IDEA

Vodafone Idea Limited

11.26 -0.24 (-2.09%)

L: 11.2 H: 12.52

Back to Option Chain

Historical option data for IDEA
09 Jan 2026 04:12 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

IDEA 27-JAN-2026 12 CE
Delta: 0.36 Vega: 0.01 Theta: -0.02 Gamma: 0.25
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	11.26	0.34 ₹ 24,301.5	-0.09 -6432.75	59.10	19,798 1,41,50,62,050	2,108 15,06,69,300	12,327 88,10,72,325
8 Jan	11.50	0.43 ₹ 30,734.25	0.07 5003.25	59.83	9,602 68,63,02,950	1,731 12,37,23,225	10,439 74,61,27,525
7 Jan	11.46	0.36 ₹ 25,731	-0.07 -5003.25	51.84	2,979 21,29,24,025	73 52,17,675	8,728 62,38,33,800
6 Jan	11.59	0.42 ₹ 30,019.5	0 0.00	50.69	5,218 37,29,56,550	-333 -2,38,01,175	8,661 61,90,44,975
5 Jan	11.43	0.41 ₹ 29,304.75	-0.2 -14295.00	56.41	7,261 51,89,79,975	700 5,00,32,500	9,014 64,42,75,650
2 Jan	11.78	0.62 ₹ 44,314.5	0.09 6432.75	53.14	7,368 52,66,27,800	-226 -1,61,53,350	8,326 59,51,00,850
1 Jan	11.60	0.53 ₹ 37,881.75	0.13 9291.75	52.92	18,584 1,32,82,91,400	1,098 7,84,79,550	8,575 61,28,98,125
31 Dec	10.76	0.38 ₹ 27,160.5	-0.56 -40026.00	70.57	22,352 1,59,76,09,200	2,715 19,40,54,625	7,520 53,74,92,000
30 Dec	12.06	0.97 ₹ 69,330.75	0.05 3573.75	65.31	2,553 18,24,75,675	476 3,40,22,100	4,804 34,33,65,900
29 Dec	11.96	0.94 ₹ 67,186.5	-0.06 -4288.50	67.27	1,956 13,98,05,100	396 2,83,04,100	4,325 30,91,29,375
26 Dec	11.94	1 ₹ 71,475	-0.09 -6432.75	69.50	1,282 9,16,30,950	125 89,34,375	3,940 28,16,11,500
24 Dec	12.02	1.09 ₹ 77,907.75	-0.03 -2144.25	70.03	1,636 11,69,33,100	147 1,05,06,825	3,809 27,22,48,275
23 Dec	12.01	1.13 ₹ 80,766.75	0.1 7147.50	72.03	2,117 15,13,12,575	576 4,11,69,600	3,682 26,31,70,950
22 Dec	11.85	1.01 ₹ 72,189.75	-0.01 -714.75	70.19	2,647 18,91,94,325	890 6,36,12,750	3,083 22,03,57,425
19 Dec	11.96	1 ₹ 71,475	0.37 26445.75	61.94	3,046 21,77,12,850	492 3,51,65,700	2,196 15,69,59,100
18 Dec	11.30	0.65 ₹ 46,458.75	0.03 2144.25	58.45	1,531 10,94,28,225	220 1,57,24,500	1,725 12,32,94,375
17 Dec	11.13	0.62 ₹ 44,314.5	-0.08 -5718.00	61.16	571 4,08,12,225	168 1,20,07,800	1,504 10,74,98,400
16 Dec	11.25	0.7 ₹ 50,032.5	-0.09 -6432.75	62.54	673 4,81,02,675	75 53,60,625	1,335 9,54,19,125
15 Dec	11.35	0.78 ₹ 55,750.5	-0.07 -5003.25	64.28	1,086 7,76,21,850	404 2,88,75,900	1,260 9,00,58,500
