IDEA
Vodafone Idea Limited
Historical option data for IDEA
21 Nov 2024 04:13 PM IST
| IDEA 28NOV2024 6 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6.91 | 1 | -0.15 | - | 363 | 80 | 168 | |||
| 20 Nov | 7.10 | 1.15 | 0.00 | - | 140 | -5 | 87 | |||
| 19 Nov | 7.10 | 1.15 | -0.15 | - | 140 | -6 | 87 | |||
| 18 Nov | 7.25 | 1.3 | -0.10 | - | 65 | 32 | 82 | |||
| 14 Nov | 7.34 | 1.4 | -0.10 | - | 47 | 20 | 54 | |||
| 13 Nov | 7.36 | 1.5 | -0.20 | - | 9 | -1 | 33 | |||
| 12 Nov | 7.67 | 1.7 | -0.15 | - | 30 | 25 | 32 | |||
| 11 Nov | 7.83 | 1.85 | -0.10 | - | 1 | 0 | 6 | |||
| 8 Nov | 7.88 | 1.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 8.05 | 1.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 8.17 | 1.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 8.14 | 1.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 7.88 | 1.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 8.45 | 1.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 8.12 | 1.95 | 0.00 | - | 0 | -2 | 0 | |||
| 30 Oct | 7.68 | 1.95 | 0.00 | - | 10 | -2 | 6 | |||
| 29 Oct | 7.96 | 1.95 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 8.25 | 1.95 | -0.55 | - | 1 | 8 | 8 | |||
| 25 Oct | 7.66 | 2.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 8.13 | 2.5 | 0.00 | - | 0 | 2 | 0 | |||
| 23 Oct | 8.25 | 2.5 | -0.10 | - | 2 | 1 | 7 | |||
| 22 Oct | 8.40 | 2.6 | -7.85 | - | 6 | 5 | 5 | |||
| 21 Oct | 8.50 | 10.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 9.02 | 10.45 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 9.05 | 10.45 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 9.29 | 10.45 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 9.12 | 10.45 | 0.00 | - | 0 | 0 | 0 | |||
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| 14 Oct | 9.09 | 10.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 9.18 | 10.45 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 9.31 | 10.45 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 9.19 | 10.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 9.50 | 10.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 9.16 | 10.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 9.79 | 10.45 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 9.87 | 10.45 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 10.17 | 10.45 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 10.36 | 10.45 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 10.66 | 10.45 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Sept | 10.82 | 10.45 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 10.47 | 10.45 | - | 0 | 0 | 0 | ||||
For Vodafone Idea Limited - strike price 6 expiring on 28NOV2024
Delta for 6 CE is -
Historical price for 6 CE is as follows
On 21 Nov IDEA was trading at 6.91. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 80 which increased total open position to 168
On 20 Nov IDEA was trading at 7.10. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 87
On 19 Nov IDEA was trading at 7.10. The strike last trading price was 1.15, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 87
On 18 Nov IDEA was trading at 7.25. The strike last trading price was 1.3, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 82
On 14 Nov IDEA was trading at 7.34. The strike last trading price was 1.4, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 54
On 13 Nov IDEA was trading at 7.36. The strike last trading price was 1.5, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 33
On 12 Nov IDEA was trading at 7.67. The strike last trading price was 1.7, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 32
On 11 Nov IDEA was trading at 7.83. The strike last trading price was 1.85, 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 6
On 8 Nov IDEA was trading at 7.88. The strike last trading price was 1.95, 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 7 Nov IDEA was trading at 8.05. The strike last trading price was 1.95, 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 6 Nov IDEA was trading at 8.17. The strike last trading price was 1.95, 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 5 Nov IDEA was trading at 8.14. The strike last trading price was 1.95, 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 4 Nov IDEA was trading at 7.88. The strike last trading price was 1.95, 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 1 Nov IDEA was trading at 8.45. The strike last trading price was 1.95, 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 31 Oct IDEA was trading at 8.12. The strike last trading price was 1.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct IDEA was trading at 7.68. The strike last trading price was 1.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct IDEA was trading at 7.96. The strike last trading price was 1.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct IDEA was trading at 8.25. The strike last trading price was 1.95, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct IDEA was trading at 7.66. