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Historical option data for IDEA

05 Jun 2026 04:10 PM IST
IDEA 30-Jun-2026 (24d) 14 CE
Delta: 0.72
Vega: 0
Theta: -0.01
Gamma: 0.16865
Date Close Ltp Change IV Volume OI Chg OI
5 Jun 14.95 1.37 -0.02 (-1.44%) 50.5 1,065 113 3,886
4 Jun 14.93 1.43 0.11 (8.33%) 51.2 1,971 -168 3,773
3 Jun 14.85 1.36 0.56 (70.00%) 49.77 4,226 -251 4,001
2 Jun 14.16 0.81 0.12 (17.39%) 44.51 3,299 -416 4,265
1 Jun 13.95 0.7 -0.04 (-5.41%) 43.71 3,205 102 4,674
29 May 13.99 0.78 -0.07 (-8.24%) 44.33 3,737 429 4,579
27 May 14.18 0.86 0 (0.00%) 41.62 2,283 101 4,146
26 May 14.14 0.85 0 (0.00%) 44.03 2,685 204 4,042
25 May 14.04 0.87 -0.13 (-13.00%) 45.46 2,614 418 3,835
22 May 13.73 0.74 -0.26 (-26.00%) 46.46 2,146 148 3,417
21 May 13.62 0.68 -0.32 (-32.00%) 47.25 1,325 141 3,262
20 May 13.58 0.75 -0.25 (-25.00%) 49.46 1,595 414 3,122
19 May 13.52 0.73 -0.27 (-27.00%) 50.78 2,988 417 2,710
18 May 12.86 0.55 -0.45 (-45.00%) 51.09 1,814 0 2,294
15 May 12.95 0.55 -0.03 (-5.17%) 49.94 2,491 636 2,294
14 May 12.97 0.56 0 (0.00%) 49.51 1,570 476 1,671
13 May 12.83 0.53 0.26 (96.30%) 0 2,342 344 1,192
12 May 11.89 0.3 -0.03 (-9.09%) 51.22 793 69 848
11 May 12.18 0.35 0.19 (118.75%) 50.56 1,772 132 773
8 May 11.24 0.17 0.01 (6.25%) 51 385 9 638
7 May 11.23 0.16 -0.03 (-15.79%) 49.4 162 6 632
6 May 11.30 0.19 0.05 (35.71%) 51.09 930 117 626
5 May 10.80 0.15 0.03 (25.00%) 53.68 732 190 512
4 May 10.52 0.13 0.03 (30.00%) 54.79 357 91 322
30 Apr 10.22 0.1 -0.01 (-9.09%) 54.06 363 22 253
29 Apr 10.29 0.12 0.01 (9.09%) 55.05 142 63 231
28 Apr 9.95 0.12 0.01 (9.09%) 59.35 100 72 168
27 Apr 9.69 0.12 0 (0.00%) 62.56 8 5 93
24 Apr 9.52 0.12 0 (0.00%) 63 10 7 87
23 Apr 9.58 0.13 -0.02 (-13.33%) 63.67 0 0 80
22 Apr 9.54 0.13 0 (0.00%) 63.67 6 0 80
21 Apr 9.55 0.13 0 (0.00%) 61.14 5 1 76
20 Apr 9.47 0.13 -0.02 (-13.33%) 62.98 53 33 65
17 Apr 9.61 0.15 0 (0.00%) 62.73 12 4 30
16 Apr 9.53 0.15 0 (0.00%) 63.44 11 5 26
15 Apr 9.44 0.15 0.04 (36.36%) 63.43 25 21 21
13 Apr 9.25 - - - 0 0 0
10 Apr 9.25 0.11 0 (0.00%) 27.15 0 0 0
9 Apr 9.12 0.11 0 (0.00%) 27.12 0 0 0


