IDEA
Vodafone Idea Limited
Historical option data for IDEA
16 Sep 2024 04:13 PM IST
| IDEA 12 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 16 Sept | 13.24 | 1.45 | -0.15 | 54,40,000 | 3,60,000 | 2,82,80,000 | ||||
| 13 Sept | 13.41 | 1.6 | -0.15 | 81,60,000 | 4,00,000 | 2,76,40,000 | ||||
| 12 Sept | 13.52 | 1.75 | 0.30 | 2,90,80,000 | 32,40,000 | 2,72,40,000 | ||||
| 11 Sept | 13.14 | 1.45 | -0.40 | 1,04,40,000 | 14,00,000 | 2,39,20,000 | ||||
| 10 Sept | 13.53 | 1.85 | 0.20 | 1,20,40,000 | 18,00,000 | 2,25,60,000 | ||||
| 9 Sept | 13.20 | 1.65 | -0.10 | 2,98,80,000 | 76,00,000 | 2,08,00,000 | ||||
| 6 Sept | 13.35 | 1.75 | -1.60 | 2,90,80,000 | 1,18,80,000 | 1,32,40,000 | ||||
| 5 Sept | 15.09 | 3.35 | 0.30 | 40,000 | 0 | 13,60,000 | ||||
| 4 Sept | 14.83 | 3.05 | -0.20 | 1,20,000 | 80,000 | 13,60,000 | ||||
| 3 Sept | 15.11 | 3.25 | 0.00 | 40,000 | 0 | 12,40,000 | ||||
| 2 Sept | 15.05 | 3.25 | -0.65 | 4,80,000 | 4,40,000 | 12,00,000 | ||||
| 30 Aug | 15.64 | 3.9 | -3.15 | 7,60,000 | 6,80,000 | 6,80,000 | ||||
| 29 Aug | 16.30 | 7.05 | 0.00 | 0 | 0 | 0 | ||||
| 28 Aug | 15.97 | 7.05 | 0.00 | 0 | 0 | 0 | ||||
| 27 Aug | 16.04 | 7.05 | 0.00 | 0 | 0 | 0 | ||||
| 26 Aug | 15.79 | 7.05 | 0.00 | 0 | 0 | 0 | ||||
| 23 Aug | 15.82 | 7.05 | 0.00 | 0 | 0 | 0 | ||||
| 21 Aug | 15.94 | 7.05 | 0.00 | 0 | 0 | 0 | ||||
| 20 Aug | 15.94 | 7.05 | 0.00 | 0 | 0 | 0 | ||||
| 19 Aug | 15.95 | 7.05 | 0.00 | 0 | 0 | 0 | ||||
| 16 Aug | 15.88 | 7.05 | 0.00 | 0 | 0 | 0 | ||||
| 14 Aug | 15.79 | 7.05 | 0.00 | 0 | 0 | 0 | ||||
| 13 Aug | 15.47 | 7.05 | 0.00 | 0 | 0 | 0 | ||||
| 12 Aug | 16.01 | 7.05 | 0.00 | 0 | 0 | 0 | ||||
| 9 Aug | 16.10 | 7.05 | 0.00 | 0 | 0 | 0 | ||||
| 5 Aug | 15.36 | 7.05 | 0.00 | 0 | 0 | 0 | ||||
| 1 Aug | 15.99 | 7.05 | 0.00 | 0 | 0 | 0 | ||||
| 31 Jul | 16.27 | 7.05 | 0.00 | 0 | 0 | 0 | ||||
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| 30 Jul | 16.21 | 7.05 | 0.00 | 0 | 0 | 0 | ||||
| 26 Jul | 15.98 | 7.05 | 0 | 0 | 0 | |||||
For Vodafone Idea Limited - strike price 12 expiring on 26SEP2024
Delta for 12 CE is -
Historical price for 12 CE is as follows
On 16 Sept IDEA was trading at 13.24. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 360000 which increased total open position to 28280000
On 13 Sept IDEA was trading at 13.41. The strike last trading price was 1.6, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 400000 which increased total open position to 27640000
On 12 Sept IDEA was trading at 13.52. The strike last trading price was 1.75, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by 3240000 which increased total open position to 27240000
On 11 Sept IDEA was trading at 13.14. The strike last trading price was 1.45, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 1400000 which increased total open position to 23920000
On 10 Sept IDEA was trading at 13.53. The strike last trading price was 1.85, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 1800000 which increased total open position to 22560000
On 9 Sept IDEA was trading at 13.20. The strike last trading price was 1.65, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 7600000 which increased total open position to 20800000
On 6 Sept IDEA was trading at 13.35. The strike last trading price was 1.75, which was -1.60 lower than the previous day. The implied volatity was -, the open interest changed by 11880000 which increased total open position to 13240000
On 5 Sept IDEA was trading at 15.09. The strike last trading price was 3.35, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1360000
On 4 Sept IDEA was trading at 14.83. The strike last trading price was 3.05, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 80000 which increased total open position to 1360000
On 3 Sept IDEA was trading at 15.11. The strike last trading price was 3.25, 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 1240000
On 2 Sept IDEA was trading at 15.05. The strike last trading price was 3.25, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 440000 which increased total open position to 1200000
On 30 Aug IDEA was trading at 15.64. The strike last trading price was 3.9, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by 680000 which increased total open position to 680000
