Historical option data for IDEA
22 Jun 2026 01:13 PM IST
| IDEA 28-Jul-2026 (36d) 14 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.7
Vega: 0
Theta: -0.01
Gamma: 0.14663
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 14.93 | 1.51 | -0.49 (-24.50%) | 50.27 | 62 | 26 | 432 | |||||||||
| 19 Jun | 14.92 | 1.51 | -0.49 (-24.50%) | 50.18 | 231 | -26 | 405 | |||||||||
| 18 Jun | 15.01 | 1.59 | -0.41 (-20.50%) | 46.73 | 194 | 34 | 431 | |||||||||
| 17 Jun | 14.92 | 1.58 | 0.58 (58.00%) | 52.35 | 206 | 22 | 395 | |||||||||
| 16 Jun | 14.62 | 1.37 | -0.63 (-31.50%) | 50.36 | 124 | -1 | 374 | |||||||||
| 15 Jun | 14.95 | 1.59 | -0.41 (-20.50%) | 50.4 | 208 | 26 | 376 | |||||||||
| 12 Jun | 14.90 | 1.64 | 0.64 (64.00%) | 52.98 | 165 | -34 | 350 | |||||||||
| 11 Jun | 14.17 | 1.23 | 0.23 (23.00%) | 52.1 | 160 | -17 | 385 | |||||||||
| 10 Jun | 13.88 | 1.03 | 0.03 (3.00%) | 51.61 | 116 | 30 | 401 | |||||||||
| 9 Jun | 14.14 | 1.23 | 0.23 (23.00%) | 54.06 | 204 | 68 | 372 | |||||||||
| 8 Jun | 14.40 | 1.31 | -0.69 (-34.50%) | 50.77 | 103 | -2 | 305 | |||||||||
| 5 Jun | 14.95 | 1.76 | -0.24 (-12.00%) | 52.83 | 34 | -11 | 307 | |||||||||
| 4 Jun | 14.93 | 1.77 | -0.23 (-11.50%) | 53.09 | 62 | -8 | 318 | |||||||||
| 3 Jun | 14.85 | 1.75 | 0.75 (75.00%) | 51.92 | 200 | 32 | 328 | |||||||||
| 2 Jun | 14.16 | 1.21 | 0.21 (21.00%) | 48.01 | 120 | -30 | 295 | |||||||||
| 1 Jun | 13.95 | 1.12 | 0.12 (12.00%) | 48.86 | 103 | 24 | 325 | |||||||||
| 29 May | 13.99 | 1.17 | 0.17 (17.00%) | 48.74 | 83 | 18 | 300 | |||||||||
| 27 May | 14.18 | 1.26 | 0.26 (26.00%) | 47.03 | 53 | -9 | 282 | |||||||||
| 26 May | 14.14 | 1.24 | 0.24 (24.00%) | 47.77 | 41 | 1 | 292 | |||||||||
| 25 May | 14.04 | 1.22 | 0.22 (22.00%) | 47.97 | 75 | 5 | 293 | |||||||||
| 22 May | 13.73 | 1.09 | 0.09 (9.00%) | 49.1 | 63 | -5 | 288 | |||||||||
| 21 May | 13.62 | 1.03 | 0.03 (3.00%) | 49.64 | 79 | 10 | 293 | |||||||||
| 20 May | 13.58 | 1.09 | 0.09 (9.00%) | 51.32 | 12 | 4 | 283 | |||||||||
| 19 May | 13.52 | 1.1 | 0.1 (10.00%) | 52.66 | 211 | 66 | 279 | |||||||||
| 18 May | 12.86 | 0.85 | -0.15 (-15.00%) | 52.41 | 57 | 7 | 212 | |||||||||
| 15 May | 12.95 | 0.85 | -0.08 (-8.60%) | 52.56 | 109 | -16 | 206 | |||||||||
| 14 May | 12.97 | 0.9 | 0.03 (3.45%) | 53.22 | 87 | 7 | 222 | |||||||||
| 13 May | 12.83 | 0.86 | 0.4 (86.96%) | 0 | 148 | -4 | 216 | |||||||||
| 12 May | 11.89 | 0.51 | -0.04 (-7.27%) | 0 | 55 | 8 | 220 | |||||||||
| 11 May | 12.18 | 0.58 | 0.23 (65.71%) | 0 | 192 | 74 | 212 | |||||||||
| 8 May | 11.24 | 0.35 | 0.01 (2.94%) | 52.84 | 59 | 14 | 137 | |||||||||
| 7 May | 11.23 | 0.34 | -0.02 (-5.56%) | 51.77 | 31 | 11 | 122 | |||||||||
| 6 May | 11.30 | 0.36 | 0.05 (16.13%) | 51.33 | 54 | 5 | 110 | |||||||||
| 5 May | 10.80 | 0.31 | 0.07 (29.17%) | 55.01 | 60 | 13 | 104 | |||||||||
| 4 May | 10.52 | 0.24 | 0.05 (26.32%) | 53.93 | 44 | 53 | 91 | |||||||||
| 30 Apr | 10.22 | 0.2 | -0.01 (-4.76%) | 53.73 | 54 | 27 | 65 | |||||||||
| 29 Apr | 10.29 | 0.21 | -0.08 (-27.59%) | 53.05 | 63 | 38 | 38 | |||||||||
For Vodafone Idea Limited - strike price 14 expiring on 28JUL2026
Delta for 14 CE is 0.7
Historical price for 14 CE is as follows
On 22 Jun IDEA was trading at 14.93. The strike last trading price was 1.51, which was -0.49 lower than the previous day. The implied volatity was 50.27, the open interest changed by 26 which increased total open position to 432
On 19 Jun IDEA was trading at 14.92. The strike last trading price was 1.51, which was -0.49 lower than the previous day. The implied volatity was 50.18, the open interest changed by -26 which decreased total open position to 405
On 18 Jun IDEA was trading at 15.01. The strike last trading price was 1.59, which was -0.41 lower than the previous day. The implied volatity was 46.73, the open interest changed by 34 which increased total open position to 431
On 17 Jun IDEA was trading at 14.92. The strike last trading price was 1.58, which was 0.58 higher than the previous day. The implied volatity was 52.35, the open interest changed by 22 which increased total open position to 395
