IDEA
VODAFONE IDEA LIMITED
Historical option data for IDEA
05 Jul 2024 04:13 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
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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: -
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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