IDEA
Vodafone Idea Limited
Historical option data for IDEA
24 Apr 2026 01:28 PM IST
| IDEA 28-Apr-2026 (4d) 12 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0
Theta: -0.01
Gamma: 0.05498
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 9.48 | 0.01 | 0 | 101.98 | 74 | -8 | 1,489 | |||||||||
| 23 Apr | 9.58 | 0.01 | 0 | 92.89 | 227 | -37 | 1,497 | |||||||||
| 22 Apr | 9.54 | 0.01 | 0 | 86.11 | 125 | -48 | 1,559 | |||||||||
| 21 Apr | 9.55 | 0.01 | 0 | 80.09 | 330 | -117 | 1,608 | |||||||||
| 20 Apr | 9.47 | 0.01 | -0.01 | 78.08 | 185 | 17 | 1,826 | |||||||||
| 17 Apr | 9.61 | 0.02 | 0.01 | 70.04 | 163 | -29 | 1,807 | |||||||||
| 16 Apr | 9.53 | 0.01 | 0 | 61.84 | 208 | -30 | 1,836 | |||||||||
| 15 Apr | 9.44 | 0.02 | 0.01 | 67.85 | 225 | -28 | 1,845 | |||||||||
| 13 Apr | 9.25 | 0.02 | 0 | 69.52 | 665 | 27 | 1,873 | |||||||||
| 10 Apr | 9.25 | 0.02 | -0.009999999999999998 | 63.03 | 711 | 5 | 1,845 | |||||||||
| 9 Apr | 9.12 | 0.03 | -0.01 | - | 1,180 | -131 | 1,841 | |||||||||
| 8 Apr | 9.20 | 0.04 | 0.01 | 68.63 | 450 | 54 | 1,972 | |||||||||
| 7 Apr | 8.63 | 0.04 | 0 | - | 450 | -114 | 1,918 | |||||||||
| 6 Apr | 8.76 | 0.04 | 0.01 | - | 250 | -59 | 2,039 | |||||||||
| 2 Apr | 8.58 | 0.04 | 0 | - | 696 | 99 | 2,106 | |||||||||
| 1 Apr | 8.64 | 0.04 | -0.02 | - | 1,328 | 144 | 2,007 | |||||||||
| 30 Mar | 8.53 | 0.06 | -0.01 | - | 764 | 215 | 1,869 | |||||||||
| 27 Mar | 8.89 | 0.08 | -0.01 | 68.68 | 1,006 | 161 | 1,649 | |||||||||
| 25 Mar | 9.04 | 0.09 | -0.01 | 67.37 | 1,350 | 358 | 1,457 | |||||||||
| 24 Mar | 8.88 | 0.11 | -0.01 | 71.96 | 781 | 65 | 1,102 | |||||||||
| 23 Mar | 8.70 | 0.13 | -0.02 | 76.26 | 950 | 75 | 1,039 | |||||||||
| 20 Mar | 9.34 | 0.15 | 0.01 | 65.57 | 658 | 39 | 963 | |||||||||
| 19 Mar | 8.94 | 0.14 | -0.05 | 72.41 | 648 | 14 | 923 | |||||||||
| 18 Mar | 9.44 | 0.19 | 0 | 67.62 | 429 | 75 | 902 | |||||||||
| 17 Mar | 9.25 | 0.19 | -0.06 | 70.22 | 332 | 61 | 825 | |||||||||
| 16 Mar | 9.39 | 0.25 | 0.02 | 73.09 | 470 | 91 | 765 | |||||||||
| 13 Mar | 9.27 | 0.25 | -0.01 | 70.3 | 363 | 60 | 682 | |||||||||
| 12 Mar | 9.56 | 0.27 | -0.01 | 68.02 | 292 | 10 | 622 | |||||||||
| 11 Mar | 9.71 | 0.29 | -0.06 | 66.39 | 83 | 26 | 612 | |||||||||
| 10 Mar | 10.01 | 0.37 | 0.03 | 64.89 | 112 | 25 | 585 | |||||||||
| 9 Mar | 9.91 | 0.35 | -0.02 | 65.25 | 267 | 55 | 560 | |||||||||
| 6 Mar | 10.06 | 0.37 | -0.04 | 61.52 | 134 | 22 | 501 | |||||||||
| 5 Mar | 10.22 | 0.42 | 0.08 | 60.43 | 444 | 54 | 476 | |||||||||
| 4 Mar | 9.99 | 0.35 | -0.05 | 60.89 | 399 | 30 | 421 | |||||||||
| 2 Mar | 10.29 | 0.41 | -0.07 | 55.8 | 265 | 60 | 389 | |||||||||
| 27 Feb | 10.59 | 0.46 | -0.12 | 53.06 | 108 | 6 | 329 | |||||||||
| 26 Feb | 10.85 | 0.58 | 0.04 | 53.38 | 214 | 83 | 326 | |||||||||
| 25 Feb | 10.73 | 0.55 | -0.05 | 53.39 | 391 | -71 | 243 | |||||||||
| 24 Feb | 10.91 | 0.61 | -0.02 | 51.84 | 90 | 46 | 313 | |||||||||
| 23 Feb | 10.98 | 0.63 | -0.09 | 51.34 | 88 | 41 | 265 | |||||||||
| 20 Feb | 11.16 | 0.7 | -0.06 | 51.24 | 36 | 15 | 223 | |||||||||
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| 19 Feb | 11.26 | 0.74 | -0.2 | 51.51 | 64 | 17 | 207 | |||||||||
| 18 Feb | 11.56 | 0.93 | 0.01 | 51.46 | 26 | 12 | 189 | |||||||||
| 17 Feb | 11.38 | 0.92 | -0.08 | 54.53 | 43 | 31 | 176 | |||||||||
| 16 Feb | 11.43 | 1 | 0.01 | 57.32 | 46 | 24 | 145 | |||||||||
| 13 Feb | 11.30 | 0.97 | -0.13 | 57.89 | 43 | 14 | 121 | |||||||||
| 12 Feb | 11.55 | 1.1 | -0.18 | 57.15 | 42 | 34 | 107 | |||||||||
| 11 Feb | 11.85 | 1.21 | 0.06 | 56.78 | 61 | 32 | 73 | |||||||||
| 10 Feb | 11.48 | 1.15 | 0 | 60.35 | 9 | 7 | 40 | |||||||||
| 9 Feb | 11.58 | 1.15 | 0.2 | 58.18 | 12 | 5 | 33 | |||||||||
| 6 Feb | 11.12 | 0.94 | -0.06 | 56.48 | 12 | 1 | 28 | |||||||||
| 5 Feb | 11.24 | 1 | -0.07 | 57.09 | 18 | 2 | 27 | |||||||||
| 4 Feb | 11.35 | 1.07 | 0 | 57.4 | 2 | 0 | 25 | |||||||||
| 3 Feb | 11.41 | 1.07 | 0.29 | 55.12 | 4 | 2 | 24 | |||||||||
| 2 Feb | 10.81 | 0.8 | -0.15 | 55.83 | 25 | 13 | 18 | |||||||||
| 1 Feb | 10.87 | 0.95 | 0.45 | - | 0 | 0 | 5 | |||||||||
| 30 Jan | 11.17 | 0.95 | 0.45 | 54.7 | 10 | 3 | 5 | |||||||||
| 29 Jan | 10.05 | 0.5 | -0.16 | 54.53 | 2 | 1 | 1 | |||||||||