On 16 Jun IDEA was trading at 14.62. The strike last trading price was 1.37, which was -0.63 lower than the previous day. The implied volatity was 50.36, the open interest changed by -1 which decreased total open position to 374
On 15 Jun IDEA was trading at 14.95. The strike last trading price was 1.59, which was -0.41 lower than the previous day. The implied volatity was 50.4, the open interest changed by 26 which increased total open position to 376
On 12 Jun IDEA was trading at 14.90. The strike last trading price was 1.64, which was 0.64 higher than the previous day. The implied volatity was 52.98, the open interest changed by -34 which decreased total open position to 350
On 11 Jun IDEA was trading at 14.17. The strike last trading price was 1.23, which was 0.23 higher than the previous day. The implied volatity was 52.1, the open interest changed by -17 which decreased total open position to 385
On 10 Jun IDEA was trading at 13.88. The strike last trading price was 1.03, which was 0.03 higher than the previous day. The implied volatity was 51.61, the open interest changed by 30 which increased total open position to 401
On 9 Jun IDEA was trading at 14.14. The strike last trading price was 1.23, which was 0.23 higher than the previous day. The implied volatity was 54.06, the open interest changed by 68 which increased total open position to 372
On 8 Jun IDEA was trading at 14.40. The strike last trading price was 1.31, which was -0.69 lower than the previous day. The implied volatity was 50.77, the open interest changed by -2 which decreased total open position to 305
On 5 Jun IDEA was trading at 14.95. The strike last trading price was 1.76, which was -0.24 lower than the previous day. The implied volatity was 52.83, the open interest changed by -11 which decreased total open position to 307
On 4 Jun IDEA was trading at 14.93. The strike last trading price was 1.77, which was -0.23 lower than the previous day. The implied volatity was 53.09, the open interest changed by -8 which decreased total open position to 318
On 3 Jun IDEA was trading at 14.85. The strike last trading price was 1.75, which was 0.75 higher than the previous day. The implied volatity was 51.92, the open interest changed by 32 which increased total open position to 328
On 2 Jun IDEA was trading at 14.16. The strike last trading price was 1.21, which was 0.21 higher than the previous day. The implied volatity was 48.01, the open interest changed by -30 which decreased total open position to 295
On 1 Jun IDEA was trading at 13.95. The strike last trading price was 1.12, which was 0.12 higher than the previous day. The implied volatity was 48.86, the open interest changed by 24 which increased total open position to 325
On 29 May IDEA was trading at 13.99. The strike last trading price was 1.17, which was 0.17 higher than the previous day. The implied volatity was 48.74, the open interest changed by 18 which increased total open position to 300
On 27 May IDEA was trading at 14.18. The strike last trading price was 1.26, which was 0.26 higher than the previous day. The implied volatity was 47.03, the open interest changed by -9 which decreased total open position to 282
On 26 May IDEA was trading at 14.14. The strike last trading price was 1.24, which was 0.24 higher than the previous day. The implied volatity was 47.77, the open interest changed by 1 which increased total open position to 292
On 25 May IDEA was trading at 14.04. The strike last trading price was 1.22, which was 0.22 higher than the previous day. The implied volatity was 47.97, the open interest changed by 5 which increased total open position to 293
On 22 May IDEA was trading at 13.73. The strike last trading price was 1.09, which was 0.09 higher than the previous day. The implied volatity was 49.1, the open interest changed by -5 which decreased total open position to 288
