IDEA
Vodafone Idea Limited
Historical option data for IDEA
20 Dec 2024 04:13 PM IST
| IDEA 26DEC2024 5 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 7.40 | 2.35 | -0.40 | - | 6 | 4 | 10 | |||
| 18 Dec | 7.79 | 2.75 | -0.65 | - | 10 | 0 | 7 | |||
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| 17 Dec | 7.81 | 3.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 7.99 | 3.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 7.86 | 3.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 8.09 | 3.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 8.21 | 3.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 8.28 | 3.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 8.36 | 3.4 | -0.10 | - | 1 | 0 | 7 | |||
| 28 Nov | 8.36 | 3.5 | 0.05 | - | 4 | -2 | 7 | |||
| 27 Nov | 8.34 | 3.45 | 0.30 | - | 1 | 0 | 10 | |||
| 26 Nov | 7.52 | 3.15 | 1.20 | - | 2 | 0 | 8 | |||
| 25 Nov | 6.97 | 1.95 | -1.30 | - | 10 | 8 | 8 | |||
| 22 Nov | 6.67 | 3.25 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 6.91 | 3.25 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 7.10 | 3.25 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 7.10 | 3.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 7.25 | 3.25 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 7.34 | 3.25 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 7.36 | 3.25 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 7.67 | 3.25 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 8.05 | 3.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 8.14 | 3.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 7.88 | 3.25 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 8.45 | 3.25 | - | 0 | 0 | 0 | ||||
For Vodafone Idea Limited - strike price 5 expiring on 26DEC2024
Delta for 5 CE is -
Historical price for 5 CE is as follows
On 20 Dec IDEA was trading at 7.40. The strike last trading price was 2.35, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 10
On 18 Dec IDEA was trading at 7.79. The strike last trading price was 2.75, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 17 Dec IDEA was trading at 7.81. The strike last trading price was 3.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Dec IDEA was trading at 7.99. The strike last trading price was 3.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Dec IDEA was trading at 7.86. The strike last trading price was 3.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Dec IDEA was trading at 8.09. The strike last trading price was 3.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Dec IDEA was trading at 8.21. The strike last trading price was 3.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Dec IDEA was trading at 8.28. The strike last trading price was 3.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 29 Nov IDEA was trading at 8.36. The strike last trading price was 3.4, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 28 Nov IDEA was trading at 8.36. The strike last trading price was 3.5, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 7
On 27 Nov IDEA was trading at 8.34. The strike last trading price was 3.45, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 26 Nov IDEA was trading at 7.52. The strike last trading price was 3.15, which was 1.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 25 Nov IDEA was trading at 6.97. The strike last trading price was 1.95, which was -1.30 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
On 22 Nov IDEA was trading at 6.67. The strike last trading price was 3.25, 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 21 Nov IDEA was trading at 6.91. The strike last trading price was 3.25, 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 20 Nov IDEA was trading at 7.10. The strike last trading price was 3.25, 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 19 Nov IDEA was trading at 7.10. The strike last trading price was 3.25, 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 18 Nov IDEA was trading at 7.25. The strike last trading price was 3.25, 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 14 Nov IDEA was trading at 7.34. The strike last trading price was 3.25, 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 13 Nov IDEA was trading at 7.36. The strike last trading price was 3.25, 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 12 Nov IDEA was trading at 7.67. The strike last trading price was 3.25, 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 7 Nov IDEA was trading at 8.05. The strike last trading price was 3.25, 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 5 Nov IDEA was trading at 8.14. The strike last trading price was 3.25, 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 Nov IDEA was trading at 7.88. The strike last trading price was 3.25, 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 1 Nov IDEA was trading at 8.45. The strike last trading price was 3.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| IDEA 26DEC2024 5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 7.40 | 0.05 | 0.00 | - | 1 | 0 | 575 |
