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

17.09 -0.39 (-2.23%)

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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 1.55 -0.30 - 2,62,40,000 39,20,000 4,86,40,000
4 Jul 17.48 1.85 - 1,34,80,000 -9,60,000 4,47,20,000
3 Jul 17.47 1.85 - 2,62,80,000 -64,00,000 4,56,80,000
2 Jul 17.02 1.55 - 3,93,20,000 68,80,000 5,20,80,000
1 Jul 17.62 2.1 - 1,30,40,000 -11,60,000 4,52,00,000
28 Jun 17.89 2.35 - 5,13,60,000 -1,26,80,000 4,63,60,000
27 Jun 18.52 3.25 - 4,33,60,000 -34,80,000 5,90,40,000
26 Jun 18.02 2.7 - 2,86,40,000 -55,20,000 6,24,80,000
25 Jun 17.19 2 - 1,92,40,000 51,20,000 6,80,00,000
24 Jun 17.26 2.2 - 92,00,000 8,00,000 6,20,00,000
21 Jun 17.14 2.20 - 3,95,20,000 18,80,000 6,10,40,000
20 Jun 16.53 1.60 - 3,97,20,000 69,60,000 5,92,00,000
19 Jun 16.92 1.70 - 4,69,20,000 1,01,60,000 5,22,40,000
18 Jun 16.85 1.80 - 2,24,80,000 71,60,000 4,20,80,000
14 Jun 16.73 1.70 - 2,77,60,000 1,47,20,000 3,49,20,000
13 Jun 16.07 1.25 - 1,10,80,000 29,60,000 2,02,00,000
12 Jun 16.43 1.55 - 92,00,000 23,20,000 1,71,60,000
11 Jun 16.19 1.60 - 1,25,60,000 36,80,000 1,47,60,000
10 Jun 15.81 1.30 - 71,60,000 20,80,000 1,09,60,000
7 Jun 15.85 1.40 - 44,80,000 11,20,000 88,40,000
6 Jun 15.00 1.00 - 35,20,000 2,40,000 77,20,000
5 Jun 14.85 0.95 - 46,40,000 40,000 74,80,000
4 Jun 13.20 0.65 - 82,40,000 28,40,000 74,40,000
3 Jun 16.00 1.65 - 54,80,000 26,00,000 46,00,000
31 May 15.25 1.25 - 21,20,000 13,20,000 13,20,000
24 May 15.10 1.30 - 0 0 0


For VODAFONE IDEA LIMITED - strike price 16 expiring on 25JUL2024

Delta for 16 CE is -

Historical price for 16 CE is as follows

On 5 Jul IDEA was trading at 17.09. The strike last trading price was 1.55, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 3920000 which increased total open position to 48640000


On 4 Jul IDEA was trading at 17.48. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -960000 which decreased total open position to 44720000


On 3 Jul IDEA was trading at 17.47. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -6400000 which decreased total open position to 45680000


On 2 Jul IDEA was trading at 17.02. The strike last trading price was 1.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 6880000 which increased total open position to 52080000


On 1 Jul IDEA was trading at 17.62. The strike last trading price was 2.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -1160000 which decreased total open position to 45200000


On 28 Jun IDEA was trading at 17.89. The strike last trading price was 2.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -12680000 which decreased total open position to 46360000


On 27 Jun IDEA was trading at 18.52. The strike last trading price was 3.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -3480000 which decreased total open position to 59040000


On 26 Jun IDEA was trading at 18.02. The strike last trading price was 2.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -5520000 which decreased total open position to 62480000


On 25 Jun IDEA was trading at 17.19. The strike last trading price was 2, which was lower than the previous day. The implied volatity was -, the open interest changed by 5120000 which increased total open position to 68000000


On 24 Jun IDEA was trading at 17.26. The strike last trading price was 2.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 800000 which increased total open position to 62000000


On 21 Jun IDEA was trading at 17.14. The strike last trading price was 2.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1880000 which increased total open position to 61040000


On 20 Jun IDEA was trading at 16.53. The strike last trading price was 1.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 6960000 which increased total open position to 59200000


On 19 Jun IDEA was trading at 16.92. The strike last trading price was 1.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 10160000 which increased total open position to 52240000


On 18 Jun IDEA was trading at 16.85. The strike last trading price was 1.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 7160000 which increased total open position to 42080000


On 14 Jun IDEA was trading at 16.73. The strike last trading price was 1.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 14720000 which increased total open position to 34920000


On 13 Jun IDEA was trading at 16.07. The strike last trading price was 1.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 2960000 which increased total open position to 20200000


On 12 Jun IDEA was trading at 16.43. The strike last trading price was 1.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 2320000 which increased total open position to 17160000


On 11 Jun IDEA was trading at 16.19. The strike last trading price was 1.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 3680000 which increased total open position to 14760000


On 10 Jun IDEA was trading at 15.81. The strike last trading price was 1.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 2080000 which increased total open position to 10960000


On 7 Jun IDEA was trading at 15.85. The strike last trading price was 1.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 1120000 which increased total open position to 8840000


On 6 Jun IDEA was trading at 15.00. The strike last trading price was 1.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 240000 which increased total open position to 7720000


On 5 Jun IDEA was trading at 14.85. The strike last trading price was 0.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 7480000


On 4 Jun IDEA was trading at 13.20. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 2840000 which increased total open position to 7440000


On 3 Jun IDEA was trading at 16.00. The strike last trading price was 1.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 2600000 which increased total open position to 4600000


