IDEA
VODAFONE IDEA LIMITED
Historical option data for IDEA
05 Jul 2024 04:13 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 17.09 | 3.25 | -0.60 | - | 1,20,000 | -40,000 | 44,40,000 | |||
| 4 Jul | 17.48 | 3.85 | - | 4,40,000 | 2,40,000 | 44,80,000 | ||||
| 3 Jul | 17.47 | 3.65 | - | 4,80,000 | -80,000 | 42,40,000 | ||||
| 2 Jul | 17.02 | 3.35 | - | 13,20,000 | 3,20,000 | 43,60,000 | ||||
| 1 Jul | 17.62 | 3.85 | - | 3,60,000 | 2,00,000 | 40,40,000 | ||||
| 28 Jun | 17.89 | 4.15 | - | 10,40,000 | 5,60,000 | 38,40,000 | ||||
| 27 Jun | 18.52 | 4.9 | - | 5,20,000 | -2,40,000 | 32,80,000 | ||||
| 26 Jun | 18.02 | 4.4 | - | 10,40,000 | -3,20,000 | 35,60,000 | ||||
| 25 Jun | 17.19 | 3.65 | - | 8,40,000 | -6,00,000 | 38,80,000 | ||||
| 24 Jun | 17.26 | 3.7 | - | 13,20,000 | 7,60,000 | 44,40,000 | ||||
| 21 Jun | 17.14 | 3.55 | - | 29,60,000 | 11,60,000 | 36,80,000 | ||||
| 20 Jun | 16.53 | 2.95 | - | 40,000 | 0 | 24,80,000 | ||||
| 19 Jun | 16.92 | 3.30 | - | 3,60,000 | 0 | 24,80,000 | ||||
| 18 Jun | 16.85 | 3.20 | - | 2,00,000 | 0 | 24,80,000 | ||||
| 14 Jun | 16.73 | 3.20 | - | 11,60,000 | -6,40,000 | 24,80,000 | ||||
| 13 Jun | 16.07 | 2.55 | - | 2,40,000 | 40,000 | 30,80,000 | ||||
| 12 Jun | 16.43 | 2.90 | - | 4,40,000 | 2,00,000 | 30,00,000 | ||||
| 11 Jun | 16.19 | 2.95 | - | 7,20,000 | -2,00,000 | 28,00,000 | ||||
| 10 Jun | 15.81 | 2.45 | - | 4,80,000 | -80,000 | 30,00,000 | ||||
| 7 Jun | 15.85 | 2.60 | - | 40,000 | 40,000 | 31,20,000 | ||||
| 6 Jun | 15.00 | 1.90 | - | 5,20,000 | -1,60,000 | 30,80,000 | ||||
| 5 Jun | 14.85 | 1.80 | - | 37,60,000 | 10,00,000 | 32,40,000 | ||||
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| 4 Jun | 13.20 | 1.05 | - | 35,20,000 | 15,60,000 | 22,40,000 | ||||
| 3 Jun | 16.00 | 2.85 | - | 3,20,000 | 1,20,000 | 6,80,000 | ||||
| 31 May | 15.25 | 2.55 | - | 3,20,000 | 5,20,000 | 5,20,000 | ||||
| 24 May | 15.10 | 2.30 | - | 6,40,000 | 2,80,000 | 2,80,000 | ||||
For VODAFONE IDEA LIMITED - strike price 14 expiring on 25JUL2024
Delta for 14 CE is -
Historical price for 14 CE is as follows
On 5 Jul IDEA was trading at 17.09. The strike last trading price was 3.25, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by -40000 which decreased total open position to 4440000
On 4 Jul IDEA was trading at 17.48. The strike last trading price was 3.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 240000 which increased total open position to 4480000
On 3 Jul IDEA was trading at 17.47. The strike last trading price was 3.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -80000 which decreased total open position to 4240000
On 2 Jul IDEA was trading at 17.02. The strike last trading price was 3.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 320000 which increased total open position to 4360000
On 1 Jul IDEA was trading at 17.62. The strike last trading price was 3.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 200000 which increased total open position to 4040000
On 28 Jun IDEA was trading at 17.89. The strike last trading price was 4.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 560000 which increased total open position to 3840000
On 27 Jun IDEA was trading at 18.52. The strike last trading price was 4.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -240000 which decreased total open position to 3280000
On 26 Jun IDEA was trading at 18.02. The strike last trading price was 4.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -320000 which decreased total open position to 3560000
On 25 Jun IDEA was trading at 17.19. The strike last trading price was 3.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -600000 which decreased total open position to 3880000
On 24 Jun IDEA was trading at 17.26. The strike last trading price was 3.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 760000 which increased total open position to 4440000
On 21 Jun IDEA was trading at 17.14. The strike last trading price was 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1160000 which increased total open position to 3680000
On 20 Jun IDEA was trading at 16.53. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2480000
