IDEA
Vodafone Idea Limited
Historical option data for IDEA
24 Apr 2026 01:28 PM IST
| IDEA 28-Apr-2026 (4d) 13 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0
Theta: -0.01
Gamma: 0.03405
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 24 Apr | 9.48 | 0.01 | 0 | 135.51 | 1 | 0 | 549 | |||||||||
| 23 Apr | 9.58 | 0.01 | 0 | 117.88 | 13 | 0 | 549 | |||||||||
| 22 Apr | 9.54 | 0.01 | 0.01 | 100.94 | 0 | 0 | 549 | |||||||||
| 21 Apr | 9.55 | 0.01 | 0 | 100.94 | 5 | 4 | 548 | |||||||||
| 20 Apr | 9.47 | 0.01 | 0 | 97.06 | 19 | 1 | 544 | |||||||||
| 17 Apr | 9.61 | 0.01 | 0 | 80.08 | 23 | -14 | 544 | |||||||||
| 16 Apr | 9.53 | 0.01 | 0 | 78.85 | 183 | -128 | 561 | |||||||||
| 15 Apr | 9.44 | 0.01 | 0 | 79.26 | 74 | -41 | 689 | |||||||||
| 13 Apr | 9.25 | 0.01 | 0 | 77.73 | 231 | 63 | 730 | |||||||||
| 10 Apr | 9.25 | 0.01 | 0 | 70.21 | 160 | 9 | 667 | |||||||||
| 9 Apr | 9.12 | 0.02 | -0.01 | - | 188 | -27 | 660 | |||||||||
| 8 Apr | 9.20 | 0.03 | 0.01 | 80 | 317 | -30 | 686 | |||||||||
| 7 Apr | 8.63 | 0.02 | 0 | - | 201 | 34 | 719 | |||||||||
| 6 Apr | 8.76 | 0.03 | 0 | - | 24 | 2 | 686 | |||||||||
| 2 Apr | 8.58 | 0.03 | 0 | - | 52 | -3 | 684 | |||||||||
| 1 Apr | 8.64 | 0.03 | -0.01 | - | 178 | 44 | 687 | |||||||||
| 30 Mar | 8.53 | 0.04 | -0.01 | - | 243 | 76 | 649 | |||||||||
| 27 Mar | 8.89 | 0.05 | -0.01 | - | 224 | 11 | 573 | |||||||||
| 25 Mar | 9.04 | 0.07 | 0 | - | 206 | 56 | 561 | |||||||||
| 24 Mar | 8.88 | 0.08 | -0.01 | - | 151 | 33 | 503 | |||||||||
| 23 Mar | 8.70 | 0.09 | -0.01 | - | 171 | 28 | 468 | |||||||||
| 20 Mar | 9.34 | 0.11 | 0.02 | - | 172 | 66 | 439 | |||||||||
| 19 Mar | 8.94 | 0.09 | -0.03 | - | 78 | 12 | 373 | |||||||||
| 18 Mar | 9.44 | 0.12 | 0 | 70.76 | 124 | 19 | 365 | |||||||||
| 17 Mar | 9.25 | 0.12 | -0.04 | - | 65 | 28 | 349 | |||||||||
| 16 Mar | 9.39 | 0.16 | 0.01 | 75.81 | 117 | 35 | 321 | |||||||||
| 13 Mar | 9.27 | 0.16 | -0.01 | 73.27 | 169 | -3 | 246 | |||||||||
| 12 Mar | 9.56 | 0.17 | 0 | 69.42 | 96 | 14 | 250 | |||||||||
| 11 Mar | 9.71 | 0.17 | -0.04 | 67.54 | 38 | 5 | 235 | |||||||||
| 10 Mar | 10.01 | 0.22 | 0.02 | 65.98 | 57 | -2 | 231 | |||||||||
| 9 Mar | 9.91 | 0.2 | -0.03 | 65.43 | 109 | -25 | 234 | |||||||||
| 6 Mar | 10.06 | 0.23 | -0.02 | 63.69 | 41 | 0 | 260 | |||||||||
| 5 Mar | 10.22 | 0.25 | 0.04 | 61.44 | 266 | 102 | 259 | |||||||||
| 4 Mar | 9.99 | 0.21 | -0.04 | 62.29 | 76 | -8 | 157 | |||||||||
| 2 Mar | 10.29 | 0.25 | -0.04 | 57.95 | 52 | 15 | 166 | |||||||||
| 27 Feb | 10.59 | 0.29 | -0.04 | 55.81 | 33 | 2 | 141 | |||||||||
| 26 Feb | 10.85 | 0.33 | 0.02 | 53.04 | 158 | 126 | 139 | |||||||||
| 25 Feb | 10.73 | 0.31 | -0.25 | 52.94 | 34 | 12 | 12 | |||||||||
For Vodafone Idea Limited - strike price 13 expiring on 28APR2026
Delta for 13 CE is 0.02
Historical price for 13 CE is as follows
On 24 Apr IDEA was trading at 9.48. The strike last trading price was 0.01, which was 0 lower than the previous day. The implied volatity was 135.51, the open interest changed by 0 which decreased total open position to 549
On 23 Apr IDEA was trading at 9.58. The strike last trading price was 0.01, which was 0 lower than the previous day. The implied volatity was 117.88, the open interest changed by 0 which decreased total open position to 549
On 22 Apr IDEA was trading at 9.54. The strike last trading price was 0.01, which was 0.01 higher than the previous day. The implied volatity was 100.94, the open interest changed by 0 which decreased total open position to 549
On 21 Apr IDEA was trading at 9.55. The strike last trading price was 0.01, which was 0 lower than the previous day. The implied volatity was 100.94, the open interest changed by 4 which increased total open position to 548
On 20 Apr IDEA was trading at 9.47. The strike last trading price was 0.01, which was 0 lower than the previous day. The implied volatity was 97.06, the open interest changed by 1 which increased total open position to 544
