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 | 0.25 | -0.05 | - | 24,10,00,000 | 65,20,000 | 29,81,20,000 | |||
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| 4 Jul | 17.48 | 0.3 | - | 14,11,20,000 | -2,80,000 | 29,16,00,000 | ||||
| 3 Jul | 17.47 | 0.35 | - | 28,26,00,000 | 1,61,20,000 | 29,18,80,000 | ||||
| 2 Jul | 17.02 | 0.35 | - | 31,02,00,000 | 79,20,000 | 27,46,40,000 | ||||
| 1 Jul | 17.62 | 0.45 | - | 41,49,20,000 | 2,91,20,000 | 26,67,20,000 | ||||
| 28 Jun | 17.89 | 0.65 | - | 69,38,80,000 | 5,15,60,000 | 23,76,00,000 | ||||
| 27 Jun | 18.52 | 1 | - | 56,01,60,000 | 2,75,20,000 | 18,60,40,000 | ||||
| 26 Jun | 18.02 | 0.8 | - | 43,03,60,000 | 4,61,60,000 | 15,82,40,000 | ||||
| 25 Jun | 17.19 | 0.55 | - | 12,28,00,000 | 2,01,20,000 | 11,20,80,000 | ||||
| 24 Jun | 17.26 | 0.6 | - | 7,42,40,000 | 1,65,20,000 | 9,13,60,000 | ||||
| 21 Jun | 17.14 | 0.60 | - | 15,88,40,000 | 94,00,000 | 7,31,60,000 | ||||
| 20 Jun | 16.53 | 0.45 | - | 3,85,20,000 | 75,20,000 | 6,32,40,000 | ||||
| 19 Jun | 16.92 | 0.50 | - | 7,11,20,000 | 78,40,000 | 5,57,20,000 | ||||
| 18 Jun | 16.85 | 0.50 | - | 6,55,20,000 | 1,02,80,000 | 4,79,20,000 | ||||
| 14 Jun | 16.73 | 0.55 | - | 3,79,20,000 | 1,15,20,000 | 3,76,40,000 | ||||
| 13 Jun | 16.07 | 0.30 | - | 3,02,40,000 | 1,12,40,000 | 2,62,40,000 | ||||
| 12 Jun | 16.43 | 0.45 | - | 1,75,20,000 | 36,40,000 | 1,49,60,000 | ||||
| 11 Jun | 16.19 | 0.45 | - | 1,01,20,000 | 30,00,000 | 1,11,20,000 | ||||
| 10 Jun | 15.81 | 0.40 | - | 84,40,000 | 5,20,000 | 78,40,000 | ||||
| 7 Jun | 15.85 | 0.40 | - | 42,40,000 | 7,60,000 | 72,40,000 | ||||
| 6 Jun | 15.00 | 0.30 | - | 30,00,000 | 7,20,000 | 64,80,000 | ||||
| 5 Jun | 14.85 | 0.25 | - | 36,40,000 | 7,20,000 | 57,60,000 | ||||
| 4 Jun | 13.20 | 0.25 | - | 70,00,000 | 16,80,000 | 50,40,000 | ||||
| 3 Jun | 16.00 | 0.55 | - | 48,00,000 | 18,00,000 | 33,60,000 | ||||
| 31 May | 15.25 | 0.40 | - | 11,20,000 | 14,80,000 | 14,80,000 | ||||
| 24 May | 15.10 | 0.45 | - | 12,80,000 | 8,40,000 | 8,40,000 | ||||
For VODAFONE IDEA LIMITED - strike price 20 expiring on 25JUL2024
Delta for 20 CE is -
Historical price for 20 CE is as follows
On 5 Jul IDEA was trading at 17.09. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 6520000 which increased total open position to 298120000
On 4 Jul IDEA was trading at 17.48. The strike last trading price was 0.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -280000 which decreased total open position to 291600000
On 3 Jul IDEA was trading at 17.47. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 16120000 which increased total open position to 291880000
On 2 Jul IDEA was trading at 17.02. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 7920000 which increased total open position to 274640000
On 1 Jul IDEA was trading at 17.62. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 29120000 which increased total open position to 266720000
On 28 Jun IDEA was trading at 17.89. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 51560000 which increased total open position to 237600000
On 27 Jun IDEA was trading at 18.52. The strike last trading price was 1, which was lower than the previous day. The implied volatity was -, the open interest changed by 27520000 which increased total open position to 186040000
On 26 Jun IDEA was trading at 18.02. The strike last trading price was 0.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 46160000 which increased total open position to 158240000
On 25 Jun IDEA was trading at 17.19. The strike last trading price was 0.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 20120000 which increased total open position to 112080000
On 24 Jun IDEA was trading at 17.26. The strike last trading price was 0.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 16520000 which increased total open position to 91360000
