`
[--[65.84.65.76]--]
IDEA
Vodafone Idea Limited

7.34 -0.02 (-0.27%)

Back to Option Chain


Historical option data for IDEA

14 Nov 2024 04:13 PM IST
IDEA 28NOV2024 12 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 7.34 0.05 0.00 0.00 0 0 0
13 Nov 7.36 0.05 0.00 0.00 0 0 0
12 Nov 7.67 0.05 0.00 0.00 0 0 0
11 Nov 7.83 0.05 0.00 0.00 0 2 0
8 Nov 7.88 0.05 0.00 - 3 1 1,010
7 Nov 8.05 0.05 0.00 - 57 17 1,002
6 Nov 8.17 0.05 -0.05 - 222 144 983
5 Nov 8.14 0.1 0.05 - 225 -1 838
4 Nov 7.88 0.05 -0.05 - 61 26 837
1 Nov 8.45 0.1 0.05 - 52 38 799
31 Oct 8.12 0.05 0.00 - 112 68 761
30 Oct 7.68 0.05 -0.05 - 354 -101 693
29 Oct 7.96 0.1 0.00 - 89 57 793
28 Oct 8.25 0.1 0.00 - 99 34 734
25 Oct 7.66 0.1 0.00 - 68 1 700
24 Oct 8.13 0.1 0.00 - 71 11 699
23 Oct 8.25 0.1 0.00 - 333 -66 688
22 Oct 8.40 0.1 0.00 - 165 -16 755
21 Oct 8.50 0.1 -0.05 - 34 10 771
18 Oct 9.02 0.15 0.00 - 365 159 740
17 Oct 9.05 0.15 -0.10 - 209 41 579
16 Oct 9.29 0.25 0.00 - 97 9 539
15 Oct 9.12 0.25 0.00 - 85 -16 531
14 Oct 9.09 0.25 0.00 - 29 7 548
11 Oct 9.18 0.25 -0.05 - 80 47 541
10 Oct 9.31 0.3 0.05 - 182 25 496
9 Oct 9.19 0.25 -0.05 - 38 18 471
8 Oct 9.50 0.3 0.00 - 134 73 454
7 Oct 9.16 0.3 -0.10 - 247 177 381
4 Oct 9.79 0.4 -0.05 - 89 21 201
3 Oct 9.87 0.45 -0.10 - 115 35 178
1 Oct 10.17 0.55 -0.10 - 68 -3 143
30 Sept 10.36 0.65 -0.15 - 69 15 115
27 Sept 10.66 0.8 -0.25 - 41 22 99
26 Sept 10.38 1.05 0.00 - 0 0 0
25 Sept 10.36 1.05 0.00 - 0 0 0
23 Sept 10.82 1.05 0.30 - 71 38 78
20 Sept 10.47 0.75 -0.20 - 34 13 38
19 Sept 10.38 0.95 -0.90 - 37 23 25
18 Sept 12.90 1.85 -0.15 - 2 1 3
17 Sept 13.12 2 0.00 - 0 0 0
16 Sept 13.24 2 0.00 - 0 1 0
13 Sept 13.41 2 0.00 - 1 0 1
12 Sept 13.52 2 0.00 - 0 1 0
11 Sept 13.14 2 -3.00 - 1 0 0
10 Sept 13.53 5 0.00 - 0 0 0
9 Sept 13.20 5 0.00 - 0 0 0
6 Sept 13.35 5 - 0 0 0


For Vodafone Idea Limited - strike price 12 expiring on 28NOV2024

Delta for 12 CE is 0.00

Historical price for 12 CE is as follows

On 14 Nov IDEA was trading at 7.34. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 13 Nov IDEA was trading at 7.36. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 12 Nov IDEA was trading at 7.67. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 11 Nov IDEA was trading at 7.83. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 8 Nov IDEA was trading at 7.88. 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 1 which increased total open position to 1010


On 7 Nov IDEA was trading at 8.05. 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 17 which increased total open position to 1002


On 6 Nov IDEA was trading at 8.17. 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 144 which increased total open position to 983


On 5 Nov IDEA was trading at 8.14. 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 -1 which decreased total open position to 838


On 4 Nov IDEA was trading at 7.88. 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 26 which increased total open position to 837


On 1 Nov IDEA was trading at 8.45. 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 38 which increased total open position to 799


On 31 Oct IDEA was trading at 8.12. 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 which decreased total open position to


On 30 Oct IDEA was trading at 7.68. 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 which decreased total open position to