12 Dec	11.64	0.9 ₹ 64,327.5	0.17 12150.75	59.70	990 7,07,60,250	21 15,00,975	850 6,07,53,750
11 Dec	11.25	0.75 ₹ 53,606.25	0.21 15009.75	61.59	721 5,15,33,475	97 69,33,075	828 5,91,81,300
10 Dec	10.72	0.54 ₹ 38,596.5	-0.02 -1429.50	61.89	402 2,87,32,950	-17 -12,15,075	730 5,21,76,750
9 Dec	10.74	0.58 ₹ 41,455.5	0.14 10006.50	62.67	525 3,75,24,375	30 21,44,250	747 5,33,91,825
8 Dec	10.29	0.44 ₹ 31,449	-0.15 -10721.25	63.82	435 3,10,91,625	12 8,57,700	718 5,13,19,050
5 Dec	10.80	0.6 ₹ 42,885	0.05 3573.75	60.78	554 3,95,97,150	54 38,59,650	703 5,02,46,925
4 Dec	10.68	0.55 ₹ 39,311.25	0.04 2859.00	59.16	478 3,41,65,050	40 28,59,000	647 4,62,44,325
3 Dec	10.55	0.52 ₹ 37,167	0.14 10006.50	59.39	475 3,39,50,625	166 1,18,64,850	614 4,38,85,650
2 Dec	10.13	0.39 ₹ 27,875.25	0.08 5718.00	58.82	184 1,31,51,400	62 44,31,450	448 3,20,20,800
1 Dec	9.93	0.32 ₹ 22,872	0.01 714.75	56.78	256 1,82,97,600	31 22,15,725	386 2,75,89,350
28 Nov	9.96	0.31 ₹ 22,157.25	-0.05 -3573.75	54.84	88 62,89,800	10 7,14,750	354 2,53,02,150
27 Nov	10.11	0.37 ₹ 26,445.75	-0.01 -714.75	56.14	142 1,01,49,450	25 17,86,875	344 2,45,87,400
26 Nov	10.08	0.39 ₹ 27,875.25	-0.01 -714.75	56.63	229 1,63,67,775	17 12,15,075	319 2,28,00,525
25 Nov	10.05	0.41 ₹ 29,304.75	-0.02 -1429.50	57.71	128 91,48,800	54 38,59,650	302 2,15,85,450
24 Nov	9.98	0.43 ₹ 30,734.25	0 0.00	61.24	36 25,73,100	3 2,14,425	248 1,77,25,800
21 Nov	9.97	0.45 ₹ 32,163.75	-0.08 -5718.00	59.42	61 43,59,975	22 15,72,450	245 1,75,11,375
20 Nov	10.17	0.52 ₹ 37,167	-0.23 -16439.25	60.92	98 70,04,550	17 12,15,075	222 1,58,67,450
19 Nov	10.69	0.78 ₹ 55,750.5	0.03 2144.25	64.58	43 30,73,425	2 1,42,950	201 1,43,66,475
18 Nov	10.74	0.75 ₹ 53,606.25	-0.08 -5718.00	60.82	26 18,58,350	14 10,00,650	198 1,41,52,050
17 Nov	10.93	0.83 ₹ 59,324.25	-0.02 -1429.50	60.46	28 20,01,300	12 8,57,700	184 1,31,51,400
14 Nov	10.94	0.87 ₹ 62,183.25	0.2 14295.00	60.65	121 86,48,475	28 20,01,300	171 1,22,22,225
13 Nov	10.47	0.66 ₹ 47,173.5	0 0.00	59.29	58 41,45,550	7 5,00,325	144 1,02,92,400
12 Nov	10.37	0.67 ₹ 47,888.25	0.05 3573.75	62.54	93 66,47,175	14 10,00,650	137 97,92,075
11 Nov	10.24	0.61 ₹ 43,599.75	0.21 15009.75	61.82	67 47,88,825	-12 -8,57,700	122 87,19,950