On 19 Jun IDEA was trading at 16.92. The strike last trading price was 3.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2480000
On 18 Jun IDEA was trading at 16.85. The strike last trading price was 3.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2480000
On 14 Jun IDEA was trading at 16.73. The strike last trading price was 3.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -640000 which decreased total open position to 2480000
On 13 Jun IDEA was trading at 16.07. The strike last trading price was 2.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 3080000
On 12 Jun IDEA was trading at 16.43. The strike last trading price was 2.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 200000 which increased total open position to 3000000
On 11 Jun IDEA was trading at 16.19. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -200000 which decreased total open position to 2800000
On 10 Jun IDEA was trading at 15.81. The strike last trading price was 2.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -80000 which decreased total open position to 3000000
On 7 Jun IDEA was trading at 15.85. The strike last trading price was 2.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 3120000
On 6 Jun IDEA was trading at 15.00. The strike last trading price was 1.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -160000 which decreased total open position to 3080000
On 5 Jun IDEA was trading at 14.85. The strike last trading price was 1.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000000 which increased total open position to 3240000
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 1560000 which increased total open position to 2240000
On 3 Jun IDEA was trading at 16.00. The strike last trading price was 2.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 120000 which increased total open position to 680000
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 520000 which increased total open position to 520000
On 24 May IDEA was trading at 15.10. The strike last trading price was 2.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 280000 which increased total open position to 280000
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 17.09 | 0.1 | 0.00 | - | 49,20,000 | 6,00,000 | 4,08,00,000 |
| 4 Jul | 17.48 | 0.1 | - | 16,80,000 | 0 | 4,02,00,000 | |
| 3 Jul | 17.47 | 0.1 | - | 92,00,000 | -16,00,000 | 4,02,00,000 | |
| 2 Jul | 17.02 | 0.1 | - | 3,16,00,000 | 16,40,000 | 4,18,40,000 | |
| 1 Jul | 17.62 | 0.1 | - | 1,43,60,000 | -8,00,000 | 4,02,00,000 | |
| 28 Jun | 17.89 | 0.15 | - | 4,30,00,000 | 1,06,00,000 | 4,10,00,000 | |
| 27 Jun | 18.52 | 0.1 | - | 25,20,000 | 4,00,000 | 3,04,00,000 | |
| 26 Jun | 18.02 | 0.15 | - | 1,11,20,000 | 0 | 3,00,40,000 | |
| 25 Jun | 17.19 | 0.15 | - | 30,40,000 | 8,80,000 | 3,00,40,000 | |
| 24 Jun | 17.26 | 0.2 | - | 1,01,60,000 | 9,60,000 | 2,91,60,000 | |
| 21 Jun | 17.14 | 0.25 | - | 2,47,20,000 | 6,40,000 | 2,80,40,000 | |
| 20 Jun | 16.53 | 0.25 | - | 98,00,000 | -2,40,000 | 2,73,60,000 | |
| 19 Jun | 16.92 | 0.20 | - | 1,30,80,000 | 11,20,000 | 2,76,00,000 | |
| 18 Jun | 16.85 | 0.20 | - | 1,13,60,000 | -20,40,000 | 2,64,80,000 | |
| 14 Jun | 16.73 | 0.20 | - | 2,84,40,000 | 98,80,000 | 2,85,20,000 | |
| 13 Jun | 16.07 | 0.25 | - | 75,60,000 | 15,60,000 | 1,86,40,000 | |
| 12 Jun | 16.43 | 0.30 | - | 1,33,20,000 | 23,20,000 | 1,70,40,000 | |
| 11 Jun | 16.19 | 0.35 | - | 98,80,000 | -7,20,000 | 1,48,80,000 | |
| 10 Jun | 15.81 | 0.40 | - | 1,14,40,000 | 48,80,000 | 1,56,40,000 | |
| 7 Jun | 15.85 | 0.45 | - | 47,20,000 | -9,60,000 | 1,08,00,000 | |
| 6 Jun | 15.00 | 0.60 | - | 60,80,000 | 35,60,000 | 1,17,60,000 | |
| 5 Jun | 14.85 | 0.65 | - | 23,20,000 | -2,00,000 | 82,00,000 | |
| 4 Jun | 13.20 | 1.60 | - | 95,60,000 | 44,80,000 | 84,00,000 | |
| 3 Jun | 16.00 | 0.45 | - | 15,60,000 | 80,000 | 39,20,000 | |
| 31 May | 15.25 | 0.75 | - | 46,40,000 | 38,40,000 | 38,40,000 | |
| 24 May | 15.10 | 0.75 | - | 20,80,000 | 18,40,000 | 18,40,000 | |
For VODAFONE IDEA LIMITED - strike price 14 expiring on 25JUL2024