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct IDEA was trading at 8.13. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct IDEA was trading at 8.25. The strike last trading price was 2.5, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct IDEA was trading at 8.40. The strike last trading price was 2.6, which was -7.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct IDEA was trading at 8.50. The strike last trading price was 10.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct IDEA was trading at 9.02. The strike last trading price was 10.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct IDEA was trading at 9.05. The strike last trading price was 10.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct IDEA was trading at 9.29. The strike last trading price was 10.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct IDEA was trading at 9.12. The strike last trading price was 10.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct IDEA was trading at 9.09. The strike last trading price was 10.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct IDEA was trading at 9.18. The strike last trading price was 10.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct IDEA was trading at 9.31. The strike last trading price was 10.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct IDEA was trading at 9.19. The strike last trading price was 10.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct IDEA was trading at 9.50. The strike last trading price was 10.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct IDEA was trading at 9.16. The strike last trading price was 10.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct IDEA was trading at 9.79. The strike last trading price was 10.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct IDEA was trading at 9.87. The strike last trading price was 10.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct IDEA was trading at 10.17. The strike last trading price was 10.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept IDEA was trading at 10.36. The strike last trading price was 10.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept IDEA was trading at 10.66. The strike last trading price was 10.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept IDEA was trading at 10.82. The strike last trading price was 10.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept IDEA was trading at 10.47. The strike last trading price was 10.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IDEA 28NOV2024 6 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6.91 | 0.05 | -0.05 | - | 1,167 | 382 | 1,964 |
| 20 Nov | 7.10 | 0.1 | 0.00 | - | 462 | 124 | 1,581 |
| 19 Nov | 7.10 | 0.1 | 0.05 | - | 462 | 123 | 1,581 |
| 18 Nov | 7.25 | 0.05 | 0.00 | - | 447 | 129 | 1,459 |
| 14 Nov | 7.34 | 0.05 | -0.05 | - | 620 | 130 | 1,329 |
| 13 Nov | 7.36 | 0.1 | 0.05 | - | 135 | -16 | 1,199 |
| 12 Nov | 7.67 | 0.05 | -0.05 | - | 201 | 88 | 1,223 |
| 11 Nov | 7.83 | 0.1 | 0.05 | - | 172 | -19 | 1,139 |
| 8 Nov | 7.88 | 0.05 | 0.00 | - | 100 | 12 | 1,168 |
| 7 Nov | 8.05 | 0.05 | 0.00 | - | 345 | 13 | 1,173 |
| 6 Nov | 8.17 | 0.05 | -0.05 | - | 233 | 202 | 1,160 |
| 5 Nov | 8.14 | 0.1 | 0.00 | - | 33 | 12 | 968 |
| 4 Nov | 7.88 | 0.1 | 0.00 | - | 139 | -13 | 927 |
| 1 Nov | 8.45 | 0.1 | 0.00 | - | 59 | 23 | 940 |
| 31 Oct | 8.12 | 0.1 | -0.05 | - | 181 | 65 | 853 |
| 30 Oct | 7.68 | 0.15 | 0.05 | - | 244 | 39 | 794 |
| 29 Oct | 7.96 | 0.1 | 0.00 | - | 14 | 8 | 757 |
| 28 Oct | 8.25 | 0.1 | -0.05 | - | 938 | 483 | 749 |
| 25 Oct | 7.66 | 0.15 | 0.05 | - | 500 | 93 | 266 |
| 24 Oct | 8.13 | 0.1 | 0.00 | - | 12 | 10 | 172 |
| 23 Oct | 8.25 | 0.1 | 0.00 | - | 31 | 29 | 161 |
| 22 Oct | 8.40 | 0.1 | 0.00 | - | 21 | 7 | 131 |
| 21 Oct | 8.50 | 0.1 | 0.00 | - | 37 | 7 | 123 |
| 18 Oct | 9.02 | 0.1 | 0.00 | - | 3 | 1 | 115 |
| 17 Oct | 9.05 | 0.1 | 0.00 | - | 28 | 13 | 111 |
| 16 Oct | 9.29 | 0.1 | 0.00 | - | 28 | 22 | 92 |
| 15 Oct | 9.12 | 0.1 | 0.00 | - | 8 | 1 | 70 |
| 14 Oct | 9.09 | 0.1 | 0.00 | - | 4 | 0 | 68 |
| 11 Oct | 9.18 | 0.1 | 0.00 | - | 1 | 0 | 68 |
| 10 Oct | 9.31 | 0.1 | -0.05 | - | 3 | 0 | 66 |
| 9 Oct | 9.19 | 0.15 | 0.00 | - | 15 | -7 | 65 |
| 8 Oct | 9.50 | 0.15 | -0.05 | - | 22 | -5 | 71 |
| 7 Oct | 9.16 | 0.2 | 0.10 | - | 63 | 23 | 76 |
| 4 Oct | 9.79 | 0.1 | 0.00 | - | 38 | 0 | 53 |
| 3 Oct | 9.87 | 0.1 | 0.00 | - | 26 | 10 | 53 |
| 1 Oct | 10.17 | 0.1 | 0.00 | - | 4 | 0 | 43 |
| 30 Sept | 10.36 | 0.1 | 0.00 | - | 49 | 21 | 42 |
| 27 Sept | 10.66 | 0.1 | -0.05 | - | 19 | 6 | 21 |
| 23 Sept | 10.82 | 0.15 | 0.00 | - | 8 | 0 | 16 |
| 20 Sept | 10.47 | 0.15 | - | 31 | 15 | 15 | |
For Vodafone Idea Limited - strike price 6 expiring on 28NOV2024
Delta for 6 PE is -
Historical price for 6 PE is as follows
On 21 Nov IDEA was trading at 6.91. 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 382 which increased total open position to 1964