On 29 Aug IDEA was trading at 16.30. The strike last trading price was 7.05, 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 Aug IDEA was trading at 15.97. The strike last trading price was 7.05, 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 Aug IDEA was trading at 16.04. The strike last trading price was 7.05, 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 Aug IDEA was trading at 15.79. The strike last trading price was 7.05, 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 23 Aug IDEA was trading at 15.82. The strike last trading price was 7.05, 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 Aug IDEA was trading at 15.94. The strike last trading price was 7.05, 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 Aug IDEA was trading at 15.94. The strike last trading price was 7.05, 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 Aug IDEA was trading at 15.95. The strike last trading price was 7.05, 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 16 Aug IDEA was trading at 15.88. The strike last trading price was 7.05, 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 Aug IDEA was trading at 15.79. The strike last trading price was 7.05, 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 Aug IDEA was trading at 15.47. The strike last trading price was 7.05, 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 Aug IDEA was trading at 16.01. The strike last trading price was 7.05, 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 9 Aug IDEA was trading at 16.10. The strike last trading price was 7.05, 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 Aug IDEA was trading at 15.36. The strike last trading price was 7.05, 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 1 Aug IDEA was trading at 15.99. The strike last trading price was 7.05, 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 31 Jul IDEA was trading at 16.27. The strike last trading price was 7.05, 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 30 Jul IDEA was trading at 16.21. The strike last trading price was 7.05, 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 Jul IDEA was trading at 15.98. The strike last trading price was 7.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| IDEA 12 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 16 Sept | 13.24 | 0.1 | -0.05 | 2,38,80,000 | 25,20,000 | 7,85,60,000 |
| 13 Sept | 13.41 | 0.15 | 0.00 | 54,80,000 | 27,60,000 | 7,60,40,000 |
| 12 Sept | 13.52 | 0.15 | -0.05 | 12,90,00,000 | -4,80,000 | 7,31,60,000 |
| 11 Sept | 13.14 | 0.2 | 0.00 | 2,20,80,000 | 10,80,000 | 7,49,20,000 |
| 10 Sept | 13.53 | 0.2 | -0.05 | 4,39,60,000 | 22,40,000 | 7,40,00,000 |
| 9 Sept | 13.20 | 0.25 | 0.00 | 12,78,00,000 | 1,21,60,000 | 7,26,00,000 |
| 6 Sept | 13.35 | 0.25 | 0.20 | 34,31,20,000 | 4,70,80,000 | 5,97,20,000 |
| 5 Sept | 15.09 | 0.05 | -0.05 | 4,40,000 | 1,20,000 | 1,26,40,000 |
| 4 Sept | 14.83 | 0.1 | 0.05 | 13,60,000 | 3,60,000 | 1,25,20,000 |
| 3 Sept | 15.11 | 0.05 | -0.05 | 2,80,000 | 80,000 | 1,22,00,000 |
| 2 Sept | 15.05 | 0.1 | 0.00 | 3,06,40,000 | 32,00,000 | 1,23,60,000 |
| 30 Aug | 15.64 | 0.1 | 0.00 | 1,82,40,000 | 40,80,000 | 92,00,000 |
| 29 Aug | 16.30 | 0.1 | 0.00 | 10,00,000 | 0 | 50,80,000 |
| 28 Aug | 15.97 | 0.1 | 0.00 | 20,40,000 | 14,80,000 | 50,80,000 |
| 27 Aug | 16.04 | 0.1 | 0.05 | 8,80,000 | 7,20,000 | 34,40,000 |
| 26 Aug | 15.79 | 0.05 | -0.05 | 3,20,000 | 2,80,000 | 27,20,000 |
| 23 Aug | 15.82 | 0.1 | 0.00 | 9,60,000 | 8,00,000 | 23,60,000 |
| 21 Aug | 15.94 | 0.1 | 0.00 | 2,00,000 | 1,60,000 | 15,20,000 |
| 20 Aug | 15.94 | 0.1 | 0.00 | 4,80,000 | 3,20,000 | 13,20,000 |
| 19 Aug | 15.95 | 0.1 | -0.05 | 2,00,000 | 80,000 | 9,60,000 |
| 16 Aug | 15.88 | 0.15 | 0.05 | 1,20,000 | 40,000 | 8,40,000 |
| 14 Aug | 15.79 | 0.1 | -0.05 | 40,000 | 0 | 8,00,000 |
| 13 Aug | 15.47 | 0.15 | 0.05 | 6,80,000 | 3,60,000 | 8,00,000 |
| 12 Aug | 16.01 | 0.1 | -0.05 | 1,60,000 | 80,000 | 4,00,000 |
| 9 Aug | 16.10 | 0.15 | -0.05 | 40,000 | 0 | 3,20,000 |
| 5 Aug | 15.36 | 0.2 | 0.00 | 3,20,000 | 0 | 2,80,000 |
| 1 Aug | 15.99 | 0.2 | 0.00 | 40,000 | 0 | 2,40,000 |
| 31 Jul | 16.27 | 0.2 | 0.05 | 80,000 | 0 | 1,60,000 |
| 30 Jul | 16.21 | 0.15 | -0.05 | 1,20,000 | 40,000 | 40,000 |
| 26 Jul | 15.98 | 0.2 | 40,000 | 40,000 | 40,000 | |
For Vodafone Idea Limited - strike price 12 expiring on 26SEP2024
Delta for 12 PE is -
