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 | 2.35 | -0.45 | - | 11,20,000 | -2,40,000 | 4,01,20,000 | |||
| 4 Jul | 17.48 | 2.8 | - | 12,80,000 | -2,40,000 | 4,03,60,000 | ||||
| 3 Jul | 17.47 | 2.75 | - | 74,40,000 | -8,00,000 | 4,06,00,000 | ||||
| 2 Jul | 17.02 | 2.4 | - | 88,80,000 | 4,00,000 | 4,14,40,000 | ||||
| 1 Jul | 17.62 | 2.9 | - | 45,20,000 | 80,000 | 4,10,40,000 | ||||
| 28 Jun | 17.89 | 3.2 | - | 1,72,80,000 | -45,60,000 | 4,09,60,000 | ||||
| 27 Jun | 18.52 | 4 | - | 1,15,60,000 | -34,40,000 | 4,55,20,000 | ||||
| 26 Jun | 18.02 | 3.5 | - | 86,00,000 | -2,00,000 | 4,85,20,000 | ||||
| 25 Jun | 17.19 | 2.8 | - | 1,36,40,000 | 86,00,000 | 4,87,20,000 | ||||
| 24 Jun | 17.26 | 2.9 | - | 50,80,000 | 14,40,000 | 4,01,20,000 | ||||
| 21 Jun | 17.14 | 2.80 | - | 3,22,40,000 | 2,10,40,000 | 3,86,40,000 | ||||
| 20 Jun | 16.53 | 2.25 | - | 78,00,000 | 44,00,000 | 1,76,00,000 | ||||
| 19 Jun | 16.92 | 2.45 | - | 1,45,60,000 | -5,60,000 | 1,32,00,000 | ||||
| 18 Jun | 16.85 | 2.45 | - | 84,80,000 | 14,80,000 | 1,37,60,000 | ||||
| 14 Jun | 16.73 | 2.40 | - | 43,20,000 | 40,000 | 1,22,80,000 | ||||
| 13 Jun | 16.07 | 1.85 | - | 42,40,000 | 16,80,000 | 1,22,00,000 | ||||
| 12 Jun | 16.43 | 2.15 | - | 32,40,000 | 7,20,000 | 1,04,80,000 | ||||
| 11 Jun | 16.19 | 2.10 | - | 27,60,000 | 6,40,000 | 98,00,000 | ||||
| 10 Jun | 15.81 | 1.75 | - | 32,40,000 | 2,00,000 | 91,60,000 | ||||
| 7 Jun | 15.85 | 1.85 | - | 42,80,000 | 8,00,000 | 89,60,000 | ||||
| 6 Jun | 15.00 | 1.45 | - | 29,20,000 | 4,80,000 | 81,60,000 | ||||
| 5 Jun | 14.85 | 1.35 | - | 66,00,000 | 11,60,000 | 76,80,000 | ||||
| 4 Jun | 13.20 | 0.80 | - | 50,80,000 | 37,60,000 | 65,20,000 | ||||
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| 3 Jun | 16.00 | 2.20 | - | 14,40,000 | 4,00,000 | 27,60,000 | ||||
| 31 May | 15.25 | 1.70 | - | 32,80,000 | 23,20,000 | 23,20,000 | ||||
For VODAFONE IDEA LIMITED - strike price 15 expiring on 25JUL2024
Delta for 15 CE is -
Historical price for 15 CE is as follows
On 5 Jul IDEA was trading at 17.09. The strike last trading price was 2.35, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by -240000 which decreased total open position to 40120000
On 4 Jul IDEA was trading at 17.48. The strike last trading price was 2.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -240000 which decreased total open position to 40360000
On 3 Jul IDEA was trading at 17.47. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -800000 which decreased total open position to 40600000
On 2 Jul IDEA was trading at 17.02. The strike last trading price was 2.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 400000 which increased total open position to 41440000
On 1 Jul IDEA was trading at 17.62. The strike last trading price was 2.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 80000 which increased total open position to 41040000
On 28 Jun IDEA was trading at 17.89. The strike last trading price was 3.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -4560000 which decreased total open position to 40960000
On 27 Jun IDEA was trading at 18.52. The strike last trading price was 4, which was lower than the previous day. The implied volatity was -, the open interest changed by -3440000 which decreased total open position to 45520000
On 26 Jun IDEA was trading at 18.02. The strike last trading price was 3.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -200000 which decreased total open position to 48520000
On 25 Jun IDEA was trading at 17.19. The strike last trading price was 2.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 8600000 which increased total open position to 48720000
On 24 Jun IDEA was trading at 17.26. The strike last trading price was 2.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 1440000 which increased total open position to 40120000
On 21 Jun IDEA was trading at 17.14. The strike last trading price was 2.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 21040000 which increased total open position to 38640000
On 20 Jun IDEA was trading at 16.53. The strike last trading price was 2.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 4400000 which increased total open position to 17600000