For Vodafone Idea Limited - strike price 12 expiring on 28APR2026
Delta for 12 CE is 0.03
Historical price for 12 CE is as follows
On 24 Apr IDEA was trading at 9.48. The strike last trading price was 0.01, which was 0 lower than the previous day. The implied volatity was 101.98, the open interest changed by -8 which decreased total open position to 1489
On 23 Apr IDEA was trading at 9.58. The strike last trading price was 0.01, which was 0 lower than the previous day. The implied volatity was 92.89, the open interest changed by -37 which decreased total open position to 1497
On 22 Apr IDEA was trading at 9.54. The strike last trading price was 0.01, which was 0 lower than the previous day. The implied volatity was 86.11, the open interest changed by -48 which decreased total open position to 1559
On 21 Apr IDEA was trading at 9.55. The strike last trading price was 0.01, which was 0 lower than the previous day. The implied volatity was 80.09, the open interest changed by -117 which decreased total open position to 1608
On 20 Apr IDEA was trading at 9.47. The strike last trading price was 0.01, which was -0.01 lower than the previous day. The implied volatity was 78.08, the open interest changed by 17 which increased total open position to 1826
On 17 Apr IDEA was trading at 9.61. The strike last trading price was 0.02, which was 0.01 higher than the previous day. The implied volatity was 70.04, the open interest changed by -29 which decreased total open position to 1807
On 16 Apr IDEA was trading at 9.53. The strike last trading price was 0.01, which was 0 lower than the previous day. The implied volatity was 61.84, the open interest changed by -30 which decreased total open position to 1836
On 15 Apr IDEA was trading at 9.44. The strike last trading price was 0.02, which was 0.01 higher than the previous day. The implied volatity was 67.85, the open interest changed by -28 which decreased total open position to 1845
On 13 Apr IDEA was trading at 9.25. The strike last trading price was 0.02, which was 0 lower than the previous day. The implied volatity was 69.52, the open interest changed by 27 which increased total open position to 1873
On 10 Apr IDEA was trading at 9.25. The strike last trading price was 0.02, which was -0.009999999999999998 lower than the previous day. The implied volatity was 63.03, the open interest changed by 5 which increased total open position to 1845
On 9 Apr IDEA was trading at 9.12. The strike last trading price was 0.03, which was -0.01 lower than the previous day. The implied volatity was -, the open interest changed by -131 which decreased total open position to 1841
On 8 Apr IDEA was trading at 9.20. The strike last trading price was 0.04, which was 0.01 higher than the previous day. The implied volatity was 68.63, the open interest changed by 54 which increased total open position to 1972
On 7 Apr IDEA was trading at 8.63. The strike last trading price was 0.04, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -114 which decreased total open position to 1918
On 6 Apr IDEA was trading at 8.76. The strike last trading price was 0.04, which was 0.01 higher than the previous day. The implied volatity was -, the open interest changed by -59 which decreased total open position to 2039
On 2 Apr IDEA was trading at 8.58. The strike last trading price was 0.04, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 99 which increased total open position to 2106
On 1 Apr IDEA was trading at 8.64. The strike last trading price was 0.04, which was -0.02 lower than the previous day. The implied volatity was -, the open interest changed by 144 which increased total open position to 2007
On 30 Mar IDEA was trading at 8.53. The strike last trading price was 0.06, which was -0.01 lower than the previous day. The implied volatity was -, the open interest changed by 215 which increased total open position to 1869
On 27 Mar IDEA was trading at 8.89. The strike last trading price was 0.08, which was -0.01 lower than the previous day. The implied volatity was 68.68, the open interest changed by 161 which increased total open position to 1649