10 Nov	9.50	0.4 ₹ 28,590	-0.03 -2144.25	61.36	15 10,72,125	-3 -2,14,425	135 96,49,125
7 Nov	9.61	0.44 ₹ 31,449	0.06 4288.50	61.22	56 40,02,600	17 12,15,075	138 98,63,550
6 Nov	9.27	0.38 ₹ 27,160.5	-0.05 -3573.75	63.27	39 27,87,525	16 11,43,600	121 86,48,475
4 Nov	9.41	0.43 ₹ 30,734.25	-0.11 -7862.25	63.60	39 27,87,525	14 10,00,650	104 74,33,400
3 Nov	9.54	0.54 ₹ 38,596.5	0.24 17154.00	66.32	91 65,04,225	24 17,15,400	92 65,75,700
31 Oct	8.73	0.3 ₹ 21,442.5	0 0.00	-	32 22,87,200	12 8,57,700	68 48,60,300
30 Oct	8.73	0.3 ₹ 21,442.5	-0.2 -14295.00	63.53	67 47,88,825	40 28,59,000	56 40,02,600

For Vodafone Idea Limited - strike price 12 expiring on 27JAN2026

Delta for 12 CE is 0.36

Historical price for 12 CE is as follows

On 9 Jan IDEA was trading at 11.26. The strike last trading price was 0.34, which was -0.09 lower than the previous day. The implied volatity was 59.10, the open interest changed by 2108 which increased total open position to 12327

On 8 Jan IDEA was trading at 11.50. The strike last trading price was 0.43, which was 0.07 higher than the previous day. The implied volatity was 59.83, the open interest changed by 1731 which increased total open position to 10439

On 7 Jan IDEA was trading at 11.46. The strike last trading price was 0.36, which was -0.07 lower than the previous day. The implied volatity was 51.84, the open interest changed by 73 which increased total open position to 8728

On 6 Jan IDEA was trading at 11.59. The strike last trading price was 0.42, which was 0 lower than the previous day. The implied volatity was 50.69, the open interest changed by -333 which decreased total open position to 8661

On 5 Jan IDEA was trading at 11.43. The strike last trading price was 0.41, which was -0.2 lower than the previous day. The implied volatity was 56.41, the open interest changed by 700 which increased total open position to 9014

On 2 Jan IDEA was trading at 11.78. The strike last trading price was 0.62, which was 0.09 higher than the previous day. The implied volatity was 53.14, the open interest changed by -226 which decreased total open position to 8326

On 1 Jan IDEA was trading at 11.60. The strike last trading price was 0.53, which was 0.13 higher than the previous day. The implied volatity was 52.92, the open interest changed by 1098 which increased total open position to 8575

On 31 Dec IDEA was trading at 10.76. The strike last trading price was 0.38, which was -0.56 lower than the previous day. The implied volatity was 70.57, the open interest changed by 2715 which increased total open position to 7520

On 30 Dec IDEA was trading at 12.06. The strike last trading price was 0.97, which was 0.05 higher than the previous day. The implied volatity was 65.31, the open interest changed by 476 which increased total open position to 4804

On 29 Dec IDEA was trading at 11.96. The strike last trading price was 0.94, which was -0.06 lower than the previous day. The implied volatity was 67.27, the open interest changed by 396 which increased total open position to 4325

On 26 Dec IDEA was trading at 11.94. The strike last trading price was 1, which was -0.09 lower than the previous day. The implied volatity was 69.50, the open interest changed by 125 which increased total open position to 3940

On 24 Dec IDEA was trading at 12.02. The strike last trading price was 1.09, which was -0.03 lower than the previous day. The implied volatity was 70.03, the open interest changed by 147 which increased total open position to 3809

On 23 Dec IDEA was trading at 12.01. The strike last trading price was 1.13, which was 0.1 higher than the previous day. The implied volatity was 72.03, the open interest changed by 576 which increased total open position to 3682

On 22 Dec IDEA was trading at 11.85. The strike last trading price was 1.01, which was -0.01 lower than the previous day. The implied volatity was 70.19, the open interest changed by 890 which increased total open position to 3083

On 19 Dec IDEA was trading at 11.96. The strike last trading price was 1, which was 0.37 higher than the previous day. The implied volatity was 61.94, the open interest changed by 492 which increased total open position to 2196

On 18 Dec IDEA was trading at 11.30. The strike last trading price was 0.65, which was 0.03 higher than the previous day. The implied volatity was 58.45, the open interest changed by 220 which increased total open position to 1725

On 17 Dec IDEA was trading at 11.13. The strike last trading price was 0.62, which was -0.08 lower than the previous day. The implied volatity was 61.16, the open interest changed by 168 which increased total open position to 1504

On 16 Dec IDEA was trading at 11.25. The strike last trading price was 0.7, which was -0.09 lower than the previous day. The implied volatity was 62.54, the open interest changed by 75 which increased total open position to 1335

On 15 Dec IDEA was trading at 11.35. The strike last trading price was 0.78, which was -0.07 lower than the previous day. The implied volatity was 64.28, the open interest changed by 404 which increased total open position to 1260

On 12 Dec IDEA was trading at 11.64. The strike last trading price was 0.9, which was 0.17 higher than the previous day. The implied volatity was 59.70, the open interest changed by 21 which increased total open position to 850

On 11 Dec IDEA was trading at 11.25. The strike last trading price was 0.75, which was 0.21 higher than the previous day. The implied volatity was 61.59, the open interest changed by 97 which increased total open position to 828

On 10 Dec IDEA was trading at 10.72. The strike last trading price was 0.54, which was -0.02 lower than the previous day. The implied volatity was 61.89, the open interest changed by -17 which decreased total open position to 730