For Vodafone Idea Limited - strike price 14 expiring on 30JUN2026

Delta for 14 CE is 0.72

Historical price for 14 CE is as follows

On 5 Jun IDEA was trading at 14.95. The strike last trading price was 1.37, which was -0.02 lower than the previous day. The implied volatity was 50.5, the open interest changed by 113 which increased total open position to 3886


On 4 Jun IDEA was trading at 14.93. The strike last trading price was 1.43, which was 0.11 higher than the previous day. The implied volatity was 51.2, the open interest changed by -168 which decreased total open position to 3773


On 3 Jun IDEA was trading at 14.85. The strike last trading price was 1.36, which was 0.56 higher than the previous day. The implied volatity was 49.77, the open interest changed by -251 which decreased total open position to 4001


On 2 Jun IDEA was trading at 14.16. The strike last trading price was 0.81, which was 0.12 higher than the previous day. The implied volatity was 44.51, the open interest changed by -416 which decreased total open position to 4265


On 1 Jun IDEA was trading at 13.95. The strike last trading price was 0.7, which was -0.04 lower than the previous day. The implied volatity was 43.71, the open interest changed by 102 which increased total open position to 4674


On 29 May IDEA was trading at 13.99. The strike last trading price was 0.78, which was -0.07 lower than the previous day. The implied volatity was 44.33, the open interest changed by 429 which increased total open position to 4579


On 27 May IDEA was trading at 14.18. The strike last trading price was 0.86, which was 0 lower than the previous day. The implied volatity was 41.62, the open interest changed by 101 which increased total open position to 4146


On 26 May IDEA was trading at 14.14. The strike last trading price was 0.85, which was 0 lower than the previous day. The implied volatity was 44.03, the open interest changed by 204 which increased total open position to 4042


On 25 May IDEA was trading at 14.04. The strike last trading price was 0.87, which was -0.13 lower than the previous day. The implied volatity was 45.46, the open interest changed by 418 which increased total open position to 3835


On 22 May IDEA was trading at 13.73. The strike last trading price was 0.74, which was -0.26 lower than the previous day. The implied volatity was 46.46, the open interest changed by 148 which increased total open position to 3417


On 21 May IDEA was trading at 13.62. The strike last trading price was 0.68, which was -0.32 lower than the previous day. The implied volatity was 47.25, the open interest changed by 141 which increased total open position to 3262


On 20 May IDEA was trading at 13.58. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 49.46, the open interest changed by 414 which increased total open position to 3122


On 19 May IDEA was trading at 13.52. The strike last trading price was 0.73, which was -0.27 lower than the previous day. The implied volatity was 50.78, the open interest changed by 417 which increased total open position to 2710


On 18 May IDEA was trading at 12.86. The strike last trading price was 0.55, which was -0.45 lower than the previous day. The implied volatity was 51.09, the open interest changed by 0 which decreased total open position to 2294


On 15 May IDEA was trading at 12.95. The strike last trading price was 0.55, which was -0.03 lower than the previous day. The implied volatity was 49.94, the open interest changed by 636 which increased total open position to 2294


On 14 May IDEA was trading at 12.97. The strike last trading price was 0.56, which was 0 lower than the previous day. The implied volatity was 49.51, the open interest changed by 476 which increased total open position to 1671


On 13 May IDEA was trading at 12.83. The strike last trading price was 0.53, which was 0.26 higher than the previous day. The implied volatity was 0, the open interest changed by 344 which increased total open position to 1192


On 12 May IDEA was trading at 11.89. The strike last trading price was 0.3, which was -0.03 lower than the previous day. The implied volatity was 51.22, the open interest changed by 69 which increased total open position to 848


On 11 May IDEA was trading at 12.18. The strike last trading price was 0.35, which was 0.19 higher than the previous day. The implied volatity was 50.56, the open interest changed by 132 which increased total open position to 773


On 8 May IDEA was trading at 11.24. The strike last trading price was 0.17, which was 0.01 higher than the previous day. The implied volatity was 51, the open interest changed by 9 which increased total open position to 638


