IDEA
Vodafone Idea Limited
Historical option data for IDEA
09 Dec 2025 04:12 PM IST
| IDEA 30-DEC-2025 13 CE | ||||||||||||||||
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Delta: 0.16
Vega: 0.01
Theta: -0.01
Gamma: 0.13
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 0.01
Theta: -0.01
Gamma: 0.13
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| 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































































































































































































































