IDEA
Vodafone Idea Limited
Historical option data for IDEA
09 Apr 2025 11:13 AM IST
| IDEA 24APR2025 5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 7.03 | 2.25 | 0 | 0.00 | 0 | -39 | 0 | |||
| 8 Apr | 7.17 | 2.25 | -0.15 | - | 55 | -39 | 41 | |||
| 7 Apr | 7.36 | 2.4 | -0.6 | - | 45 | -1 | 52 | |||
| 4 Apr | 7.91 | 3 | -0.2 | - | 49 | -3 | 59 | |||
| 3 Apr | 8.19 | 3.25 | 0 | - | 8 | -5 | 63 | |||
| 2 Apr | 8.22 | 3.25 | 0.1 | - | 10 | -1 | 68 | |||
| 1 Apr | 8.10 | 3.1 | 1.15 | - | 30 | 12 | 69 | |||
| 28 Mar | 6.80 | 1.95 | -0.1 | - | 12 | 9 | 57 | |||
| 27 Mar | 6.92 | 2.05 | -0.15 | - | 1 | 0 | 48 | |||
| 26 Mar | 7.04 | 2.2 | 0 | 0.00 | 0 | 46 | 0 | |||
| 25 Mar | 7.15 | 2.2 | -0.4 | - | 47 | 38 | 40 | |||
| 24 Mar | 7.34 | 2.6 | 0.1 | - | 1 | 0 | 2 | |||
| 21 Mar | 7.62 | 2.5 | 0 | 0.00 | 0 | 1 | 0 | |||
| 20 Mar | 7.26 | 2.5 | 0 | - | 1 | 0 | 1 | |||
| 19 Mar | 7.44 | 2.5 | -0.4 | - | 1 | 0 | 0 | |||
| 18 Mar | 7.10 | 2.9 | 0 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 17 Mar | 6.94 | 2.9 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 6.95 | 2.9 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 7.07 | 2.9 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 7.34 | 2.9 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 7.26 | 2.9 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 7.55 | 0 | 0 | - | 0 | 0 | 0 | |||
For Vodafone Idea Limited - strike price 5 expiring on 24APR2025
Delta for 5 CE is 0.00
Historical price for 5 CE is as follows
On 9 Apr IDEA was trading at 7.03. The strike last trading price was 2.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -39 which decreased total open position to 0
On 8 Apr IDEA was trading at 7.17. The strike last trading price was 2.25, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -39 which decreased total open position to 41
On 7 Apr IDEA was trading at 7.36. The strike last trading price was 2.4, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 52
On 4 Apr IDEA was trading at 7.91. The strike last trading price was 3, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 59
On 3 Apr IDEA was trading at 8.19. The strike last trading price was 3.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 63
On 2 Apr IDEA was trading at 8.22. The strike last trading price was 3.25, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 68
On 1 Apr IDEA was trading at 8.10. The strike last trading price was 3.1, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 69
On 28 Mar IDEA was trading at 6.80. The strike last trading price was 1.95, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 57
On 27 Mar IDEA was trading at 6.92. The strike last trading price was 2.05, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 26 Mar IDEA was trading at 7.04. The strike last trading price was 2.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 46 which increased total open position to 0
On 25 Mar IDEA was trading at 7.15. The strike last trading price was 2.2, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 38 which increased total open position to 40
On 24 Mar IDEA was trading at 7.34. The strike last trading price was 2.6, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 21 Mar IDEA was trading at 7.62. The strike last trading price was 2.5, which was 0 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 20 Mar IDEA was trading at 7.26. The strike last trading price was 2.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Mar IDEA was trading at 7.44. The strike last trading price was 2.5, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar IDEA was trading at 7.10. The strike last trading price was 2.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar IDEA was trading at 6.94. The strike last trading price was 2.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar IDEA was trading at 6.95. The strike last trading price was 2.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar IDEA was trading at 7.07. The strike last trading price was 2.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar IDEA was trading at 7.34. The strike last trading price was 2.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar IDEA was trading at 7.26. The strike last trading price was 2.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Feb IDEA was trading at 7.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| IDEA 24APR2025 5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 7.03 | 0.05 | 0 | - | 2 | 1 | 1,572 |