On 17 Apr IDEA was trading at 9.61. The strike last trading price was 0.01, which was 0 lower than the previous day. The implied volatity was 80.08, the open interest changed by -14 which decreased total open position to 544
On 16 Apr IDEA was trading at 9.53. The strike last trading price was 0.01, which was 0 lower than the previous day. The implied volatity was 78.85, the open interest changed by -128 which decreased total open position to 561
On 15 Apr IDEA was trading at 9.44. The strike last trading price was 0.01, which was 0 lower than the previous day. The implied volatity was 79.26, the open interest changed by -41 which decreased total open position to 689
On 13 Apr IDEA was trading at 9.25. The strike last trading price was 0.01, which was 0 lower than the previous day. The implied volatity was 77.73, the open interest changed by 63 which increased total open position to 730
On 10 Apr IDEA was trading at 9.25. The strike last trading price was 0.01, which was 0 lower than the previous day. The implied volatity was 70.21, the open interest changed by 9 which increased total open position to 667
On 9 Apr IDEA was trading at 9.12. The strike last trading price was 0.02, which was -0.01 lower than the previous day. The implied volatity was -, the open interest changed by -27 which decreased total open position to 660
On 8 Apr IDEA was trading at 9.20. The strike last trading price was 0.03, which was 0.01 higher than the previous day. The implied volatity was 80, the open interest changed by -30 which decreased total open position to 686
On 7 Apr IDEA was trading at 8.63. The strike last trading price was 0.02, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 719
On 6 Apr IDEA was trading at 8.76. The strike last trading price was 0.03, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 686
On 2 Apr IDEA was trading at 8.58. The strike last trading price was 0.03, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 684
On 1 Apr IDEA was trading at 8.64. The strike last trading price was 0.03, which was -0.01 lower than the previous day. The implied volatity was -, the open interest changed by 44 which increased total open position to 687
On 30 Mar IDEA was trading at 8.53. The strike last trading price was 0.04, which was -0.01 lower than the previous day. The implied volatity was -, the open interest changed by 76 which increased total open position to 649
On 27 Mar IDEA was trading at 8.89. The strike last trading price was 0.05, which was -0.01 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 573
On 25 Mar IDEA was trading at 9.04. The strike last trading price was 0.07, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 56 which increased total open position to 561
On 24 Mar IDEA was trading at 8.88. The strike last trading price was 0.08, which was -0.01 lower than the previous day. The implied volatity was -, the open interest changed by 33 which increased total open position to 503
On 23 Mar IDEA was trading at 8.70. The strike last trading price was 0.09, which was -0.01 lower than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 468
On 20 Mar IDEA was trading at 9.34. The strike last trading price was 0.11, which was 0.02 higher than the previous day. The implied volatity was -, the open interest changed by 66 which increased total open position to 439
On 19 Mar IDEA was trading at 8.94. The strike last trading price was 0.09, which was -0.03 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 373
On 18 Mar IDEA was trading at 9.44. The strike last trading price was 0.12, which was 0 lower than the previous day. The implied volatity was 70.76, the open interest changed by 19 which increased total open position to 365
On 17 Mar IDEA was trading at 9.25. The strike last trading price was 0.12, which was -0.04 lower than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 349
On 16 Mar IDEA was trading at 9.39. The strike last trading price was 0.16, which was 0.01 higher than the previous day. The implied volatity was 75.81, the open interest changed by 35 which increased total open position to 321
