[--[65.84.65.76]--]
IDEA
VODAFONE IDEA LIMITED

17.09 -0.39 (-2.23%)

Back to Option Chain


Historical option data for IDEA

05 Jul 2024 04:13 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 17.09 5.4 0.00 - 0 0 0
4 Jul 17.48 5.4 - 0 0 0
3 Jul 17.47 5.4 - 0 0 0
2 Jul 17.02 5.4 - 40,000 3,20,000 3,20,000
1 Jul 17.62 6.4 - 0 40,000 0
28 Jun 17.89 6.4 - 0 40,000 0
27 Jun 18.52 6.4 - 1,60,000 40,000 2,80,000
26 Jun 18.02 6.3 - 1,60,000 80,000 2,40,000
25 Jun 17.19 5.55 - 80,000 40,000 1,60,000
24 Jun 17.26 4.1 - 0 0 0
21 Jun 17.14 4.10 - 0 0 0
20 Jun 16.53 4.10 - 0 0 0
19 Jun 16.92 4.10 - 0 0 0
18 Jun 16.85 4.10 - 0 0 0
14 Jun 16.73 4.10 - 0 0 0
13 Jun 16.07 4.10 - 0 0 0
12 Jun 16.43 4.10 - 0 40,000 0
11 Jun 16.19 4.10 - 40,000 0 80,000
10 Jun 15.81 4.10 - 40,000 0 40,000
7 Jun 15.85 3.55 - 0 40,000 0
6 Jun 15.00 3.55 - 0 40,000 0
5 Jun 14.85 3.55 - 0 40,000 0
4 Jun 13.20 3.55 - 0 40,000 0
3 Jun 16.00 3.55 - 0 40,000 0
31 May 15.25 3.55 - 40,000 0 0
30 May 14.60 3.05 - 0 0 0
24 May 15.10 3.05 - 0 0 0


For VODAFONE IDEA LIMITED - strike price 12 expiring on 25JUL2024

Delta for 12 CE is -

Historical price for 12 CE is as follows

On 5 Jul IDEA was trading at 17.09. The strike last trading price was 5.4, 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 Jul IDEA was trading at 17.48. The strike last trading price was 5.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Jul IDEA was trading at 17.47. The strike last trading price was 5.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Jul IDEA was trading at 17.02. The strike last trading price was 5.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 320000 which increased total open position to 320000


On 1 Jul IDEA was trading at 17.62. The strike last trading price was 6.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 0


On 28 Jun IDEA was trading at 17.89. The strike last trading price was 6.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 0


On 27 Jun IDEA was trading at 18.52. The strike last trading price was 6.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 280000


On 26 Jun IDEA was trading at 18.02. The strike last trading price was 6.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 80000 which increased total open position to 240000


On 25 Jun IDEA was trading at 17.19. The strike last trading price was 5.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 160000


On 24 Jun IDEA was trading at 17.26. The strike last trading price was 4.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Jun IDEA was trading at 17.14. The strike last trading price was 4.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Jun IDEA was trading at 16.53. The strike last trading price was 4.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Jun IDEA was trading at 16.92. The strike last trading price was 4.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Jun IDEA was trading at 16.85. The strike last trading price was 4.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jun IDEA was trading at 16.73. The strike last trading price was 4.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jun IDEA was trading at 16.07. The strike last trading price was 4.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Jun IDEA was trading at 16.43. The strike last trading price was 4.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 0


On 11 Jun IDEA was trading at 16.19. The strike last trading price was 4.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80000


On 10 Jun IDEA was trading at 15.81. The strike last trading price was 4.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40000


On 7 Jun IDEA was trading at 15.85. The strike last trading price was 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 0


On 6 Jun IDEA was trading at 15.00. The strike last trading price was 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 0


On 5 Jun IDEA was trading at 14.85. The strike last trading price was 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 0


On 4 Jun IDEA was trading at 13.20. The strike last trading price was 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 0


On 3 Jun IDEA was trading at 16.00. The strike last trading price was 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 0


