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 | 0.2 | -0.05 | - | 4,34,40,000 | -28,00,000 | 9,10,80,000 | |||
| 4 Jul | 17.48 | 0.25 | - | 7,92,80,000 | -62,80,000 | 9,38,80,000 | ||||
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| 3 Jul | 17.47 | 0.25 | - | 11,79,60,000 | -57,20,000 | 10,01,60,000 | ||||
| 2 Jul | 17.02 | 0.25 | - | 6,12,00,000 | 22,80,000 | 10,60,00,000 | ||||
| 1 Jul | 17.62 | 0.3 | - | 17,54,80,000 | 1,42,80,000 | 10,37,20,000 | ||||
| 28 Jun | 17.89 | 0.45 | - | 35,51,20,000 | 4,15,60,000 | 8,94,40,000 | ||||
| 27 Jun | 18.52 | 0.75 | - | 30,00,00,000 | 4,78,80,000 | 4,78,80,000 | ||||
For VODAFONE IDEA LIMITED - strike price 21 expiring on 25JUL2024
Delta for 21 CE is -
Historical price for 21 CE is as follows
On 5 Jul IDEA was trading at 17.09. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -2800000 which decreased total open position to 91080000
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 -6280000 which decreased total open position to 93880000
On 3 Jul IDEA was trading at 17.47. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -5720000 which decreased total open position to 100160000
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 2280000 which increased total open position to 106000000
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 14280000 which increased total open position to 103720000
On 28 Jun IDEA was trading at 17.89. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 41560000 which increased total open position to 89440000
On 27 Jun IDEA was trading at 18.52. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 47880000 which increased total open position to 47880000
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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 | 3.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Jul | 17.48 | 3.6 | - | 0 | 0 | 0 | |
| 3 Jul | 17.47 | 3.6 | - | 40,000 | 0 | 29,20,000 | |
| 2 Jul | 17.02 | 3.5 | - | 0 | 1,60,000 | 0 | |
| 1 Jul | 17.62 | 3.5 | - | 4,40,000 | 1,60,000 | 29,60,000 | |
| 28 Jun | 17.89 | 3.45 | - | 38,80,000 | 28,00,000 | 28,00,000 | |
| 27 Jun | 18.52 | 3.35 | - | 40,000 | 0 | 0 | |
For VODAFONE IDEA LIMITED - strike price 21 expiring on 25JUL2024
Delta for 21 PE is -
Historical price for 21 PE is as follows
On 5 Jul IDEA was trading at 17.09. The strike last trading price was 3.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jul IDEA was trading at 17.48. The strike last trading price was 3.6, 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 Jul IDEA was trading at 17.47. The strike last trading price was 3.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2920000
On 2 Jul IDEA was trading at 17.02. The strike last trading price was 3.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 160000 which increased total open position to 0
On 1 Jul IDEA was trading at 17.62. The strike last trading price was 3.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 160000 which increased total open position to 2960000
On 28 Jun IDEA was trading at 17.89. The strike last trading price was 3.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 2800000 which increased total open position to 2800000
On 27 Jun IDEA was trading at 18.52. The strike last trading price was 3.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0