IDEA
Vodafone Idea Limited
Historical option data for IDEA
09 Apr 2025 11:13 AM IST
| IDEA 24APR2025 7 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.55
Vega: 0.01
Theta: -0.01
Gamma: 0.49
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 7.03 | 0.35 | -0.15 | 56.25 | 1,074 | -5 | 2,798 | |||
| 8 Apr | 7.17 | 0.45 | -0.2 | 57.67 | 5,982 | 274 | 2,752 | |||
| 7 Apr | 7.36 | 0.65 | -0.4 | 64.31 | 4,048 | 120 | 2,488 | |||
| 4 Apr | 7.91 | 1.05 | -0.25 | 51.71 | 2,680 | -10 | 2,379 | |||
| 3 Apr | 8.19 | 1.3 | -0.05 | 52.01 | 1,731 | 85 | 2,393 | |||
| 2 Apr | 8.22 | 1.35 | 0.05 | 57.19 | 2,967 | -33 | 2,310 | |||
| 1 Apr | 8.10 | 1.35 | 0.9 | 71.41 | 8,729 | -391 | 2,347 | |||
| 28 Mar | 6.80 | 0.45 | -0.15 | 69.94 | 6,036 | 857 | 2,738 | |||
| 27 Mar | 6.92 | 0.55 | -0.1 | 74.31 | 1,881 | 103 | 1,869 | |||
| 26 Mar | 7.04 | 0.65 | -0.05 | 77.32 | 3,706 | 173 | 1,675 | |||
| 25 Mar | 7.15 | 0.7 | -0.15 | 74.17 | 1,639 | 266 | 1,497 | |||
| 24 Mar | 7.34 | 0.85 | -0.25 | 76.92 | 800 | 229 | 1,217 | |||
| 21 Mar | 7.62 | 1.1 | 0.35 | 78.99 | 2,115 | 251 | 987 | |||
| 20 Mar | 7.26 | 0.75 | -0.2 | 63.86 | 1,406 | -28 | 737 | |||
| 19 Mar | 7.44 | 0.95 | 0.25 | 72.52 | 1,809 | 72 | 758 | |||
| 18 Mar | 7.10 | 0.7 | 0.15 | 66.69 | 625 | 130 | 686 | |||
| 17 Mar | 6.94 | 0.55 | -0.05 | 60.97 | 309 | 106 | 567 | |||
| 13 Mar | 6.95 | 0.65 | 0 | 66.00 | 680 | 100 | 459 | |||
| 12 Mar | 7.07 | 0.65 | -0.2 | 57.85 | 591 | 220 | 367 | |||
| 11 Mar | 7.34 | 0.85 | 0.05 | 60.35 | 219 | 34 | 145 | |||
| 10 Mar | 7.26 | 0.8 | -0.25 | 61.74 | 153 | 67 | 109 | |||
| 7 Mar | 7.55 | 1.05 | -0.15 | 63.27 | 18 | 14 | 42 | |||
| 6 Mar | 7.73 | 1.2 | -0.1 | 68.49 | 7 | 1 | 28 | |||
| 5 Mar | 7.86 | 1.3 | 0.25 | 65.13 | 5 | 2 | 25 | |||
| 4 Mar | 7.43 | 1.05 | -0.3 | 71.77 | 23 | 22 | 22 | |||
| 3 Mar | 7.46 | 1.35 | 0 | - | 0 | 0 | 0 | |||
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| 28 Feb | 7.55 | 1.35 | 0 | - | 0 | 0 | 0 | |||
For Vodafone Idea Limited - strike price 7 expiring on 24APR2025
Delta for 7 CE is 0.55
Historical price for 7 CE is as follows
On 9 Apr IDEA was trading at 7.03. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 56.25, the open interest changed by -5 which decreased total open position to 2798
On 8 Apr IDEA was trading at 7.17. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was 57.67, the open interest changed by 274 which increased total open position to 2752
On 7 Apr IDEA was trading at 7.36. The strike last trading price was 0.65, which was -0.4 lower than the previous day. The implied volatity was 64.31, the open interest changed by 120 which increased total open position to 2488
On 4 Apr IDEA was trading at 7.91. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was 51.71, the open interest changed by -10 which decreased total open position to 2379
On 3 Apr IDEA was trading at 8.19. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 52.01, the open interest changed by 85 which increased total open position to 2393
On 2 Apr IDEA was trading at 8.22. The strike last trading price was 1.35, which was 0.05 higher than the previous day. The implied volatity was 57.19, the open interest changed by -33 which decreased total open position to 2310
On 1 Apr IDEA was trading at 8.10. The strike last trading price was 1.35, which was 0.9 higher than the previous day. The implied volatity was 71.41, the open interest changed by -391 which decreased total open position to 2347
On 28 Mar IDEA was trading at 6.80. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 69.94, the open interest changed by 857 which increased total open position to 2738
On 27 Mar IDEA was trading at 6.92. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 74.31, the open interest changed by 103 which increased total open position to 1869
On 26 Mar IDEA was trading at 7.04. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 77.32, the open interest changed by 173 which increased total open position to 1675
On 25 Mar IDEA was trading at 7.15. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 74.17, the open interest changed by 266 which increased total open position to 1497
On 24 Mar IDEA was trading at 7.34. The strike last trading price was 0.85, which was -0.25 lower than the previous day. The implied volatity was 76.92, the open interest changed by 229 which increased total open position to 1217
On 21 Mar IDEA was trading at 7.62. The strike last trading price was 1.1, which was 0.35 higher than the previous day. The implied volatity was 78.99, the open interest changed by 251 which increased total open position to 987
