IDEA
Vodafone Idea Limited
Historical option data for IDEA
20 Dec 2024 04:13 PM IST
| IDEA 26DEC2024 7 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 0.00
Theta: -0.02
Gamma: 0.49
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 7.40 | 0.5 | -0.25 | 67.91 | 1,329 | -172 | 1,846 | |||
| 19 Dec | 7.69 | 0.75 | -0.10 | 55.49 | 784 | 50 | 2,035 | |||
| 18 Dec | 7.79 | 0.85 | 0.00 | 55.81 | 977 | 28 | 1,984 | |||
| 17 Dec | 7.81 | 0.85 | -0.20 | 56.28 | 1,274 | 45 | 1,955 | |||
| 16 Dec | 7.99 | 1.05 | -0.05 | 69.11 | 500 | -9 | 1,914 | |||
| 13 Dec | 7.99 | 1.1 | 0.20 | 69.63 | 1,473 | 15 | 1,967 | |||
| 12 Dec | 7.86 | 0.9 | -0.20 | 38.42 | 721 | -13 | 1,950 | |||
| 11 Dec | 8.03 | 1.1 | -0.05 | 58.42 | 421 | 70 | 1,967 | |||
| 10 Dec | 8.08 | 1.15 | -0.05 | 46.54 | 664 | 28 | 1,897 | |||
| 9 Dec | 8.09 | 1.2 | -0.05 | 59.96 | 208 | 30 | 1,869 | |||
| 6 Dec | 8.12 | 1.25 | 0.05 | 64.69 | 872 | 141 | 1,834 | |||
| 5 Dec | 8.08 | 1.2 | -0.50 | 61.14 | 860 | 14 | 1,691 | |||
| 4 Dec | 8.42 | 1.7 | 0.35 | 76.37 | 766 | 21 | 1,683 | |||
| 3 Dec | 8.21 | 1.35 | -0.15 | 66.14 | 300 | 46 | 1,662 | |||
| 2 Dec | 8.28 | 1.5 | -0.05 | 80.75 | 316 | 59 | 1,617 | |||
| 29 Nov | 8.36 | 1.55 | -0.10 | 73.73 | 495 | 114 | 1,556 | |||
| 28 Nov | 8.36 | 1.65 | 0.00 | 78.03 | 664 | -136 | 1,449 | |||
| 27 Nov | 8.34 | 1.65 | 0.55 | 83.34 | 3,166 | -608 | 1,585 | |||
| 26 Nov | 7.52 | 1.1 | 0.30 | 86.50 | 3,594 | 41 | 2,182 | |||
| 25 Nov | 6.97 | 0.8 | 0.30 | 86.70 | 6,183 | 1,622 | 2,125 | |||
| 22 Nov | 6.67 | 0.5 | -0.10 | 73.69 | 2,173 | 272 | 775 | |||
| 21 Nov | 6.91 | 0.6 | -0.05 | 71.59 | 1,301 | 205 | 502 | |||
| 20 Nov | 7.10 | 0.65 | 0.00 | 63.02 | 343 | 125 | 295 | |||
| 19 Nov | 7.10 | 0.65 | -0.15 | 63.02 | 343 | 123 | 295 | |||
| 18 Nov | 7.25 | 0.8 | -0.05 | 68.71 | 228 | 94 | 162 | |||
| 14 Nov | 7.34 | 0.85 | -0.10 | 63.43 | 78 | 6 | 69 | |||
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| 13 Nov | 7.36 | 0.95 | -0.15 | 71.18 | 86 | 28 | 56 | |||
| 12 Nov | 7.67 | 1.1 | -0.15 | 65.85 | 27 | 2 | 22 | |||
| 11 Nov | 7.83 | 1.25 | -0.05 | 68.73 | 20 | 12 | 21 | |||
| 8 Nov | 7.88 | 1.3 | -0.20 | 68.36 | 5 | 3 | 9 | |||
| 7 Nov | 8.05 | 1.5 | -0.20 | 74.56 | 2 | 1 | 6 | |||
| 6 Nov | 8.17 | 1.7 | 0.00 | 85.28 | 3 | -2 | 5 | |||
| 5 Nov | 8.14 | 1.7 | 0.10 | 86.65 | 9 | 8 | 8 | |||
| 4 Nov | 7.88 | 1.6 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 8.45 | 1.6 | - | 0 | 0 | 0 | ||||
For Vodafone Idea Limited - strike price 7 expiring on 26DEC2024
Delta for 7 CE is 0.75
Historical price for 7 CE is as follows
On 20 Dec IDEA was trading at 7.40. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 67.91, the open interest changed by -172 which decreased total open position to 1846
On 19 Dec IDEA was trading at 7.69. The strike last trading price was 0.75, which was -0.10 lower than the previous day. The implied volatity was 55.49, the open interest changed by 50 which increased total open position to 2035
On 18 Dec IDEA was trading at 7.79. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 55.81, the open interest changed by 28 which increased total open position to 1984
On 17 Dec IDEA was trading at 7.81. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 56.28, the open interest changed by 45 which increased total open position to 1955
On 16 Dec IDEA was trading at 7.99. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 69.11, the open interest changed by -9 which decreased total open position to 1914
On 13 Dec IDEA was trading at 7.99. The strike last trading price was 1.1, which was 0.20 higher than the previous day. The implied volatity was 69.63, the open interest changed by 15 which increased total open position to 1967
On 12 Dec IDEA was trading at 7.86. The strike last trading price was 0.9, which was -0.20 lower than the previous day. The implied volatity was 38.42, the open interest changed by -13 which decreased total open position to 1950
On 11 Dec IDEA was trading at 8.03. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 58.42, the open interest changed by 70 which increased total open position to 1967
On 10 Dec IDEA was trading at 8.08. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 46.54, the open interest changed by 28 which increased total open position to 1897
On 9 Dec IDEA was trading at 8.09. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was 59.96, the open interest changed by 30 which increased total open position to 1869