On 21 May IDEA was trading at 13.62. The strike last trading price was 1.03, which was 0.03 higher than the previous day. The implied volatity was 49.64, the open interest changed by 10 which increased total open position to 293
On 20 May IDEA was trading at 13.58. The strike last trading price was 1.09, which was 0.09 higher than the previous day. The implied volatity was 51.32, the open interest changed by 4 which increased total open position to 283
On 19 May IDEA was trading at 13.52. The strike last trading price was 1.1, which was 0.1 higher than the previous day. The implied volatity was 52.66, the open interest changed by 66 which increased total open position to 279
On 18 May IDEA was trading at 12.86. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 52.41, the open interest changed by 7 which increased total open position to 212
On 15 May IDEA was trading at 12.95. The strike last trading price was 0.85, which was -0.08 lower than the previous day. The implied volatity was 52.56, the open interest changed by -16 which decreased total open position to 206
On 14 May IDEA was trading at 12.97. The strike last trading price was 0.9, which was 0.03 higher than the previous day. The implied volatity was 53.22, the open interest changed by 7 which increased total open position to 222
On 13 May IDEA was trading at 12.83. The strike last trading price was 0.86, which was 0.4 higher than the previous day. The implied volatity was 0, the open interest changed by -4 which decreased total open position to 216
On 12 May IDEA was trading at 11.89. The strike last trading price was 0.51, which was -0.04 lower than the previous day. The implied volatity was 0, the open interest changed by 8 which increased total open position to 220
On 11 May IDEA was trading at 12.18. The strike last trading price was 0.58, which was 0.23 higher than the previous day. The implied volatity was 0, the open interest changed by 74 which increased total open position to 212
On 8 May IDEA was trading at 11.24. The strike last trading price was 0.35, which was 0.01 higher than the previous day. The implied volatity was 52.84, the open interest changed by 14 which increased total open position to 137
On 7 May IDEA was trading at 11.23. The strike last trading price was 0.34, which was -0.02 lower than the previous day. The implied volatity was 51.77, the open interest changed by 11 which increased total open position to 122
On 6 May IDEA was trading at 11.30. The strike last trading price was 0.36, which was 0.05 higher than the previous day. The implied volatity was 51.33, the open interest changed by 5 which increased total open position to 110
On 5 May IDEA was trading at 10.80. The strike last trading price was 0.31, which was 0.07 higher than the previous day. The implied volatity was 55.01, the open interest changed by 13 which increased total open position to 104
On 4 May IDEA was trading at 10.52. The strike last trading price was 0.24, which was 0.05 higher than the previous day. The implied volatity was 53.93, the open interest changed by 53 which increased total open position to 91
On 30 Apr IDEA was trading at 10.22. The strike last trading price was 0.2, which was -0.01 lower than the previous day. The implied volatity was 53.73, the open interest changed by 27 which increased total open position to 65
On 29 Apr IDEA was trading at 10.29. The strike last trading price was 0.21, which was -0.08 lower than the previous day. The implied volatity was 53.05, the open interest changed by 38 which increased total open position to 38
| IDEA 28-Jul-2026 (36d) 14 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.28
Vega: 0
Theta: -0.01
Gamma: 0.15857
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 14.93 | 0.41 | -0.02 (-4.65%) | 45.32 | 148 | 21 | 565 |
| 19 Jun | 14.92 | 0.43 | 0.03 (7.50%) | 44.24 | 244 | 58 | 545 |
| 18 Jun | 15.01 | 0.39 | -0.07 (-15.22%) | 43.86 | 116 | -12 | 487 |
| 17 Jun | 14.92 | 0.47 | -0.1 (-17.54%) | 45.55 | 204 | -5 | 503 |
| 16 Jun | 14.62 | 0.57 | 0.07 (14.00%) | 45.43 | 161 | 45 | 508 |
