Historical option data for IDEA
08 Jun 2026 10:46 AM IST
| IDEA 30-Jun-2026 (22d) 13 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 0
Theta: -0.01
Gamma: 0.10404
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jun | 14.96 | 2.21 | 0 (0.00%) | 63.37 | 201 | -28 | 2,998 | |||||||||
| 5 Jun | 14.95 | 2.21 | -0.01 (-0.45%) | 59.31 | 635 | -157 | 3,026 | |||||||||
| 4 Jun | 14.93 | 2.27 | 0.13 (6.07%) | 60.7 | 872 | -189 | 3,189 | |||||||||
| 3 Jun | 14.85 | 2.19 | 0.67 (44.08%) | 57.3 | 1,382 | -426 | 3,386 | |||||||||
| 2 Jun | 14.16 | 1.53 | 0.21 (15.91%) | 52.77 | 1,100 | 43 | 3,809 | |||||||||
| 1 Jun | 13.95 | 1.37 | -0.04 (-2.84%) | 49.12 | 1,476 | -47 | 3,766 | |||||||||
| 29 May | 13.99 | 1.48 | -0.04 (-2.63%) | 51.83 | 1,687 | 174 | 3,813 | |||||||||
| 27 May | 14.18 | 1.54 | 0.03 (1.99%) | 45.25 | 940 | 110 | 3,645 | |||||||||
| 26 May | 14.14 | 1.5 | 0.01 (0.67%) | 47.1 | 857 | 67 | 3,535 | |||||||||
| 25 May | 14.04 | 1.49 | 0.49 (49.00%) | 47.21 | 1,144 | -57 | 3,475 | |||||||||
| 22 May | 13.73 | 1.32 | 0.32 (32.00%) | 49.58 | 1,123 | 70 | 3,532 | |||||||||
| 21 May | 13.62 | 1.18 | 0.18 (18.00%) | 48 | 1,010 | 21 | 3,462 | |||||||||
| 20 May | 13.58 | 1.25 | 0.25 (25.00%) | 50.33 | 1,276 | 326 | 3,450 | |||||||||
| 19 May | 13.52 | 1.21 | 0.21 (21.00%) | 51.39 | 3,111 | 926 | 3,126 | |||||||||
| 18 May | 12.86 | 0.91 | -0.09 (-9.00%) | 49.35 | 1,525 | 275 | 2,187 | |||||||||
| 15 May | 12.95 | 0.9 | -0.06 (-6.25%) | 47.92 | 1,628 | 566 | 1,884 | |||||||||
| 14 May | 12.97 | 0.94 | -0.01 (-1.05%) | 48.94 | 779 | 283 | 1,318 | |||||||||
| 13 May | 12.83 | 0.91 | 0.44 (93.62%) | 0 | 1,852 | 248 | 1,034 | |||||||||
| 12 May | 11.89 | 0.51 | -0.05 (-8.93%) | 0 | 925 | 174 | 786 | |||||||||
| 11 May | 12.18 | 0.58 | 0.28 (93.33%) | 0 | 1,378 | 255 | 611 | |||||||||
| 8 May | 11.24 | 0.32 | 0.01 (3.23%) | 50.18 | 459 | 106 | 360 | |||||||||
| 7 May | 11.23 | 0.31 | -0.03 (-8.82%) | 48.98 | 102 | 18 | 254 | |||||||||
| 6 May | 11.30 | 0.34 | 0.09 (36.00%) | 50.02 | 578 | 45 | 236 | |||||||||
| 5 May | 10.80 | 0.25 | 0.03 (13.64%) | 51.12 | 369 | 33 | 192 | |||||||||
| 4 May | 10.52 | 0.22 | 0.05 (29.41%) | 52.47 | 299 | 154 | 155 | |||||||||
| 30 Apr | 10.22 | 0.17 | -0.03 (-15.00%) | 51.47 | 21 | 15 | 16 | |||||||||
| 29 Apr | 10.29 | 0.2 | -0.06 (-23.08%) | 53.03 | 1 | 0 | 0 | |||||||||
For Vodafone Idea Limited - strike price 13 expiring on 30JUN2026
Delta for 13 CE is 0.84
Historical price for 13 CE is as follows
On 8 Jun IDEA was trading at 14.96. The strike last trading price was 2.21, which was 0 lower than the previous day. The implied volatity was 63.37, the open interest changed by -28 which decreased total open position to 2998
On 5 Jun IDEA was trading at 14.95. The strike last trading price was 2.21, which was -0.01 lower than the previous day. The implied volatity was 59.31, the open interest changed by -157 which decreased total open position to 3026
On 4 Jun IDEA was trading at 14.93. The strike last trading price was 2.27, which was 0.13 higher than the previous day. The implied volatity was 60.7, the open interest changed by -189 which decreased total open position to 3189
On 3 Jun IDEA was trading at 14.85. The strike last trading price was 2.19, which was 0.67 higher than the previous day. The implied volatity was 57.3, the open interest changed by -426 which decreased total open position to 3386
On 2 Jun IDEA was trading at 14.16. The strike last trading price was 1.53, which was 0.21 higher than the previous day. The implied volatity was 52.77, the open interest changed by 43 which increased total open position to 3809
On 1 Jun IDEA was trading at 13.95. The strike last trading price was 1.37, which was -0.04 lower than the previous day. The implied volatity was 49.12, the open interest changed by -47 which decreased total open position to 3766
