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 | 0.1 | -0.05 | - | 63,60,000 | 2,00,000 | 5,90,40,000 | |||
| 4 Jul | 17.48 | 0.15 | - | 8,06,00,000 | 20,80,000 | 5,88,40,000 | ||||
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| 3 Jul | 17.47 | 0.2 | - | 5,88,00,000 | 58,00,000 | 5,67,60,000 | ||||
| 2 Jul | 17.02 | 0.1 | - | 7,06,80,000 | 37,20,000 | 5,09,60,000 | ||||
| 1 Jul | 17.62 | 0.25 | - | 13,94,40,000 | 84,80,000 | 4,72,40,000 | ||||
| 28 Jun | 17.89 | 0.3 | - | 22,51,20,000 | 3,87,60,000 | 3,87,60,000 | ||||
For VODAFONE IDEA LIMITED - strike price 22 expiring on 25JUL2024
Delta for 22 CE is -
Historical price for 22 CE is as follows
On 5 Jul IDEA was trading at 17.09. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 200000 which increased total open position to 59040000
On 4 Jul IDEA was trading at 17.48. The strike last trading price was 0.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 2080000 which increased total open position to 58840000
On 3 Jul IDEA was trading at 17.47. The strike last trading price was 0.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 5800000 which increased total open position to 56760000
On 2 Jul IDEA was trading at 17.02. The strike last trading price was 0.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 3720000 which increased total open position to 50960000
On 1 Jul IDEA was trading at 17.62. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 8480000 which increased total open position to 47240000
On 28 Jun IDEA was trading at 17.89. The strike last trading price was 0.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 38760000 which increased total open position to 38760000
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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 | 4.65 | 0.00 | - | 0 | 40,000 | 0 |
| 4 Jul | 17.48 | 4.65 | - | 1,60,000 | 40,000 | 40,000 | |
| 3 Jul | 17.47 | 3.7 | - | 0 | 0 | 0 | |
| 2 Jul | 17.02 | 3.7 | - | 0 | 0 | 0 | |
| 1 Jul | 17.62 | 3.7 | - | 0 | 0 | 0 | |
| 28 Jun | 17.89 | 3.7 | - | 40,000 | 0 | 0 | |
For VODAFONE IDEA LIMITED - strike price 22 expiring on 25JUL2024
Delta for 22 PE is -
Historical price for 22 PE is as follows
On 5 Jul IDEA was trading at 17.09. The strike last trading price was 4.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 0
On 4 Jul IDEA was trading at 17.48. The strike last trading price was 4.65, 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 3 Jul IDEA was trading at 17.47. The strike last trading price was 3.7, 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 2 Jul IDEA was trading at 17.02. The strike last trading price was 3.7, 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 1 Jul IDEA was trading at 17.62. The strike last trading price was 3.7, 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 Jun IDEA was trading at 17.89. The strike last trading price was 3.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0