On 31 May IDEA was trading at 15.25. The strike last trading price was 1.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1320000 which increased total open position to 1320000


On 24 May IDEA was trading at 15.10. The strike last trading price was 1.30, 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 0.25 0.00 - 9,58,00,000 28,80,000 13,70,40,000
4 Jul 17.48 0.25 - 2,50,00,000 74,00,000 13,41,60,000
3 Jul 17.47 0.3 - 9,21,20,000 -60,00,000 12,67,60,000
2 Jul 17.02 0.4 - 12,14,00,000 1,24,80,000 13,27,20,000
1 Jul 17.62 0.3 - 10,71,60,000 24,00,000 12,02,40,000
28 Jun 17.89 0.35 - 26,04,80,000 2,11,60,000 11,78,40,000
27 Jun 18.52 0.35 - 14,80,40,000 3,17,60,000 9,66,80,000
26 Jun 18.02 0.5 - 6,24,00,000 15,60,000 6,48,40,000
25 Jun 17.19 0.65 - 3,94,00,000 58,00,000 6,32,80,000
24 Jun 17.26 0.65 - 2,06,40,000 52,00,000 5,76,80,000
21 Jun 17.14 0.75 - 5,43,60,000 93,60,000 5,22,40,000
20 Jun 16.53 0.85 - 3,44,80,000 32,80,000 4,24,80,000
19 Jun 16.92 0.65 - 5,74,00,000 76,40,000 3,92,00,000
18 Jun 16.85 0.65 - 1,80,40,000 72,40,000 3,14,40,000
14 Jun 16.73 0.65 - 2,40,00,000 78,40,000 2,42,00,000
13 Jun 16.07 0.90 - 1,29,60,000 69,20,000 1,62,80,000
12 Jun 16.43 0.85 - 76,40,000 22,80,000 97,60,000
11 Jun 16.19 1.05 - 43,20,000 16,40,000 74,40,000
10 Jun 15.81 1.20 - 20,80,000 13,60,000 57,60,000
7 Jun 15.85 1.30 - 11,20,000 43,60,000 43,60,000
6 Jun 15.00 3.00 - 0 27,20,000 0
5 Jun 14.85 3.00 - 0 27,20,000 0
4 Jun 13.20 3.00 - 35,60,000 27,20,000 29,60,000
3 Jun 16.00 1.25 - 4,40,000 2,40,000 2,40,000
31 May 15.25 3.10 - 0 0 0
24 May 15.10 3.10 - 0 0 0


For VODAFONE IDEA LIMITED - strike price 16 expiring on 25JUL2024

Delta for 16 PE is -

Historical price for 16 PE is as follows

On 5 Jul IDEA was trading at 17.09. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 2880000 which increased total open position to 137040000


On 4 Jul IDEA was trading at 17.48. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 7400000 which increased total open position to 134160000


On 3 Jul IDEA was trading at 17.47. The strike last trading price was 0.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -6000000 which decreased total open position to 126760000


On 2 Jul IDEA was trading at 17.02. The strike last trading price was 0.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 12480000 which increased total open position to 132720000


On 1 Jul IDEA was trading at 17.62. The strike last trading price was 0.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 2400000 which increased total open position to 120240000


On 28 Jun IDEA was trading at 17.89. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 21160000 which increased total open position to 117840000


On 27 Jun IDEA was trading at 18.52. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 31760000 which increased total open position to 96680000


On 26 Jun IDEA was trading at 18.02. The strike last trading price was 0.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 1560000 which increased total open position to 64840000


On 25 Jun IDEA was trading at 17.19. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 5800000 which increased total open position to 63280000


On 24 Jun IDEA was trading at 17.26. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 5200000 which increased total open position to 57680000


On 21 Jun IDEA was trading at 17.14. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 9360000 which increased total open position to 52240000


On 20 Jun IDEA was trading at 16.53. The strike last trading price was 0.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 3280000 which increased total open position to 42480000


On 19 Jun IDEA was trading at 16.92. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 7640000 which increased total open position to 39200000


On 18 Jun IDEA was trading at 16.85. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 7240000 which increased total open position to 31440000


On 14 Jun IDEA was trading at 16.73. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 7840000 which increased total open position to 24200000


On 13 Jun IDEA was trading at 16.07. The strike last trading price was 0.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 6920000 which increased total open position to 16280000


On 12 Jun IDEA was trading at 16.43. The strike last trading price was 0.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 2280000 which increased total open position to 9760000


On 11 Jun IDEA was trading at 16.19. The strike last trading price was 1.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1640000 which increased total open position to 7440000


On 10 Jun IDEA was trading at 15.81. The strike last trading price was 1.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1360000 which increased total open position to 5760000


On 7 Jun IDEA was trading at 15.85. The strike last trading price was 1.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 4360000 which increased total open position to 4360000


On 6 Jun IDEA was trading at 15.00. The strike last trading price was 3.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2720000 which increased total open position to 0


On 5 Jun IDEA was trading at 14.85. The strike last trading price was 3.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2720000 which increased total open position to 0


On 4 Jun IDEA was trading at 13.20. The strike last trading price was 3.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2720000 which increased total open position to 2960000


On 3 Jun IDEA was trading at 16.00. The strike last trading price was 1.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 240000 which increased total open position to 240000


On 31 May IDEA was trading at 15.25. The strike last trading price was 3.10, 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 24 May IDEA was trading at 15.10. The strike last trading price was 3.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0