On 29 May IDEA was trading at 13.99. The strike last trading price was 1.48, which was -0.04 lower than the previous day. The implied volatity was 51.83, the open interest changed by 174 which increased total open position to 3813
On 27 May IDEA was trading at 14.18. The strike last trading price was 1.54, which was 0.03 higher than the previous day. The implied volatity was 45.25, the open interest changed by 110 which increased total open position to 3645
On 26 May IDEA was trading at 14.14. The strike last trading price was 1.5, which was 0.01 higher than the previous day. The implied volatity was 47.1, the open interest changed by 67 which increased total open position to 3535
On 25 May IDEA was trading at 14.04. The strike last trading price was 1.49, which was 0.49 higher than the previous day. The implied volatity was 47.21, the open interest changed by -57 which decreased total open position to 3475
On 22 May IDEA was trading at 13.73. The strike last trading price was 1.32, which was 0.32 higher than the previous day. The implied volatity was 49.58, the open interest changed by 70 which increased total open position to 3532
On 21 May IDEA was trading at 13.62. The strike last trading price was 1.18, which was 0.18 higher than the previous day. The implied volatity was 48, the open interest changed by 21 which increased total open position to 3462
On 20 May IDEA was trading at 13.58. The strike last trading price was 1.25, which was 0.25 higher than the previous day. The implied volatity was 50.33, the open interest changed by 326 which increased total open position to 3450
On 19 May IDEA was trading at 13.52. The strike last trading price was 1.21, which was 0.21 higher than the previous day. The implied volatity was 51.39, the open interest changed by 926 which increased total open position to 3126
On 18 May IDEA was trading at 12.86. The strike last trading price was 0.91, which was -0.09 lower than the previous day. The implied volatity was 49.35, the open interest changed by 275 which increased total open position to 2187
On 15 May IDEA was trading at 12.95. The strike last trading price was 0.9, which was -0.06 lower than the previous day. The implied volatity was 47.92, the open interest changed by 566 which increased total open position to 1884
On 14 May IDEA was trading at 12.97. The strike last trading price was 0.94, which was -0.01 lower than the previous day. The implied volatity was 48.94, the open interest changed by 283 which increased total open position to 1318
On 13 May IDEA was trading at 12.83. The strike last trading price was 0.91, which was 0.44 higher than the previous day. The implied volatity was 0, the open interest changed by 248 which increased total open position to 1034
On 12 May IDEA was trading at 11.89. The strike last trading price was 0.51, which was -0.05 lower than the previous day. The implied volatity was 0, the open interest changed by 174 which increased total open position to 786
On 11 May IDEA was trading at 12.18. The strike last trading price was 0.58, which was 0.28 higher than the previous day. The implied volatity was 0, the open interest changed by 255 which increased total open position to 611
On 8 May IDEA was trading at 11.24. The strike last trading price was 0.32, which was 0.01 higher than the previous day. The implied volatity was 50.18, the open interest changed by 106 which increased total open position to 360
On 7 May IDEA was trading at 11.23. The strike last trading price was 0.31, which was -0.03 lower than the previous day. The implied volatity was 48.98, the open interest changed by 18 which increased total open position to 254
On 6 May IDEA was trading at 11.30. The strike last trading price was 0.34, which was 0.09 higher than the previous day. The implied volatity was 50.02, the open interest changed by 45 which increased total open position to 236
On 5 May IDEA was trading at 10.80. The strike last trading price was 0.25, which was 0.03 higher than the previous day. The implied volatity was 51.12, the open interest changed by 33 which increased total open position to 192