On 25 Mar IDEA was trading at 9.04. The strike last trading price was 0.09, which was -0.01 lower than the previous day. The implied volatity was 67.37, the open interest changed by 358 which increased total open position to 1457
On 24 Mar IDEA was trading at 8.88. The strike last trading price was 0.11, which was -0.01 lower than the previous day. The implied volatity was 71.96, the open interest changed by 65 which increased total open position to 1102
On 23 Mar IDEA was trading at 8.70. The strike last trading price was 0.13, which was -0.02 lower than the previous day. The implied volatity was 76.26, the open interest changed by 75 which increased total open position to 1039
On 20 Mar IDEA was trading at 9.34. The strike last trading price was 0.15, which was 0.01 higher than the previous day. The implied volatity was 65.57, the open interest changed by 39 which increased total open position to 963
On 19 Mar IDEA was trading at 8.94. The strike last trading price was 0.14, which was -0.05 lower than the previous day. The implied volatity was 72.41, the open interest changed by 14 which increased total open position to 923
On 18 Mar IDEA was trading at 9.44. The strike last trading price was 0.19, which was 0 lower than the previous day. The implied volatity was 67.62, the open interest changed by 75 which increased total open position to 902
On 17 Mar IDEA was trading at 9.25. The strike last trading price was 0.19, which was -0.06 lower than the previous day. The implied volatity was 70.22, the open interest changed by 61 which increased total open position to 825
On 16 Mar IDEA was trading at 9.39. The strike last trading price was 0.25, which was 0.02 higher than the previous day. The implied volatity was 73.09, the open interest changed by 91 which increased total open position to 765
On 13 Mar IDEA was trading at 9.27. The strike last trading price was 0.25, which was -0.01 lower than the previous day. The implied volatity was 70.3, the open interest changed by 60 which increased total open position to 682
On 12 Mar IDEA was trading at 9.56. The strike last trading price was 0.27, which was -0.01 lower than the previous day. The implied volatity was 68.02, the open interest changed by 10 which increased total open position to 622
On 11 Mar IDEA was trading at 9.71. The strike last trading price was 0.29, which was -0.06 lower than the previous day. The implied volatity was 66.39, the open interest changed by 26 which increased total open position to 612
On 10 Mar IDEA was trading at 10.01. The strike last trading price was 0.37, which was 0.03 higher than the previous day. The implied volatity was 64.89, the open interest changed by 25 which increased total open position to 585
On 9 Mar IDEA was trading at 9.91. The strike last trading price was 0.35, which was -0.02 lower than the previous day. The implied volatity was 65.25, the open interest changed by 55 which increased total open position to 560
On 6 Mar IDEA was trading at 10.06. The strike last trading price was 0.37, which was -0.04 lower than the previous day. The implied volatity was 61.52, the open interest changed by 22 which increased total open position to 501
On 5 Mar IDEA was trading at 10.22. The strike last trading price was 0.42, which was 0.08 higher than the previous day. The implied volatity was 60.43, the open interest changed by 54 which increased total open position to 476
On 4 Mar IDEA was trading at 9.99. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 60.89, the open interest changed by 30 which increased total open position to 421
On 2 Mar IDEA was trading at 10.29. The strike last trading price was 0.41, which was -0.07 lower than the previous day. The implied volatity was 55.8, the open interest changed by 60 which increased total open position to 389
On 27 Feb IDEA was trading at 10.59. The strike last trading price was 0.46, which was -0.12 lower than the previous day. The implied volatity was 53.06, the open interest changed by 6 which increased total open position to 329