On 9 Dec IDEA was trading at 10.74. The strike last trading price was 0.58, which was 0.14 higher than the previous day. The implied volatity was 62.67, the open interest changed by 30 which increased total open position to 747

On 8 Dec IDEA was trading at 10.29. The strike last trading price was 0.44, which was -0.15 lower than the previous day. The implied volatity was 63.82, the open interest changed by 12 which increased total open position to 718

On 5 Dec IDEA was trading at 10.80. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 60.78, the open interest changed by 54 which increased total open position to 703

On 4 Dec IDEA was trading at 10.68. The strike last trading price was 0.55, which was 0.04 higher than the previous day. The implied volatity was 59.16, the open interest changed by 40 which increased total open position to 647

On 3 Dec IDEA was trading at 10.55. The strike last trading price was 0.52, which was 0.14 higher than the previous day. The implied volatity was 59.39, the open interest changed by 166 which increased total open position to 614

On 2 Dec IDEA was trading at 10.13. The strike last trading price was 0.39, which was 0.08 higher than the previous day. The implied volatity was 58.82, the open interest changed by 62 which increased total open position to 448

On 1 Dec IDEA was trading at 9.93. The strike last trading price was 0.32, which was 0.01 higher than the previous day. The implied volatity was 56.78, the open interest changed by 31 which increased total open position to 386

On 28 Nov IDEA was trading at 9.96. The strike last trading price was 0.31, which was -0.05 lower than the previous day. The implied volatity was 54.84, the open interest changed by 10 which increased total open position to 354

On 27 Nov IDEA was trading at 10.11. The strike last trading price was 0.37, which was -0.01 lower than the previous day. The implied volatity was 56.14, the open interest changed by 25 which increased total open position to 344

On 26 Nov IDEA was trading at 10.08. The strike last trading price was 0.39, which was -0.01 lower than the previous day. The implied volatity was 56.63, the open interest changed by 17 which increased total open position to 319

On 25 Nov IDEA was trading at 10.05. The strike last trading price was 0.41, which was -0.02 lower than the previous day. The implied volatity was 57.71, the open interest changed by 54 which increased total open position to 302

On 24 Nov IDEA was trading at 9.98. The strike last trading price was 0.43, which was 0 lower than the previous day. The implied volatity was 61.24, the open interest changed by 3 which increased total open position to 248

On 21 Nov IDEA was trading at 9.97. The strike last trading price was 0.45, which was -0.08 lower than the previous day. The implied volatity was 59.42, the open interest changed by 22 which increased total open position to 245

On 20 Nov IDEA was trading at 10.17. The strike last trading price was 0.52, which was -0.23 lower than the previous day. The implied volatity was 60.92, the open interest changed by 17 which increased total open position to 222

On 19 Nov IDEA was trading at 10.69. The strike last trading price was 0.78, which was 0.03 higher than the previous day. The implied volatity was 64.58, the open interest changed by 2 which increased total open position to 201

On 18 Nov IDEA was trading at 10.74. The strike last trading price was 0.75, which was -0.08 lower than the previous day. The implied volatity was 60.82, the open interest changed by 14 which increased total open position to 198

On 17 Nov IDEA was trading at 10.93. The strike last trading price was 0.83, which was -0.02 lower than the previous day. The implied volatity was 60.46, the open interest changed by 12 which increased total open position to 184

On 14 Nov IDEA was trading at 10.94. The strike last trading price was 0.87, which was 0.2 higher than the previous day. The implied volatity was 60.65, the open interest changed by 28 which increased total open position to 171

On 13 Nov IDEA was trading at 10.47. The strike last trading price was 0.66, which was 0 lower than the previous day. The implied volatity was 59.29, the open interest changed by 7 which increased total open position to 144

On 12 Nov IDEA was trading at 10.37. The strike last trading price was 0.67, which was 0.05 higher than the previous day. The implied volatity was 62.54, the open interest changed by 14 which increased total open position to 137

On 11 Nov IDEA was trading at 10.24. The strike last trading price was 0.61, which was 0.21 higher than the previous day. The implied volatity was 61.82, the open interest changed by -12 which decreased total open position to 122

On 10 Nov IDEA was trading at 9.50. The strike last trading price was 0.4, which was -0.03 lower than the previous day. The implied volatity was 61.36, the open interest changed by -3 which decreased total open position to 135

On 7 Nov IDEA was trading at 9.61. The strike last trading price was 0.44, which was 0.06 higher than the previous day. The implied volatity was 61.22, the open interest changed by 17 which increased total open position to 138

