 -11436.00	54.67	169 1,20,79,275	82 58,60,950	406 2,90,18,850
12 Feb	11.55	1.22 ₹ 87,199.5	-0.21 -15009.75	52.03	114 81,48,150	-6 -4,28,850	324 2,31,57,900
11 Feb	11.85	1.36 ₹ 97,206	0.17 12150.75	52.06	186 1,32,94,350	-25 -17,86,875	331 2,36,58,225
10 Feb	11.48	1.19 ₹ 85,055.25	-0.08 -5718.00	52.6	69 49,31,775	8 5,71,800	357 2,55,16,575
9 Feb	11.58	1.28 ₹ 91,488	0.27 19298.25	54.38	181 1,29,36,975	-17 -12,15,075	349 2,49,44,775
6 Feb	11.12	1.01 ₹ 72,189.75	-0.11 -7862.25	51.32	371 2,65,17,225	5 3,57,375	379 2,70,89,025
5 Feb	11.24	1.12 ₹ 80,052	-0.07 -5003.25	54.5	762 5,44,63,950	218 1,55,81,550	381 2,72,31,975
4 Feb	11.35	1.19 ₹ 85,055.25	-0.04 -2859.00	54.4	35 25,01,625	15 10,72,125	163 1,16,50,425
3 Feb	11.41	1.25 ₹ 89,343.75	0.43 30734.25	54	129 92,20,275	10 7,14,750	151 1,07,92,725
2 Feb	10.81	0.82 ₹ 58,609.5	-0.03 -2144.25	49.52	148 1,05,78,300	78 55,75,050	141 1,00,77,975

1 Feb	10.87	0.85 ₹ 60,753.75	-0.25 -17868.75	50.14	70 50,03,250	22 15,72,450	63 45,02,925
30 Jan	11.17	1.11 ₹ 79,337.25	0.56 40026.00	54.01	93 66,47,175	38 27,16,050	41 29,30,475
29 Jan	10.05	0.54 ₹ 38,596.5	-0.15 -10721.25	53.04	5 3,57,375	4 2,85,900	4 2,85,900
28 Jan	9.95	0.69 ₹ 49,317.75	0 0.00	7.28	0 0	0 0	0 0

For Vodafone Idea Limited - strike price 11 expiring on 30MAR2026

Delta for 11 CE is 0.49

Historical price for 11 CE is as follows

On 25 Feb IDEA was trading at 10.73. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 48.05, the open interest changed by 1000 which increased total open position to 3170

On 24 Feb IDEA was trading at 10.91. The strike last trading price was 0.6, which was -0.07 lower than the previous day. The implied volatity was 44.77, the open interest changed by 618 which increased total open position to 2136

On 23 Feb IDEA was trading at 10.98. The strike last trading price was 0.68, which was -0.11 lower than the previous day. The implied volatity was 46.76, the open interest changed by 552 which increased total open position to 1508

On 20 Feb IDEA was trading at 11.16. The strike last trading price was 0.76, which was -0.11 lower than the previous day. The implied volatity was 44.96, the open interest changed by 310 which increased total open position to 933

On 19 Feb IDEA was trading at 11.26. The strike last trading price was 0.82, which was -0.27 lower than the previous day. The implied volatity was 46.42, the open interest changed by 100 which increased total open position to 619

On 18 Feb IDEA was trading at 11.56. The strike last trading price was 1.08, which was 0.05 higher than the previous day. The implied volatity was 46.94, the open interest changed by 78 which increased total open position to 517

On 17 Feb IDEA was trading at 11.38. The strike last trading price was 1.02, which was -0.08 lower than the previous day. The implied volatity was 49.46, the open interest changed by 18 which increased total open position to 442

On 16 Feb IDEA was trading at 11.43. The strike last trading price was 1.1, which was 0.02 higher than the previous day. The implied volatity was 52.95, the open interest changed by 14 which increased total open position to 424

On 13 Feb IDEA was trading at 11.30. The strike last trading price was 1.07, which was -0.16 lower than the previous day. The implied volatity was 54.67, the open interest changed by 82 which increased total open position to 406

On 12 Feb IDEA was trading at 11.55. The strike last trading price was 1.22, which was -0.21 lower than the previous day. The implied volatity was 52.03, the open interest changed by -6 which decreased total open position to 324

On 11 Feb IDEA was trading at 11.85. The strike last trading price was 1.36, which was 0.17 higher than the previous day. The implied volatity was 52.06, the open interest changed by -25 which decreased total open position to 331

On 10 Feb IDEA was trading at 11.48. The strike last trading price was 1.19, which was -0.08 lower than the previous day. The implied volatity was 52.6, the open interest changed by 8 which increased total open position to 357

On 9 Feb IDEA was trading at 11.58. The strike last trading price was 1.28, which was 0.27 higher than the previous day. The implied volatity was 54.38, the open interest changed by -17 which decreased total open position to 349