On 29 Oct IDEA was trading at 7.96. 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 which decreased total open position to


On 28 Oct IDEA was trading at 8.25. 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 which decreased total open position to


On 25 Oct IDEA was trading at 7.66. 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 which decreased total open position to


On 24 Oct IDEA was trading at 8.13. 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 which decreased total open position to


On 23 Oct IDEA was trading at 8.25. 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 which decreased total open position to


On 22 Oct IDEA was trading at 8.40. 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 which decreased total open position to


On 21 Oct IDEA was trading at 8.50. 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 which decreased total open position to


On 18 Oct IDEA was trading at 9.02. 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 which decreased total open position to


On 17 Oct IDEA was trading at 9.05. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct IDEA was trading at 9.29. 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 which decreased total open position to


On 15 Oct IDEA was trading at 9.12. 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 which decreased total open position to


On 14 Oct IDEA was trading at 9.09. 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 which decreased total open position to


On 11 Oct IDEA was trading at 9.18. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct IDEA was trading at 9.31. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct IDEA was trading at 9.19. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct IDEA was trading at 9.50. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct IDEA was trading at 9.16. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct IDEA was trading at 9.79. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct IDEA was trading at 9.87. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct IDEA was trading at 10.17. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept IDEA was trading at 10.36. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept IDEA was trading at 10.66. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept IDEA was trading at 10.38. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept IDEA was trading at 10.36. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept IDEA was trading at 10.82. The strike last trading price was 1.05, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 20 Sept IDEA was trading at 10.47. The strike last trading price was 0.75, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept IDEA was trading at 10.38. The strike last trading price was 0.95, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Sept IDEA was trading at 12.90. The strike last trading price was 1.85, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Sept IDEA was trading at 13.12. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Sept IDEA was trading at 13.24. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 13 Sept IDEA was trading at 13.41. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 12 Sept IDEA was trading at 13.52. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Sept IDEA was trading at 13.14. The strike last trading price was 2, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept IDEA was trading at 13.53. The strike last trading price was 5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept IDEA was trading at 13.20. The strike last trading price was 5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 6 Sept IDEA was trading at 13.35. The strike last trading price was 5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


IDEA 28NOV2024 12 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 7.34 4.3 0.00 0.00 0 0 0
13 Nov 7.36 4.3 0.00 0.00 0 0 0
12 Nov 7.67 4.3 0.30 - 1 0 174
11 Nov 7.83 4 0.00 0.00 0 -1 0
8 Nov 7.88 4 0.10 - 1 0 175
7 Nov 8.05 3.9 0.10 - 2 -1 176
6 Nov 8.17 3.8 -0.20 - 1 0 177
5 Nov 8.14 4 -0.10 - 1 0 178
4 Nov 7.88 4.1 0.40 - 1 0 177
1 Nov 8.45 3.7 -0.10 - 2 1 177
31 Oct 8.12 3.8 -0.30 - 52 43 174
30 Oct 7.68 4.1 0.15 - 39 37 130
29 Oct 7.96 3.95 0.30 - 19 15 93
28 Oct 8.25 3.65 -0.25 - 31 78 78
25 Oct 7.66 3.9 0.00 - 0 0 0
24 Oct 8.13 3.9 0.50 - 20 0 65
23 Oct 8.25 3.4 0.00 - 0 7 0
22 Oct 8.40 3.4 0.10 - 8 6 64
21 Oct 8.50 3.3 0.35 - 14 5 58
18 Oct 9.02 2.95 -0.05 - 1 0 52
17 Oct 9.05 3 0.00 - 0 0 0
16 Oct 9.29 3 0.00 - 0 0 0
15 Oct 9.12 3 0.00 - 0 9 0
14 Oct 9.09 3 0.10 - 11 9 52
11 Oct 9.18 2.9 0.20 - 6 3 43
10 Oct 9.31 2.7 0.00 - 21 0 47
9 Oct 9.19 2.7 0.05 - 2 0 47
8 Oct 9.50 2.65 -0.55 - 4 -2 47
7 Oct 9.16 3.2 0.80 - 9 0 46
4 Oct 9.79 2.4 0.05 - 11 0 47
3 Oct 9.87 2.35 0.15 - 3 2 46
1 Oct 10.17 2.2 0.30 - 3 1 45
30 Sept 10.36 1.9 0.10 - 2 0 42
27 Sept 10.66 1.8 -0.05 - 6 3 41
26 Sept 10.38 1.85 0.00 - 0 0 0
25 Sept 10.36 1.85 0.00 - 0 0 0
23 Sept 10.82 1.85 -0.10 - 23 10 38
20 Sept 10.47 1.95 -0.25 - 42 -8 27
19 Sept 10.38 2.2 1.55 - 27 -9 35
18 Sept 12.90 0.65 0.10 - 25 14 45
17 Sept 13.12 0.55 0.00 - 3 2 31
16 Sept 13.24 0.55 0.05 - 2 -1 29
13 Sept 13.41 0.5 -0.10 - 3 1 29
12 Sept 13.52 0.6 -0.10 - 28 16 28
11 Sept 13.14 0.7 0.05 - 7 4 12
10 Sept 13.53 0.65 -0.20 - 2 1 8
9 Sept 13.20 0.85 0.10 - 3 2 6
6 Sept 13.35 0.75 - 7 4 4