On 6 Nov IDEA was trading at 9.27. The strike last trading price was 0.38, which was -0.05 lower than the previous day. The implied volatity was 63.27, the open interest changed by 16 which increased total open position to 121

On 4 Nov IDEA was trading at 9.41. The strike last trading price was 0.43, which was -0.11 lower than the previous day. The implied volatity was 63.60, the open interest changed by 14 which increased total open position to 104

On 3 Nov IDEA was trading at 9.54. The strike last trading price was 0.54, which was 0.24 higher than the previous day. The implied volatity was 66.32, the open interest changed by 24 which increased total open position to 92

On 31 Oct IDEA was trading at 8.73. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 68

On 30 Oct IDEA was trading at 8.73. The strike last trading price was 0.3, which was -0.2 lower than the previous day. The implied volatity was 63.53, the open interest changed by 40 which increased total open position to 56

IDEA 27JAN2026 12 PE
Delta: -0.64 Vega: 0.01 Theta: -0.01 Gamma: 0.25
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	11.26	0.99 ₹ 70,760.25	0.14 10006.50	60.06	5,976 42,71,34,600	657 4,69,59,075	5,443 38,90,38,425
8 Jan	11.50	0.87 ₹ 62,183.25	0.07 5003.25	57.10	1,826 13,05,13,350	30 21,44,250	4,795 34,27,22,625
7 Jan	11.46	0.82 ₹ 58,609.5	0.07 5003.25	50.44	992 7,09,03,200	-138 -98,63,550	4,770 34,09,35,750
6 Jan	11.59	0.76 ₹ 54,321	-0.14 -10006.50	51.50	1,291 9,22,74,225	-158 -1,12,93,050	4,908 35,07,99,300
5 Jan	11.43	0.94 ₹ 67,186.5	0.23 16439.25	55.68	2,641 18,87,65,475	443 3,16,63,425	5,065 36,20,20,875
2 Jan	11.78	0.67 ₹ 47,888.25	-0.14 -10006.50	50.86	3,134 22,40,02,650	189 1,35,08,775	4,625 33,05,71,875
1 Jan	11.60	0.8 ₹ 57,180	-0.74 -52891.50	51.71	4,885 34,91,55,375	784 5,60,36,400	4,446 31,77,77,850
31 Dec	10.76	1.62 ₹ 1,15,789.5	0.84 60039.00	70.42	8,171 58,40,22,225	1,103 7,88,36,925	3,664 26,18,84,400
30 Dec	12.06	0.76 ₹ 54,321	-0.07 -5003.25	64.68	1,325 9,47,04,375	471 3,36,64,725	2,560 18,29,76,000
29 Dec	11.96	0.83 ₹ 59,324.25	-0.1 -7147.50	64.65	1,182 8,44,83,450	476 3,40,22,100	2,093 14,95,97,175
26 Dec	11.94	0.94 ₹ 67,186.5	-0.02 -1429.50	68.42	568 4,05,97,800	92 65,75,700	1,617 11,55,75,075
24 Dec	12.02	0.94 ₹ 67,186.5	-0.03 -2144.25	69.43	594 4,24,56,150	182 1,30,08,450	1,529 10,92,85,275
23 Dec	12.01	0.96 ₹ 68,616	-0.07 -5003.25	69.61	752 5,37,49,200	305 2,17,99,875	1,344 9,60,62,400
22 Dec	11.85	1.05 ₹ 75,048.75	0.14 10006.50	68.69	595 4,25,27,625	267 1,90,83,825	1,036 7,40,48,100
19 Dec	11.96	0.91 ₹ 65,042.25	-0.28 -20013.00	61.13	797 5,69,65,575	341 2,43,72,975	767 5,48,21,325