Historical price for 12 PE is as follows
On 16 Sept IDEA was trading at 13.24. 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 2520000 which increased total open position to 78560000
On 13 Sept IDEA was trading at 13.41. 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 2760000 which increased total open position to 76040000
On 12 Sept IDEA was trading at 13.52. 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 -480000 which decreased total open position to 73160000
On 11 Sept IDEA was trading at 13.14. 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 1080000 which increased total open position to 74920000
On 10 Sept IDEA was trading at 13.53. 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 2240000 which increased total open position to 74000000
On 9 Sept IDEA was trading at 13.20. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 12160000 which increased total open position to 72600000
On 6 Sept IDEA was trading at 13.35. The strike last trading price was 0.25, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 47080000 which increased total open position to 59720000
On 5 Sept IDEA was trading at 15.09. 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 120000 which increased total open position to 12640000
On 4 Sept IDEA was trading at 14.83. 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 360000 which increased total open position to 12520000
On 3 Sept IDEA was trading at 15.11. 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 80000 which increased total open position to 12200000
On 2 Sept IDEA was trading at 15.05. 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 3200000 which increased total open position to 12360000
On 30 Aug IDEA was trading at 15.64. 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 4080000 which increased total open position to 9200000
On 29 Aug IDEA was trading at 16.30. 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 5080000
On 28 Aug IDEA was trading at 15.97. 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 1480000 which increased total open position to 5080000
On 27 Aug IDEA was trading at 16.04. 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 720000 which increased total open position to 3440000
On 26 Aug IDEA was trading at 15.79. 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 280000 which increased total open position to 2720000
On 23 Aug IDEA was trading at 15.82. 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 800000 which increased total open position to 2360000
On 21 Aug IDEA was trading at 15.94. 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 160000 which increased total open position to 1520000
On 20 Aug IDEA was trading at 15.94. 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 320000 which increased total open position to 1320000
On 19 Aug IDEA was trading at 15.95. 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 80000 which increased total open position to 960000
On 16 Aug IDEA was trading at 15.88. 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 40000 which increased total open position to 840000
On 14 Aug IDEA was trading at 15.79. 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 0 which decreased total open position to 800000
On 13 Aug IDEA was trading at 15.47. 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 360000 which increased total open position to 800000
On 12 Aug IDEA was trading at 16.01. 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 80000 which increased total open position to 400000
On 9 Aug IDEA was trading at 16.10. 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 320000
On 5 Aug IDEA was trading at 15.36. 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 0 which decreased total open position to 280000
On 1 Aug IDEA was trading at 15.99. 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 0 which decreased total open position to 240000
On 31 Jul IDEA was trading at 16.27. 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 0 which decreased total open position to 160000
On 30 Jul IDEA was trading at 16.21. 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 40000 which increased total open position to 40000
On 26 Jul IDEA was trading at 15.98. The strike last trading price was 0.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 40000