On 13 Mar IDEA was trading at 9.27. The strike last trading price was 0.16, which was -0.01 lower than the previous day. The implied volatity was 73.27, the open interest changed by -3 which decreased total open position to 246
On 12 Mar IDEA was trading at 9.56. The strike last trading price was 0.17, which was 0 lower than the previous day. The implied volatity was 69.42, the open interest changed by 14 which increased total open position to 250
On 11 Mar IDEA was trading at 9.71. The strike last trading price was 0.17, which was -0.04 lower than the previous day. The implied volatity was 67.54, the open interest changed by 5 which increased total open position to 235
On 10 Mar IDEA was trading at 10.01. The strike last trading price was 0.22, which was 0.02 higher than the previous day. The implied volatity was 65.98, the open interest changed by -2 which decreased total open position to 231
On 9 Mar IDEA was trading at 9.91. The strike last trading price was 0.2, which was -0.03 lower than the previous day. The implied volatity was 65.43, the open interest changed by -25 which decreased total open position to 234
On 6 Mar IDEA was trading at 10.06. The strike last trading price was 0.23, which was -0.02 lower than the previous day. The implied volatity was 63.69, the open interest changed by 0 which decreased total open position to 260
On 5 Mar IDEA was trading at 10.22. The strike last trading price was 0.25, which was 0.04 higher than the previous day. The implied volatity was 61.44, the open interest changed by 102 which increased total open position to 259
On 4 Mar IDEA was trading at 9.99. The strike last trading price was 0.21, which was -0.04 lower than the previous day. The implied volatity was 62.29, the open interest changed by -8 which decreased total open position to 157
On 2 Mar IDEA was trading at 10.29. The strike last trading price was 0.25, which was -0.04 lower than the previous day. The implied volatity was 57.95, the open interest changed by 15 which increased total open position to 166
On 27 Feb IDEA was trading at 10.59. The strike last trading price was 0.29, which was -0.04 lower than the previous day. The implied volatity was 55.81, the open interest changed by 2 which increased total open position to 141
On 26 Feb IDEA was trading at 10.85. The strike last trading price was 0.33, which was 0.02 higher than the previous day. The implied volatity was 53.04, the open interest changed by 126 which increased total open position to 139
On 25 Feb IDEA was trading at 10.73. The strike last trading price was 0.31, which was -0.25 lower than the previous day. The implied volatity was 52.94, the open interest changed by 12 which increased total open position to 12
| IDEA 28-Apr-2026 (4d) 13 PE | |||||||
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Delta: -0.94
Vega: 0
Theta: -0.02
Gamma: 0.06405
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 9.48 | 3.5 | 0.06000000000000005 | 166.23 | 3 | -1 | 166 |
| 23 Apr | 9.58 | 3.46 | -0.010000000000000231 | 158.18 | 27 | -25 | 168 |
| 22 Apr | 9.54 | 3.48 | 0.20000000000000018 | 134.29 | 17 | -13 | 194 |
| 21 Apr | 9.55 | 3.28 | -0.10000000000000009 | 101.79 | 3 | -1 | 208 |
| 20 Apr | 9.47 | 3.38 | 3.38 | - | 0 | 0 | 209 |
| 17 Apr | 9.61 | 3.38 | -0.03000000000000025 | 83.2 | 5 | -1 | 210 |
| 16 Apr | 9.53 | 3.41 | -0.16999999999999993 | 78.59 | 5 | 0 | 206 |
| 15 Apr | 9.44 | 3.58 | -0.08999999999999986 | 74.03 | 8 | -2 | 206 |
| 13 Apr | 9.25 | 3.67 | -0.08000000000000007 | 76.77 | 7 | -2 | 208 |
| 10 Apr | 9.25 | 3.75 | -0.06000000000000005 | 82.09 | 55 | 14 | 212 |
| 9 Apr | 9.12 | 3.81 | 0.09 | - | 16 | 7 | 194 |
| 8 Apr | 9.20 | 3.72 | -0.63 | 80.62 | 8 | 2 | 186 |
| 7 Apr | 8.63 | 4.35 | -0.1 | - | 20 | 18 | 185 |
| 6 Apr | 8.76 | 4.45 | 0.21 | - | 0 | 0 | 167 |
| 2 Apr | 8.58 | 4.45 | 0.21 | - | 23 | 19 | 167 |
| 1 Apr | 8.64 | 4.25 | -0.13 | - | 82 | 16 | 145 |
| 30 Mar | 8.53 | 4.39 | 0.38 | - | 34 | 32 | 128 |