Delta for 14 PE is -
Historical price for 14 PE is as follows
On 5 Jul IDEA was trading at 17.09. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 600000 which increased total open position to 40800000
On 4 Jul IDEA was trading at 17.48. The strike last trading price was 0.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40200000
On 3 Jul IDEA was trading at 17.47. The strike last trading price was 0.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -1600000 which decreased total open position to 40200000
On 2 Jul IDEA was trading at 17.02. The strike last trading price was 0.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 1640000 which increased total open position to 41840000
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 -800000 which decreased total open position to 40200000
On 28 Jun IDEA was trading at 17.89. The strike last trading price was 0.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 10600000 which increased total open position to 41000000
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 400000 which increased total open position to 30400000
On 26 Jun IDEA was trading at 18.02. The strike last trading price was 0.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30040000
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 880000 which increased total open position to 30040000
On 24 Jun IDEA was trading at 17.26. The strike last trading price was 0.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 960000 which increased total open position to 29160000
On 21 Jun IDEA was trading at 17.14. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 640000 which increased total open position to 28040000
On 20 Jun IDEA was trading at 16.53. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -240000 which decreased total open position to 27360000
On 19 Jun IDEA was trading at 16.92. The strike last trading price was 0.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1120000 which increased total open position to 27600000
On 18 Jun IDEA was trading at 16.85. The strike last trading price was 0.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -2040000 which decreased total open position to 26480000
On 14 Jun IDEA was trading at 16.73. The strike last trading price was 0.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 9880000 which increased total open position to 28520000
On 13 Jun IDEA was trading at 16.07. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1560000 which increased total open position to 18640000
On 12 Jun IDEA was trading at 16.43. The strike last trading price was 0.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 2320000 which increased total open position to 17040000
On 11 Jun IDEA was trading at 16.19. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -720000 which decreased total open position to 14880000
On 10 Jun IDEA was trading at 15.81. The strike last trading price was 0.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 4880000 which increased total open position to 15640000
On 7 Jun IDEA was trading at 15.85. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -960000 which decreased total open position to 10800000
On 6 Jun IDEA was trading at 15.00. The strike last trading price was 0.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 3560000 which increased total open position to 11760000
On 5 Jun IDEA was trading at 14.85. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -200000 which decreased total open position to 8200000
On 4 Jun IDEA was trading at 13.20. The strike last trading price was 1.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 4480000 which increased total open position to 8400000
On 3 Jun IDEA was trading at 16.00. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 80000 which increased total open position to 3920000
On 31 May IDEA was trading at 15.25. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 3840000 which increased total open position to 3840000
On 24 May IDEA was trading at 15.10. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1840000 which increased total open position to 1840000