On 21 Jun IDEA was trading at 17.14. The strike last trading price was 0.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 9400000 which increased total open position to 73160000
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 7520000 which increased total open position to 63240000
On 19 Jun IDEA was trading at 16.92. The strike last trading price was 0.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 7840000 which increased total open position to 55720000
On 18 Jun IDEA was trading at 16.85. The strike last trading price was 0.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 10280000 which increased total open position to 47920000
On 14 Jun IDEA was trading at 16.73. The strike last trading price was 0.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 11520000 which increased total open position to 37640000
On 13 Jun IDEA was trading at 16.07. The strike last trading price was 0.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 11240000 which increased total open position to 26240000
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 3640000 which increased total open position to 14960000
On 11 Jun IDEA was trading at 16.19. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000000 which increased total open position to 11120000
On 10 Jun IDEA was trading at 15.81. The strike last trading price was 0.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 520000 which increased total open position to 7840000
On 7 Jun IDEA was trading at 15.85. The strike last trading price was 0.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 760000 which increased total open position to 7240000
On 6 Jun IDEA was trading at 15.00. The strike last trading price was 0.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 720000 which increased total open position to 6480000
On 5 Jun IDEA was trading at 14.85. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 720000 which increased total open position to 5760000
On 4 Jun IDEA was trading at 13.20. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1680000 which increased total open position to 5040000
On 3 Jun IDEA was trading at 16.00. The strike last trading price was 0.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800000 which increased total open position to 3360000
On 31 May IDEA was trading at 15.25. The strike last trading price was 0.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 1480000 which increased total open position to 1480000
On 24 May IDEA was trading at 15.10. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 840000 which increased total open position to 840000
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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 | 2.95 | 0.20 | - | 4,00,000 | -40,000 | 1,14,40,000 |
| 4 Jul | 17.48 | 2.75 | - | 2,40,000 | 2,40,000 | 1,14,80,000 | |
| 3 Jul | 17.47 | 2.75 | - | 22,80,000 | -6,00,000 | 1,12,40,000 | |
| 2 Jul | 17.02 | 3.2 | - | 22,00,000 | 7,20,000 | 1,20,40,000 | |
| 1 Jul | 17.62 | 2.7 | - | 22,80,000 | 12,40,000 | 1,13,20,000 | |
| 28 Jun | 17.89 | 2.6 | - | 1,37,20,000 | 39,20,000 | 1,00,80,000 | |
| 27 Jun | 18.52 | 2.1 | - | 38,80,000 | 25,20,000 | 61,60,000 | |
| 26 Jun | 18.02 | 2.55 | - | 32,00,000 | 20,40,000 | 35,60,000 | |
| 25 Jun | 17.19 | 3 | - | 9,60,000 | 8,40,000 | 15,20,000 | |
| 24 Jun | 17.26 | 3.1 | - | 6,00,000 | 2,40,000 | 6,40,000 | |
| 21 Jun | 17.14 | 3.20 | - | 4,80,000 | 3,20,000 | 4,00,000 | |
| 20 Jun | 16.53 | 3.60 | - | 80,000 | 40,000 | 40,000 | |
| 19 Jun | 16.92 | 6.25 | - | 0 | 0 | 0 | |
| 18 Jun | 16.85 | 6.25 | - | 0 | 0 | 0 | |
| 14 Jun | 16.73 | 6.25 | - | 0 | 0 | 0 | |
| 13 Jun | 16.07 | 6.25 | - | 0 | 0 | 0 | |
| 12 Jun | 16.43 | 6.25 | - | 0 | 0 | 0 | |
| 11 Jun | 16.19 | 6.25 | - | 0 | 0 | 0 | |
| 10 Jun | 15.81 | 6.25 | - | 0 | 0 | 0 | |
| 7 Jun | 15.85 | 6.25 | - | 0 | 0 | 0 | |
| 6 Jun | 15.00 | 6.25 | - | 0 | 0 | 0 | |
| 5 Jun | 14.85 | 6.25 | - | 0 | 0 | 0 | |
| 4 Jun | 13.20 | 6.25 | - | 0 | 0 | 0 | |