On 7 May IDEA was trading at 11.23. The strike last trading price was 0.16, which was -0.03 lower than the previous day. The implied volatity was 49.4, the open interest changed by 6 which increased total open position to 632


On 6 May IDEA was trading at 11.30. The strike last trading price was 0.19, which was 0.05 higher than the previous day. The implied volatity was 51.09, the open interest changed by 117 which increased total open position to 626


On 5 May IDEA was trading at 10.80. The strike last trading price was 0.15, which was 0.03 higher than the previous day. The implied volatity was 53.68, the open interest changed by 190 which increased total open position to 512


On 4 May IDEA was trading at 10.52. The strike last trading price was 0.13, which was 0.03 higher than the previous day. The implied volatity was 54.79, the open interest changed by 91 which increased total open position to 322


On 30 Apr IDEA was trading at 10.22. The strike last trading price was 0.1, which was -0.01 lower than the previous day. The implied volatity was 54.06, the open interest changed by 22 which increased total open position to 253


On 29 Apr IDEA was trading at 10.29. The strike last trading price was 0.12, which was 0.01 higher than the previous day. The implied volatity was 55.05, the open interest changed by 63 which increased total open position to 231


On 28 Apr IDEA was trading at 9.95. The strike last trading price was 0.12, which was 0.01 higher than the previous day. The implied volatity was 59.35, the open interest changed by 72 which increased total open position to 168


On 27 Apr IDEA was trading at 9.69. The strike last trading price was 0.12, which was 0 lower than the previous day. The implied volatity was 62.56, the open interest changed by 5 which increased total open position to 93


On 24 Apr IDEA was trading at 9.52. The strike last trading price was 0.12, which was 0 lower than the previous day. The implied volatity was 63, the open interest changed by 7 which increased total open position to 87


On 23 Apr IDEA was trading at 9.58. The strike last trading price was 0.13, which was -0.02 lower than the previous day. The implied volatity was 63.67, the open interest changed by 0 which decreased total open position to 80


On 22 Apr IDEA was trading at 9.54. The strike last trading price was 0.13, which was 0 lower than the previous day. The implied volatity was 63.67, the open interest changed by 0 which decreased total open position to 80


On 21 Apr IDEA was trading at 9.55. The strike last trading price was 0.13, which was 0 lower than the previous day. The implied volatity was 61.14, the open interest changed by 1 which increased total open position to 76


On 20 Apr IDEA was trading at 9.47. The strike last trading price was 0.13, which was -0.02 lower than the previous day. The implied volatity was 62.98, the open interest changed by 33 which increased total open position to 65


On 17 Apr IDEA was trading at 9.61. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 62.73, the open interest changed by 4 which increased total open position to 30


On 16 Apr IDEA was trading at 9.53. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 63.44, the open interest changed by 5 which increased total open position to 26


On 15 Apr IDEA was trading at 9.44. The strike last trading price was 0.15, which was 0.04 higher than the previous day. The implied volatity was 63.43, the open interest changed by 21 which increased total open position to 21


On 13 Apr IDEA was trading at 9.25. The strike last trading price was -, 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 Apr IDEA was trading at 9.25. The strike last trading price was 0.11, which was 0 lower than the previous day. The implied volatity was 27.15, the open interest changed by 0 which decreased total open position to 0


On 9 Apr IDEA was trading at 9.12. The strike last trading price was 0.11, which was 0 lower than the previous day. The implied volatity was 27.12, the open interest changed by 0 which decreased total open position to 0


