[--[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 0.6 -0.20 - 20,43,60,000 56,80,000 36,31,60,000
4 Jul 17.48 0.8 - 22,24,80,000 17,60,000 35,74,80,000
3 Jul 17.47 0.75 - 33,33,20,000 69,60,000 35,57,20,000
2 Jul 17.02 0.7 - 33,18,40,000 4,88,80,000 34,82,80,000
1 Jul 17.62 0.95 - 27,34,00,000 3,02,00,000 29,94,00,000
28 Jun 17.89 1.2 - 46,05,60,000 3,27,20,000 26,92,00,000
27 Jun 18.52 1.95 - 34,63,60,000 3,56,00,000 23,64,80,000
26 Jun 18.02 1.5 - 40,37,20,000 4,06,40,000 20,08,00,000
25 Jun 17.19 1.05 - 13,35,60,000 2,42,40,000 16,01,60,000
24 Jun 17.26 1.2 - 9,21,20,000 2,08,40,000 13,62,00,000
21 Jun 17.14 1.15 - 26,24,00,000 6,54,40,000 11,52,40,000
20 Jun 16.53 0.80 - 4,51,20,000 36,80,000 4,98,80,000
19 Jun 16.92 0.85 - 8,95,60,000 1,20,00,000 4,62,00,000
18 Jun 16.85 0.90 - 3,84,40,000 34,80,000 3,40,40,000
14 Jun 16.73 0.90 - 3,56,80,000 91,20,000 3,05,60,000
13 Jun 16.07 0.55 - 1,75,60,000 41,60,000 2,14,00,000
12 Jun 16.43 0.75 - 1,33,60,000 22,80,000 1,73,60,000
11 Jun 16.19 0.75 - 1,22,00,000 43,60,000 1,48,40,000
10 Jun 15.81 0.70 - 94,00,000 23,20,000 1,05,60,000
7 Jun 15.85 0.75 - 70,80,000 18,80,000 82,40,000
6 Jun 15.00 0.50 - 20,40,000 6,80,000 63,60,000
5 Jun 14.85 0.50 - 35,20,000 9,60,000 56,80,000
4 Jun 13.20 0.40 - 59,60,000 -80,000 47,20,000
3 Jun 16.00 0.90 - 58,40,000 26,40,000 48,00,000
31 May 15.25 0.70 - 20,80,000 21,60,000 21,60,000
28 May 15.05 0.45 - 40,000 -40,000 13,20,000
27 May 15.05 0.45 - 40,000 0 13,20,000
24 May 15.10 0.70 - 19,60,000 12,80,000 12,80,000


For VODAFONE IDEA LIMITED - strike price 18 expiring on 25JUL2024

Delta for 18 CE is -

Historical price for 18 CE is as follows

On 5 Jul IDEA was trading at 17.09. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 5680000 which increased total open position to 363160000


On 4 Jul IDEA was trading at 17.48. The strike last trading price was 0.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 1760000 which increased total open position to 357480000


On 3 Jul IDEA was trading at 17.47. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 6960000 which increased total open position to 355720000


On 2 Jul IDEA was trading at 17.02. The strike last trading price was 0.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 48880000 which increased total open position to 348280000


On 1 Jul IDEA was trading at 17.62. The strike last trading price was 0.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 30200000 which increased total open position to 299400000


On 28 Jun IDEA was trading at 17.89. The strike last trading price was 1.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 32720000 which increased total open position to 269200000


On 27 Jun IDEA was trading at 18.52. The strike last trading price was 1.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 35600000 which increased total open position to 236480000


On 26 Jun IDEA was trading at 18.02. The strike last trading price was 1.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 40640000 which increased total open position to 200800000


On 25 Jun IDEA was trading at 17.19. The strike last trading price was 1.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 24240000 which increased total open position to 160160000


On 24 Jun IDEA was trading at 17.26. The strike last trading price was 1.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 20840000 which increased total open position to 136200000


On 21 Jun IDEA was trading at 17.14. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 65440000 which increased total open position to 115240000


On 20 Jun IDEA was trading at 16.53. The strike last trading price was 0.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 3680000 which increased total open position to 49880000


On 19 Jun IDEA was trading at 16.92. The strike last trading price was 0.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000000 which increased total open position to 46200000


On 18 Jun IDEA was trading at 16.85. The strike last trading price was 0.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 3480000 which increased total open position to 34040000


On 14 Jun IDEA was trading at 16.73. The strike last trading price was 0.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 9120000 which increased total open position to 30560000


On 13 Jun IDEA was trading at 16.07. The strike last trading price was 0.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 4160000 which increased total open position to 21400000


On 12 Jun IDEA was trading at 16.43. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2280000 which increased total open position to 17360000


On 11 Jun IDEA was trading at 16.19. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 4360000 which increased total open position to 14840000


On 10 Jun IDEA was trading at 15.81. The strike last trading price was 0.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 2320000 which increased total open position to 10560000


On 7 Jun IDEA was trading at 15.85. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1880000 which increased total open position to 8240000


On 6 Jun IDEA was trading at 15.00. The strike last trading price was 0.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 680000 which increased total open position to 6360000


On 5 Jun IDEA was trading at 14.85. The strike last trading price was 0.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 960000 which increased total open position to 5680000


On 4 Jun IDEA was trading at 13.20. The strike last trading price was 0.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -80000 which decreased total open position to 4720000


On 3 Jun IDEA was trading at 16.00. The strike last trading price was 0.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 2640000 which increased total open position to 4800000


