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[--[65.84.65.76]--]
IDEA
Vodafone Idea Limited

8.21 -0.06 (-0.73%)

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Historical option data for IDEA

03 Dec 2024 04:13 PM IST
IDEA 26DEC2024 6 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
3 Dec 8.21 2.25 -0.15 - 18 -6 225
2 Dec 8.28 2.4 -0.15 - 8 -5 231
29 Nov 8.36 2.55 0.00 - 26 -5 237
28 Nov 8.36 2.55 0.05 - 56 -14 243
27 Nov 8.34 2.5 0.70 - 182 -56 260
26 Nov 7.52 1.8 0.35 - 445 -58 325
25 Nov 6.97 1.45 0.35 95.09 867 347 373
22 Nov 6.67 1.1 -0.10 85.29 407 128 154
21 Nov 6.91 1.2 -0.40 75.34 50 15 25
20 Nov 7.10 1.6 0.00 0.00 0 0 0
19 Nov 7.10 1.6 0.00 0.00 0 0 0
18 Nov 7.25 1.6 0.00 0.00 0 2 0
14 Nov 7.34 1.6 -0.05 75.69 2 1 9
13 Nov 7.36 1.65 -0.80 75.92 1 0 8
12 Nov 7.67 2.45 0.00 0.00 0 0 0
11 Nov 7.83 2.45 0.00 0.00 0 0 0
8 Nov 7.88 2.45 0.00 0.00 0 -2 0
7 Nov 8.05 2.45 0.10 - 4 0 10
6 Nov 8.17 2.35 0.00 0.00 0 10 0
5 Nov 8.14 2.35 -2.65 75.69 11 7 7
4 Nov 7.88 5 0.00 0.00 0 0 0
1 Nov 8.45 5 0.00 0.00 0 0 0
31 Oct 8.12 5 0.00 - 0 0 0
30 Oct 7.68 5 0.00 - 0 0 0
29 Oct 7.96 5 0.00 - 0 0 0
28 Oct 8.25 5 0.00 - 0 0 0
25 Oct 7.66 5 0.00 - 0 0 0
24 Oct 8.13 5 0.00 - 0 0 0
23 Oct 8.25 5 0.00 - 0 0 0
22 Oct 8.40 5 0.00 - 0 0 0
21 Oct 8.50 5 0.00 - 0 0 0
18 Oct 9.02 5 0.00 - 0 0 0
17 Oct 9.05 5 0.00 - 0 0 0
16 Oct 9.29 5 0.00 - 0 0 0
15 Oct 9.12 5 0.00 - 0 0 0
14 Oct 9.09 5 0.00 - 0 0 0
11 Oct 9.18 5 0.00 - 0 0 0
10 Oct 9.31 5 0.00 - 0 0 0
9 Oct 9.19 5 0.00 - 0 0 0
8 Oct 9.50 5 0.00 - 0 0 0
7 Oct 9.16 5 0.00 - 0 0 0
4 Oct 9.79 5 0.00 - 0 0 0
3 Oct 9.87 5 0.00 - 0 0 0
1 Oct 10.17 5 0.00 - 0 0 0
30 Sept 10.36 5 - 2 0 0


For Vodafone Idea Limited - strike price 6 expiring on 26DEC2024

Delta for 6 CE is -

Historical price for 6 CE is as follows

On 3 Dec IDEA was trading at 8.21. 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 -6 which decreased total open position to 225


On 2 Dec IDEA was trading at 8.28. The strike last trading price was 2.4, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 231


On 29 Nov IDEA was trading at 8.36. The strike last trading price was 2.55, 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 237


On 28 Nov IDEA was trading at 8.36. The strike last trading price was 2.55, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 243


On 27 Nov IDEA was trading at 8.34. The strike last trading price was 2.5, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by -56 which decreased total open position to 260


On 26 Nov IDEA was trading at 7.52. The strike last trading price was 1.8, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by -58 which decreased total open position to 325


On 25 Nov IDEA was trading at 6.97. The strike last trading price was 1.45, which was 0.35 higher than the previous day. The implied volatity was 95.09, the open interest changed by 347 which increased total open position to 373


On 22 Nov IDEA was trading at 6.67. The strike last trading price was 1.1, which was -0.10 lower than the previous day. The implied volatity was 85.29, the open interest changed by 128 which increased total open position to 154


On 21 Nov IDEA was trading at 6.91. The strike last trading price was 1.2, which was -0.40 lower than the previous day. The implied volatity was 75.34, the open interest changed by 15 which increased total open position to 25