| 18 Dec | 7.79 | 0.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 7.81 | 0.05 | 0.00 | - | 1 | 0 | 575 |
| 13 Dec | 7.99 | 0.05 | 0.00 | - | 1 | 0 | 574 |
| 12 Dec | 7.86 | 0.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 8.09 | 0.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 8.21 | 0.05 | 0.00 | - | 2 | 1 | 573 |
| 2 Dec | 8.28 | 0.05 | 0.00 | - | 2 | 1 | 571 |
| 29 Nov | 8.36 | 0.05 | 0.00 | - | 2 | 1 | 569 |
| 28 Nov | 8.36 | 0.05 | 0.00 | - | 10 | 0 | 568 |
| 27 Nov | 8.34 | 0.05 | 0.00 | - | 85 | 1 | 568 |
| 26 Nov | 7.52 | 0.05 | 0.00 | - | 489 | 171 | 560 |
| 25 Nov | 6.97 | 0.05 | -0.10 | - | 379 | 320 | 389 |
| 22 Nov | 6.67 | 0.15 | 0.05 | - | 266 | 170 | 239 |
| 21 Nov | 6.91 | 0.1 | 0.00 | - | 241 | 17 | 68 |
| 20 Nov | 7.10 | 0.1 | 0.00 | - | 49 | 13 | 50 |
| 19 Nov | 7.10 | 0.1 | 0.05 | - | 49 | 12 | 50 |
| 18 Nov | 7.25 | 0.05 | -0.05 | - | 25 | 24 | 37 |
| 14 Nov | 7.34 | 0.1 | 0.05 | - | 3 | 2 | 12 |
| 13 Nov | 7.36 | 0.05 | 0.00 | - | 11 | 6 | 7 |
| 12 Nov | 7.67 | 0.05 | 0.00 | 0.00 | 0 | 1 | 0 |
| 7 Nov | 8.05 | 0.05 | 0.00 | 30.00 | 0 | 0 | 0 |
| 5 Nov | 8.14 | 0.05 | 0.00 | 30.00 | 0 | 0 | 0 |
| 4 Nov | 7.88 | 0.05 | 0.00 | 30.00 | 0 | 0 | 0 |
| 1 Nov | 8.45 | 0.05 | 30.00 | 0 | 0 | 0 | |
For Vodafone Idea Limited - strike price 5 expiring on 26DEC2024
Delta for 5 PE is -
Historical price for 5 PE is as follows
On 20 Dec IDEA was trading at 7.40. The strike last trading price was 0.05, 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 575
On 18 Dec IDEA was trading at 7.79. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Dec IDEA was trading at 7.81. The strike last trading price was 0.05, 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 575
On 13 Dec IDEA was trading at 7.99. The strike last trading price was 0.05, 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 574
On 12 Dec IDEA was trading at 7.86. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Dec IDEA was trading at 8.09. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Dec IDEA was trading at 8.21. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 573
On 2 Dec IDEA was trading at 8.28. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 571
On 29 Nov IDEA was trading at 8.36. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 569
On 28 Nov IDEA was trading at 8.36. The strike last trading price was 0.05, 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 568
On 27 Nov IDEA was trading at 8.34. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 568
On 26 Nov IDEA was trading at 7.52. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 171 which increased total open position to 560
On 25 Nov IDEA was trading at 6.97. The strike last trading price was 0.05, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 320 which increased total open position to 389
On 22 Nov IDEA was trading at 6.67. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 170 which increased total open position to 239
On 21 Nov IDEA was trading at 6.91. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 68
On 20 Nov IDEA was trading at 7.10. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 50
On 19 Nov IDEA was trading at 7.10. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 50
On 18 Nov IDEA was trading at 7.25. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 37
On 14 Nov IDEA was trading at 7.34. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 12
On 13 Nov IDEA was trading at 7.36. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 7
On 12 Nov IDEA was trading at 7.67. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 7 Nov IDEA was trading at 8.05. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 30.00, the open interest changed by 0 which decreased total open position to 0
On 5 Nov IDEA was trading at 8.14. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 30.00, the open interest changed by 0 which decreased total open position to 0
On 4 Nov IDEA was trading at 7.88. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 30.00, the open interest changed by 0 which decreased total open position to 0
On 1 Nov IDEA was trading at 8.45. The strike last trading price was 0.05, which was lower than the previous day. The implied volatity was 30.00, the open interest changed by 0 which decreased total open position to 0
