IDEA
Vodafone Idea Limited
Historical option data for IDEA
08 Apr 2025 12:33 PM IST
| IDEA 24APR2025 6 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0.00
Theta: -0.00
Gamma: 0.12
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 7.24 | 1.3 | -0.15 | 60.71 | 240 | 14 | 598 | |||
| 7 Apr | 7.36 | 1.45 | -0.5 | 63.53 | 713 | 49 | 580 | |||
| 4 Apr | 7.91 | 1.95 | -0.3 | - | 470 | 15 | 520 | |||
| 3 Apr | 8.19 | 2.25 | -0.05 | - | 207 | 14 | 514 | |||
| 2 Apr | 8.22 | 2.3 | 0.1 | - | 367 | 5 | 492 | |||
| 1 Apr | 8.10 | 2.2 | 1.15 | - | 1,584 | -340 | 496 | |||
| 28 Mar | 6.80 | 1 | -0.25 | 66.65 | 1,313 | 228 | 836 | |||
| 27 Mar | 6.92 | 1.2 | -0.1 | 84.29 | 794 | 364 | 608 | |||
| 26 Mar | 7.04 | 1.25 | -0.1 | 76.03 | 413 | 73 | 248 | |||
| 25 Mar | 7.15 | 1.35 | -0.2 | 76.43 | 193 | 12 | 148 | |||
| 24 Mar | 7.34 | 1.55 | -0.2 | 84.29 | 249 | 117 | 135 | |||
| 21 Mar | 7.62 | 1.75 | 0.25 | 64.51 | 4 | 0 | 19 | |||
| 20 Mar | 7.26 | 1.5 | -0.1 | 77.08 | 11 | 1 | 18 | |||
| 19 Mar | 7.44 | 1.65 | 0.3 | 73.60 | 20 | 2 | 16 | |||
| 18 Mar | 7.10 | 1.4 | 0.15 | 75.68 | 17 | 9 | 14 | |||
| 17 Mar | 6.94 | 1.25 | -0.05 | 76.95 | 1 | 0 | 4 | |||
| 13 Mar | 6.95 | 1.3 | -1.95 | 77.41 | 4 | 1 | 1 | |||
| 12 Mar | 7.07 | 3.25 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 7.34 | 3.25 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 7.26 | 3.25 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 7.55 | 3.25 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 7.73 | 3.25 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 7.86 | 3.25 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 7.43 | 3.25 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 7.46 | 3.25 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 7.55 | 3.25 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 7.80 | 3.25 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 7.92 | 3.25 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 8.04 | 3.25 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 8.27 | 3.25 | 0 | - | 0 | 0 | 0 | |||
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| 19 Feb | 8.30 | 3.25 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 8.07 | 3.25 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 8.27 | 3.25 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 8.21 | 3.25 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 8.64 | 3.25 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 8.39 | 3.25 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 8.82 | 3.25 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 9.27 | 3.25 | 0 | - | 0 | 0 | 0 | |||
For Vodafone Idea Limited - strike price 6 expiring on 24APR2025
Delta for 6 CE is 0.94
Historical price for 6 CE is as follows
On 8 Apr IDEA was trading at 7.24. The strike last trading price was 1.3, which was -0.15 lower than the previous day. The implied volatity was 60.71, the open interest changed by 14 which increased total open position to 598
On 7 Apr IDEA was trading at 7.36. The strike last trading price was 1.45, which was -0.5 lower than the previous day. The implied volatity was 63.53, the open interest changed by 49 which increased total open position to 580
On 4 Apr IDEA was trading at 7.91. The strike last trading price was 1.95, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 520
On 3 Apr IDEA was trading at 8.19. The strike last trading price was 2.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 514
On 2 Apr IDEA was trading at 8.22. The strike last trading price was 2.3, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 492
On 1 Apr IDEA was trading at 8.10. The strike last trading price was 2.2, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by -340 which decreased total open position to 496
On 28 Mar IDEA was trading at 6.80. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 66.65, the open interest changed by 228 which increased total open position to 836
On 27 Mar IDEA was trading at 6.92. The strike last trading price was 1.2, which was -0.1 lower than the previous day. The implied volatity was 84.29, the open interest changed by 364 which increased total open position to 608