18 Dec	11.30	1.18 ₹ 84,340.5	-0.15 -10721.25	57.83	128 91,48,800	22 15,72,450	425 3,03,76,875
17 Dec	11.13	1.33 ₹ 95,061.75	0.04 2859.00	60.07	51 36,45,225	14 10,00,650	404 2,88,75,900
16 Dec	11.25	1.29 ₹ 92,202.75	0.03 2144.25	61.03	99 70,76,025	7 5,00,325	390 2,78,75,250
15 Dec	11.35	1.28 ₹ 91,488	0.24 17154.00	63.02	318 2,27,29,050	126 90,05,850	380 2,71,60,500
12 Dec	11.64	1.02 ₹ 72,904.5	-0.29 -20727.75	55.48	209 1,49,38,275	101 72,18,975	253 1,80,83,175
11 Dec	11.25	1.3 ₹ 92,917.5	-0.34 -24301.50	59.31	50 35,73,750	12 8,57,700	150 1,07,21,250
10 Dec	10.72	1.65 ₹ 1,17,933.75	-0.03 -2144.25	60.37	24 17,15,400	3 2,14,425	138 98,63,550
9 Dec	10.74	1.66 ₹ 1,18,648.5	-0.34 -24301.50	62.67	8 5,71,800	0 0	135 96,49,125
8 Dec	10.29	2.02 ₹ 1,44,379.5	0.39 27875.25	65.53	21 15,00,975	7 5,00,325	134 95,77,650
5 Dec	10.80	1.63 ₹ 1,16,504.25	-0.08 -5718.00	59.69	62 44,31,450	2 1,42,950	126 90,05,850
4 Dec	10.68	1.69 ₹ 1,20,792.75	-0.11 -7862.25	59.56	73 52,17,675	21 15,00,975	126 90,05,850
3 Dec	10.55	1.78 ₹ 1,27,225.5	-0.3 -21442.50	60.01	35 25,01,625	5 3,57,375	104 74,33,400
2 Dec	10.13	2.08 ₹ 1,48,668	-0.11 -7862.25	60.90	3 2,14,425	0 0	99 70,76,025
1 Dec	9.93	2.2 ₹ 1,57,245	0.09 6432.75	-	0 0	8 5,71,800	0 0
28 Nov	9.96	2.2 ₹ 1,57,245	0.09 6432.75	59.01	10 7,14,750	7 5,00,325	98 70,04,550
27 Nov	10.11	2.15 ₹ 1,53,671.25	0.05 3573.75	61.64	18 12,86,550	6 4,28,850	91 65,04,225
26 Nov	10.08	2.1 ₹ 1,50,097.5	-0.15 -10721.25	57.88	1 71,475	0 0	86 61,46,850
25 Nov	10.05	2.25 ₹ 1,60,818.75	0 0.00	-	0 0	0 0	0 0
24 Nov	9.98	2.25 ₹ 1,60,818.75	0 0.00	61.83	2 1,42,950	-1 -71,475	85 60,75,375
21 Nov	9.97	2.25 ₹ 1,60,818.75	0.11 7862.25	64.48	2 1,42,950	-1 -71,475	87 62,18,325
20 Nov	10.17	2.2 ₹ 1,57,245	0.38 27160.50	65.94	24 17,15,400	20 14,29,500	88 62,89,800
19 Nov	10.69	1.88 ₹ 1,34,373	0.11 7862.25	64.84	10 7,14,750	5 3,57,375	67 47,88,825
18 Nov	10.74	1.77 ₹ 1,26,510.75	0.1 7147.50	60.39	4 2,85,900	3 2,14,425	61 43,59,975
17 Nov	10.93	1.67 ₹ 1,19,363.25	0 0.00	60.52	8 5,71,800	7 5,00,325	57 40,74,075
14 Nov	10.94	1.7 ₹ 1,21,507.5	-0.28 -20013.00	61.71	40 28,59,000	35 25,01,625	49 35,02,275
13 Nov	10.47	2.01 ₹ 1,43,664.75	-0.05 -3573.75	63.89	28 20,01,300	0 0	14 10,00,650
12 Nov	10.37	2.06 ₹ 1,47,238.5	-0.09 -6432.75	61.27	6 4,28,850	0 0	15 10,72,125
11 Nov	10.24	2.15 ₹ 1,53,671.25	-0.8 -57180.00	60.71	25 17,86,875	14 10,00,650	14 10,00,650
10 Nov	9.50	2.95 ₹ 2,10,851.25	0 0.00	-	0 0	0 0	0 0
7 Nov	9.61	2.95 ₹ 2,10,851.25	0 0.00	-	0 0	0 0	0 0
6 Nov	9.27	2.95 ₹ 2,10,851.25	0 0.00	-	0 0	0 0	0 0
4 Nov	9.41	2.95 ₹ 2,10,851.25	0 0.00	-	0 0	0 0	0 0
3 Nov	9.54	2.95 ₹ 2,10,851.25	0 0.00	-	0 0	0 0	0 0
31 Oct	8.73	2.95 ₹ 2,10,851.25	0 0.00	-	0 0	0 0	0 0
30 Oct	8.73	2.95 ₹ 2,10,851.25	0 0.00	-	0 0	0 0	0 0