| 3 Jun | 16.00 | 6.25 | - | 0 | 0 | 0 | |
| 31 May | 15.25 | 6.25 | - | 0 | 0 | 0 | |
| 24 May | 15.10 | 0.00 | - | 0 | 0 | 0 | |
For VODAFONE IDEA LIMITED - strike price 20 expiring on 25JUL2024
Delta for 20 PE is -
Historical price for 20 PE is as follows
On 5 Jul IDEA was trading at 17.09. The strike last trading price was 2.95, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by -40000 which decreased total open position to 11440000
On 4 Jul IDEA was trading at 17.48. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 240000 which increased total open position to 11480000
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 -600000 which decreased total open position to 11240000
On 2 Jul IDEA was trading at 17.02. The strike last trading price was 3.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 720000 which increased total open position to 12040000
On 1 Jul IDEA was trading at 17.62. The strike last trading price was 2.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 1240000 which increased total open position to 11320000
On 28 Jun IDEA was trading at 17.89. The strike last trading price was 2.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 3920000 which increased total open position to 10080000
On 27 Jun IDEA was trading at 18.52. The strike last trading price was 2.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 2520000 which increased total open position to 6160000
On 26 Jun IDEA was trading at 18.02. The strike last trading price was 2.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 2040000 which increased total open position to 3560000
On 25 Jun IDEA was trading at 17.19. The strike last trading price was 3, which was lower than the previous day. The implied volatity was -, the open interest changed by 840000 which increased total open position to 1520000
On 24 Jun IDEA was trading at 17.26. The strike last trading price was 3.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 240000 which increased total open position to 640000
On 21 Jun IDEA was trading at 17.14. The strike last trading price was 3.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 320000 which increased total open position to 400000
On 20 Jun IDEA was trading at 16.53. The strike last trading price was 3.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 40000
On 19 Jun IDEA was trading at 16.92. The strike last trading price was 6.25, 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 18 Jun IDEA was trading at 16.85. The strike last trading price was 6.25, 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 14 Jun IDEA was trading at 16.73. The strike last trading price was 6.25, 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 13 Jun IDEA was trading at 16.07. The strike last trading price was 6.25, 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 12 Jun IDEA was trading at 16.43. The strike last trading price was 6.25, 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 11 Jun IDEA was trading at 16.19. The strike last trading price was 6.25, 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 6.25, 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 6.25, 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 6 Jun IDEA was trading at 15.00. The strike last trading price was 6.25, 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 5 Jun IDEA was trading at 14.85. The strike last trading price was 6.25, 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 4 Jun IDEA was trading at 13.20. The strike last trading price was 6.25, 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 3 Jun IDEA was trading at 16.00. The strike last trading price was 6.25, 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 31 May IDEA was trading at 15.25. The strike last trading price was 6.25, 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 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0