On 20 Nov IDEA was trading at 7.10. The strike last trading price was 1.6, 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 19 Nov IDEA was trading at 7.10. The strike last trading price was 1.6, 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 18 Nov IDEA was trading at 7.25. The strike last trading price was 1.6, which was 0.00 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 14 Nov IDEA was trading at 7.34. The strike last trading price was 1.6, which was -0.05 lower than the previous day. The implied volatity was 75.69, the open interest changed by 1 which increased total open position to 9


On 13 Nov IDEA was trading at 7.36. The strike last trading price was 1.65, which was -0.80 lower than the previous day. The implied volatity was 75.92, the open interest changed by 0 which decreased total open position to 8


On 12 Nov IDEA was trading at 7.67. The strike last trading price was 2.45, 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 11 Nov IDEA was trading at 7.83. The strike last trading price was 2.45, 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 8 Nov IDEA was trading at 7.88. The strike last trading price was 2.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 7 Nov IDEA was trading at 8.05. The strike last trading price was 2.45, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 6 Nov IDEA was trading at 8.17. The strike last trading price was 2.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0


On 5 Nov IDEA was trading at 8.14. The strike last trading price was 2.35, which was -2.65 lower than the previous day. The implied volatity was 75.69, the open interest changed by 7 which increased total open position to 7


On 4 Nov IDEA was trading at 7.88. The strike last trading price was 5, 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 5, 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 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 30 Oct IDEA was trading at 7.68. The strike last trading price was 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 29 Oct IDEA was trading at 7.96. The strike last trading price was 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 28 Oct IDEA was trading at 8.25. The strike last trading price was 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 25 Oct IDEA was trading at 7.66. The strike last trading price was 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 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 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 22 Oct IDEA was trading at 8.40. The strike last trading price was 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 21 Oct IDEA was trading at 8.50. The strike last trading price was 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 18 Oct IDEA was trading at 9.02. The strike last trading price was 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 17 Oct IDEA was trading at 9.05. The strike last trading price was 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 16 Oct IDEA was trading at 9.29. The strike last trading price was 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 15 Oct IDEA was trading at 9.12. The strike last trading price was 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 14 Oct IDEA was trading at 9.09. The strike last trading price was 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 11 Oct IDEA was trading at 9.18. The strike last trading price was 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 10 Oct IDEA was trading at 9.31. The strike last trading price was 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 9 Oct IDEA was trading at 9.19. The strike last trading price was 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 8 Oct IDEA was trading at 9.50. The strike last trading price was 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 7 Oct IDEA was trading at 9.16. The strike last trading price was 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 4 Oct IDEA was trading at 9.79. The strike last trading price was 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 3 Oct IDEA was trading at 9.87. The strike last trading price was 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 1 Oct IDEA was trading at 10.17. The strike last trading price was 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 30 Sept IDEA was trading at 10.36. The strike last trading price was 5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


IDEA 26DEC2024 6 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
3 Dec 8.21 0.05 0.00 - 140 75 2,072
2 Dec 8.28 0.05 0.00 - 108 57 1,997
29 Nov 8.36 0.05 0.00 - 130 38 1,940
28 Nov 8.36 0.05 -0.05 - 96 6 1,902
27 Nov 8.34 0.1 -0.05 - 775 334 1,900
26 Nov 7.52 0.15 -0.15 - 1,736 509 1,591
25 Nov 6.97 0.3 0.00 98.43 939 337 1,078
22 Nov 6.67 0.3 0.05 78.76 935 58 799
21 Nov 6.91 0.25 0.05 78.03 1,568 486 743
20 Nov 7.10 0.2 0.00 74.51 114 42 256
19 Nov 7.10 0.2 0.05 74.51 114 41 256
18 Nov 7.25 0.15 0.00 69.53 20 4 214
14 Nov 7.34 0.15 0.00 69.00 54 14 210
13 Nov 7.36 0.15 0.00 69.26 47 22 195
12 Nov 7.67 0.15 0.00 75.04 54 25 173
11 Nov 7.83 0.15 0.00 - 22 4 145
8 Nov 7.88 0.15 0.00 - 32 16 141
7 Nov 8.05 0.15 0.00 79.57 32 -1 130
6 Nov 8.17 0.15 -0.05 - 32 8 131
5 Nov 8.14 0.2 0.00 - 8 2 123
4 Nov 7.88 0.2 0.00 - 19 8 120
1 Nov 8.45 0.2 0.00 - 6 0 112
31 Oct 8.12 0.2 -0.10 - 34 9 111
30 Oct 7.68 0.3 0.10 - 58 10 102
29 Oct 7.96 0.2 0.00 - 4 1 91
28 Oct 8.25 0.2 -0.05 - 13 3 90
25 Oct 7.66 0.25 0.05 - 36 20 87
24 Oct 8.13 0.2 0.00 - 2 0 66
23 Oct 8.25 0.2 0.00 - 16 1 66
22 Oct 8.40 0.2 -0.05 - 8 4 65
21 Oct 8.50 0.25 0.10 - 24 13 60
18 Oct 9.02 0.15 -0.05 - 11 2 48
17 Oct 9.05 0.2 0.00 - 6 -2 47
16 Oct 9.29 0.2 0.00 - 8 0 48
15 Oct 9.12 0.2 0.00 - 9 2 48
14 Oct 9.09 0.2 0.00 - 9 0 50
11 Oct 9.18 0.2 0.00 - 3 0 50
10 Oct 9.31 0.2 -0.05 - 9 0 42
9 Oct 9.19 0.25 0.00 - 8 0 41
8 Oct 9.50 0.25 -0.05 - 4 3 40
7 Oct 9.16 0.3 0.10 - 17 9 36
4 Oct 9.79 0.2 -0.05 - 2 1 28
3 Oct 9.87 0.25 0.05 - 27 16 27
1 Oct 10.17 0.2 0.00 - 4 2 10
30 Sept 10.36 0.2 - 8 5 7