On 6 Dec IDEA was trading at 8.12. The strike last trading price was 1.25, which was 0.05 higher than the previous day. The implied volatity was 64.69, the open interest changed by 141 which increased total open position to 1834
On 5 Dec IDEA was trading at 8.08. The strike last trading price was 1.2, which was -0.50 lower than the previous day. The implied volatity was 61.14, the open interest changed by 14 which increased total open position to 1691
On 4 Dec IDEA was trading at 8.42. The strike last trading price was 1.7, which was 0.35 higher than the previous day. The implied volatity was 76.37, the open interest changed by 21 which increased total open position to 1683
On 3 Dec IDEA was trading at 8.21. The strike last trading price was 1.35, which was -0.15 lower than the previous day. The implied volatity was 66.14, the open interest changed by 46 which increased total open position to 1662
On 2 Dec IDEA was trading at 8.28. The strike last trading price was 1.5, which was -0.05 lower than the previous day. The implied volatity was 80.75, the open interest changed by 59 which increased total open position to 1617
On 29 Nov IDEA was trading at 8.36. The strike last trading price was 1.55, which was -0.10 lower than the previous day. The implied volatity was 73.73, the open interest changed by 114 which increased total open position to 1556
On 28 Nov IDEA was trading at 8.36. The strike last trading price was 1.65, which was 0.00 lower than the previous day. The implied volatity was 78.03, the open interest changed by -136 which decreased total open position to 1449
On 27 Nov IDEA was trading at 8.34. The strike last trading price was 1.65, which was 0.55 higher than the previous day. The implied volatity was 83.34, the open interest changed by -608 which decreased total open position to 1585
On 26 Nov IDEA was trading at 7.52. The strike last trading price was 1.1, which was 0.30 higher than the previous day. The implied volatity was 86.50, the open interest changed by 41 which increased total open position to 2182
On 25 Nov IDEA was trading at 6.97. The strike last trading price was 0.8, which was 0.30 higher than the previous day. The implied volatity was 86.70, the open interest changed by 1622 which increased total open position to 2125
On 22 Nov IDEA was trading at 6.67. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 73.69, the open interest changed by 272 which increased total open position to 775
On 21 Nov IDEA was trading at 6.91. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 71.59, the open interest changed by 205 which increased total open position to 502
On 20 Nov IDEA was trading at 7.10. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 63.02, the open interest changed by 125 which increased total open position to 295
On 19 Nov IDEA was trading at 7.10. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 63.02, the open interest changed by 123 which increased total open position to 295
On 18 Nov IDEA was trading at 7.25. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 68.71, the open interest changed by 94 which increased total open position to 162
On 14 Nov IDEA was trading at 7.34. The strike last trading price was 0.85, which was -0.10 lower than the previous day. The implied volatity was 63.43, the open interest changed by 6 which increased total open position to 69
On 13 Nov IDEA was trading at 7.36. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 71.18, the open interest changed by 28 which increased total open position to 56
On 12 Nov IDEA was trading at 7.67. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 65.85, the open interest changed by 2 which increased total open position to 22
On 11 Nov IDEA was trading at 7.83. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 68.73, the open interest changed by 12 which increased total open position to 21
On 8 Nov IDEA was trading at 7.88. The strike last trading price was 1.3, which was -0.20 lower than the previous day. The implied volatity was 68.36, the open interest changed by 3 which increased total open position to 9
On 7 Nov IDEA was trading at 8.05. The strike last trading price was 1.5, which was -0.20 lower than the previous day. The implied volatity was 74.56, the open interest changed by 1 which increased total open position to 6
On 6 Nov IDEA was trading at 8.17. The strike last trading price was 1.7, which was 0.00 lower than the previous day. The implied volatity was 85.28, the open interest changed by -2 which decreased total open position to 5
