[--[65.84.65.76]--]
IDEA
VODAFONE IDEA LIMITED

17.09 -0.39 (-2.23%)

Back to Option Chain


Historical option data for IDEA

05 Jul 2024 04:13 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 17.09 4.55 0.00 - 0 4,40,000 0
4 Jul 17.48 4.55 - 40,000 4,40,000 4,40,000
3 Jul 17.47 5 - 0 0 0
2 Jul 17.02 5 - 0 0 0
1 Jul 17.62 5 - 1,20,000 0 4,80,000
28 Jun 17.89 5 - 80,000 40,000 4,80,000
27 Jun 18.52 5.3 - 1,20,000 0 4,40,000
26 Jun 18.02 5.25 - 5,20,000 80,000 4,80,000
25 Jun 17.19 4.55 - 4,40,000 40,000 4,00,000
24 Jun 17.26 4.75 - 2,80,000 40,000 3,60,000
21 Jun 17.14 4.05 - 0 0 0
20 Jun 16.53 4.05 - 0 80,000 0
19 Jun 16.92 4.05 - 0 80,000 0
18 Jun 16.85 4.05 - 80,000 2,80,000 2,80,000
14 Jun 16.73 2.90 - 0 40,000 0
13 Jun 16.07 2.90 - 40,000 0 2,00,000
12 Jun 16.43 2.05 - 0 0 0
11 Jun 16.19 2.05 - 0 0 0
10 Jun 15.81 2.05 - 0 0 0
7 Jun 15.85 2.05 - 0 40,000 0
6 Jun 15.00 2.05 - 0 40,000 0
5 Jun 14.85 2.05 - 40,000 40,000 2,40,000
4 Jun 13.20 1.45 - 11,60,000 2,00,000 2,00,000
3 Jun 16.00 2.55 - 0 0 0
31 May 15.25 2.55 - 0 0 0


For VODAFONE IDEA LIMITED - strike price 13 expiring on 25JUL2024

Delta for 13 CE is -

Historical price for 13 CE is as follows

On 5 Jul IDEA was trading at 17.09. The strike last trading price was 4.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 440000 which increased total open position to 0


On 4 Jul IDEA was trading at 17.48. The strike last trading price was 4.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 440000 which increased total open position to 440000


On 3 Jul IDEA was trading at 17.47. The strike last trading price was 5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Jul IDEA was trading at 17.02. The strike last trading price was 5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Jul IDEA was trading at 17.62. The strike last trading price was 5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 480000


On 28 Jun IDEA was trading at 17.89. The strike last trading price was 5, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 480000


On 27 Jun IDEA was trading at 18.52. The strike last trading price was 5.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 440000


On 26 Jun IDEA was trading at 18.02. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 80000 which increased total open position to 480000


On 25 Jun IDEA was trading at 17.19. The strike last trading price was 4.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 400000


On 24 Jun IDEA was trading at 17.26. The strike last trading price was 4.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 360000


On 21 Jun IDEA was trading at 17.14. The strike last trading price was 4.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Jun IDEA was trading at 16.53. The strike last trading price was 4.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 80000 which increased total open position to 0


On 19 Jun IDEA was trading at 16.92. The strike last trading price was 4.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 80000 which increased total open position to 0


On 18 Jun IDEA was trading at 16.85. The strike last trading price was 4.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 280000 which increased total open position to 280000


On 14 Jun IDEA was trading at 16.73. The strike last trading price was 2.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 0


On 13 Jun IDEA was trading at 16.07. The strike last trading price was 2.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 200000


On 12 Jun IDEA was trading at 16.43. The strike last trading price was 2.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Jun IDEA was trading at 16.19. The strike last trading price was 2.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Jun IDEA was trading at 15.81. The strike last trading price was 2.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Jun IDEA was trading at 15.85. The strike last trading price was 2.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 0


On 6 Jun IDEA was trading at 15.00. The strike last trading price was 2.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 0


On 5 Jun IDEA was trading at 14.85. The strike last trading price was 2.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 240000


On 4 Jun IDEA was trading at 13.20. The strike last trading price was 1.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 200000 which increased total open position to 200000