| 15 Jun | 14.95 | 0.51 | -0.04 (-7.27%) | 47.15 | 163 | 29 | 461 |
| 12 Jun | 14.90 | 0.56 | -0.26 (-31.71%) | 47.57 | 189 | 38 | 433 |
| 11 Jun | 14.17 | 0.81 | -0.11 (-11.96%) | 48.06 | 87 | 6 | 394 |
| 10 Jun | 13.88 | 0.96 | 0.08 (9.09%) | 47.22 | 75 | 4 | 387 |
| 9 Jun | 14.14 | 0.88 | 0.15 (20.55%) | 48.35 | 255 | 11 | 384 |
| 8 Jun | 14.40 | 0.76 | 0.19 (33.33%) | 46.47 | 282 | 100 | 374 |
| 5 Jun | 14.95 | 0.57 | -0.01 (-1.72%) | 46.18 | 112 | 37 | 273 |
| 4 Jun | 14.93 | 0.57 | -0.02 (-3.39%) | 46.25 | 136 | 42 | 234 |
| 3 Jun | 14.85 | 0.57 | -0.22 (-27.85%) | 44.96 | 146 | 40 | 191 |
| 2 Jun | 14.16 | 0.78 | -0.1 (-11.36%) | 42.14 | 40 | 5 | 150 |
| 1 Jun | 13.95 | 0.9 | 0.02 (2.27%) | 41.49 | 50 | 9 | 145 |
| 29 May | 13.99 | 0.84 | -0.01 (-1.18%) | 40.73 | 63 | 21 | 138 |
| 27 May | 14.18 | 0.85 | -0.05 (-5.56%) | 43.03 | 75 | 31 | 118 |
| 26 May | 14.14 | 0.91 | -0.02 (-2.15%) | 44.79 | 43 | 21 | 88 |
| 25 May | 14.04 | 0.91 | -0.19 (-17.27%) | 43.01 | 17 | 9 | 66 |
| 22 May | 13.73 | 1.1 | -0.15 (-12.00%) | 44.44 | 23 | 11 | 56 |
| 21 May | 13.62 | 1.25 | -0.04 (-3.10%) | 49.46 | 37 | 35 | 45 |
| 20 May | 13.58 | 1.29 | 0 (0.00%) | 46.42 | 1 | 1 | 10 |
| 19 May | 13.52 | 1.33 | -0.47 (-26.11%) | 47.26 | 15 | 9 | 9 |
| 18 May | 12.86 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 May | 12.95 | 1.8 | 0 (0.00%) | - | 0 | 0 | 0 |
| 14 May | 12.97 | 1.8 | 0 (0.00%) | 0 | 0 | 0 | 0 |
| 13 May | 12.83 | 1.8 | -2.34 (-56.52%) | 48.86 | 2 | 0 | 0 |
| 12 May | 11.89 | 0 | -4.14 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 12.18 | 0 | -4.14 (-100.00%) | 0 | 0 | 0 | 0 |
| 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 14 expiring on 28JUL2026
Delta for 14 PE is -0.28
Historical price for 14 PE is as follows
On 22 Jun IDEA was trading at 14.93. The strike last trading price was 0.41, which was -0.02 lower than the previous day. The implied volatity was 45.32, the open interest changed by 21 which increased total open position to 565
On 19 Jun IDEA was trading at 14.92. The strike last trading price was 0.43, which was 0.03 higher than the previous day. The implied volatity was 44.24, the open interest changed by 58 which increased total open position to 545
On 18 Jun IDEA was trading at 15.01. The strike last trading price was 0.39, which was -0.07 lower than the previous day. The implied volatity was 43.86, the open interest changed by -12 which decreased total open position to 487
On 17 Jun IDEA was trading at 14.92. The strike last trading price was 0.47, which was -0.1 lower than the previous day. The implied volatity was 45.55, the open interest changed by -5 which decreased total open position to 503
On 16 Jun IDEA was trading at 14.62. The strike last trading price was 0.57, which was 0.07 higher than the previous day. The implied volatity was 45.43, the open interest changed by 45 which increased total open position to 508
On 15 Jun IDEA was trading at 14.95. The strike last trading price was 0.51, which was -0.04 lower than the previous day. The implied volatity was 47.15, the open interest changed by 29 which increased total open position to 461
On 12 Jun IDEA was trading at 14.90. The strike last trading price was 0.56, which was -0.26 lower than the previous day. The implied volatity was 47.57, the open interest changed by 38 which increased total open position to 433
On 11 Jun IDEA was trading at 14.17. The strike last trading price was 0.81, which was -0.11 lower than the previous day. The implied volatity was 48.06, the open interest changed by 6 which increased total open position to 394
On 10 Jun IDEA was trading at 13.88. The strike last trading price was 0.96, which was 0.08 higher than the previous day. The implied volatity was 47.22, the open interest changed by 4 which increased total open position to 387
On 9 Jun IDEA was trading at 14.14. The strike last trading price was 0.88, which was 0.15 higher than the previous day. The implied volatity was 48.35, the open interest changed by 11 which increased total open position to 384