| 27 Mar | 8.89 | 4 | 0.12 | - | 50 | 38 | 91 |
| 25 Mar | 9.04 | 3.88 | -0.22 | - | 2 | 0 | 51 |
| 24 Mar | 8.88 | 4.1 | -0.06 | - | 5 | -1 | 51 |
| 23 Mar | 8.70 | 4.16 | 0.56 | - | 16 | 6 | 51 |
| 20 Mar | 9.34 | 3.61 | -0.42 | 62.47 | 18 | 10 | 45 |
| 19 Mar | 8.94 | 4.03 | 0.53 | - | 1 | 0 | 34 |
| 18 Mar | 9.44 | 3.5 | 0.13 | 65.32 | 7 | 2 | 34 |
| 17 Mar | 9.25 | 3.37 | 0.87 | - | 0 | 0 | 32 |
| 16 Mar | 9.39 | 3.37 | 0.87 | - | 0 | 0 | 0 |
| 13 Mar | 9.27 | 3.37 | 0.87 | - | 0 | 32 | 0 |
| 12 Mar | 9.56 | 3.37 | 0.87 | 63.16 | 32 | 31 | 31 |
| 11 Mar | 9.71 | 2.5 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 10.01 | 2.5 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 9.91 | 2.5 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 10.06 | 2.5 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 10.22 | 2.5 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 9.99 | 2.5 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 10.29 | 2.5 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 10.59 | 2.5 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 10.85 | 2.5 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 10.73 | 2.5 | 0 | 0 | 0 | 0 | 0 |
For Vodafone Idea Limited - strike price 13 expiring on 28APR2026
Delta for 13 PE is -0.94
Historical price for 13 PE is as follows
On 24 Apr IDEA was trading at 9.48. The strike last trading price was 3.5, which was 0.06000000000000005 higher than the previous day. The implied volatity was 166.23, the open interest changed by -1 which decreased total open position to 166
On 23 Apr IDEA was trading at 9.58. The strike last trading price was 3.46, which was -0.010000000000000231 lower than the previous day. The implied volatity was 158.18, the open interest changed by -25 which decreased total open position to 168
On 22 Apr IDEA was trading at 9.54. The strike last trading price was 3.48, which was 0.20000000000000018 higher than the previous day. The implied volatity was 134.29, the open interest changed by -13 which decreased total open position to 194
On 21 Apr IDEA was trading at 9.55. The strike last trading price was 3.28, which was -0.10000000000000009 lower than the previous day. The implied volatity was 101.79, the open interest changed by -1 which decreased total open position to 208
On 20 Apr IDEA was trading at 9.47. The strike last trading price was 3.38, which was 3.38 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 209
On 17 Apr IDEA was trading at 9.61. The strike last trading price was 3.38, which was -0.03000000000000025 lower than the previous day. The implied volatity was 83.2, the open interest changed by -1 which decreased total open position to 210
On 16 Apr IDEA was trading at 9.53. The strike last trading price was 3.41, which was -0.16999999999999993 lower than the previous day. The implied volatity was 78.59, the open interest changed by 0 which decreased total open position to 206
On 15 Apr IDEA was trading at 9.44. The strike last trading price was 3.58, which was -0.08999999999999986 lower than the previous day. The implied volatity was 74.03, the open interest changed by -2 which decreased total open position to 206
On 13 Apr IDEA was trading at 9.25. The strike last trading price was 3.67, which was -0.08000000000000007 lower than the previous day. The implied volatity was 76.77, the open interest changed by -2 which decreased total open position to 208
On 10 Apr IDEA was trading at 9.25. The strike last trading price was 3.75, which was -0.06000000000000005 lower than the previous day. The implied volatity was 82.09, the open interest changed by 14 which increased total open position to 212
On 9 Apr IDEA was trading at 9.12. The strike last trading price was 3.81, which was 0.09 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 194
On 8 Apr IDEA was trading at 9.20. The strike last trading price was 3.72, which was -0.63 lower than the previous day. The implied volatity was 80.62, the open interest changed by 2 which increased total open position to 186