On 20 Mar IDEA was trading at 7.26. The strike last trading price was 0.75, which was -0.2 lower than the previous day. The implied volatity was 63.86, the open interest changed by -28 which decreased total open position to 737
On 19 Mar IDEA was trading at 7.44. The strike last trading price was 0.95, which was 0.25 higher than the previous day. The implied volatity was 72.52, the open interest changed by 72 which increased total open position to 758
On 18 Mar IDEA was trading at 7.10. The strike last trading price was 0.7, which was 0.15 higher than the previous day. The implied volatity was 66.69, the open interest changed by 130 which increased total open position to 686
On 17 Mar IDEA was trading at 6.94. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 60.97, the open interest changed by 106 which increased total open position to 567
On 13 Mar IDEA was trading at 6.95. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 66.00, the open interest changed by 100 which increased total open position to 459
On 12 Mar IDEA was trading at 7.07. The strike last trading price was 0.65, which was -0.2 lower than the previous day. The implied volatity was 57.85, the open interest changed by 220 which increased total open position to 367
On 11 Mar IDEA was trading at 7.34. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 60.35, the open interest changed by 34 which increased total open position to 145
On 10 Mar IDEA was trading at 7.26. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 61.74, the open interest changed by 67 which increased total open position to 109
On 7 Mar IDEA was trading at 7.55. The strike last trading price was 1.05, which was -0.15 lower than the previous day. The implied volatity was 63.27, the open interest changed by 14 which increased total open position to 42
On 6 Mar IDEA was trading at 7.73. The strike last trading price was 1.2, which was -0.1 lower than the previous day. The implied volatity was 68.49, the open interest changed by 1 which increased total open position to 28
On 5 Mar IDEA was trading at 7.86. The strike last trading price was 1.3, which was 0.25 higher than the previous day. The implied volatity was 65.13, the open interest changed by 2 which increased total open position to 25
On 4 Mar IDEA was trading at 7.43. The strike last trading price was 1.05, which was -0.3 lower than the previous day. The implied volatity was 71.77, the open interest changed by 22 which increased total open position to 22
On 3 Mar IDEA was trading at 7.46. The strike last trading price was 1.35, 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 1.35, 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 7 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.01
Theta: -0.01
Gamma: 0.48
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 7.03 | 0.3 | 0 | 57.86 | 759 | -20 | 2,742 |
| 8 Apr | 7.17 | 0.25 | 0 | 57.78 | 5,345 | -34 | 2,760 |
| 7 Apr | 7.36 | 0.25 | 0.15 | 70.08 | 7,038 | -470 | 2,764 |
| 4 Apr | 7.91 | 0.15 | 0.05 | 71.38 | 4,229 | 98 | 3,240 |
| 3 Apr | 8.19 | 0.1 | 0 | 68.31 | 330 | 105 | 3,141 |
| 2 Apr | 8.22 | 0.1 | -0.05 | 67.74 | 6,294 | -30 | 3,026 |
| 1 Apr | 8.10 | 0.1 | -0.5 | 63.90 | 7,805 | 256 | 3,040 |
| 28 Mar | 6.80 | 0.6 | 0.05 | 70.15 | 3,236 | 690 | 2,784 |
| 27 Mar | 6.92 | 0.55 | 0 | 69.52 | 1,621 | 112 | 2,093 |
| 26 Mar | 7.04 | 0.55 | 0.05 | 75.45 | 2,695 | 328 | 1,940 |
| 25 Mar | 7.15 | 0.45 | 0 | 67.53 | 1,240 | 212 | 1,611 |
| 24 Mar | 7.34 | 0.45 | 0.1 | 75.57 | 1,004 | 370 | 1,411 |
| 21 Mar | 7.62 | 0.4 | 0 | 78.37 | 1,314 | 367 | 1,039 |
| 20 Mar | 7.26 | 0.4 | 0 | 63.48 | 746 | 39 | 671 |
| 19 Mar | 7.44 | 0.4 | -0.1 | 70.01 | 1,401 | 246 | 632 |
| 18 Mar | 7.10 | 0.45 | -0.05 | 61.07 | 202 | 71 | 385 |
| 17 Mar | 6.94 | 0.5 | -0.05 | 56.76 | 131 | 12 | 312 |
| 13 Mar | 6.95 | 0.55 | 0.05 | 61.73 | 169 | 30 | 304 |
| 12 Mar | 7.07 | 0.5 | 0.05 | 61.23 | 509 | 126 | 275 |
| 11 Mar | 7.34 | 0.45 | 0 | 66.07 | 140 | -31 | 149 |
| 10 Mar | 7.26 | 0.45 | 0.05 | 61.30 | 116 | 22 | 179 |
| 7 Mar | 7.55 | 0.4 | 0 | 65.51 | 45 | -1 | 157 |
| 6 Mar | 7.73 | 0.4 | 0 | 68.84 | 55 | 46 | 157 |
| 5 Mar | 7.86 | 0.4 | -0.1 | 73.09 | 12 | 0 | 110 |
| 4 Mar | 7.43 | 0.5 | 0 | 68.54 | 30 | 17 | 110 |
| 3 Mar | 7.46 | 0.5 | -0.05 | 68.95 | 110 | 71 | 92 |
| 28 Feb | 7.55 | 0.5 | 0.05 | 71.02 | 23 | 16 | 16 |
For Vodafone Idea Limited - strike price 7 expiring on 24APR2025
Delta for 7 PE is -0.45
Historical price for 7 PE is as follows
On 9 Apr IDEA was trading at 7.03. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 57.86, the open interest changed by -20 which decreased total open position to 2742
