IDEA
Vodafone Idea Limited
Historical option data for IDEA
26 Dec 2024 04:13 PM IST
| IDEA 30JAN2025 12 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 7.56 | 0.05 | 0.00 | - | 9 | 7 | 422 | |||
| 24 Dec | 7.46 | 0.05 | 0.00 | - | 2 | 1 | 414 | |||
| 23 Dec | 7.47 | 0.05 | 0.00 | - | 83 | 20 | 412 | |||
| 20 Dec | 7.40 | 0.05 | 0.00 | - | 22 | 1 | 382 | |||
| 19 Dec | 7.69 | 0.05 | -0.05 | - | 19 | 8 | 381 | |||
| 18 Dec | 7.79 | 0.1 | 0.05 | - | 5 | -2 | 372 | |||
| 17 Dec | 7.81 | 0.05 | -0.05 | - | 14 | -4 | 384 | |||
| 16 Dec | 7.99 | 0.1 | 0.00 | - | 6 | -5 | 388 | |||
| 13 Dec | 7.99 | 0.1 | 0.00 | - | 43 | -13 | 393 | |||
| 12 Dec | 7.86 | 0.1 | 0.00 | - | 4 | 3 | 405 | |||
| 11 Dec | 8.03 | 0.1 | 0.00 | - | 17 | 15 | 401 | |||
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| 10 Dec | 8.08 | 0.1 | 0.00 | - | 57 | 29 | 386 | |||
| 9 Dec | 8.09 | 0.1 | -0.05 | - | 154 | 64 | 356 | |||
| 6 Dec | 8.12 | 0.15 | 0.00 | - | 5 | 0 | 291 | |||
| 5 Dec | 8.08 | 0.15 | 0.00 | - | 59 | 19 | 290 | |||
| 4 Dec | 8.42 | 0.15 | 0.00 | 67.87 | 45 | 9 | 269 | |||
| 3 Dec | 8.21 | 0.15 | -0.05 | - | 20 | 19 | 260 | |||
| 2 Dec | 8.28 | 0.2 | 0.00 | - | 27 | 1 | 240 | |||
| 29 Nov | 8.36 | 0.2 | 0.00 | 74.84 | 104 | 86 | 240 | |||
| 28 Nov | 8.36 | 0.2 | 0.00 | - | 72 | 16 | 152 | |||
| 27 Nov | 8.34 | 0.2 | 0.05 | - | 52 | 24 | 142 | |||
| 26 Nov | 7.52 | 0.15 | 0.05 | - | 88 | 46 | 117 | |||
| 25 Nov | 6.97 | 0.1 | 0.00 | - | 16 | 2 | 67 | |||
| 22 Nov | 6.67 | 0.1 | 0.00 | - | 1 | 0 | 65 | |||
| 21 Nov | 6.91 | 0.1 | -0.05 | - | 24 | 9 | 65 | |||
| 20 Nov | 7.10 | 0.15 | 0.00 | - | 2 | 1 | 56 | |||
| 19 Nov | 7.10 | 0.15 | 0.00 | - | 2 | 1 | 56 | |||
| 18 Nov | 7.25 | 0.15 | 0.00 | - | 7 | 4 | 55 | |||
| 14 Nov | 7.34 | 0.15 | 0.00 | - | 3 | 1 | 50 | |||
| 13 Nov | 7.36 | 0.15 | -0.05 | - | 3 | 0 | 48 | |||
| 12 Nov | 7.67 | 0.2 | -0.05 | - | 5 | -2 | 47 | |||
| 11 Nov | 7.83 | 0.25 | -0.05 | - | 25 | 5 | 49 | |||
| 8 Nov | 7.88 | 0.3 | 0.00 | - | 4 | -1 | 43 | |||
| 7 Nov | 8.05 | 0.3 | -0.10 | 78.32 | 18 | 11 | 43 | |||
| 6 Nov | 8.17 | 0.4 | 0.00 | 83.84 | 14 | 7 | 30 | |||
| 5 Nov | 8.14 | 0.4 | -0.05 | 84.06 | 4 | 1 | 22 | |||
| 4 Nov | 7.88 | 0.45 | - | 32 | 20 | 22 | ||||
For Vodafone Idea Limited - strike price 12 expiring on 30JAN2025
Delta for 12 CE is -
Historical price for 12 CE is as follows
On 26 Dec IDEA was trading at 7.56. 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 7 which increased total open position to 422
On 24 Dec IDEA was trading at 7.46. 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 414
On 23 Dec IDEA was trading at 7.47. 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 20 which increased total open position to 412
On 20 Dec IDEA was trading at 7.40. 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 382
On 19 Dec IDEA was trading at 7.69. 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 8 which increased total open position to 381
On 18 Dec IDEA was trading at 7.79. 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 -2 which decreased total open position to 372
On 17 Dec IDEA was trading at 7.81. 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 -4 which decreased total open position to 384
On 16 Dec IDEA was trading at 7.99. 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 -5 which decreased total open position to 388
On 13 Dec IDEA was trading at 7.99. 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 -13 which decreased total open position to 393
On 12 Dec IDEA was trading at 7.86. 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 3 which increased total open position to 405
On 11 Dec IDEA was trading at 8.03. 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 15 which increased total open position to 401
On 10 Dec IDEA was trading at 8.08. 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 29 which increased total open position to 386
On 9 Dec IDEA was trading at 8.09. 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 64 which increased total open position to 356
On 6 Dec IDEA was trading at 8.12. The strike last trading price was 0.15, 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 291
On 5 Dec IDEA was trading at 8.08. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 290
On 4 Dec IDEA was trading at 8.42. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 67.87, the open interest changed by 9 which increased total open position to 269
On 3 Dec IDEA was trading at 8.21. 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 19 which increased total open position to 260
On 2 Dec IDEA was trading at 8.28. 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 1 which increased total open position to 240
On 29 Nov IDEA was trading at 8.36. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 74.84, the open interest changed by 86 which increased total open position to 240