On 26 Feb IDEA was trading at 10.85. The strike last trading price was 0.58, which was 0.04 higher than the previous day. The implied volatity was 53.38, the open interest changed by 83 which increased total open position to 326
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 53.39, the open interest changed by -71 which decreased total open position to 243
On 24 Feb IDEA was trading at 10.91. The strike last trading price was 0.61, which was -0.02 lower than the previous day. The implied volatity was 51.84, the open interest changed by 46 which increased total open position to 313
On 23 Feb IDEA was trading at 10.98. The strike last trading price was 0.63, which was -0.09 lower than the previous day. The implied volatity was 51.34, the open interest changed by 41 which increased total open position to 265
On 20 Feb IDEA was trading at 11.16. The strike last trading price was 0.7, which was -0.06 lower than the previous day. The implied volatity was 51.24, the open interest changed by 15 which increased total open position to 223
On 19 Feb IDEA was trading at 11.26. The strike last trading price was 0.74, which was -0.2 lower than the previous day. The implied volatity was 51.51, the open interest changed by 17 which increased total open position to 207
On 18 Feb IDEA was trading at 11.56. The strike last trading price was 0.93, which was 0.01 higher than the previous day. The implied volatity was 51.46, the open interest changed by 12 which increased total open position to 189
On 17 Feb IDEA was trading at 11.38. The strike last trading price was 0.92, which was -0.08 lower than the previous day. The implied volatity was 54.53, the open interest changed by 31 which increased total open position to 176
On 16 Feb IDEA was trading at 11.43. The strike last trading price was 1, which was 0.01 higher than the previous day. The implied volatity was 57.32, the open interest changed by 24 which increased total open position to 145
On 13 Feb IDEA was trading at 11.30. The strike last trading price was 0.97, which was -0.13 lower than the previous day. The implied volatity was 57.89, the open interest changed by 14 which increased total open position to 121
On 12 Feb IDEA was trading at 11.55. The strike last trading price was 1.1, which was -0.18 lower than the previous day. The implied volatity was 57.15, the open interest changed by 34 which increased total open position to 107
On 11 Feb IDEA was trading at 11.85. The strike last trading price was 1.21, which was 0.06 higher than the previous day. The implied volatity was 56.78, the open interest changed by 32 which increased total open position to 73
On 10 Feb IDEA was trading at 11.48. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 60.35, the open interest changed by 7 which increased total open position to 40
On 9 Feb IDEA was trading at 11.58. The strike last trading price was 1.15, which was 0.2 higher than the previous day. The implied volatity was 58.18, the open interest changed by 5 which increased total open position to 33
On 6 Feb IDEA was trading at 11.12. The strike last trading price was 0.94, which was -0.06 lower than the previous day. The implied volatity was 56.48, the open interest changed by 1 which increased total open position to 28
On 5 Feb IDEA was trading at 11.24. The strike last trading price was 1, which was -0.07 lower than the previous day. The implied volatity was 57.09, the open interest changed by 2 which increased total open position to 27
On 4 Feb IDEA was trading at 11.35. The strike last trading price was 1.07, which was 0 lower than the previous day. The implied volatity was 57.4, the open interest changed by 0 which decreased total open position to 25
On 3 Feb IDEA was trading at 11.41. The strike last trading price was 1.07, which was 0.29 higher than the previous day. The implied volatity was 55.12, the open interest changed by 2 which increased total open position to 24
On 2 Feb IDEA was trading at 10.81. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 55.83, the open interest changed by 13 which increased total open position to 18