On 6 Feb IDEA was trading at 11.12. The strike last trading price was 1.01, which was -0.11 lower than the previous day. The implied volatity was 51.32, the open interest changed by 5 which increased total open position to 379

On 5 Feb IDEA was trading at 11.24. The strike last trading price was 1.12, which was -0.07 lower than the previous day. The implied volatity was 54.5, the open interest changed by 218 which increased total open position to 381

On 4 Feb IDEA was trading at 11.35. The strike last trading price was 1.19, which was -0.04 lower than the previous day. The implied volatity was 54.4, the open interest changed by 15 which increased total open position to 163

On 3 Feb IDEA was trading at 11.41. The strike last trading price was 1.25, which was 0.43 higher than the previous day. The implied volatity was 54, the open interest changed by 10 which increased total open position to 151

On 2 Feb IDEA was trading at 10.81. The strike last trading price was 0.82, which was -0.03 lower than the previous day. The implied volatity was 49.52, the open interest changed by 78 which increased total open position to 141

On 1 Feb IDEA was trading at 10.87. The strike last trading price was 0.85, which was -0.25 lower than the previous day. The implied volatity was 50.14, the open interest changed by 22 which increased total open position to 63

On 30 Jan IDEA was trading at 11.17. The strike last trading price was 1.11, which was 0.56 higher than the previous day. The implied volatity was 54.01, the open interest changed by 38 which increased total open position to 41

On 29 Jan IDEA was trading at 10.05. The strike last trading price was 0.54, which was -0.15 lower than the previous day. The implied volatity was 53.04, the open interest changed by 4 which increased total open position to 4

On 28 Jan IDEA was trading at 9.95. The strike last trading price was 0.69, which was 0 lower than the previous day. The implied volatity was 7.28, the open interest changed by 0 which decreased total open position to 0

IDEA 30MAR2026 11 PE
Delta: -0.51 Vega: 0.01 Theta: -0.01 Gamma: 0.25
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
25 Feb	10.73	0.71 ₹ 50,747.25	0.14 10006.50	48.76	2,405 17,18,97,375	739 5,28,20,025	2,602 18,59,77,950
24 Feb	10.91	0.58 ₹ 41,455.5	0.01 714.75	45.57	1,494 10,67,83,650	478 3,41,65,050	1,868 13,35,15,300
23 Feb	10.98	0.57 ₹ 40,740.75	0.05 3573.75	45.64	922 6,58,99,950	336 2,40,15,600	1,389 9,92,78,775
20 Feb	11.16	0.55 ₹ 39,311.25	0.05 3573.75	46.67	709 5,06,75,775	162 1,15,78,950	1,043 7,45,48,425
19 Feb	11.26	0.55 ₹ 39,311.25	0.14 10006.50	47.61	474 3,38,79,150	115 82,19,625	883 6,31,12,425
18 Feb	11.56	0.42 ₹ 30,019.5	-0.1 -7147.50	47.66	432 3,08,77,200	-29 -20,72,775	765 5,46,78,375
17 Feb	11.38	0.53 ₹ 37,881.75	0.01 714.75	51.06	132 94,34,700	55 39,31,125	794 5,67,51,150
16 Feb	11.43	0.52 ₹ 37,167	-0.1 -7147.50	50.59	152 1,08,64,200	31 22,15,725	738 5,27,48,550
13 Feb	11.30	0.64 ₹ 45,744	0.1 7147.50	53.66	255 1,82,26,125	116 82,91,100	705 5,03,89,875
12 Feb	11.55	0.55 ₹ 39,311.25	0.09 6432.75	53.88	279 1,99,41,525	33 23,58,675	589 4,20,98,775
11 Feb	11.85	0.49 ₹ 35,022.75	-0.06 -4288.50	53.46	408 2,91,61,800	64 45,74,400	555 3,96,68,625
10 Feb	11.48	0.57 ₹ 40,740.75	0.03 2144.25	52.2	143 1,02,20,925	49 35,02,275	491 3,50,94,225
9 Feb	11.58	0.54 ₹ 38,596.5	-0.2 -14295.00	51.58	298 2,12,99,550	93 66,47,175	431 3,08,05,725
6 Feb	11.12	0.72 ₹ 51,462	0.01 714.75	52.28	75 53,60,625	26 18,58,350	341 2,43,72,975
5 Feb	11.24	0.73 ₹ 52,176.75	0.08 5718.00	54.41	313 2,23,71,675	95 67,90,125	317 2,26,57,575
4 Feb	11.35	0.65 ₹ 46,458.75	0.01 714.75	51.47	51 36,45,225	26 18,58,350	221 1,57,95,975
3 Feb	11.41	0.64 ₹ 45,744	-0.25 -17868.75	52.46	188 1,34,37,300	108 77,19,300	192 1,37,23,200
2 Feb	10.81	0.89 ₹ 63,612.75	0.04 2859.00	51.75	26 18,58,350	22 15,72,450	83 59,32,425
1 Feb	10.87	0.85 ₹ 60,753.75	0.06 4288.50	49.58	40 28,59,000	11 7,86,225	61 43,59,975
30 Jan	11.17	0.79 ₹ 56,465.25	-0.96 -68616.00	53.22	81 57,89,475	50 35,73,750	50 35,73,750
29 Jan	10.05	1.75 ₹ 1,25,081.25	0 0.00	-	0 0	0 0	0 0
28 Jan	9.95	1.75 ₹ 1,25,081.25	0 0.00	0	0 0	0 0	0 0