On 3 Jun IDEA was trading at 16.00. The strike last trading price was 2.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 May IDEA was trading at 15.25. The strike last trading price was 2.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 17.09 0.05 0.00 - 7,60,000 -6,40,000 1,15,60,000
4 Jul 17.48 0.05 - 16,80,000 -9,60,000 1,22,00,000
3 Jul 17.47 0.05 - 34,00,000 2,40,000 1,31,60,000
2 Jul 17.02 0.05 - 3,60,000 1,20,000 1,30,00,000
1 Jul 17.62 0.1 - 11,60,000 1,20,000 1,28,80,000
28 Jun 17.89 0.1 - 56,40,000 28,40,000 1,27,60,000
27 Jun 18.52 0.1 - 11,20,000 7,20,000 99,20,000
26 Jun 18.02 0.1 - 66,40,000 -7,20,000 99,20,000
25 Jun 17.19 0.15 - 13,20,000 9,60,000 1,06,40,000
24 Jun 17.26 0.15 - 16,00,000 6,40,000 96,80,000
21 Jun 17.14 0.10 - 16,40,000 7,20,000 83,20,000
20 Jun 16.53 0.15 - 10,80,000 -1,20,000 78,00,000
19 Jun 16.92 0.10 - 30,80,000 4,80,000 79,20,000
18 Jun 16.85 0.15 - 2,80,000 80,000 74,40,000
14 Jun 16.73 0.15 - 4,40,000 40,000 73,60,000
13 Jun 16.07 0.20 - 20,00,000 12,00,000 73,20,000
12 Jun 16.43 0.20 - 80,000 -40,000 61,20,000
11 Jun 16.19 0.20 - 6,00,000 40,000 62,40,000
10 Jun 15.81 0.25 - 5,60,000 -40,000 61,60,000
7 Jun 15.85 0.25 - 11,20,000 11,60,000 62,00,000
6 Jun 15.00 0.35 - 70,80,000 14,80,000 50,40,000
5 Jun 14.85 0.35 - 17,20,000 40,000 35,60,000
4 Jun 13.20 1.05 - 47,20,000 30,40,000 35,20,000
3 Jun 16.00 0.25 - 4,40,000 1,60,000 4,80,000
31 May 15.25 0.45 - 4,00,000 2,80,000 2,80,000


For VODAFONE IDEA LIMITED - strike price 13 expiring on 25JUL2024

Delta for 13 PE is -

Historical price for 13 PE is as follows

On 5 Jul IDEA was trading at 17.09. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -640000 which decreased total open position to 11560000


On 4 Jul IDEA was trading at 17.48. The strike last trading price was 0.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -960000 which decreased total open position to 12200000


On 3 Jul IDEA was trading at 17.47. The strike last trading price was 0.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 240000 which increased total open position to 13160000


On 2 Jul IDEA was trading at 17.02. The strike last trading price was 0.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 120000 which increased total open position to 13000000


On 1 Jul IDEA was trading at 17.62. The strike last trading price was 0.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 120000 which increased total open position to 12880000


On 28 Jun IDEA was trading at 17.89. The strike last trading price was 0.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 2840000 which increased total open position to 12760000


On 27 Jun IDEA was trading at 18.52. The strike last trading price was 0.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 720000 which increased total open position to 9920000


On 26 Jun IDEA was trading at 18.02. The strike last trading price was 0.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -720000 which decreased total open position to 9920000


On 25 Jun IDEA was trading at 17.19. The strike last trading price was 0.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 960000 which increased total open position to 10640000


On 24 Jun IDEA was trading at 17.26. The strike last trading price was 0.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 640000 which increased total open position to 9680000


On 21 Jun IDEA was trading at 17.14. The strike last trading price was 0.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 720000 which increased total open position to 8320000


On 20 Jun IDEA was trading at 16.53. The strike last trading price was 0.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -120000 which decreased total open position to 7800000


On 19 Jun IDEA was trading at 16.92. The strike last trading price was 0.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 480000 which increased total open position to 7920000


On 18 Jun IDEA was trading at 16.85. The strike last trading price was 0.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 80000 which increased total open position to 7440000


On 14 Jun IDEA was trading at 16.73. The strike last trading price was 0.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 7360000


On 13 Jun IDEA was trading at 16.07. The strike last trading price was 0.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200000 which increased total open position to 7320000


On 12 Jun IDEA was trading at 16.43. The strike last trading price was 0.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -40000 which decreased total open position to 6120000


On 11 Jun IDEA was trading at 16.19. The strike last trading price was 0.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 6240000


On 10 Jun IDEA was trading at 15.81. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -40000 which decreased total open position to 6160000


On 7 Jun IDEA was trading at 15.85. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1160000 which increased total open position to 6200000


On 6 Jun IDEA was trading at 15.00. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1480000 which increased total open position to 5040000


On 5 Jun IDEA was trading at 14.85. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 3560000


On 4 Jun IDEA was trading at 13.20. The strike last trading price was 1.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 3040000 which increased total open position to 3520000


On 3 Jun IDEA was trading at 16.00. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 160000 which increased total open position to 480000


On 31 May IDEA was trading at 15.25. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 280000 which increased total open position to 280000