On 26 Mar IDEA was trading at 7.04. The strike last trading price was 1.25, which was -0.1 lower than the previous day. The implied volatity was 76.03, the open interest changed by 73 which increased total open position to 248
On 25 Mar IDEA was trading at 7.15. The strike last trading price was 1.35, which was -0.2 lower than the previous day. The implied volatity was 76.43, the open interest changed by 12 which increased total open position to 148
On 24 Mar IDEA was trading at 7.34. The strike last trading price was 1.55, which was -0.2 lower than the previous day. The implied volatity was 84.29, the open interest changed by 117 which increased total open position to 135
On 21 Mar IDEA was trading at 7.62. The strike last trading price was 1.75, which was 0.25 higher than the previous day. The implied volatity was 64.51, the open interest changed by 0 which decreased total open position to 19
On 20 Mar IDEA was trading at 7.26. The strike last trading price was 1.5, which was -0.1 lower than the previous day. The implied volatity was 77.08, the open interest changed by 1 which increased total open position to 18
On 19 Mar IDEA was trading at 7.44. The strike last trading price was 1.65, which was 0.3 higher than the previous day. The implied volatity was 73.60, the open interest changed by 2 which increased total open position to 16
On 18 Mar IDEA was trading at 7.10. The strike last trading price was 1.4, which was 0.15 higher than the previous day. The implied volatity was 75.68, the open interest changed by 9 which increased total open position to 14
On 17 Mar IDEA was trading at 6.94. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 76.95, the open interest changed by 0 which decreased total open position to 4
On 13 Mar IDEA was trading at 6.95. The strike last trading price was 1.3, which was -1.95 lower than the previous day. The implied volatity was 77.41, the open interest changed by 1 which increased total open position to 1
On 12 Mar IDEA was trading at 7.07. 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 0 which decreased total open position to 0
On 11 Mar IDEA was trading at 7.34. 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 0 which decreased total open position to 0
On 10 Mar IDEA was trading at 7.26. 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 0 which decreased total open position to 0
On 7 Mar IDEA was trading at 7.55. 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 0 which decreased total open position to 0
On 6 Mar IDEA was trading at 7.73. 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 0 which decreased total open position to 0
On 5 Mar IDEA was trading at 7.86. 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 0 which decreased total open position to 0
On 4 Mar IDEA was trading at 7.43. 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 0 which decreased total open position to 0
On 3 Mar IDEA was trading at 7.46. 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 0 which decreased total open position to 0
On 28 Feb IDEA was trading at 7.55. 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 0 which decreased total open position to 0
On 27 Feb IDEA was trading at 7.80. 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 0 which decreased total open position to 0
On 24 Feb IDEA was trading at 7.92. 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 0 which decreased total open position to 0
On 21 Feb IDEA was trading at 8.04. 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 0 which decreased total open position to 0
On 20 Feb IDEA was trading at 8.27. 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 0 which decreased total open position to 0
On 19 Feb IDEA was trading at 8.30. 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 0 which decreased total open position to 0
On 18 Feb IDEA was trading at 8.07. 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 0 which decreased total open position to 0
On 17 Feb IDEA was trading at 8.27. 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 0 which decreased total open position to 0
On 14 Feb IDEA was trading at 8.21. 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 0 which decreased total open position to 0