IDEA 30-Jun-2026 (24d) 14 PE
Delta: -0.25
Vega: 0
Theta: -0.01
Gamma: 0.18893
Date Close Ltp Change IV Volume OI Chg OI
5 Jun 14.95 0.26 0.26 42.42 2,085 154 2,161
4 Jun 14.93 0.27 0.27 43.02 3,101 -99 2,007
3 Jun 14.85 0.28 0.28 (-50.00%) 41.49 5,454 394 2,095
2 Jun 14.16 0.5 -0.5 (-50.00%) 38.11 2,146 39 1,701
1 Jun 13.95 0.58 -0.42 (-42.00%) 38.07 2,473 60 1,662
29 May 13.99 0.53 -0.47 (-47.00%) 34.54 2,943 62 1,604
27 May 14.18 0.54 -0.08 (-12.90%) 38.81 2,203 458 1,543
26 May 14.14 0.64 -0.02 (-3.03%) 41.39 1,240 122 1,081
25 May 14.04 0.66 -0.18 (-21.43%) 41.26 1,106 289 965
22 May 13.73 0.85 -0.17 (-16.67%) 41.04 941 76 675
21 May 13.62 1.05 0.05 (5.00%) 46.4 318 27 599
20 May 13.58 1.05 -0.02 (-1.87%) 47.09 278 148 571
19 May 13.52 1.1 -0.32 (-22.54%) 45.77 427 152 427
18 May 12.86 1.38 -0.05 (-3.50%) 45.99 83 -4 273
15 May 12.95 1.51 0.08 (5.59%) 50.37 262 136 276
14 May 12.97 1.45 -0.13 (-8.23%) 46.51 46 -1 140
13 May 12.83 1.63 -0.62 (-27.56%) 0 34 13 141
12 May 11.89 2.25 0.33 (17.19%) 0 4 1 129
11 May 12.18 1.91 -0.8 (-29.52%) 0 80 42 122
8 May 11.24 2.71 0.09 (3.44%) 38.52 3 1 79
7 May 11.23 2.62 2.62 (-15.48%) 35.93 0 0 78
6 May 11.30 2.62 -0.48 (-15.48%) 35.93 32 31 77
5 May 10.80 3.1 -2.23 (-41.84%) 38.49 48 41 41
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
28 Apr 9.95 0 0 - 0 0 0
27 Apr 9.69 0 0 - 0 0 0
24 Apr 9.52 0 0 - 0 0 0
23 Apr 9.58 0 0 - 0 0 0
22 Apr 9.54 0 0 - 0 0 0
21 Apr 9.55 0 0 - 0 0 0
20 Apr 9.47 0 0 - 0 0 0
17 Apr 9.61 0 0 - 0 0 0
16 Apr 9.53 0 0 - 0 0 0
15 Apr 9.44 0 0 - 0 0 0
13 Apr 9.25 - - - 0 0 0
10 Apr 9.25 5.33 0 (0.00%) - 0 0 0
9 Apr 9.12 5.33 0 (0.00%) - 0 0 0


For Vodafone Idea Limited - strike price 14 expiring on 30JUN2026

Delta for 14 PE is -0.25

Historical price for 14 PE is as follows

On 5 Jun IDEA was trading at 14.95. The strike last trading price was 0.26, which was 0.26 higher than the previous day. The implied volatity was 42.42, the open interest changed by 154 which increased total open position to 2161


On 4 Jun IDEA was trading at 14.93. The strike last trading price was 0.27, which was 0.27 higher than the previous day. The implied volatity was 43.02, the open interest changed by -99 which decreased total open position to 2007


On 3 Jun IDEA was trading at 14.85. The strike last trading price was 0.28, which was 0.28 higher than the previous day. The implied volatity was 41.49, the open interest changed by 394 which increased total open position to 2095


On 2 Jun IDEA was trading at 14.16. The strike last trading price was 0.5, which was -0.5 lower than the previous day. The implied volatity was 38.11, the open interest changed by 39 which increased total open position to 1701


On 1 Jun IDEA was trading at 13.95. The strike last trading price was 0.58, which was -0.42 lower than the previous day. The implied volatity was 38.07, the open interest changed by 60 which increased total open position to 1662


On 29 May IDEA was trading at 13.99. The strike last trading price was 0.53, which was -0.47 lower than the previous day. The implied volatity was 34.54, the open interest changed by 62 which increased total open position to 1604


