[--[65.84.65.76]--]

IDEA

Vodafone Idea Limited
10.74 +0.45 (4.37%)
L: 10.1 H: 10.81

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Historical option data for IDEA

09 Dec 2025 04:12 PM IST
IDEA 30-DEC-2025 13 CE
Delta: 0.16
Vega: 0.01
Theta: -0.01
Gamma: 0.13
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 10.74 0.14 0.04 70.37 11,420 -335 4,897
8 Dec 10.29 0.11 -0.06 - 11,488 286 5,206
5 Dec 10.80 0.17 0.02 68.01 8,084 -38 4,946
4 Dec 10.68 0.15 0.01 65.98 14,619 147 4,984
3 Dec 10.55 0.15 0.07 67.43 11,348 266 4,852
2 Dec 10.13 0.09 0.03 65.13 7,591 40 4,586
1 Dec 9.93 0.07 0.01 - 5,566 114 4,476
28 Nov 9.96 0.06 -0.01 58.74 3,216 37 4,332
27 Nov 10.11 0.07 0 57.32 5,205 460 4,295
26 Nov 10.08 0.08 0 58.08 6,834 1,802 3,837
25 Nov 10.05 0.09 0.01 59.10 2,091 575 2,031
24 Nov 9.98 0.08 -0.01 58.90 1,670 186 1,455
21 Nov 9.97 0.1 -0.04 58.26 1,280 65 1,268
20 Nov 10.17 0.14 -0.07 60.87 1,765 129 1,204
19 Nov 10.69 0.22 -0.02 59.44 1,470 185 1,068
18 Nov 10.74 0.25 -0.03 60.08 806 137 880
17 Nov 10.93 0.29 0 59.14 902 141 743
14 Nov 10.94 0.3 0.09 57.43 1,110 407 600
13 Nov 10.47 0.21 -0.02 57.74 280 81 193
12 Nov 10.37 0.23 0 61.82 184 36 112
11 Nov 10.24 0.23 0.1 63.96 133 24 75
10 Nov 9.50 0.13 -0.03 63.87 58 35 52
7 Nov 9.61 0.16 0.04 64.30 17 -3 17
6 Nov 9.27 0.12 -0.13 64.67 50 16 16
4 Nov 9.41 0.25 0 26.85 0 0 0
3 Nov 9.54 0 0 - 0 0 0
31 Oct 8.73 0 0 - 0 0 0
30 Oct 8.73 0 0 - 0 0 0
29 Oct 9.36 0 0 0.00 0 0 0


For Vodafone Idea Limited - strike price 13 expiring on 30DEC2025

Delta for 13 CE is 0.16

Historical price for 13 CE is as follows

On 9 Dec IDEA was trading at 10.74. The strike last trading price was 0.14, which was 0.04 higher than the previous day. The implied volatity was 70.37, the open interest changed by -335 which decreased total open position to 4897


On 8 Dec IDEA was trading at 10.29. The strike last trading price was 0.11, which was -0.06 lower than the previous day. The implied volatity was -, the open interest changed by 286 which increased total open position to 5206


On 5 Dec IDEA was trading at 10.80. The strike last trading price was 0.17, which was 0.02 higher than the previous day. The implied volatity was 68.01, the open interest changed by -38 which decreased total open position to 4946


On 4 Dec IDEA was trading at 10.68. The strike last trading price was 0.15, which was 0.01 higher than the previous day. The implied volatity was 65.98, the open interest changed by 147 which increased total open position to 4984


On 3 Dec IDEA was trading at 10.55. The strike last trading price was 0.15, which was 0.07 higher than the previous day. The implied volatity was 67.43, the open interest changed by 266 which increased total open position to 4852


On 2 Dec IDEA was trading at 10.13. The strike last trading price was 0.09, which was 0.03 higher than the previous day. The implied volatity was 65.13, the open interest changed by 40 which increased total open position to 4586


On 1 Dec IDEA was trading at 9.93. The strike last trading price was 0.07, which was 0.01 higher than the previous day. The implied volatity was -, the open interest changed by 114 which increased total open position to 4476


On 28 Nov IDEA was trading at 9.96. The strike last trading price was 0.06, which was -0.01 lower than the previous day. The implied volatity was 58.74, the open interest changed by 37 which increased total open position to 4332


On 27 Nov IDEA was trading at 10.11. The strike last trading price was 0.07, which was 0 lower than the previous day. The implied volatity was 57.32, the open interest changed by 460 which increased total open position to 4295


On 26 Nov IDEA was trading at 10.08. The strike last trading price was 0.08, which was 0 lower than the previous day. The implied volatity was 58.08, the open interest changed by 1802 which increased total open position to 3837