On 31 May IDEA was trading at 15.25. The strike last trading price was 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 May IDEA was trading at 14.60. The strike last trading price was 3.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 May IDEA was trading at 15.10. The strike last trading price was 3.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 17.09 0.05 0.00 - 12,40,000 -9,20,000 52,00,000
4 Jul 17.48 0.05 - 80,000 -4,00,000 61,20,000
3 Jul 17.47 0.05 - 4,40,000 -40,000 65,20,000
2 Jul 17.02 0.05 - 9,20,000 1,60,000 64,40,000
1 Jul 17.62 0.05 - 9,60,000 2,00,000 62,80,000
28 Jun 17.89 0.05 - 41,20,000 6,80,000 60,80,000
27 Jun 18.52 0.05 - 19,20,000 -1,60,000 54,00,000
26 Jun 18.02 0.05 - 7,60,000 80,000 55,60,000
25 Jun 17.19 0.05 - 1,20,000 0 54,80,000
24 Jun 17.26 0.1 - 2,40,000 40,000 54,80,000
21 Jun 17.14 0.10 - 3,20,000 40,000 55,20,000
20 Jun 16.53 0.10 - 4,00,000 -2,80,000 54,80,000
19 Jun 16.92 0.05 - 7,60,000 -6,40,000 57,60,000
18 Jun 16.85 0.10 - 6,00,000 0 64,00,000
14 Jun 16.73 0.10 - 30,80,000 -7,20,000 64,00,000
13 Jun 16.07 0.10 - 18,80,000 8,40,000 71,20,000
12 Jun 16.43 0.10 - 3,60,000 80,000 62,40,000
11 Jun 16.19 0.15 - 3,20,000 -1,20,000 61,60,000
10 Jun 15.81 0.15 - 3,20,000 -40,000 62,80,000
7 Jun 15.85 0.15 - 22,80,000 4,00,000 63,20,000
6 Jun 15.00 0.20 - 8,80,000 -1,60,000 59,20,000
5 Jun 14.85 0.20 - 48,40,000 14,00,000 60,80,000
4 Jun 13.20 0.55 - 54,80,000 36,40,000 46,80,000
3 Jun 16.00 0.15 - 80,000 40,000 10,40,000
31 May 15.25 0.25 - 6,00,000 4,00,000 10,00,000
30 May 14.60 0.25 - 40,000 6,00,000 6,00,000
24 May 15.10 0.25 - 9,20,000 5,60,000 5,60,000


For VODAFONE IDEA LIMITED - strike price 12 expiring on 25JUL2024

Delta for 12 PE is -

Historical price for 12 PE is as follows

On 5 Jul IDEA was trading at 17.09. 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 -920000 which decreased total open position to 5200000


On 4 Jul IDEA was trading at 17.48. The strike last trading price was 0.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -400000 which decreased total open position to 6120000


On 3 Jul IDEA was trading at 17.47. The strike last trading price was 0.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -40000 which decreased total open position to 6520000


On 2 Jul IDEA was trading at 17.02. The strike last trading price was 0.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 160000 which increased total open position to 6440000


On 1 Jul IDEA was trading at 17.62. The strike last trading price was 0.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 200000 which increased total open position to 6280000


On 28 Jun IDEA was trading at 17.89. The strike last trading price was 0.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 680000 which increased total open position to 6080000


On 27 Jun IDEA was trading at 18.52. The strike last trading price was 0.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -160000 which decreased total open position to 5400000


On 26 Jun IDEA was trading at 18.02. The strike last trading price was 0.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 80000 which increased total open position to 5560000


On 25 Jun IDEA was trading at 17.19. The strike last trading price was 0.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5480000


On 24 Jun IDEA was trading at 17.26. The strike last trading price was 0.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 5480000


On 21 Jun IDEA was trading at 17.14. The strike last trading price was 0.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 5520000


On 20 Jun IDEA was trading at 16.53. The strike last trading price was 0.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -280000 which decreased total open position to 5480000


On 19 Jun IDEA was trading at 16.92. The strike last trading price was 0.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -640000 which decreased total open position to 5760000


On 18 Jun IDEA was trading at 16.85. The strike last trading price was 0.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6400000


On 14 Jun IDEA was trading at 16.73. The strike last trading price was 0.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -720000 which decreased total open position to 6400000


On 13 Jun IDEA was trading at 16.07. The strike last trading price was 0.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 840000 which increased total open position to 7120000


On 12 Jun IDEA was trading at 16.43. The strike last trading price was 0.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 80000 which increased total open position to 6240000


On 11 Jun IDEA was trading at 16.19. The strike last trading price was 0.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -120000 which decreased total open position to 6160000


On 10 Jun IDEA was trading at 15.81. The strike last trading price was 0.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -40000 which decreased total open position to 6280000


On 7 Jun IDEA was trading at 15.85. The strike last trading price was 0.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 400000 which increased total open position to 6320000


On 6 Jun IDEA was trading at 15.00. The strike last trading price was 0.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -160000 which decreased total open position to 5920000


On 5 Jun IDEA was trading at 14.85. The strike last trading price was 0.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1400000 which increased total open position to 6080000


On 4 Jun IDEA was trading at 13.20. The strike last trading price was 0.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 3640000 which increased total open position to 4680000


On 3 Jun IDEA was trading at 16.00. The strike last trading price was 0.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 1040000


On 31 May IDEA was trading at 15.25. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 400000 which increased total open position to 1000000


On 30 May IDEA was trading at 14.60. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 600000 which increased total open position to 600000


On 24 May IDEA was trading at 15.10. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 560000 which increased total open position to 560000