On 7 Apr IDEA was trading at 8.63. The strike last trading price was 4.35, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 185
On 6 Apr IDEA was trading at 8.76. The strike last trading price was 4.45, which was 0.21 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 167
On 2 Apr IDEA was trading at 8.58. The strike last trading price was 4.45, which was 0.21 higher than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 167
On 1 Apr IDEA was trading at 8.64. The strike last trading price was 4.25, which was -0.13 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 145
On 30 Mar IDEA was trading at 8.53. The strike last trading price was 4.39, which was 0.38 higher than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 128
On 27 Mar IDEA was trading at 8.89. The strike last trading price was 4, which was 0.12 higher than the previous day. The implied volatity was -, the open interest changed by 38 which increased total open position to 91
On 25 Mar IDEA was trading at 9.04. The strike last trading price was 3.88, which was -0.22 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 24 Mar IDEA was trading at 8.88. The strike last trading price was 4.1, which was -0.06 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 51
On 23 Mar IDEA was trading at 8.70. The strike last trading price was 4.16, which was 0.56 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 51
On 20 Mar IDEA was trading at 9.34. The strike last trading price was 3.61, which was -0.42 lower than the previous day. The implied volatity was 62.47, the open interest changed by 10 which increased total open position to 45
On 19 Mar IDEA was trading at 8.94. The strike last trading price was 4.03, which was 0.53 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34
On 18 Mar IDEA was trading at 9.44. The strike last trading price was 3.5, which was 0.13 higher than the previous day. The implied volatity was 65.32, the open interest changed by 2 which increased total open position to 34
On 17 Mar IDEA was trading at 9.25. The strike last trading price was 3.37, which was 0.87 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32
On 16 Mar IDEA was trading at 9.39. The strike last trading price was 3.37, which was 0.87 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar IDEA was trading at 9.27. The strike last trading price was 3.37, which was 0.87 higher than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 0
On 12 Mar IDEA was trading at 9.56. The strike last trading price was 3.37, which was 0.87 higher than the previous day. The implied volatity was 63.16, the open interest changed by 31 which increased total open position to 31
On 11 Mar IDEA was trading at 9.71. The strike last trading price was 2.5, 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 10 Mar IDEA was trading at 10.01. The strike last trading price was 2.5, 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 9 Mar IDEA was trading at 9.91. The strike last trading price was 2.5, 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 Mar IDEA was trading at 10.06. The strike last trading price was 2.5, 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 Mar IDEA was trading at 10.22. The strike last trading price was 2.5, 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 Mar IDEA was trading at 9.99. The strike last trading price was 2.5, 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 2 Mar IDEA was trading at 10.29. The strike last trading price was 2.5, 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 27 Feb IDEA was trading at 10.59. The strike last trading price was 2.5, 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 26 Feb IDEA was trading at 10.85. The strike last trading price was 2.5, 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 25 Feb IDEA was trading at 10.73. The strike last trading price was 2.5, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