On 13 Feb IDEA was trading at 8.64. 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 0 which decreased total open position to 0
On 12 Feb IDEA was trading at 8.39. 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 0 which decreased total open position to 0
On 11 Feb IDEA was trading at 8.82. 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 0 which decreased total open position to 0
On 6 Feb IDEA was trading at 9.27. 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 0 which decreased total open position to 0
| IDEA 24APR2025 6 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 0.00
Theta: -0.01
Gamma: 0.15
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 7.24 | 0.05 | 0 | 73.16 | 237 | 117 | 2,832 |
| 7 Apr | 7.36 | 0.05 | 0 | - | 1,680 | -131 | 2,698 |
| 4 Apr | 7.91 | 0.05 | 0 | - | 16 | 13 | 2,828 |
| 3 Apr | 8.19 | 0.05 | 0 | - | 11 | 4 | 2,814 |
| 2 Apr | 8.22 | 0.05 | 0 | - | 60 | 35 | 2,809 |
| 1 Apr | 8.10 | 0.05 | -0.15 | - | 2,964 | 444 | 2,775 |
| 28 Mar | 6.80 | 0.15 | -0.05 | 65.54 | 2,153 | 396 | 2,331 |
| 27 Mar | 6.92 | 0.2 | 0 | 77.86 | 2,427 | 764 | 1,939 |
| 26 Mar | 7.04 | 0.2 | 0.05 | 81.03 | 1,279 | 134 | 1,019 |
| 25 Mar | 7.15 | 0.15 | 0 | 74.15 | 712 | 223 | 884 |
| 24 Mar | 7.34 | 0.15 | 0.05 | 78.66 | 158 | -10 | 661 |
| 21 Mar | 7.62 | 0.1 | 0 | - | 85 | 55 | 670 |
| 20 Mar | 7.26 | 0.1 | -0.05 | 63.02 | 370 | 39 | 613 |
| 19 Mar | 7.44 | 0.15 | 0 | 77.17 | 451 | 142 | 573 |
| 18 Mar | 7.10 | 0.15 | -0.05 | 67.37 | 41 | 36 | 431 |
| 17 Mar | 6.94 | 0.2 | 0 | 68.50 | 229 | -37 | 394 |
| 13 Mar | 6.95 | 0.2 | 0 | 66.64 | 134 | 38 | 428 |
| 12 Mar | 7.07 | 0.2 | 0.05 | 69.48 | 643 | 98 | 383 |
| 11 Mar | 7.34 | 0.15 | 0 | 68.03 | 67 | -7 | 295 |
| 10 Mar | 7.26 | 0.15 | 0 | 64.44 | 50 | 31 | 301 |
| 7 Mar | 7.55 | 0.15 | 0 | 70.25 | 184 | 152 | 270 |
| 6 Mar | 7.73 | 0.15 | 0 | 72.46 | 8 | 3 | 118 |
| 5 Mar | 7.86 | 0.15 | -0.05 | - | 16 | 0 | 115 |
| 4 Mar | 7.43 | 0.2 | 0 | 72.40 | 65 | 2 | 115 |
| 3 Mar | 7.46 | 0.2 | 0 | 72.24 | 29 | 4 | 112 |
| 28 Feb | 7.55 | 0.2 | 0.05 | 73.33 | 50 | 27 | 107 |
| 27 Feb | 7.80 | 0.15 | -0.05 | 69.33 | 8 | 1 | 80 |
| 24 Feb | 7.92 | 0.2 | 0 | 78.31 | 6 | 5 | 79 |
| 21 Feb | 8.04 | 0.2 | 0 | - | 9 | 2 | 73 |
| 20 Feb | 8.27 | 0.2 | 0 | 81.76 | 1 | 0 | 71 |
| 19 Feb | 8.30 | 0.2 | 0 | 82.06 | 4 | -1 | 71 |
| 18 Feb | 8.07 | 0.2 | 0 | - | 32 | 1 | 71 |
| 17 Feb | 8.27 | 0.2 | 0 | 81.05 | 17 | 4 | 69 |
| 14 Feb | 8.21 | 0.2 | 0 | - | 56 | 31 | 64 |
| 13 Feb | 8.64 | 0.2 | 0 | - | 5 | 2 | 32 |
| 12 Feb | 8.39 | 0.2 | 0 | 79.66 | 22 | 15 | 29 |
| 11 Feb | 8.82 | 0.2 | 0.05 | - | 14 | 10 | 10 |
| 6 Feb | 9.27 | 0.15 | 0 | 30.00 | 0 | 0 | 0 |
For Vodafone Idea Limited - strike price 6 expiring on 24APR2025
Delta for 6 PE is -0.09
Historical price for 6 PE is as follows
On 8 Apr IDEA was trading at 7.24. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 73.16, the open interest changed by 117 which increased total open position to 2832
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 -131 which decreased total open position to 2698
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 -, the open interest changed by 13 which increased total open position to 2828
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 4 which increased total open position to 2814
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 -, the open interest changed by 35 which increased total open position to 2809
On 1 Apr IDEA was trading at 8.10. The strike last trading price was 0.05, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 444 which increased total open position to 2775
On 28 Mar IDEA was trading at 6.80. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 65.54, the open interest changed by 396 which increased total open position to 2331
On 27 Mar IDEA was trading at 6.92. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 77.86, the open interest changed by 764 which increased total open position to 1939
On 26 Mar IDEA was trading at 7.04. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 81.03, the open interest changed by 134 which increased total open position to 1019
On 25 Mar IDEA was trading at 7.15. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 74.15, the open interest changed by 223 which increased total open position to 884