On 8 Apr IDEA was trading at 7.17. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 57.78, the open interest changed by -34 which decreased total open position to 2760
On 7 Apr IDEA was trading at 7.36. The strike last trading price was 0.25, which was 0.15 higher than the previous day. The implied volatity was 70.08, the open interest changed by -470 which decreased total open position to 2764
On 4 Apr IDEA was trading at 7.91. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 71.38, the open interest changed by 98 which increased total open position to 3240
On 3 Apr IDEA was trading at 8.19. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 68.31, the open interest changed by 105 which increased total open position to 3141
On 2 Apr IDEA was trading at 8.22. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 67.74, the open interest changed by -30 which decreased total open position to 3026
On 1 Apr IDEA was trading at 8.10. The strike last trading price was 0.1, which was -0.5 lower than the previous day. The implied volatity was 63.90, the open interest changed by 256 which increased total open position to 3040
On 28 Mar IDEA was trading at 6.80. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 70.15, the open interest changed by 690 which increased total open position to 2784
On 27 Mar IDEA was trading at 6.92. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 69.52, the open interest changed by 112 which increased total open position to 2093
On 26 Mar IDEA was trading at 7.04. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 75.45, the open interest changed by 328 which increased total open position to 1940
On 25 Mar IDEA was trading at 7.15. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 67.53, the open interest changed by 212 which increased total open position to 1611
On 24 Mar IDEA was trading at 7.34. The strike last trading price was 0.45, which was 0.1 higher than the previous day. The implied volatity was 75.57, the open interest changed by 370 which increased total open position to 1411
On 21 Mar IDEA was trading at 7.62. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 78.37, the open interest changed by 367 which increased total open position to 1039
On 20 Mar IDEA was trading at 7.26. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 63.48, the open interest changed by 39 which increased total open position to 671
On 19 Mar IDEA was trading at 7.44. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 70.01, the open interest changed by 246 which increased total open position to 632
On 18 Mar IDEA was trading at 7.10. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 61.07, the open interest changed by 71 which increased total open position to 385
On 17 Mar IDEA was trading at 6.94. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 56.76, the open interest changed by 12 which increased total open position to 312
On 13 Mar IDEA was trading at 6.95. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 61.73, the open interest changed by 30 which increased total open position to 304
On 12 Mar IDEA was trading at 7.07. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 61.23, the open interest changed by 126 which increased total open position to 275
On 11 Mar IDEA was trading at 7.34. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 66.07, the open interest changed by -31 which decreased total open position to 149
On 10 Mar IDEA was trading at 7.26. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 61.30, the open interest changed by 22 which increased total open position to 179
On 7 Mar IDEA was trading at 7.55. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 65.51, the open interest changed by -1 which decreased total open position to 157
On 6 Mar IDEA was trading at 7.73. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 68.84, the open interest changed by 46 which increased total open position to 157
On 5 Mar IDEA was trading at 7.86. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 73.09, the open interest changed by 0 which decreased total open position to 110
On 4 Mar IDEA was trading at 7.43. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 68.54, the open interest changed by 17 which increased total open position to 110
On 3 Mar IDEA was trading at 7.46. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 68.95, the open interest changed by 71 which increased total open position to 92
On 28 Feb IDEA was trading at 7.55. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 71.02, the open interest changed by 16 which increased total open position to 16