On 25 Nov IDEA was trading at 10.05. The strike last trading price was 0.09, which was 0.01 higher than the previous day. The implied volatity was 59.10, the open interest changed by 575 which increased total open position to 2031


On 24 Nov IDEA was trading at 9.98. The strike last trading price was 0.08, which was -0.01 lower than the previous day. The implied volatity was 58.90, the open interest changed by 186 which increased total open position to 1455


On 21 Nov IDEA was trading at 9.97. The strike last trading price was 0.1, which was -0.04 lower than the previous day. The implied volatity was 58.26, the open interest changed by 65 which increased total open position to 1268


On 20 Nov IDEA was trading at 10.17. The strike last trading price was 0.14, which was -0.07 lower than the previous day. The implied volatity was 60.87, the open interest changed by 129 which increased total open position to 1204


On 19 Nov IDEA was trading at 10.69. The strike last trading price was 0.22, which was -0.02 lower than the previous day. The implied volatity was 59.44, the open interest changed by 185 which increased total open position to 1068


On 18 Nov IDEA was trading at 10.74. The strike last trading price was 0.25, which was -0.03 lower than the previous day. The implied volatity was 60.08, the open interest changed by 137 which increased total open position to 880


On 17 Nov IDEA was trading at 10.93. The strike last trading price was 0.29, which was 0 lower than the previous day. The implied volatity was 59.14, the open interest changed by 141 which increased total open position to 743


On 14 Nov IDEA was trading at 10.94. The strike last trading price was 0.3, which was 0.09 higher than the previous day. The implied volatity was 57.43, the open interest changed by 407 which increased total open position to 600


On 13 Nov IDEA was trading at 10.47. The strike last trading price was 0.21, which was -0.02 lower than the previous day. The implied volatity was 57.74, the open interest changed by 81 which increased total open position to 193


On 12 Nov IDEA was trading at 10.37. The strike last trading price was 0.23, which was 0 lower than the previous day. The implied volatity was 61.82, the open interest changed by 36 which increased total open position to 112


On 11 Nov IDEA was trading at 10.24. The strike last trading price was 0.23, which was 0.1 higher than the previous day. The implied volatity was 63.96, the open interest changed by 24 which increased total open position to 75


On 10 Nov IDEA was trading at 9.50. The strike last trading price was 0.13, which was -0.03 lower than the previous day. The implied volatity was 63.87, the open interest changed by 35 which increased total open position to 52


On 7 Nov IDEA was trading at 9.61. The strike last trading price was 0.16, which was 0.04 higher than the previous day. The implied volatity was 64.30, the open interest changed by -3 which decreased total open position to 17


On 6 Nov IDEA was trading at 9.27. The strike last trading price was 0.12, which was -0.13 lower than the previous day. The implied volatity was 64.67, the open interest changed by 16 which increased total open position to 16


On 4 Nov IDEA was trading at 9.41. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 26.85, 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 0, 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 0, 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 0, 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 29 Oct IDEA was trading at 9.36. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


IDEA 30DEC2025 13 PE
Delta: -0.86
Vega: 0.01
Theta: -0.01
Gamma: 0.13
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 10.74 2.28 -0.46 66.16 49 -6 435
8 Dec 10.29 2.78 0.49 - 59 13 440
5 Dec 10.80 2.29 -0.19 66.46 20 -2 427
4 Dec 10.68 2.48 -0.02 80.39 33 21 429
3 Dec 10.55 2.5 -0.35 69.64 47 7 408
2 Dec 10.13 2.85 -0.13 - 58 26 397
1 Dec 9.93 2.98 0.03 - 15 6 372
28 Nov 9.96 2.95 0.21 51.70 12 2 365
27 Nov 10.11 2.74 -0.11 - 18 10 364
26 Nov 10.08 2.85 -0.05 59.91 44 27 355
25 Nov 10.05 2.88 -0.1 62.94 296 163 327
24 Nov 9.98 2.98 0.05 60.21 89 46 159
21 Nov 9.97 2.93 0.38 62.38 32 17 112
20 Nov 10.17 2.55 0.21 - 4 1 95
19 Nov 10.69 2.34 0.01 53.75 47 23 94
18 Nov 10.74 2.33 0.11 58.08 1 0 70
17 Nov 10.93 2.22 0.03 60.18 18 2 60
14 Nov 10.94 2.18 -0.37 56.84 57 50 56
13 Nov 10.47 2.55 -0.18 57.38 2 -1 5
12 Nov 10.37 2.73 -0.07 63.50 2 1 5
11 Nov 10.24 2.8 -0.85 57.08 4 3 3
10 Nov 9.50 3.65 0 - 0 0 0
7 Nov 9.61 3.65 0 - 0 0 0
6 Nov 9.27 3.65 0 - 0 0 0
4 Nov 9.41 3.65 0 - 0 0 0
3 Nov 9.54 0 0 - 0 0 0
31 Oct 8.73 0 0 - 0 0 0
30 Oct 8.73 0 0 - 0 0 0
29 Oct 9.36 0 0 0.00 0 0 0