On 24 Mar IDEA was trading at 7.34. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 78.66, the open interest changed by -10 which decreased total open position to 661
On 21 Mar IDEA was trading at 7.62. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 55 which increased total open position to 670
On 20 Mar IDEA was trading at 7.26. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 63.02, the open interest changed by 39 which increased total open position to 613
On 19 Mar IDEA was trading at 7.44. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 77.17, the open interest changed by 142 which increased total open position to 573
On 18 Mar IDEA was trading at 7.10. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 67.37, the open interest changed by 36 which increased total open position to 431
On 17 Mar IDEA was trading at 6.94. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 68.50, the open interest changed by -37 which decreased total open position to 394
On 13 Mar IDEA was trading at 6.95. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 66.64, the open interest changed by 38 which increased total open position to 428
On 12 Mar IDEA was trading at 7.07. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 69.48, the open interest changed by 98 which increased total open position to 383
On 11 Mar IDEA was trading at 7.34. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 68.03, the open interest changed by -7 which decreased total open position to 295
On 10 Mar IDEA was trading at 7.26. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 64.44, the open interest changed by 31 which increased total open position to 301
On 7 Mar IDEA was trading at 7.55. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 70.25, the open interest changed by 152 which increased total open position to 270
On 6 Mar IDEA was trading at 7.73. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 72.46, the open interest changed by 3 which increased total open position to 118
On 5 Mar IDEA was trading at 7.86. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 115
On 4 Mar IDEA was trading at 7.43. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 72.40, the open interest changed by 2 which increased total open position to 115
On 3 Mar IDEA was trading at 7.46. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 72.24, the open interest changed by 4 which increased total open position to 112
On 28 Feb IDEA was trading at 7.55. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 73.33, the open interest changed by 27 which increased total open position to 107
On 27 Feb IDEA was trading at 7.80. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 69.33, the open interest changed by 1 which increased total open position to 80
On 24 Feb IDEA was trading at 7.92. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 78.31, the open interest changed by 5 which increased total open position to 79
On 21 Feb IDEA was trading at 8.04. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 73
On 20 Feb IDEA was trading at 8.27. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 81.76, the open interest changed by 0 which decreased total open position to 71
On 19 Feb IDEA was trading at 8.30. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 82.06, the open interest changed by -1 which decreased total open position to 71
On 18 Feb IDEA was trading at 8.07. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 71
On 17 Feb IDEA was trading at 8.27. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 81.05, the open interest changed by 4 which increased total open position to 69
On 14 Feb IDEA was trading at 8.21. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 64
On 13 Feb IDEA was trading at 8.64. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 32
On 12 Feb IDEA was trading at 8.39. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 79.66, the open interest changed by 15 which increased total open position to 29
On 11 Feb IDEA was trading at 8.82. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 6 Feb IDEA was trading at 9.27. The strike last trading price was 0.15, 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