On 4 May IDEA was trading at 10.52. The strike last trading price was 0.22, which was 0.05 higher than the previous day. The implied volatity was 52.47, the open interest changed by 154 which increased total open position to 155
On 30 Apr IDEA was trading at 10.22. The strike last trading price was 0.17, which was -0.03 lower than the previous day. The implied volatity was 51.47, the open interest changed by 15 which increased total open position to 16
On 29 Apr IDEA was trading at 10.29. The strike last trading price was 0.2, which was -0.06 lower than the previous day. The implied volatity was 53.03, the open interest changed by 0 which decreased total open position to 0
| IDEA 30-Jun-2026 (22d) 13 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0
Theta: -0.01
Gamma: 0.10368
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jun | 14.96 | 0.13 | 0.13 | 53.32 | 686 | 88 | 2,617 |
| 5 Jun | 14.95 | 0.12 | 0.12 | 49.14 | 2,083 | -1 | 2,529 |
| 4 Jun | 14.93 | 0.12 | 0.12 | 48.53 | 2,469 | 171 | 2,530 |
| 3 Jun | 14.85 | 0.12 | 0.12 | 46.64 | 3,615 | 77 | 2,371 |
| 2 Jun | 14.16 | 0.22 | 0.22 | 43.25 | 1,744 | -197 | 2,294 |
| 1 Jun | 13.95 | 0.25 | 0.25 | 41.84 | 2,594 | -6 | 2,497 |
| 29 May | 13.99 | 0.24 | 0.24 | 40.11 | 2,711 | 414 | 2,504 |
| 27 May | 14.18 | 0.23 | -0.06 (-20.69%) | 41.49 | 1,636 | 210 | 2,088 |
| 26 May | 14.14 | 0.3 | -0.01 (-3.23%) | 44.16 | 1,475 | 182 | 1,883 |
| 25 May | 14.04 | 0.31 | -0.1 (-24.39%) | 43.77 | 1,083 | 219 | 1,702 |
| 22 May | 13.73 | 0.4 | -0.12 (-23.08%) | 41.71 | 1,838 | 518 | 1,483 |
| 21 May | 13.62 | 0.55 | 0 (0.00%) | 46.73 | 598 | 121 | 965 |
| 20 May | 13.58 | 0.56 | -0.02 (-3.45%) | 47.42 | 610 | 86 | 843 |
| 19 May | 13.52 | 0.6 | -0.21 (-25.93%) | 46.93 | 1,483 | 370 | 753 |
| 18 May | 12.86 | 0.79 | -0.06 (-7.06%) | 46.23 | 405 | 77 | 386 |
| 15 May | 12.95 | 0.85 | -0.01 (-1.16%) | 47.4 | 411 | 102 | 312 |
| 14 May | 12.97 | 0.89 | -0.08 (-8.25%) | 48.86 | 157 | 66 | 209 |
| 13 May | 12.83 | 1.01 | -0.41 (-28.87%) | 0 | 202 | 74 | 144 |
| 12 May | 11.89 | 1.4 | 0.21 (17.65%) | 0 | 12 | 6 | 69 |
| 11 May | 12.18 | 1.2 | -1.98 (-62.26%) | 42.77 | 79 | 63 | 63 |
| 8 May | 11.24 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 11.23 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 11.30 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 10.80 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 10.52 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 10.22 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 10.29 | 0 | 0 | - | 0 | 0 | 0 |
For Vodafone Idea Limited - strike price 13 expiring on 30JUN2026
Delta for 13 PE is -0.12
Historical price for 13 PE is as follows
On 8 Jun IDEA was trading at 14.96. The strike last trading price was 0.13, which was 0.13 higher than the previous day. The implied volatity was 53.32, the open interest changed by 88 which increased total open position to 2617
On 5 Jun IDEA was trading at 14.95. The strike last trading price was 0.12, which was 0.12 higher than the previous day. The implied volatity was 49.14, the open interest changed by -1 which decreased total open position to 2529
On 4 Jun IDEA was trading at 14.93. The strike last trading price was 0.12, which was 0.12 higher than the previous day. The implied volatity was 48.53, the open interest changed by 171 which increased total open position to 2530
On 3 Jun IDEA was trading at 14.85. The strike last trading price was 0.12, which was 0.12 higher than the previous day. The implied volatity was 46.64, the open interest changed by 77 which increased total open position to 2371
On 2 Jun IDEA was trading at 14.16. The strike last trading price was 0.22, which was 0.22 higher than the previous day. The implied volatity was 43.25, the open interest changed by -197 which decreased total open position to 2294