On 27 May IDEA was trading at 14.18. The strike last trading price was 0.54, which was -0.08 lower than the previous day. The implied volatity was 38.81, the open interest changed by 458 which increased total open position to 1543


On 26 May IDEA was trading at 14.14. The strike last trading price was 0.64, which was -0.02 lower than the previous day. The implied volatity was 41.39, the open interest changed by 122 which increased total open position to 1081


On 25 May IDEA was trading at 14.04. The strike last trading price was 0.66, which was -0.18 lower than the previous day. The implied volatity was 41.26, the open interest changed by 289 which increased total open position to 965


On 22 May IDEA was trading at 13.73. The strike last trading price was 0.85, which was -0.17 lower than the previous day. The implied volatity was 41.04, the open interest changed by 76 which increased total open position to 675


On 21 May IDEA was trading at 13.62. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 46.4, the open interest changed by 27 which increased total open position to 599


On 20 May IDEA was trading at 13.58. The strike last trading price was 1.05, which was -0.02 lower than the previous day. The implied volatity was 47.09, the open interest changed by 148 which increased total open position to 571


On 19 May IDEA was trading at 13.52. The strike last trading price was 1.1, which was -0.32 lower than the previous day. The implied volatity was 45.77, the open interest changed by 152 which increased total open position to 427


On 18 May IDEA was trading at 12.86. The strike last trading price was 1.38, which was -0.05 lower than the previous day. The implied volatity was 45.99, the open interest changed by -4 which decreased total open position to 273


On 15 May IDEA was trading at 12.95. The strike last trading price was 1.51, which was 0.08 higher than the previous day. The implied volatity was 50.37, the open interest changed by 136 which increased total open position to 276


On 14 May IDEA was trading at 12.97. The strike last trading price was 1.45, which was -0.13 lower than the previous day. The implied volatity was 46.51, the open interest changed by -1 which decreased total open position to 140


On 13 May IDEA was trading at 12.83. The strike last trading price was 1.63, which was -0.62 lower than the previous day. The implied volatity was 0, the open interest changed by 13 which increased total open position to 141


On 12 May IDEA was trading at 11.89. The strike last trading price was 2.25, which was 0.33 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 129


On 11 May IDEA was trading at 12.18. The strike last trading price was 1.91, which was -0.8 lower than the previous day. The implied volatity was 0, the open interest changed by 42 which increased total open position to 122


On 8 May IDEA was trading at 11.24. The strike last trading price was 2.71, which was 0.09 higher than the previous day. The implied volatity was 38.52, the open interest changed by 1 which increased total open position to 79


On 7 May IDEA was trading at 11.23. The strike last trading price was 2.62, which was 2.62 higher than the previous day. The implied volatity was 35.93, the open interest changed by 0 which decreased total open position to 78


On 6 May IDEA was trading at 11.30. The strike last trading price was 2.62, which was -0.48 lower than the previous day. The implied volatity was 35.93, the open interest changed by 31 which increased total open position to 77


On 5 May IDEA was trading at 10.80. The strike last trading price was 3.1, which was -2.23 lower than the previous day. The implied volatity was 38.49, the open interest changed by 41 which increased total open position to 41


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


On 28 Apr IDEA was trading at 9.95. 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 27 Apr IDEA was trading at 9.69. 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 24 Apr IDEA was trading at 9.52. 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 23 Apr IDEA was trading at 9.58. 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 22 Apr 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 21 Apr IDEA was trading at 9.55. 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 20 Apr IDEA was trading at 9.47. 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 17 Apr IDEA was trading at 9.61. 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 16 Apr IDEA was trading at 9.53. 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 15 Apr IDEA was trading at 9.44. 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 13 Apr IDEA was trading at 9.25. The strike last trading price was -, 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 Apr IDEA was trading at 9.25. The strike last trading price was 5.33, 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 Apr IDEA was trading at 9.12. The strike last trading price was 5.33, 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