For Vodafone Idea Limited - strike price 12 expiring on 27JAN2026

Delta for 12 PE is -0.64

Historical price for 12 PE is as follows

On 9 Jan IDEA was trading at 11.26. The strike last trading price was 0.99, which was 0.14 higher than the previous day. The implied volatity was 60.06, the open interest changed by 657 which increased total open position to 5443

On 8 Jan IDEA was trading at 11.50. The strike last trading price was 0.87, which was 0.07 higher than the previous day. The implied volatity was 57.10, the open interest changed by 30 which increased total open position to 4795

On 7 Jan IDEA was trading at 11.46. The strike last trading price was 0.82, which was 0.07 higher than the previous day. The implied volatity was 50.44, the open interest changed by -138 which decreased total open position to 4770

On 6 Jan IDEA was trading at 11.59. The strike last trading price was 0.76, which was -0.14 lower than the previous day. The implied volatity was 51.50, the open interest changed by -158 which decreased total open position to 4908

On 5 Jan IDEA was trading at 11.43. The strike last trading price was 0.94, which was 0.23 higher than the previous day. The implied volatity was 55.68, the open interest changed by 443 which increased total open position to 5065

On 2 Jan IDEA was trading at 11.78. The strike last trading price was 0.67, which was -0.14 lower than the previous day. The implied volatity was 50.86, the open interest changed by 189 which increased total open position to 4625

On 1 Jan IDEA was trading at 11.60. The strike last trading price was 0.8, which was -0.74 lower than the previous day. The implied volatity was 51.71, the open interest changed by 784 which increased total open position to 4446

On 31 Dec IDEA was trading at 10.76. The strike last trading price was 1.62, which was 0.84 higher than the previous day. The implied volatity was 70.42, the open interest changed by 1103 which increased total open position to 3664

On 30 Dec IDEA was trading at 12.06. The strike last trading price was 0.76, which was -0.07 lower than the previous day. The implied volatity was 64.68, the open interest changed by 471 which increased total open position to 2560

On 29 Dec IDEA was trading at 11.96. The strike last trading price was 0.83, which was -0.1 lower than the previous day. The implied volatity was 64.65, the open interest changed by 476 which increased total open position to 2093

On 26 Dec IDEA was trading at 11.94. The strike last trading price was 0.94, which was -0.02 lower than the previous day. The implied volatity was 68.42, the open interest changed by 92 which increased total open position to 1617

On 24 Dec IDEA was trading at 12.02. The strike last trading price was 0.94, which was -0.03 lower than the previous day. The implied volatity was 69.43, the open interest changed by 182 which increased total open position to 1529

On 23 Dec IDEA was trading at 12.01. The strike last trading price was 0.96, which was -0.07 lower than the previous day. The implied volatity was 69.61, the open interest changed by 305 which increased total open position to 1344

On 22 Dec IDEA was trading at 11.85. The strike last trading price was 1.05, which was 0.14 higher than the previous day. The implied volatity was 68.69, the open interest changed by 267 which increased total open position to 1036

On 19 Dec IDEA was trading at 11.96. The strike last trading price was 0.91, which was -0.28 lower than the previous day. The implied volatity was 61.13, the open interest changed by 341 which increased total open position to 767

On 18 Dec IDEA was trading at 11.30. The strike last trading price was 1.18, which was -0.15 lower than the previous day. The implied volatity was 57.83, the open interest changed by 22 which increased total open position to 425

On 17 Dec IDEA was trading at 11.13. The strike last trading price was 1.33, which was 0.04 higher than the previous day. The implied volatity was 60.07, the open interest changed by 14 which increased total open position to 404

On 16 Dec IDEA was trading at 11.25. The strike last trading price was 1.29, which was 0.03 higher than the previous day. The implied volatity was 61.03, the open interest changed by 7 which increased total open position to 390

On 15 Dec IDEA was trading at 11.35. The strike last trading price was 1.28, which was 0.24 higher than the previous day. The implied volatity was 63.02, the open interest changed by 126 which increased total open position to 380

On 12 Dec IDEA was trading at 11.64. The strike last trading price was 1.02, which was -0.29 lower than the previous day. The implied volatity was 55.48, the open interest changed by 101 which increased total open position to 253

On 11 Dec IDEA was trading at 11.25. The strike last trading price was 1.3, which was -0.34 lower than the previous day. The implied volatity was 59.31, the open interest changed by 12 which increased total open position to 150

On 10 Dec IDEA was trading at 10.72. The strike last trading price was 1.65, which was -0.03 lower than the previous day. The implied volatity was 60.37, the open interest changed by 3 which increased total open position to 138