On 28 Nov IDEA was trading at 8.36. 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 16 which increased total open position to 152
On 27 Nov IDEA was trading at 8.34. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 142
On 26 Nov IDEA was trading at 7.52. 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 46 which increased total open position to 117
On 25 Nov IDEA was trading at 6.97. 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 2 which increased total open position to 67
On 22 Nov IDEA was trading at 6.67. 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 0 which decreased total open position to 65
On 21 Nov IDEA was trading at 6.91. 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 9 which increased total open position to 65
On 20 Nov IDEA was trading at 7.10. The strike last trading price was 0.15, 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 56
On 19 Nov IDEA was trading at 7.10. The strike last trading price was 0.15, 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 56
On 18 Nov IDEA was trading at 7.25. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 55
On 14 Nov IDEA was trading at 7.34. The strike last trading price was 0.15, 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 50
On 13 Nov IDEA was trading at 7.36. 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 0 which decreased total open position to 48
On 12 Nov IDEA was trading at 7.67. 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 -2 which decreased total open position to 47
On 11 Nov IDEA was trading at 7.83. 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 5 which increased total open position to 49
On 8 Nov IDEA was trading at 7.88. 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 -1 which decreased total open position to 43
On 7 Nov IDEA was trading at 8.05. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 78.32, the open interest changed by 11 which increased total open position to 43
On 6 Nov IDEA was trading at 8.17. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 83.84, the open interest changed by 7 which increased total open position to 30
On 5 Nov IDEA was trading at 8.14. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 84.06, the open interest changed by 1 which increased total open position to 22
On 4 Nov IDEA was trading at 7.88. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 22
| IDEA 30JAN2025 12 PE | |||||||
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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 |
| 26 Dec | 7.56 | 3.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 24 Dec | 7.46 | 3.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 23 Dec | 7.47 | 3.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Dec | 7.40 | 3.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 7.69 | 3.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 7.79 | 3.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 7.81 | 3.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 7.99 | 3.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 7.99 | 3.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 7.86 | 3.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 8.03 | 3.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 8.08 | 3.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 8.09 | 3.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 8.12 | 3.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 8.08 | 3.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 8.42 | 3.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 8.21 | 3.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 8.28 | 3.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 8.36 | 3.95 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 8.36 | 3.95 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 8.34 | 3.95 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 7.52 | 3.95 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 6.97 | 3.95 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 6.67 | 3.95 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 6.91 | 3.95 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 7.10 | 3.95 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 7.10 | 3.95 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 7.25 | 3.95 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 7.34 | 3.95 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 7.36 | 3.95 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 7.67 | 3.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 7.83 | 3.95 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 7.88 | 3.95 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 8.05 | 3.95 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 8.17 | 3.95 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 8.14 | 3.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 7.88 | 3.95 | - | 0 | 0 | 0 | |
