IDEA
VODAFONE IDEA LIMITED
Historical option data for IDEA
05 Jul 2024 04:13 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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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 | ||||
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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: -
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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