On 1 Jun IDEA was trading at 13.95. The strike last trading price was 0.25, which was 0.25 higher than the previous day. The implied volatity was 41.84, the open interest changed by -6 which decreased total open position to 2497
On 29 May IDEA was trading at 13.99. The strike last trading price was 0.24, which was 0.24 higher than the previous day. The implied volatity was 40.11, the open interest changed by 414 which increased total open position to 2504
On 27 May IDEA was trading at 14.18. The strike last trading price was 0.23, which was -0.06 lower than the previous day. The implied volatity was 41.49, the open interest changed by 210 which increased total open position to 2088
On 26 May IDEA was trading at 14.14. The strike last trading price was 0.3, which was -0.01 lower than the previous day. The implied volatity was 44.16, the open interest changed by 182 which increased total open position to 1883
On 25 May IDEA was trading at 14.04. The strike last trading price was 0.31, which was -0.1 lower than the previous day. The implied volatity was 43.77, the open interest changed by 219 which increased total open position to 1702
On 22 May IDEA was trading at 13.73. The strike last trading price was 0.4, which was -0.12 lower than the previous day. The implied volatity was 41.71, the open interest changed by 518 which increased total open position to 1483
On 21 May IDEA was trading at 13.62. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 46.73, the open interest changed by 121 which increased total open position to 965
On 20 May IDEA was trading at 13.58. The strike last trading price was 0.56, which was -0.02 lower than the previous day. The implied volatity was 47.42, the open interest changed by 86 which increased total open position to 843
On 19 May IDEA was trading at 13.52. The strike last trading price was 0.6, which was -0.21 lower than the previous day. The implied volatity was 46.93, the open interest changed by 370 which increased total open position to 753
On 18 May IDEA was trading at 12.86. The strike last trading price was 0.79, which was -0.06 lower than the previous day. The implied volatity was 46.23, the open interest changed by 77 which increased total open position to 386
On 15 May IDEA was trading at 12.95. The strike last trading price was 0.85, which was -0.01 lower than the previous day. The implied volatity was 47.4, the open interest changed by 102 which increased total open position to 312
On 14 May IDEA was trading at 12.97. The strike last trading price was 0.89, which was -0.08 lower than the previous day. The implied volatity was 48.86, the open interest changed by 66 which increased total open position to 209
On 13 May IDEA was trading at 12.83. The strike last trading price was 1.01, which was -0.41 lower than the previous day. The implied volatity was 0, the open interest changed by 74 which increased total open position to 144
On 12 May IDEA was trading at 11.89. The strike last trading price was 1.4, which was 0.21 higher than the previous day. The implied volatity was 0, the open interest changed by 6 which increased total open position to 69
On 11 May IDEA was trading at 12.18. The strike last trading price was 1.2, which was -1.98 lower than the previous day. The implied volatity was 42.77, the open interest changed by 63 which increased total open position to 63
On 8 May IDEA was trading at 11.24. 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 7 May IDEA was trading at 11.23. 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 6 May IDEA was trading at 11.30. 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 5 May IDEA was trading at 10.80. 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 4 May IDEA was trading at 10.52. 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 Apr IDEA was trading at 10.22. 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 Apr IDEA was trading at 10.29. 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
