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Historical option data for IDEA

25 Jun 2026 04:10 PM IST
IDEA 30-Jun-2026 (3d) 13 CE
Delta: 0.92
Vega: 0
Theta: -0.01
Gamma: 0.18598
Date Close Ltp Change IV Volume OI Chg OI
25 Jun 14.06 1.06 -0.34 (-24.29%) 47.27 251 -117 1,194
24 Jun 14.31 1.36 -0.14 (-9.33%) 53.66 812 -706 1,312
23 Jun 14.45 1.47 -0.42 (-22.22%) 48.55 641 -291 2,018
22 Jun 14.82 1.83 -0.13 (-6.63%) 52.76 153 -90 2,309
19 Jun 14.92 1.97 -0.1 (-4.83%) 55.3 101 -31 2,410
18 Jun 15.01 2.12 0.11 (5.47%) 52.54 311 159 2,441
17 Jun 14.92 2.02 0.26 (14.77%) 61.13 834 28 2,282
16 Jun 14.62 1.76 -0.29 (-14.15%) 56.41 975 -112 2,235
15 Jun 14.95 2 -0.02 (-0.99%) 46.25 530 -119 2,349
12 Jun 14.90 2.03 0.57 (39.04%) 55.14 1,296 -319 2,457
11 Jun 14.17 1.52 0.28 (22.58%) 56.47 1,090 -76 2,776
10 Jun 13.88 1.21 -0.27 (-18.24%) 52.1 661 88 2,853
9 Jun 14.14 1.52 -0.16 (-9.52%) 55.77 510 -85 2,768
8 Jun 14.40 1.6 -0.61 (-27.60%) 51.35 673 -173 2,853
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 0.92

Historical price for 13 CE is as follows

On 25 Jun IDEA was trading at 14.06. The strike last trading price was 1.06, which was -0.34 lower than the previous day. The implied volatity was 47.27, the open interest changed by -117 which decreased total open position to 1194


On 24 Jun IDEA was trading at 14.31. The strike last trading price was 1.36, which was -0.14 lower than the previous day. The implied volatity was 53.66, the open interest changed by -706 which decreased total open position to 1312


On 23 Jun IDEA was trading at 14.45. The strike last trading price was 1.47, which was -0.42 lower than the previous day. The implied volatity was 48.55, the open interest changed by -291 which decreased total open position to 2018


On 22 Jun IDEA was trading at 14.82. The strike last trading price was 1.83, which was -0.13 lower than the previous day. The implied volatity was 52.76, the open interest changed by -90 which decreased total open position to 2309


On 19 Jun IDEA was trading at 14.92. The strike last trading price was 1.97, which was -0.1 lower than the previous day. The implied volatity was 55.3, the open interest changed by -31 which decreased total open position to 2410


On 18 Jun IDEA was trading at 15.01. The strike last trading price was 2.12, which was 0.11 higher than the previous day. The implied volatity was 52.54, the open interest changed by 159 which increased total open position to 2441


On 17 Jun IDEA was trading at 14.92. The strike last trading price was 2.02, which was 0.26 higher than the previous day. The implied volatity was 61.13, the open interest changed by 28 which increased total open position to 2282


On 16 Jun IDEA was trading at 14.62. The strike last trading price was 1.76, which was -0.29 lower than the previous day. The implied volatity was 56.41, the open interest changed by -112 which decreased total open position to 2235


On 15 Jun IDEA was trading at 14.95. The strike last trading price was 2, which was -0.02 lower than the previous day. The implied volatity was 46.25, the open interest changed by -119 which decreased total open position to 2349


On 12 Jun IDEA was trading at 14.90. The strike last trading price was 2.03, which was 0.57 higher than the previous day. The implied volatity was 55.14, the open interest changed by -319 which decreased total open position to 2457


On 11 Jun IDEA was trading at 14.17. The strike last trading price was 1.52, which was 0.28 higher than the previous day. The implied volatity was 56.47, the open interest changed by -76 which decreased total open position to 2776


On 10 Jun IDEA was trading at 13.88. The strike last trading price was 1.21, which was -0.27 lower than the previous day. The implied volatity was 52.1, the open interest changed by 88 which increased total open position to 2853


On 9 Jun IDEA was trading at 14.14. The strike last trading price was 1.52, which was -0.16 lower than the previous day. The implied volatity was 55.77, the open interest changed by -85 which decreased total open position to 2768