On 1 Feb IDEA was trading at 10.87. The strike last trading price was 0.95, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 30 Jan IDEA was trading at 11.17. The strike last trading price was 0.95, which was 0.45 higher than the previous day. The implied volatity was 54.7, the open interest changed by 3 which increased total open position to 5
On 29 Jan IDEA was trading at 10.05. The strike last trading price was 0.5, which was -0.16 lower than the previous day. The implied volatity was 54.53, the open interest changed by 1 which increased total open position to 1
| IDEA 28-Apr-2026 (4d) 12 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.96
Vega: 0
Theta: -0.01
Gamma: 0.07009
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 9.48 | 2.49 | 0.040000000000000036 | 114.62 | 74 | -56 | 423 |
| 23 Apr | 9.58 | 2.47 | 0.020000000000000018 | 125.84 | 63 | -59 | 480 |
| 22 Apr | 9.54 | 2.45 | -0.009999999999999787 | 97.29 | 42 | -30 | 541 |
| 21 Apr | 9.55 | 2.46 | -0.06999999999999984 | 92.17 | 85 | -56 | 572 |
| 20 Apr | 9.47 | 2.53 | 0.1499999999999999 | 95.93 | 61 | -15 | 629 |
| 17 Apr | 9.61 | 2.38 | -0.1200000000000001 | 75.69 | 80 | -44 | 645 |
| 16 Apr | 9.53 | 2.5 | -0.040000000000000036 | 76.73 | 11 | -5 | 691 |
| 15 Apr | 9.44 | 2.48 | -0.25 | 67.85 | 29 | -7 | 697 |
| 13 Apr | 9.25 | 2.75 | 0.040000000000000036 | 59.66 | 42 | -7 | 703 |
| 10 Apr | 9.25 | 2.73 | -0.10000000000000009 | 64.48 | 21 | 3 | 710 |
| 9 Apr | 9.12 | 2.83 | 0.06 | 48.59 | 21 | 3 | 706 |
| 8 Apr | 9.20 | 2.77 | -0.53 | 67.65 | 41 | -23 | 703 |
| 7 Apr | 8.63 | 3.3 | 0.1 | - | 11 | 1 | 726 |
| 6 Apr | 8.76 | 3.2 | -0.19 | - | 10 | -5 | 725 |
| 2 Apr | 8.58 | 3.39 | 0.12 | - | 12 | 0 | 732 |
| 1 Apr | 8.64 | 3.3 | -0.12 | 53.7 | 421 | 22 | 731 |
| 30 Mar | 8.53 | 3.45 | 0.41 | - | 320 | 123 | 708 |
| 27 Mar | 8.89 | 3.09 | 0.2 | 64.41 | 241 | 134 | 585 |
| 25 Mar | 9.04 | 2.91 | -0.2 | 61.26 | 60 | 34 | 450 |
| 24 Mar | 8.88 | 3.14 | -0.13 | - | 85 | 46 | 415 |
| 23 Mar | 8.70 | 3.27 | 0.53 | 64.17 | 75 | 45 | 369 |
| 20 Mar | 9.34 | 2.74 | -0.44 | 74.14 | 186 | 108 | 324 |
| 19 Mar | 8.94 | 3.18 | 0.6 | 75.44 | 28 | 10 | 215 |
| 18 Mar | 9.44 | 2.61 | -0.18 | 63.13 | 45 | 21 | 203 |
| 17 Mar | 9.25 | 2.8 | 0.09 | 69.88 | 17 | 8 | 181 |
| 16 Mar | 9.39 | 2.72 | -0.06 | 73.15 | 10 | 6 | 173 |
| 13 Mar | 9.27 | 2.84 | 0.31 | 83.96 | 12 | 1 | 166 |
| 12 Mar | 9.56 | 2.57 | 0.07 | 70.77 | 10 | 3 | 164 |
| 11 Mar | 9.71 | 2.5 | 0.24 | 70.83 | 2 | 1 | 161 |
| 10 Mar | 10.01 | 2.26 | 0.03 | 71.21 | 8 | 4 | 159 |
| 9 Mar | 9.91 | 2.26 | 0.11 | 63.86 | 9 | 4 | 155 |
| 6 Mar | 10.06 | 2.17 | 0.2 | 64.04 | 8 | 1 | 151 |
| 5 Mar | 10.22 | 2.03 | -0.17 | 63.02 | 20 | 5 | 151 |
| 4 Mar | 9.99 | 2.2 | 0.33 | 60.07 | 5 | 2 | 146 |
| 2 Mar | 10.29 | 1.89 | 0.2 | 56.9 | 25 | 14 | 143 |
| 27 Feb | 10.59 | 1.7 | 0.18 | 52.78 | 24 | 10 | 126 |
| 26 Feb | 10.85 | 1.54 | -0.07 | 53.9 | 32 | 14 | 116 |
| 25 Feb | 10.73 | 1.6 | 0 | 53.51 | 34 | 11 | 101 |
| 24 Feb | 10.91 | 1.6 | 0.1 | 60.02 | 3 | -1 | 90 |
| 23 Feb | 10.98 | 1.5 | 0.13 | 55.38 | 4 | 3 | 91 |
| 20 Feb | 11.16 | 1.4 | 0.07 | 53.04 | 26 | 15 | 87 |
| 19 Feb | 11.26 | 1.4 | 0.25 | 54.2 | 16 | 10 | 72 |
| 18 Feb | 11.56 | 1.15 | -0.2 | 51.19 | 24 | 18 | 61 |
| 17 Feb | 11.38 | 1.35 | 0.07 | 56.68 | 3 | 0 | 43 |
| 16 Feb | 11.43 | 1.29 | -0.11 | 54.39 | 26 | 19 | 44 |
| 13 Feb | 11.30 | 1.4 | 0.13 | 55.46 | 8 | 0 | 24 |
| 12 Feb | 11.55 | 1.27 | 0.14 | 55.2 | 2 | 1 | 23 |
| 11 Feb | 11.85 | 1.14 | -0.18 | 53.36 | 11 | 7 | 21 |
| 10 Feb | 11.48 | 1.32 | 0.09 | 55.38 | 6 | 3 | 12 |
| 9 Feb | 11.58 | 1.26 | -0.34 | 54.34 | 7 | 2 | 9 |
| 6 Feb | 11.12 | 1.6 | 0.05 | 59.98 | 3 | 1 | 5 |
| 5 Feb | 11.24 | 1.55 | -0.95 | - | 0 | 0 | 4 |
| 4 Feb | 11.35 | 1.55 | -0.95 | - | 0 | 0 | 4 |
| 3 Feb | 11.41 | 1.55 | -0.95 | - | 0 | 0 | 4 |
| 2 Feb | 10.81 | 1.55 | -0.95 | - | 0 | 0 | 4 |
| 1 Feb | 10.87 | 1.55 | -0.95 | - | 0 | 0 | 4 |
| 30 Jan | 11.17 | 1.55 | -0.95 | 55.43 | 2 | 1 | 3 |
| 29 Jan | 10.05 | 2.5 | -0.15 | 72.11 | 2 | 0 | 0 |
For Vodafone Idea Limited - strike price 12 expiring on 28APR2026
Delta for 12 PE is -0.96
Historical price for 12 PE is as follows