On 5 Nov IDEA was trading at 8.14. The strike last trading price was 1.7, which was 0.10 higher than the previous day. The implied volatity was 86.65, the open interest changed by 8 which increased total open position to 8
On 4 Nov IDEA was trading at 7.88. The strike last trading price was 1.6, 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 1.6, 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 7 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.19
Vega: 0.00
Theta: -0.01
Gamma: 0.56
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 7.40 | 0.05 | 0.00 | 50.51 | 2,147 | -634 | 1,983 |
| 19 Dec | 7.69 | 0.05 | 0.00 | 66.87 | 399 | -55 | 2,684 |
| 18 Dec | 7.79 | 0.05 | -0.05 | 68.01 | 370 | 16 | 2,761 |
| 17 Dec | 7.81 | 0.1 | 0.05 | 81.19 | 159 | 39 | 2,786 |
| 16 Dec | 7.99 | 0.05 | 0.00 | 68.77 | 187 | 83 | 2,763 |
| 13 Dec | 7.99 | 0.05 | -0.05 | 61.36 | 419 | 104 | 2,724 |
| 12 Dec | 7.86 | 0.1 | 0.00 | 68.24 | 245 | 54 | 2,633 |
| 11 Dec | 8.03 | 0.1 | 0.00 | 72.56 | 117 | 14 | 2,570 |
| 10 Dec | 8.08 | 0.1 | 0.00 | 73.39 | 137 | 12 | 2,568 |
| 9 Dec | 8.09 | 0.1 | 0.00 | 71.65 | 132 | 51 | 2,553 |
| 6 Dec | 8.12 | 0.1 | 0.00 | 66.63 | 793 | 76 | 2,502 |
| 5 Dec | 8.08 | 0.1 | 0.05 | 63.46 | 937 | -97 | 2,450 |
| 4 Dec | 8.42 | 0.05 | -0.05 | 63.12 | 707 | 269 | 2,551 |
| 3 Dec | 8.21 | 0.1 | -0.05 | 64.82 | 111 | -2 | 2,282 |
| 2 Dec | 8.28 | 0.15 | 0.00 | 76.13 | 175 | 59 | 2,292 |
| 29 Nov | 8.36 | 0.15 | 0.00 | 74.02 | 1,108 | 183 | 2,235 |
| 28 Nov | 8.36 | 0.15 | 0.00 | 74.99 | 1,114 | -60 | 2,051 |
| 27 Nov | 8.34 | 0.15 | -0.25 | 72.39 | 2,495 | 311 | 2,125 |
| 26 Nov | 7.52 | 0.4 | -0.20 | 82.24 | 2,528 | 455 | 1,822 |
| 25 Nov | 6.97 | 0.6 | -0.15 | 84.13 | 1,417 | 644 | 1,371 |
| 22 Nov | 6.67 | 0.75 | 0.20 | 75.52 | 730 | 138 | 865 |
| 21 Nov | 6.91 | 0.55 | 0.05 | 63.01 | 1,030 | 97 | 726 |
| 20 Nov | 7.10 | 0.5 | 0.00 | 65.37 | 198 | 87 | 621 |
| 19 Nov | 7.10 | 0.5 | 0.05 | 65.37 | 198 | 79 | 621 |
| 18 Nov | 7.25 | 0.45 | 0.00 | 65.61 | 284 | 98 | 541 |
| 14 Nov | 7.34 | 0.45 | -0.05 | 66.68 | 413 | 81 | 454 |
| 13 Nov | 7.36 | 0.5 | 0.15 | 72.45 | 202 | 35 | 370 |
| 12 Nov | 7.67 | 0.35 | 0.00 | 65.17 | 79 | 20 | 335 |
| 11 Nov | 7.83 | 0.35 | 0.00 | 69.38 | 26 | 5 | 315 |
| 8 Nov | 7.88 | 0.35 | 0.05 | 68.52 | 87 | 21 | 314 |
| 7 Nov | 8.05 | 0.3 | 0.00 | 67.23 | 27 | 3 | 292 |
| 6 Nov | 8.17 | 0.3 | -0.10 | 69.62 | 355 | 255 | 289 |
| 5 Nov | 8.14 | 0.4 | -0.05 | 79.06 | 14 | 6 | 35 |
| 4 Nov | 7.88 | 0.45 | 0.15 | 76.89 | 31 | 27 | 28 |
| 1 Nov | 8.45 | 0.3 | 72.87 | 1 | 0 | 0 | |
For Vodafone Idea Limited - strike price 7 expiring on 26DEC2024
Delta for 7 PE is -0.19
Historical price for 7 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 50.51, the open interest changed by -634 which decreased total open position to 1983
On 19 Dec IDEA was trading at 7.69. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 66.87, the open interest changed by -55 which decreased total open position to 2684
On 18 Dec IDEA was trading at 7.79. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 68.01, the open interest changed by 16 which increased total open position to 2761
On 17 Dec IDEA was trading at 7.81. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 81.19, the open interest changed by 39 which increased total open position to 2786
On 16 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 68.77, the open interest changed by 83 which increased total open position to 2763
On 13 Dec IDEA was trading at 7.99. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 61.36, the open interest changed by 104 which increased total open position to 2724
On 12 Dec IDEA was trading at 7.86. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 68.24, the open interest changed by 54 which increased total open position to 2633
On 11 Dec IDEA was trading at 8.03. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 72.56, the open interest changed by 14 which increased total open position to 2570
On 10 Dec IDEA was trading at 8.08. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 73.39, the open interest changed by 12 which increased total open position to 2568
On 9 Dec IDEA was trading at 8.09. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 71.65, the open interest changed by 51 which increased total open position to 2553