For Vodafone Idea Limited - strike price 13 expiring on 30DEC2025

Delta for 13 PE is -0.86

Historical price for 13 PE is as follows

On 9 Dec IDEA was trading at 10.74. The strike last trading price was 2.28, which was -0.46 lower than the previous day. The implied volatity was 66.16, the open interest changed by -6 which decreased total open position to 435


On 8 Dec IDEA was trading at 10.29. The strike last trading price was 2.78, which was 0.49 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 440


On 5 Dec IDEA was trading at 10.80. The strike last trading price was 2.29, which was -0.19 lower than the previous day. The implied volatity was 66.46, the open interest changed by -2 which decreased total open position to 427


On 4 Dec IDEA was trading at 10.68. The strike last trading price was 2.48, which was -0.02 lower than the previous day. The implied volatity was 80.39, the open interest changed by 21 which increased total open position to 429


On 3 Dec IDEA was trading at 10.55. The strike last trading price was 2.5, which was -0.35 lower than the previous day. The implied volatity was 69.64, the open interest changed by 7 which increased total open position to 408


On 2 Dec IDEA was trading at 10.13. The strike last trading price was 2.85, which was -0.13 lower than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 397


On 1 Dec IDEA was trading at 9.93. The strike last trading price was 2.98, which was 0.03 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 372


On 28 Nov IDEA was trading at 9.96. The strike last trading price was 2.95, which was 0.21 higher than the previous day. The implied volatity was 51.70, the open interest changed by 2 which increased total open position to 365


On 27 Nov IDEA was trading at 10.11. The strike last trading price was 2.74, which was -0.11 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 364


On 26 Nov IDEA was trading at 10.08. The strike last trading price was 2.85, which was -0.05 lower than the previous day. The implied volatity was 59.91, the open interest changed by 27 which increased total open position to 355


On 25 Nov IDEA was trading at 10.05. The strike last trading price was 2.88, which was -0.1 lower than the previous day. The implied volatity was 62.94, the open interest changed by 163 which increased total open position to 327


On 24 Nov IDEA was trading at 9.98. The strike last trading price was 2.98, which was 0.05 higher than the previous day. The implied volatity was 60.21, the open interest changed by 46 which increased total open position to 159


On 21 Nov IDEA was trading at 9.97. The strike last trading price was 2.93, which was 0.38 higher than the previous day. The implied volatity was 62.38, the open interest changed by 17 which increased total open position to 112


On 20 Nov IDEA was trading at 10.17. The strike last trading price was 2.55, which was 0.21 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 95


On 19 Nov IDEA was trading at 10.69. The strike last trading price was 2.34, which was 0.01 higher than the previous day. The implied volatity was 53.75, the open interest changed by 23 which increased total open position to 94


On 18 Nov IDEA was trading at 10.74. The strike last trading price was 2.33, which was 0.11 higher than the previous day. The implied volatity was 58.08, the open interest changed by 0 which decreased total open position to 70


On 17 Nov IDEA was trading at 10.93. The strike last trading price was 2.22, which was 0.03 higher than the previous day. The implied volatity was 60.18, the open interest changed by 2 which increased total open position to 60


On 14 Nov IDEA was trading at 10.94. The strike last trading price was 2.18, which was -0.37 lower than the previous day. The implied volatity was 56.84, the open interest changed by 50 which increased total open position to 56


On 13 Nov IDEA was trading at 10.47. The strike last trading price was 2.55, which was -0.18 lower than the previous day. The implied volatity was 57.38, the open interest changed by -1 which decreased total open position to 5


On 12 Nov IDEA was trading at 10.37. The strike last trading price was 2.73, which was -0.07 lower than the previous day. The implied volatity was 63.50, the open interest changed by 1 which increased total open position to 5


On 11 Nov IDEA was trading at 10.24. The strike last trading price was 2.8, which was -0.85 lower than the previous day. The implied volatity was 57.08, the open interest changed by 3 which increased total open position to 3


On 10 Nov IDEA was trading at 9.50. The strike last trading price was 3.65, 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 3.65, 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 3.65, 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 3.65, 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 0, 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 0, 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 0, 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 29 Oct IDEA was trading at 9.36. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0