For Vodafone Idea Limited - strike price 11 expiring on 30MAR2026

Delta for 11 PE is -0.51

Historical price for 11 PE is as follows

On 25 Feb IDEA was trading at 10.73. The strike last trading price was 0.71, which was 0.14 higher than the previous day. The implied volatity was 48.76, the open interest changed by 739 which increased total open position to 2602

On 24 Feb IDEA was trading at 10.91. The strike last trading price was 0.58, which was 0.01 higher than the previous day. The implied volatity was 45.57, the open interest changed by 478 which increased total open position to 1868

On 23 Feb IDEA was trading at 10.98. The strike last trading price was 0.57, which was 0.05 higher than the previous day. The implied volatity was 45.64, the open interest changed by 336 which increased total open position to 1389

On 20 Feb IDEA was trading at 11.16. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 46.67, the open interest changed by 162 which increased total open position to 1043

On 19 Feb IDEA was trading at 11.26. The strike last trading price was 0.55, which was 0.14 higher than the previous day. The implied volatity was 47.61, the open interest changed by 115 which increased total open position to 883

On 18 Feb IDEA was trading at 11.56. The strike last trading price was 0.42, which was -0.1 lower than the previous day. The implied volatity was 47.66, the open interest changed by -29 which decreased total open position to 765

On 17 Feb IDEA was trading at 11.38. The strike last trading price was 0.53, which was 0.01 higher than the previous day. The implied volatity was 51.06, the open interest changed by 55 which increased total open position to 794

On 16 Feb IDEA was trading at 11.43. The strike last trading price was 0.52, which was -0.1 lower than the previous day. The implied volatity was 50.59, the open interest changed by 31 which increased total open position to 738

On 13 Feb IDEA was trading at 11.30. The strike last trading price was 0.64, which was 0.1 higher than the previous day. The implied volatity was 53.66, the open interest changed by 116 which increased total open position to 705

On 12 Feb IDEA was trading at 11.55. The strike last trading price was 0.55, which was 0.09 higher than the previous day. The implied volatity was 53.88, the open interest changed by 33 which increased total open position to 589

On 11 Feb IDEA was trading at 11.85. The strike last trading price was 0.49, which was -0.06 lower than the previous day. The implied volatity was 53.46, the open interest changed by 64 which increased total open position to 555

On 10 Feb IDEA was trading at 11.48. The strike last trading price was 0.57, which was 0.03 higher than the previous day. The implied volatity was 52.2, the open interest changed by 49 which increased total open position to 491

On 9 Feb IDEA was trading at 11.58. The strike last trading price was 0.54, which was -0.2 lower than the previous day. The implied volatity was 51.58, the open interest changed by 93 which increased total open position to 431

On 6 Feb IDEA was trading at 11.12. The strike last trading price was 0.72, which was 0.01 higher than the previous day. The implied volatity was 52.28, the open interest changed by 26 which increased total open position to 341

On 5 Feb IDEA was trading at 11.24. The strike last trading price was 0.73, which was 0.08 higher than the previous day. The implied volatity was 54.41, the open interest changed by 95 which increased total open position to 317

On 4 Feb IDEA was trading at 11.35. The strike last trading price was 0.65, which was 0.01 higher than the previous day. The implied volatity was 51.47, the open interest changed by 26 which increased total open position to 221

On 3 Feb IDEA was trading at 11.41. The strike last trading price was 0.64, which was -0.25 lower than the previous day. The implied volatity was 52.46, the open interest changed by 108 which increased total open position to 192

On 2 Feb IDEA was trading at 10.81. The strike last trading price was 0.89, which was 0.04 higher than the previous day. The implied volatity was 51.75, the open interest changed by 22 which increased total open position to 83

On 1 Feb IDEA was trading at 10.87. The strike last trading price was 0.85, which was 0.06 higher than the previous day. The implied volatity was 49.58, the open interest changed by 11 which increased total open position to 61

On 30 Jan IDEA was trading at 11.17. The strike last trading price was 0.79, which was -0.96 lower than the previous day. The implied volatity was 53.22, the open interest changed by 50 which increased total open position to 50

On 29 Jan IDEA was trading at 10.05. The strike last trading price was 1.75, 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 28 Jan IDEA was trading at 9.95. The strike last trading price was 1.75, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0

Related Pages for IDEA

IDEA

IDEA

Historical option data for IDEA

Transcript 11 CE

Transcript 11 PE

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