On 6 Dec IDEA was trading at 8.12. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 66.63, the open interest changed by 76 which increased total open position to 2502
On 5 Dec IDEA was trading at 8.08. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 63.46, the open interest changed by -97 which decreased total open position to 2450
On 4 Dec IDEA was trading at 8.42. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 63.12, the open interest changed by 269 which increased total open position to 2551
On 3 Dec IDEA was trading at 8.21. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 64.82, the open interest changed by -2 which decreased total open position to 2282
On 2 Dec IDEA was trading at 8.28. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 76.13, the open interest changed by 59 which increased total open position to 2292
On 29 Nov IDEA was trading at 8.36. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 74.02, the open interest changed by 183 which increased total open position to 2235
On 28 Nov IDEA was trading at 8.36. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 74.99, the open interest changed by -60 which decreased total open position to 2051
On 27 Nov IDEA was trading at 8.34. The strike last trading price was 0.15, which was -0.25 lower than the previous day. The implied volatity was 72.39, the open interest changed by 311 which increased total open position to 2125
On 26 Nov IDEA was trading at 7.52. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 82.24, the open interest changed by 455 which increased total open position to 1822
On 25 Nov IDEA was trading at 6.97. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 84.13, the open interest changed by 644 which increased total open position to 1371
On 22 Nov IDEA was trading at 6.67. The strike last trading price was 0.75, which was 0.20 higher than the previous day. The implied volatity was 75.52, the open interest changed by 138 which increased total open position to 865
On 21 Nov IDEA was trading at 6.91. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 63.01, the open interest changed by 97 which increased total open position to 726
On 20 Nov IDEA was trading at 7.10. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 65.37, the open interest changed by 87 which increased total open position to 621
On 19 Nov IDEA was trading at 7.10. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 65.37, the open interest changed by 79 which increased total open position to 621
On 18 Nov IDEA was trading at 7.25. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 65.61, the open interest changed by 98 which increased total open position to 541
On 14 Nov IDEA was trading at 7.34. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 66.68, the open interest changed by 81 which increased total open position to 454
On 13 Nov IDEA was trading at 7.36. The strike last trading price was 0.5, which was 0.15 higher than the previous day. The implied volatity was 72.45, the open interest changed by 35 which increased total open position to 370
On 12 Nov IDEA was trading at 7.67. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 65.17, the open interest changed by 20 which increased total open position to 335
On 11 Nov IDEA was trading at 7.83. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 69.38, the open interest changed by 5 which increased total open position to 315
On 8 Nov IDEA was trading at 7.88. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 68.52, the open interest changed by 21 which increased total open position to 314
On 7 Nov IDEA was trading at 8.05. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 67.23, the open interest changed by 3 which increased total open position to 292
On 6 Nov IDEA was trading at 8.17. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 69.62, the open interest changed by 255 which increased total open position to 289
On 5 Nov IDEA was trading at 8.14. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 79.06, the open interest changed by 6 which increased total open position to 35
On 4 Nov IDEA was trading at 7.88. The strike last trading price was 0.45, which was 0.15 higher than the previous day. The implied volatity was 76.89, the open interest changed by 27 which increased total open position to 28
On 1 Nov IDEA was trading at 8.45. The strike last trading price was 0.3, which was lower than the previous day. The implied volatity was 72.87, the open interest changed by 0 which decreased total open position to 0