For Vodafone Idea Limited - strike price 12 expiring on 30JAN2025
Delta for 12 PE is 0.00
Historical price for 12 PE is as follows
On 26 Dec IDEA was trading at 7.56. The strike last trading price was 3.95, 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 24 Dec IDEA was trading at 7.46. The strike last trading price was 3.95, 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 23 Dec IDEA was trading at 7.47. The strike last trading price was 3.95, 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 20 Dec IDEA was trading at 7.40. The strike last trading price was 3.95, 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 19 Dec IDEA was trading at 7.69. The strike last trading price was 3.95, 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 18 Dec IDEA was trading at 7.79. The strike last trading price was 3.95, 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 17 Dec IDEA was trading at 7.81. The strike last trading price was 3.95, 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 16 Dec IDEA was trading at 7.99. The strike last trading price was 3.95, 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 Dec IDEA was trading at 7.99. The strike last trading price was 3.95, 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 Dec IDEA was trading at 7.86. The strike last trading price was 3.95, 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 Dec IDEA was trading at 8.03. The strike last trading price was 3.95, 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 10 Dec IDEA was trading at 8.08. The strike last trading price was 3.95, 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 9 Dec IDEA was trading at 8.09. The strike last trading price was 3.95, 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 Dec IDEA was trading at 8.12. The strike last trading price was 3.95, 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 5 Dec IDEA was trading at 8.08. The strike last trading price was 3.95, 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 4 Dec IDEA was trading at 8.42. The strike last trading price was 3.95, 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 3 Dec IDEA was trading at 8.21. The strike last trading price was 3.95, 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 2 Dec IDEA was trading at 8.28. The strike last trading price was 3.95, 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 29 Nov IDEA was trading at 8.36. The strike last trading price was 3.95, 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 0
On 28 Nov IDEA was trading at 8.36. The strike last trading price was 3.95, 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 0
On 27 Nov IDEA was trading at 8.34. The strike last trading price was 3.95, 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 0
On 26 Nov IDEA was trading at 7.52. The strike last trading price was 3.95, 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 0
On 25 Nov IDEA was trading at 6.97. The strike last trading price was 3.95, 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 0
On 22 Nov IDEA was trading at 6.67. The strike last trading price was 3.95, 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 0
On 21 Nov IDEA was trading at 6.91. The strike last trading price was 3.95, 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 0
On 20 Nov IDEA was trading at 7.10. The strike last trading price was 3.95, 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 0
On 19 Nov IDEA was trading at 7.10. The strike last trading price was 3.95, 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 0
On 18 Nov IDEA was trading at 7.25. The strike last trading price was 3.95, 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 0
On 14 Nov IDEA was trading at 7.34. The strike last trading price was 3.95, 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 0
On 13 Nov IDEA was trading at 7.36. The strike last trading price was 3.95, 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 0
On 12 Nov IDEA was trading at 7.67. The strike last trading price was 3.95, 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 0
On 11 Nov IDEA was trading at 7.83. The strike last trading price was 3.95, 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 0
On 8 Nov IDEA was trading at 7.88. The strike last trading price was 3.95, 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 0
On 7 Nov IDEA was trading at 8.05. The strike last trading price was 3.95, 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 0
On 6 Nov IDEA was trading at 8.17. The strike last trading price was 3.95, 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 0
On 5 Nov IDEA was trading at 8.14. The strike last trading price was 3.95, 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 0
On 4 Nov IDEA was trading at 7.88. The strike last trading price was 3.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