On 31 May IDEA was trading at 15.25. The strike last trading price was 0.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 2160000 which increased total open position to 2160000


On 28 May IDEA was trading at 15.05. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -40000 which decreased total open position to 1320000


On 27 May IDEA was trading at 15.05. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1320000


On 24 May IDEA was trading at 15.10. The strike last trading price was 0.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 1280000 which increased total open position to 1280000


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 17.09 1.3 0.15 - 4,34,00,000 38,80,000 12,25,20,000
4 Jul 17.48 1.15 - 6,81,60,000 37,20,000 11,86,40,000
3 Jul 17.47 1.15 - 10,96,40,000 33,20,000 11,49,20,000
2 Jul 17.02 1.5 - 7,38,40,000 11,60,000 11,16,00,000
1 Jul 17.62 1.2 - 9,82,00,000 86,40,000 11,04,40,000
28 Jun 17.89 1.25 - 13,82,80,000 3,31,20,000 10,18,00,000
27 Jun 18.52 1.05 - 6,37,60,000 1,03,20,000 6,86,80,000
26 Jun 18.02 1.3 - 6,87,60,000 3,00,40,000 5,82,80,000
25 Jun 17.19 1.65 - 1,88,00,000 99,20,000 2,82,40,000
24 Jun 17.26 1.7 - 70,40,000 19,60,000 1,81,60,000
21 Jun 17.14 1.85 - 1,99,20,000 1,10,40,000 1,62,00,000
20 Jun 16.53 2.05 - 10,40,000 3,20,000 51,60,000
19 Jun 16.92 1.70 - 43,60,000 27,20,000 48,40,000
18 Jun 16.85 1.75 - 12,00,000 6,40,000 20,40,000
14 Jun 16.73 1.95 - 14,40,000 10,00,000 14,00,000
13 Jun 16.07 2.10 - 0 -80,000 0
12 Jun 16.43 2.10 - 6,40,000 -1,20,000 3,60,000
11 Jun 16.19 3.50 - 0 0 0
10 Jun 15.81 3.50 - 0 0 0
7 Jun 15.85 3.50 - 0 -80,000 0
6 Jun 15.00 3.50 - 0 -80,000 0
5 Jun 14.85 3.50 - 0 -80,000 0
4 Jun 13.20 3.50 - 5,20,000 -80,000 3,60,000
3 Jun 16.00 - - 0 0 0 0
31 May 15.25 3.20 - 4,00,000 0 0
28 May 15.05 4.60 - 0 0 0
27 May 15.05 4.60 - 0 0 0
24 May 15.10 4.60 - 0 0 0


For VODAFONE IDEA LIMITED - strike price 18 expiring on 25JUL2024

Delta for 18 PE is -

Historical price for 18 PE is as follows

On 5 Jul IDEA was trading at 17.09. The strike last trading price was 1.3, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 3880000 which increased total open position to 122520000


On 4 Jul IDEA was trading at 17.48. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 3720000 which increased total open position to 118640000


On 3 Jul IDEA was trading at 17.47. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 3320000 which increased total open position to 114920000


On 2 Jul IDEA was trading at 17.02. The strike last trading price was 1.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 1160000 which increased total open position to 111600000


On 1 Jul IDEA was trading at 17.62. The strike last trading price was 1.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 8640000 which increased total open position to 110440000


On 28 Jun IDEA was trading at 17.89. The strike last trading price was 1.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 33120000 which increased total open position to 101800000


On 27 Jun IDEA was trading at 18.52. The strike last trading price was 1.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 10320000 which increased total open position to 68680000


On 26 Jun IDEA was trading at 18.02. The strike last trading price was 1.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 30040000 which increased total open position to 58280000


On 25 Jun IDEA was trading at 17.19. The strike last trading price was 1.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 9920000 which increased total open position to 28240000


On 24 Jun IDEA was trading at 17.26. The strike last trading price was 1.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 1960000 which increased total open position to 18160000


On 21 Jun IDEA was trading at 17.14. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 11040000 which increased total open position to 16200000


On 20 Jun IDEA was trading at 16.53. The strike last trading price was 2.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 320000 which increased total open position to 5160000


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 2720000 which increased total open position to 4840000


On 18 Jun IDEA was trading at 16.85. The strike last trading price was 1.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 640000 which increased total open position to 2040000


On 14 Jun IDEA was trading at 16.73. The strike last trading price was 1.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000000 which increased total open position to 1400000


On 13 Jun IDEA was trading at 16.07. The strike last trading price was 2.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -80000 which decreased total open position to 0


On 12 Jun IDEA was trading at 16.43. The strike last trading price was 2.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -120000 which decreased total open position to 360000


On 11 Jun IDEA was trading at 16.19. The strike last trading price was 3.50, 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 10 Jun IDEA was trading at 15.81. The strike last trading price was 3.50, 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 7 Jun IDEA was trading at 15.85. The strike last trading price was 3.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -80000 which decreased total open position to 0


On 6 Jun IDEA was trading at 15.00. The strike last trading price was 3.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -80000 which decreased total open position to 0


On 5 Jun IDEA was trading at 14.85. The strike last trading price was 3.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -80000 which decreased total open position to 0


On 4 Jun IDEA was trading at 13.20. The strike last trading price was 3.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -80000 which decreased total open position to 360000


On 3 Jun IDEA was trading at 16.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 31 May IDEA was trading at 15.25. 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 0


On 28 May IDEA was trading at 15.05. The strike last trading price was 4.60, 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 27 May IDEA was trading at 15.05. The strike last trading price was 4.60, 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 4.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0