On 24 Apr IDEA was trading at 9.48. The strike last trading price was 2.49, which was 0.040000000000000036 higher than the previous day. The implied volatity was 114.62, the open interest changed by -56 which decreased total open position to 423
On 23 Apr IDEA was trading at 9.58. The strike last trading price was 2.47, which was 0.020000000000000018 higher than the previous day. The implied volatity was 125.84, the open interest changed by -59 which decreased total open position to 480
On 22 Apr IDEA was trading at 9.54. The strike last trading price was 2.45, which was -0.009999999999999787 lower than the previous day. The implied volatity was 97.29, the open interest changed by -30 which decreased total open position to 541
On 21 Apr IDEA was trading at 9.55. The strike last trading price was 2.46, which was -0.06999999999999984 lower than the previous day. The implied volatity was 92.17, the open interest changed by -56 which decreased total open position to 572
On 20 Apr IDEA was trading at 9.47. The strike last trading price was 2.53, which was 0.1499999999999999 higher than the previous day. The implied volatity was 95.93, the open interest changed by -15 which decreased total open position to 629
On 17 Apr IDEA was trading at 9.61. The strike last trading price was 2.38, which was -0.1200000000000001 lower than the previous day. The implied volatity was 75.69, the open interest changed by -44 which decreased total open position to 645
On 16 Apr IDEA was trading at 9.53. The strike last trading price was 2.5, which was -0.040000000000000036 lower than the previous day. The implied volatity was 76.73, the open interest changed by -5 which decreased total open position to 691
On 15 Apr IDEA was trading at 9.44. The strike last trading price was 2.48, which was -0.25 lower than the previous day. The implied volatity was 67.85, the open interest changed by -7 which decreased total open position to 697
On 13 Apr IDEA was trading at 9.25. The strike last trading price was 2.75, which was 0.040000000000000036 higher than the previous day. The implied volatity was 59.66, the open interest changed by -7 which decreased total open position to 703
On 10 Apr IDEA was trading at 9.25. The strike last trading price was 2.73, which was -0.10000000000000009 lower than the previous day. The implied volatity was 64.48, the open interest changed by 3 which increased total open position to 710
On 9 Apr IDEA was trading at 9.12. The strike last trading price was 2.83, which was 0.06 higher than the previous day. The implied volatity was 48.59, the open interest changed by 3 which increased total open position to 706
On 8 Apr IDEA was trading at 9.20. The strike last trading price was 2.77, which was -0.53 lower than the previous day. The implied volatity was 67.65, the open interest changed by -23 which decreased total open position to 703
On 7 Apr IDEA was trading at 8.63. The strike last trading price was 3.3, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 726
On 6 Apr IDEA was trading at 8.76. The strike last trading price was 3.2, which was -0.19 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 725
On 2 Apr IDEA was trading at 8.58. The strike last trading price was 3.39, which was 0.12 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 732
On 1 Apr IDEA was trading at 8.64. The strike last trading price was 3.3, which was -0.12 lower than the previous day. The implied volatity was 53.7, the open interest changed by 22 which increased total open position to 731
On 30 Mar IDEA was trading at 8.53. The strike last trading price was 3.45, which was 0.41 higher than the previous day. The implied volatity was -, the open interest changed by 123 which increased total open position to 708
On 27 Mar IDEA was trading at 8.89. The strike last trading price was 3.09, which was 0.2 higher than the previous day. The implied volatity was 64.41, the open interest changed by 134 which increased total open position to 585
On 25 Mar IDEA was trading at 9.04. The strike last trading price was 2.91, which was -0.2 lower than the previous day. The implied volatity was 61.26, the open interest changed by 34 which increased total open position to 450