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 124 which increased total open position to 1581
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 123 which increased total open position to 1581
On 18 Nov IDEA was trading at 7.25. 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 129 which increased total open position to 1459
On 14 Nov IDEA was trading at 7.34. 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 130 which increased total open position to 1329
On 13 Nov IDEA was trading at 7.36. 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 -16 which decreased total open position to 1199
On 12 Nov IDEA was trading at 7.67. 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 88 which increased total open position to 1223
On 11 Nov IDEA was trading at 7.83. 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 -19 which decreased total open position to 1139
On 8 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 -, the open interest changed by 12 which increased total open position to 1168
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 -, the open interest changed by 13 which increased total open position to 1173
On 6 Nov IDEA was trading at 8.17. 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 202 which increased total open position to 1160
On 5 Nov IDEA was trading at 8.14. 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 12 which increased total open position to 968
On 4 Nov IDEA was trading at 7.88. 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 decreased total open position to 927
On 1 Nov IDEA was trading at 8.45. 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 23 which increased total open position to 940
On 31 Oct IDEA was trading at 8.12. 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 which decreased total open position to
On 30 Oct IDEA was trading at 7.68. 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 which decreased total open position to
On 29 Oct IDEA was trading at 7.96. 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 which decreased total open position to
On 28 Oct IDEA was trading at 8.25. 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 which decreased total open position to
On 25 Oct IDEA was trading at 7.66. 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 which decreased total open position to
On 24 Oct IDEA was trading at 8.13. 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 which decreased total open position to
On 23 Oct IDEA was trading at 8.25. 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 which decreased total open position to
On 22 Oct IDEA was trading at 8.40. 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 which decreased total open position to
On 21 Oct IDEA was trading at 8.50. 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 which decreased total open position to
On 18 Oct IDEA was trading at 9.02. 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 which decreased total open position to
On 17 Oct IDEA was trading at 9.05. 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 which decreased total open position to
On 16 Oct IDEA was trading at 9.29. 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 which decreased total open position to
On 15 Oct IDEA was trading at 9.12. 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 which decreased total open position to
On 14 Oct IDEA was trading at 9.09. 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 which decreased total open position to
On 11 Oct IDEA was trading at 9.18. 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 which decreased total open position to
On 10 Oct IDEA was trading at 9.31. 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 which decreased total open position to
On 9 Oct IDEA was trading at 9.19. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct IDEA was trading at 9.50. 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 which decreased total open position to
On 7 Oct IDEA was trading at 9.16. The strike last trading price was 0.2, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct IDEA was trading at 9.79. 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 which decreased total open position to
On 3 Oct IDEA was trading at 9.87. 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 which decreased total open position to
On 1 Oct IDEA was trading at 10.17. 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 which decreased total open position to
On 30 Sept IDEA was trading at 10.36. 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 which decreased total open position to
On 27 Sept IDEA was trading at 10.66. 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 which decreased total open position to
On 23 Sept IDEA was trading at 10.82. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept IDEA was trading at 10.47. The strike last trading price was 0.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