| 8 Apr | 7.17 | 0.05 | 0 | - | 2 | 1 | 1,570 |
| 7 Apr | 7.36 | 0.05 | 0 | - | 20 | 4 | 1,557 |
| 4 Apr | 7.91 | 0.05 | 0 | 0.00 | 0 | 1 | 0 |
| 3 Apr | 8.19 | 0.05 | 0 | - | 1 | 0 | 1,552 |
| 2 Apr | 8.22 | 0.05 | 0 | 0.00 | 0 | 13 | 0 |
| 1 Apr | 8.10 | 0.05 | 0 | - | 13 | -7 | 1,551 |
| 28 Mar | 6.80 | 0.05 | 0 | - | 363 | 136 | 1,558 |
| 27 Mar | 6.92 | 0.05 | -0.05 | - | 1,317 | 87 | 1,436 |
| 26 Mar | 7.04 | 0.05 | 0 | - | 1,320 | 1,205 | 1,361 |
| 25 Mar | 7.15 | 0.05 | 0 | - | 132 | 110 | 154 |
| 24 Mar | 7.34 | 0.05 | 0 | - | 5 | 4 | 43 |
| 21 Mar | 7.62 | 0.05 | 0 | - | 2 | 1 | 38 |
| 20 Mar | 7.26 | 0.05 | 0 | - | 2 | 1 | 37 |
| 19 Mar | 7.44 | 0.05 | 0 | - | 3 | 2 | 36 |
| 18 Mar | 7.10 | 0.05 | 0 | - | 4 | 0 | 34 |
| 17 Mar | 6.94 | 0.05 | 0 | - | 2 | 0 | 34 |
| 13 Mar | 6.95 | 0.05 | 0 | - | 5 | 0 | 34 |
| 12 Mar | 7.07 | 0.05 | 0 | - | 75 | 32 | 34 |
| 11 Mar | 7.34 | 0.05 | 0 | 0.00 | 0 | 2 | 0 |
| 10 Mar | 7.26 | 0.05 | 0 | - | 2 | 0 | 0 |
| 28 Feb | 7.55 | 0.05 | 0 | 30.00 | 0 | 0 | 0 |
For Vodafone Idea Limited - strike price 5 expiring on 24APR2025
Delta for 5 PE is -
Historical price for 5 PE is as follows
On 9 Apr IDEA was trading at 7.03. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1572
On 8 Apr IDEA was trading at 7.17. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1570
On 7 Apr IDEA was trading at 7.36. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 1557
On 4 Apr IDEA was trading at 7.91. The strike last trading price was 0.05, which was 0 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 3 Apr IDEA was trading at 8.19. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1552
On 2 Apr IDEA was trading at 8.22. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 1 Apr IDEA was trading at 8.10. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 1551
On 28 Mar IDEA was trading at 6.80. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 136 which increased total open position to 1558
On 27 Mar IDEA was trading at 6.92. 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 87 which increased total open position to 1436
On 26 Mar IDEA was trading at 7.04. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1205 which increased total open position to 1361
On 25 Mar IDEA was trading at 7.15. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 110 which increased total open position to 154
On 24 Mar IDEA was trading at 7.34. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 43
On 21 Mar IDEA was trading at 7.62. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 38
On 20 Mar IDEA was trading at 7.26. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 37
On 19 Mar IDEA was trading at 7.44. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 36
On 18 Mar IDEA was trading at 7.10. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34
On 17 Mar IDEA was trading at 6.94. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34
On 13 Mar IDEA was trading at 6.95. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34
On 12 Mar IDEA was trading at 7.07. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 34
On 11 Mar IDEA was trading at 7.34. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 10 Mar IDEA was trading at 7.26. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Feb IDEA was trading at 7.55. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 30.00, the open interest changed by 0 which decreased total open position to 0