For Vodafone Idea Limited - strike price 12 expiring on 28NOV2024

Delta for 12 PE is 0.00

Historical price for 12 PE is as follows

On 14 Nov IDEA was trading at 7.34. The strike last trading price was 4.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 13 Nov IDEA was trading at 7.36. The strike last trading price was 4.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 12 Nov IDEA was trading at 7.67. The strike last trading price was 4.3, 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 174


On 11 Nov IDEA was trading at 7.83. The strike last trading price was 4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 8 Nov IDEA was trading at 7.88. The strike last trading price was 4, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 175


On 7 Nov IDEA was trading at 8.05. The strike last trading price was 3.9, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 176


On 6 Nov IDEA was trading at 8.17. The strike last trading price was 3.8, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 177


On 5 Nov IDEA was trading at 8.14. The strike last trading price was 4, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 178


On 4 Nov IDEA was trading at 7.88. The strike last trading price was 4.1, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 177


On 1 Nov IDEA was trading at 8.45. The strike last trading price was 3.7, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 177


On 31 Oct IDEA was trading at 8.12. The strike last trading price was 3.8, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct IDEA was trading at 7.68. The strike last trading price was 4.1, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct IDEA was trading at 7.96. The strike last trading price was 3.95, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct IDEA was trading at 8.25. The strike last trading price was 3.65, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct IDEA was trading at 7.66. The strike last trading price was 3.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct IDEA was trading at 8.13. The strike last trading price was 3.9, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct IDEA was trading at 8.25. The strike last trading price was 3.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct IDEA was trading at 8.40. The strike last trading price was 3.4, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct IDEA was trading at 8.50. The strike last trading price was 3.3, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct IDEA was trading at 9.02. The strike last trading price was 2.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct IDEA was trading at 9.05. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct IDEA was trading at 9.29. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct IDEA was trading at 9.12. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct IDEA was trading at 9.09. The strike last trading price was 3, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct IDEA was trading at 9.18. The strike last trading price was 2.9, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct IDEA was trading at 9.31. The strike last trading price was 2.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct IDEA was trading at 9.19. The strike last trading price was 2.7, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct IDEA was trading at 9.50. The strike last trading price was 2.65, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct IDEA was trading at 9.16. The strike last trading price was 3.2, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct IDEA was trading at 9.79. The strike last trading price was 2.4, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct IDEA was trading at 9.87. The strike last trading price was 2.35, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct IDEA was trading at 10.17. The strike last trading price was 2.2, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept IDEA was trading at 10.36. The strike last trading price was 1.9, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept IDEA was trading at 10.66. The strike last trading price was 1.8, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept IDEA was trading at 10.38. The strike last trading price was 1.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept IDEA was trading at 10.36. The strike last trading price was 1.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept IDEA was trading at 10.82. The strike last trading price was 1.85, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 20 Sept IDEA was trading at 10.47. The strike last trading price was 1.95, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept IDEA was trading at 10.38. The strike last trading price was 2.2, which was 1.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Sept IDEA was trading at 12.90. The strike last trading price was 0.65, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Sept IDEA was trading at 13.12. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Sept IDEA was trading at 13.24. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 13 Sept IDEA was trading at 13.41. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 12 Sept IDEA was trading at 13.52. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Sept IDEA was trading at 13.14. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept IDEA was trading at 13.53. The strike last trading price was 0.65, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept IDEA was trading at 13.20. The strike last trading price was 0.85, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 6 Sept IDEA was trading at 13.35. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to