For Vodafone Idea Limited - strike price 6 expiring on 26DEC2024

Delta for 6 PE is -

Historical price for 6 PE is as follows

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 75 which increased total open position to 2072


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 57 which increased total open position to 1997


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 38 which increased total open position to 1940


On 28 Nov IDEA was trading at 8.36. 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 6 which increased total open position to 1902


On 27 Nov IDEA was trading at 8.34. 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 334 which increased total open position to 1900


On 26 Nov IDEA was trading at 7.52. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 509 which increased total open position to 1591


On 25 Nov IDEA was trading at 6.97. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 98.43, the open interest changed by 337 which increased total open position to 1078


On 22 Nov IDEA was trading at 6.67. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 78.76, the open interest changed by 58 which increased total open position to 799


On 21 Nov IDEA was trading at 6.91. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 78.03, the open interest changed by 486 which increased total open position to 743


On 20 Nov IDEA was trading at 7.10. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 74.51, the open interest changed by 42 which increased total open position to 256


On 19 Nov IDEA was trading at 7.10. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 74.51, the open interest changed by 41 which increased total open position to 256


On 18 Nov IDEA was trading at 7.25. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 69.53, the open interest changed by 4 which increased total open position to 214


On 14 Nov IDEA was trading at 7.34. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 69.00, the open interest changed by 14 which increased total open position to 210


On 13 Nov IDEA was trading at 7.36. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 69.26, the open interest changed by 22 which increased total open position to 195


On 12 Nov IDEA was trading at 7.67. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 75.04, the open interest changed by 25 which increased total open position to 173


On 11 Nov IDEA was trading at 7.83. 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 4 which increased total open position to 145


On 8 Nov IDEA was trading at 7.88. 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 16 which increased total open position to 141


On 7 Nov IDEA was trading at 8.05. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 79.57, the open interest changed by -1 which decreased total open position to 130


On 6 Nov IDEA was trading at 8.17. 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 8 which increased total open position to 131


On 5 Nov IDEA was trading at 8.14. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 123


On 4 Nov IDEA was trading at 7.88. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 120


On 1 Nov IDEA was trading at 8.45. The strike last trading price was 0.2, 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 112


On 31 Oct IDEA was trading at 8.12. The strike last trading price was 0.2, 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 30 Oct IDEA was trading at 7.68. The strike last trading price was 0.3, 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 29 Oct IDEA was trading at 7.96. The strike last trading price was 0.2, 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 0.2, 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 0.25, 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 0.2, 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 0.2, 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 0.2, 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 21 Oct IDEA was trading at 8.50. The strike last trading price was 0.25, 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 18 Oct IDEA was trading at 9.02. 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 17 Oct IDEA was trading at 9.05. The strike last trading price was 0.2, 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 0.2, 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 0.2, 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 0.2, 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 0.2, 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 0.2, 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 0.25, 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 0.25, 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 0.3, 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 0.2, 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 3 Oct IDEA was trading at 9.87. The strike last trading price was 0.25, 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 1 Oct IDEA was trading at 10.17. The strike last trading price was 0.2, 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 0.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to