On 19 Jun IDEA was trading at 16.92. The strike last trading price was 2.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -560000 which decreased total open position to 13200000
On 18 Jun IDEA was trading at 16.85. The strike last trading price was 2.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1480000 which increased total open position to 13760000
On 14 Jun IDEA was trading at 16.73. The strike last trading price was 2.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 12280000
On 13 Jun IDEA was trading at 16.07. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1680000 which increased total open position to 12200000
On 12 Jun IDEA was trading at 16.43. The strike last trading price was 2.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 720000 which increased total open position to 10480000
On 11 Jun IDEA was trading at 16.19. The strike last trading price was 2.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 640000 which increased total open position to 9800000
On 10 Jun IDEA was trading at 15.81. The strike last trading price was 1.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 200000 which increased total open position to 9160000
On 7 Jun IDEA was trading at 15.85. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 800000 which increased total open position to 8960000
On 6 Jun IDEA was trading at 15.00. The strike last trading price was 1.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 480000 which increased total open position to 8160000
On 5 Jun IDEA was trading at 14.85. The strike last trading price was 1.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1160000 which increased total open position to 7680000
On 4 Jun IDEA was trading at 13.20. The strike last trading price was 0.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 3760000 which increased total open position to 6520000
On 3 Jun IDEA was trading at 16.00. The strike last trading price was 2.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 400000 which increased total open position to 2760000
On 31 May IDEA was trading at 15.25. The strike last trading price was 1.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 2320000 which increased total open position to 2320000
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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 | 0.15 | 0.00 | - | 1,53,20,000 | -33,60,000 | 15,07,60,000 |
| 4 Jul | 17.48 | 0.15 | - | 86,00,000 | 3,20,000 | 15,41,20,000 | |
| 3 Jul | 17.47 | 0.15 | - | 7,32,80,000 | 29,20,000 | 15,38,00,000 | |
| 2 Jul | 17.02 | 0.25 | - | 2,24,40,000 | -30,00,000 | 15,07,60,000 | |
| 1 Jul | 17.62 | 0.2 | - | 4,33,20,000 | 10,80,000 | 15,37,60,000 | |
| 28 Jun | 17.89 | 0.2 | - | 12,47,60,000 | 1,22,80,000 | 15,26,80,000 | |
| 27 Jun | 18.52 | 0.2 | - | 4,43,60,000 | -8,00,000 | 14,04,00,000 | |
| 26 Jun | 18.02 | 0.25 | - | 7,07,60,000 | 1,16,40,000 | 14,12,00,000 | |
| 25 Jun | 17.19 | 0.35 | - | 4,22,80,000 | 49,20,000 | 12,95,60,000 | |
| 24 Jun | 17.26 | 0.35 | - | 3,22,80,000 | 1,28,00,000 | 12,40,00,000 | |
| 21 Jun | 17.14 | 0.45 | - | 10,29,20,000 | 2,38,00,000 | 11,13,20,000 | |
| 20 Jun | 16.53 | 0.45 | - | 3,12,80,000 | 31,60,000 | 8,82,80,000 | |
| 19 Jun | 16.92 | 0.35 | - | 6,16,40,000 | 2,28,80,000 | 8,51,20,000 | |
| 18 Jun | 16.85 | 0.35 | - | 3,90,40,000 | 1,46,80,000 | 6,24,80,000 | |
| 14 Jun | 16.73 | 0.40 | - | 3,65,20,000 | 1,00,00,000 | 4,78,00,000 | |
| 13 Jun | 16.07 | 0.45 | - | 3,46,00,000 | 1,38,80,000 | 3,60,80,000 | |
| 12 Jun | 16.43 | 0.45 | - | 2,43,60,000 | 1,04,80,000 | 2,22,00,000 | |
| 11 Jun | 16.19 | 0.65 | - | 64,00,000 | 17,20,000 | 1,17,60,000 | |
| 10 Jun | 15.81 | 0.75 | - | 37,60,000 | 21,20,000 | 99,60,000 | |
| 7 Jun | 15.85 | 0.80 | - | 24,80,000 | 10,40,000 | 77,60,000 | |
| 6 Jun | 15.00 | 1.10 | - | 27,20,000 | 18,00,000 | 67,20,000 | |
| 5 Jun | 14.85 | 1.15 | - | 3,20,000 | 2,00,000 | 49,20,000 | |
| 4 Jun | 13.20 | 2.30 | - | 45,60,000 | 36,00,000 | 47,20,000 | |
| 3 Jun | 16.00 | 0.75 | - | 10,00,000 | 2,40,000 | 11,20,000 | |
| 31 May | 15.25 | 1.20 | - | 17,20,000 | 8,40,000 | 8,40,000 | |