On 24 Mar IDEA was trading at 8.88. The strike last trading price was 3.14, which was -0.13 lower than the previous day. The implied volatity was -, the open interest changed by 46 which increased total open position to 415
On 23 Mar IDEA was trading at 8.70. The strike last trading price was 3.27, which was 0.53 higher than the previous day. The implied volatity was 64.17, the open interest changed by 45 which increased total open position to 369
On 20 Mar IDEA was trading at 9.34. The strike last trading price was 2.74, which was -0.44 lower than the previous day. The implied volatity was 74.14, the open interest changed by 108 which increased total open position to 324
On 19 Mar IDEA was trading at 8.94. The strike last trading price was 3.18, which was 0.6 higher than the previous day. The implied volatity was 75.44, the open interest changed by 10 which increased total open position to 215
On 18 Mar IDEA was trading at 9.44. The strike last trading price was 2.61, which was -0.18 lower than the previous day. The implied volatity was 63.13, the open interest changed by 21 which increased total open position to 203
On 17 Mar IDEA was trading at 9.25. The strike last trading price was 2.8, which was 0.09 higher than the previous day. The implied volatity was 69.88, the open interest changed by 8 which increased total open position to 181
On 16 Mar IDEA was trading at 9.39. The strike last trading price was 2.72, which was -0.06 lower than the previous day. The implied volatity was 73.15, the open interest changed by 6 which increased total open position to 173
On 13 Mar IDEA was trading at 9.27. The strike last trading price was 2.84, which was 0.31 higher than the previous day. The implied volatity was 83.96, the open interest changed by 1 which increased total open position to 166
On 12 Mar IDEA was trading at 9.56. The strike last trading price was 2.57, which was 0.07 higher than the previous day. The implied volatity was 70.77, the open interest changed by 3 which increased total open position to 164
On 11 Mar IDEA was trading at 9.71. The strike last trading price was 2.5, which was 0.24 higher than the previous day. The implied volatity was 70.83, the open interest changed by 1 which increased total open position to 161
On 10 Mar IDEA was trading at 10.01. The strike last trading price was 2.26, which was 0.03 higher than the previous day. The implied volatity was 71.21, the open interest changed by 4 which increased total open position to 159
On 9 Mar IDEA was trading at 9.91. The strike last trading price was 2.26, which was 0.11 higher than the previous day. The implied volatity was 63.86, the open interest changed by 4 which increased total open position to 155
On 6 Mar IDEA was trading at 10.06. The strike last trading price was 2.17, which was 0.2 higher than the previous day. The implied volatity was 64.04, the open interest changed by 1 which increased total open position to 151
On 5 Mar IDEA was trading at 10.22. The strike last trading price was 2.03, which was -0.17 lower than the previous day. The implied volatity was 63.02, the open interest changed by 5 which increased total open position to 151
On 4 Mar IDEA was trading at 9.99. The strike last trading price was 2.2, which was 0.33 higher than the previous day. The implied volatity was 60.07, the open interest changed by 2 which increased total open position to 146
On 2 Mar IDEA was trading at 10.29. The strike last trading price was 1.89, which was 0.2 higher than the previous day. The implied volatity was 56.9, the open interest changed by 14 which increased total open position to 143
On 27 Feb IDEA was trading at 10.59. The strike last trading price was 1.7, which was 0.18 higher than the previous day. The implied volatity was 52.78, the open interest changed by 10 which increased total open position to 126
On 26 Feb IDEA was trading at 10.85. The strike last trading price was 1.54, which was -0.07 lower than the previous day. The implied volatity was 53.9, the open interest changed by 14 which increased total open position to 116