On 8 Jun IDEA was trading at 14.40. The strike last trading price was 0.76, which was 0.19 higher than the previous day. The implied volatity was 46.47, the open interest changed by 100 which increased total open position to 374
On 5 Jun IDEA was trading at 14.95. The strike last trading price was 0.57, which was -0.01 lower than the previous day. The implied volatity was 46.18, the open interest changed by 37 which increased total open position to 273
On 4 Jun IDEA was trading at 14.93. The strike last trading price was 0.57, which was -0.02 lower than the previous day. The implied volatity was 46.25, the open interest changed by 42 which increased total open position to 234
On 3 Jun IDEA was trading at 14.85. The strike last trading price was 0.57, which was -0.22 lower than the previous day. The implied volatity was 44.96, the open interest changed by 40 which increased total open position to 191
On 2 Jun IDEA was trading at 14.16. The strike last trading price was 0.78, which was -0.1 lower than the previous day. The implied volatity was 42.14, the open interest changed by 5 which increased total open position to 150
On 1 Jun IDEA was trading at 13.95. The strike last trading price was 0.9, which was 0.02 higher than the previous day. The implied volatity was 41.49, the open interest changed by 9 which increased total open position to 145
On 29 May IDEA was trading at 13.99. The strike last trading price was 0.84, which was -0.01 lower than the previous day. The implied volatity was 40.73, the open interest changed by 21 which increased total open position to 138
On 27 May IDEA was trading at 14.18. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 43.03, the open interest changed by 31 which increased total open position to 118
On 26 May IDEA was trading at 14.14. The strike last trading price was 0.91, which was -0.02 lower than the previous day. The implied volatity was 44.79, the open interest changed by 21 which increased total open position to 88
On 25 May IDEA was trading at 14.04. The strike last trading price was 0.91, which was -0.19 lower than the previous day. The implied volatity was 43.01, the open interest changed by 9 which increased total open position to 66
On 22 May IDEA was trading at 13.73. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 44.44, the open interest changed by 11 which increased total open position to 56
On 21 May IDEA was trading at 13.62. The strike last trading price was 1.25, which was -0.04 lower than the previous day. The implied volatity was 49.46, the open interest changed by 35 which increased total open position to 45
On 20 May IDEA was trading at 13.58. The strike last trading price was 1.29, which was 0 lower than the previous day. The implied volatity was 46.42, the open interest changed by 1 which increased total open position to 10
On 19 May IDEA was trading at 13.52. The strike last trading price was 1.33, which was -0.47 lower than the previous day. The implied volatity was 47.26, the open interest changed by 9 which increased total open position to 9
On 18 May IDEA was trading at 12.86. 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 May IDEA was trading at 12.95. The strike last trading price was 1.8, 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 14 May IDEA was trading at 12.97. The strike last trading price was 1.8, 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
On 13 May IDEA was trading at 12.83. The strike last trading price was 1.8, which was -2.34 lower than the previous day. The implied volatity was 48.86, the open interest changed by 0 which decreased total open position to 0
On 12 May IDEA was trading at 11.89. The strike last trading price was 0, which was -4.14 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May IDEA was trading at 12.18. The strike last trading price was 0, which was -4.14 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
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