On 9 Dec IDEA was trading at 10.74. The strike last trading price was 1.66, which was -0.34 lower than the previous day. The implied volatity was 62.67, the open interest changed by 0 which decreased total open position to 135

On 8 Dec IDEA was trading at 10.29. The strike last trading price was 2.02, which was 0.39 higher than the previous day. The implied volatity was 65.53, the open interest changed by 7 which increased total open position to 134

On 5 Dec IDEA was trading at 10.80. The strike last trading price was 1.63, which was -0.08 lower than the previous day. The implied volatity was 59.69, the open interest changed by 2 which increased total open position to 126

On 4 Dec IDEA was trading at 10.68. The strike last trading price was 1.69, which was -0.11 lower than the previous day. The implied volatity was 59.56, the open interest changed by 21 which increased total open position to 126

On 3 Dec IDEA was trading at 10.55. The strike last trading price was 1.78, which was -0.3 lower than the previous day. The implied volatity was 60.01, the open interest changed by 5 which increased total open position to 104

On 2 Dec IDEA was trading at 10.13. The strike last trading price was 2.08, which was -0.11 lower than the previous day. The implied volatity was 60.90, the open interest changed by 0 which decreased total open position to 99

On 1 Dec IDEA was trading at 9.93. The strike last trading price was 2.2, which was 0.09 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0

On 28 Nov IDEA was trading at 9.96. The strike last trading price was 2.2, which was 0.09 higher than the previous day. The implied volatity was 59.01, the open interest changed by 7 which increased total open position to 98

On 27 Nov IDEA was trading at 10.11. The strike last trading price was 2.15, which was 0.05 higher than the previous day. The implied volatity was 61.64, the open interest changed by 6 which increased total open position to 91

On 26 Nov IDEA was trading at 10.08. The strike last trading price was 2.1, which was -0.15 lower than the previous day. The implied volatity was 57.88, the open interest changed by 0 which decreased total open position to 86

On 25 Nov IDEA was trading at 10.05. The strike last trading price was 2.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 24 Nov IDEA was trading at 9.98. The strike last trading price was 2.25, which was 0 lower than the previous day. The implied volatity was 61.83, the open interest changed by -1 which decreased total open position to 85

On 21 Nov IDEA was trading at 9.97. The strike last trading price was 2.25, which was 0.11 higher than the previous day. The implied volatity was 64.48, the open interest changed by -1 which decreased total open position to 87

On 20 Nov IDEA was trading at 10.17. The strike last trading price was 2.2, which was 0.38 higher than the previous day. The implied volatity was 65.94, the open interest changed by 20 which increased total open position to 88

On 19 Nov IDEA was trading at 10.69. The strike last trading price was 1.88, which was 0.11 higher than the previous day. The implied volatity was 64.84, the open interest changed by 5 which increased total open position to 67

On 18 Nov IDEA was trading at 10.74. The strike last trading price was 1.77, which was 0.1 higher than the previous day. The implied volatity was 60.39, the open interest changed by 3 which increased total open position to 61

On 17 Nov IDEA was trading at 10.93. The strike last trading price was 1.67, which was 0 lower than the previous day. The implied volatity was 60.52, the open interest changed by 7 which increased total open position to 57

On 14 Nov IDEA was trading at 10.94. The strike last trading price was 1.7, which was -0.28 lower than the previous day. The implied volatity was 61.71, the open interest changed by 35 which increased total open position to 49

On 13 Nov IDEA was trading at 10.47. The strike last trading price was 2.01, which was -0.05 lower than the previous day. The implied volatity was 63.89, the open interest changed by 0 which decreased total open position to 14

On 12 Nov IDEA was trading at 10.37. The strike last trading price was 2.06, which was -0.09 lower than the previous day. The implied volatity was 61.27, the open interest changed by 0 which decreased total open position to 15

On 11 Nov IDEA was trading at 10.24. The strike last trading price was 2.15, which was -0.8 lower than the previous day. The implied volatity was 60.71, the open interest changed by 14 which increased total open position to 14

On 10 Nov IDEA was trading at 9.50. The strike last trading price was 2.95, which was 0 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 9.61. The strike last trading price was 2.95, which was 0 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 9.27. The strike last trading price was 2.95, which was 0 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 9.41. The strike last trading price was 2.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 3 Nov IDEA was trading at 9.54. The strike last trading price was 2.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 31 Oct IDEA was trading at 8.73. The strike last trading price was 2.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 30 Oct IDEA was trading at 8.73. The strike last trading price was 2.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

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