For VODAFONE IDEA LIMITED - strike price 15 expiring on 25JUL2024
Delta for 15 PE is -
Historical price for 15 PE is as follows
On 5 Jul IDEA was trading at 17.09. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -3360000 which decreased total open position to 150760000
On 4 Jul IDEA was trading at 17.48. The strike last trading price was 0.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 320000 which increased total open position to 154120000
On 3 Jul IDEA was trading at 17.47. The strike last trading price was 0.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 2920000 which increased total open position to 153800000
On 2 Jul IDEA was trading at 17.02. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -3000000 which decreased total open position to 150760000
On 1 Jul IDEA was trading at 17.62. The strike last trading price was 0.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 1080000 which increased total open position to 153760000
On 28 Jun IDEA was trading at 17.89. The strike last trading price was 0.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 12280000 which increased total open position to 152680000
On 27 Jun IDEA was trading at 18.52. The strike last trading price was 0.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -800000 which decreased total open position to 140400000
On 26 Jun IDEA was trading at 18.02. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 11640000 which increased total open position to 141200000
On 25 Jun IDEA was trading at 17.19. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 4920000 which increased total open position to 129560000
On 24 Jun IDEA was trading at 17.26. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 12800000 which increased total open position to 124000000
On 21 Jun IDEA was trading at 17.14. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 23800000 which increased total open position to 111320000
On 20 Jun IDEA was trading at 16.53. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 3160000 which increased total open position to 88280000
On 19 Jun IDEA was trading at 16.92. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 22880000 which increased total open position to 85120000
On 18 Jun IDEA was trading at 16.85. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 14680000 which increased total open position to 62480000
On 14 Jun IDEA was trading at 16.73. The strike last trading price was 0.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 10000000 which increased total open position to 47800000
On 13 Jun IDEA was trading at 16.07. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 13880000 which increased total open position to 36080000
On 12 Jun IDEA was trading at 16.43. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 10480000 which increased total open position to 22200000
On 11 Jun IDEA was trading at 16.19. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1720000 which increased total open position to 11760000
On 10 Jun IDEA was trading at 15.81. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2120000 which increased total open position to 9960000
On 7 Jun IDEA was trading at 15.85. The strike last trading price was 0.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1040000 which increased total open position to 7760000
On 6 Jun IDEA was trading at 15.00. The strike last trading price was 1.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800000 which increased total open position to 6720000
On 5 Jun IDEA was trading at 14.85. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 200000 which increased total open position to 4920000
On 4 Jun IDEA was trading at 13.20. The strike last trading price was 2.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600000 which increased total open position to 4720000
On 3 Jun IDEA was trading at 16.00. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 240000 which increased total open position to 1120000
On 31 May IDEA was trading at 15.25. The strike last trading price was 1.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 840000 which increased total open position to 840000