On 8 Jun IDEA was trading at 14.40. The strike last trading price was 1.6, which was -0.61 lower than the previous day. The implied volatity was 51.35, the open interest changed by -173 which decreased total open position to 2853


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 (3d) 13 PE
Delta: -0.08
Vega: 0
Theta: -0.01
Gamma: 0.186
Date Close Ltp Change IV Volume OI Chg OI
25 Jun 14.06 0.03 0.03 47.28 902 -314 1,844
24 Jun 14.31 0.02 0.02 46.15 404 82 2,162
23 Jun 14.45 0.03 0.03 50.56 2,556 -534 2,056
22 Jun 14.82 0.04 0.04 59.17 811 -12 2,625
19 Jun 14.92 0.04 0.04 52.84 670 168 2,658
18 Jun 15.01 0.05 0.05 56.69 1,096 43 2,491
17 Jun 14.92 0.06 0.06 (28.57%) 54.06 1,968 133 2,452
16 Jun 14.62 0.09 0.02 (28.57%) 52.69 2,065 -156 2,319
15 Jun 14.95 0.08 0.08 (62.50%) 54.91 1,352 -180 2,469
12 Jun 14.90 0.08 -0.1 (-55.56%) 49.66 3,831 0 2,656
11 Jun 14.17 0.18 -0.05 (-21.74%) 49.54 3,044 -84 2,662
10 Jun 13.88 0.23 0.03 (15.00%) 45.46 2,284 171 2,745
9 Jun 14.14 0.2 0.2 48.95 3,287 17 2,583
8 Jun 14.40 0.16 0.16 46.41 2,233 35 2,564
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 -0.08

Historical price for 13 PE is as follows

On 25 Jun IDEA was trading at 14.06. The strike last trading price was 0.03, which was 0.03 higher than the previous day. The implied volatity was 47.28, the open interest changed by -314 which decreased total open position to 1844


On 24 Jun IDEA was trading at 14.31. The strike last trading price was 0.02, which was 0.02 higher than the previous day. The implied volatity was 46.15, the open interest changed by 82 which increased total open position to 2162


On 23 Jun IDEA was trading at 14.45. The strike last trading price was 0.03, which was 0.03 higher than the previous day. The implied volatity was 50.56, the open interest changed by -534 which decreased total open position to 2056


On 22 Jun IDEA was trading at 14.82. The strike last trading price was 0.04, which was 0.04 higher than the previous day. The implied volatity was 59.17, the open interest changed by -12 which decreased total open position to 2625


On 19 Jun IDEA was trading at 14.92. The strike last trading price was 0.04, which was 0.04 higher than the previous day. The implied volatity was 52.84, the open interest changed by 168 which increased total open position to 2658


On 18 Jun IDEA was trading at 15.01. The strike last trading price was 0.05, which was 0.05 higher than the previous day. The implied volatity was 56.69, the open interest changed by 43 which increased total open position to 2491


On 17 Jun IDEA was trading at 14.92. The strike last trading price was 0.06, which was 0.06 higher than the previous day. The implied volatity was 54.06, the open interest changed by 133 which increased total open position to 2452


On 16 Jun IDEA was trading at 14.62. The strike last trading price was 0.09, which was 0.02 higher than the previous day. The implied volatity was 52.69, the open interest changed by -156 which decreased total open position to 2319


On 15 Jun IDEA was trading at 14.95. The strike last trading price was 0.08, which was 0.08 higher than the previous day. The implied volatity was 54.91, the open interest changed by -180 which decreased total open position to 2469


On 12 Jun IDEA was trading at 14.90. The strike last trading price was 0.08, which was -0.1 lower than the previous day. The implied volatity was 49.66, the open interest changed by 0 which decreased total open position to 2656


On 11 Jun IDEA was trading at 14.17. The strike last trading price was 0.18, which was -0.05 lower than the previous day. The implied volatity was 49.54, the open interest changed by -84 which decreased total open position to 2662


On 10 Jun IDEA was trading at 13.88. The strike last trading price was 0.23, which was 0.03 higher than the previous day. The implied volatity was 45.46, the open interest changed by 171 which increased total open position to 2745


On 9 Jun IDEA was trading at 14.14. The strike last trading price was 0.2, which was 0.2 higher than the previous day. The implied volatity was 48.95, the open interest changed by 17 which increased total open position to 2583


On 8 Jun IDEA was trading at 14.40. The strike last trading price was 0.16, which was 0.16 higher than the previous day. The implied volatity was 46.41, the open interest changed by 35 which increased total open position to 2564


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