On 25 Feb IDEA was trading at 10.73. The strike last trading price was 1.6, which was 0 lower than the previous day. The implied volatity was 53.51, the open interest changed by 11 which increased total open position to 101
On 24 Feb IDEA was trading at 10.91. The strike last trading price was 1.6, which was 0.1 higher than the previous day. The implied volatity was 60.02, the open interest changed by -1 which decreased total open position to 90
On 23 Feb IDEA was trading at 10.98. The strike last trading price was 1.5, which was 0.13 higher than the previous day. The implied volatity was 55.38, the open interest changed by 3 which increased total open position to 91
On 20 Feb IDEA was trading at 11.16. The strike last trading price was 1.4, which was 0.07 higher than the previous day. The implied volatity was 53.04, the open interest changed by 15 which increased total open position to 87
On 19 Feb IDEA was trading at 11.26. The strike last trading price was 1.4, which was 0.25 higher than the previous day. The implied volatity was 54.2, the open interest changed by 10 which increased total open position to 72
On 18 Feb IDEA was trading at 11.56. The strike last trading price was 1.15, which was -0.2 lower than the previous day. The implied volatity was 51.19, the open interest changed by 18 which increased total open position to 61
On 17 Feb IDEA was trading at 11.38. The strike last trading price was 1.35, which was 0.07 higher than the previous day. The implied volatity was 56.68, the open interest changed by 0 which decreased total open position to 43
On 16 Feb IDEA was trading at 11.43. The strike last trading price was 1.29, which was -0.11 lower than the previous day. The implied volatity was 54.39, the open interest changed by 19 which increased total open position to 44
On 13 Feb IDEA was trading at 11.30. The strike last trading price was 1.4, which was 0.13 higher than the previous day. The implied volatity was 55.46, the open interest changed by 0 which decreased total open position to 24
On 12 Feb IDEA was trading at 11.55. The strike last trading price was 1.27, which was 0.14 higher than the previous day. The implied volatity was 55.2, the open interest changed by 1 which increased total open position to 23
On 11 Feb IDEA was trading at 11.85. The strike last trading price was 1.14, which was -0.18 lower than the previous day. The implied volatity was 53.36, the open interest changed by 7 which increased total open position to 21
On 10 Feb IDEA was trading at 11.48. The strike last trading price was 1.32, which was 0.09 higher than the previous day. The implied volatity was 55.38, the open interest changed by 3 which increased total open position to 12
On 9 Feb IDEA was trading at 11.58. The strike last trading price was 1.26, which was -0.34 lower than the previous day. The implied volatity was 54.34, the open interest changed by 2 which increased total open position to 9
On 6 Feb IDEA was trading at 11.12. The strike last trading price was 1.6, which was 0.05 higher than the previous day. The implied volatity was 59.98, the open interest changed by 1 which increased total open position to 5
On 5 Feb IDEA was trading at 11.24. The strike last trading price was 1.55, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 4 Feb IDEA was trading at 11.35. The strike last trading price was 1.55, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 3 Feb IDEA was trading at 11.41. The strike last trading price was 1.55, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 2 Feb IDEA was trading at 10.81. The strike last trading price was 1.55, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 1 Feb IDEA was trading at 10.87. The strike last trading price was 1.55, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 30 Jan IDEA was trading at 11.17. The strike last trading price was 1.55, which was -0.95 lower than the previous day. The implied volatity was 55.43, the open interest changed by 1 which increased total open position to 3
On 29 Jan IDEA was trading at 10.05. The strike last trading price was 2.5, which was -0.15 lower than the previous day. The implied volatity was 72.11, the open interest changed by 0 which decreased total open position to 0
