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

6.91 -0.19 (-2.68%)

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Historical option data for IDEA

21 Nov 2024 04:13 PM IST
IDEA 28NOV2024 7 CE
Delta: 0.47
Vega: 0.00
Theta: -0.02
Gamma: 0.67
Date Close Ltp Change IV Volume Change OI OI
21 Nov 6.91 0.2 -0.10 61.58 4,803 517 1,931
20 Nov 7.10 0.3 0.00 53.70 2,111 167 1,469
19 Nov 7.10 0.3 -0.10 53.70 2,111 222 1,469
18 Nov 7.25 0.4 -0.15 51.54 2,665 260 1,249
14 Nov 7.34 0.55 -0.10 58.67 2,647 163 990
13 Nov 7.36 0.65 -0.15 70.26 1,253 -15 824
12 Nov 7.67 0.8 -0.20 57.71 655 6 838
11 Nov 7.83 1 -0.05 71.11 596 31 834
8 Nov 7.88 1.05 -0.15 68.21 611 77 800
7 Nov 8.05 1.2 -0.10 64.96 432 -80 722
6 Nov 8.17 1.3 -0.05 64.48 621 159 799
5 Nov 8.14 1.35 0.20 77.88 1,350 68 640
4 Nov 7.88 1.15 -0.45 75.58 932 145 577
1 Nov 8.45 1.6 0.20 70.41 308 20 438
31 Oct 8.12 1.4 0.25 - 900 188 432
30 Oct 7.68 1.15 -0.20 - 778 98 244
29 Oct 7.96 1.35 -0.15 - 158 13 147
28 Oct 8.25 1.5 0.35 - 337 44 135
25 Oct 7.66 1.15 -0.30 - 160 71 91
24 Oct 8.13 1.45 -0.15 - 10 5 16
23 Oct 8.25 1.6 -0.15 - 9 7 10
22 Oct 8.40 1.75 -0.65 - 1 0 2
21 Oct 8.50 2.4 0.00 - 0 0 0
18 Oct 9.02 2.4 0.00 - 0 0 0
17 Oct 9.05 2.4 0.00 - 0 0 0
16 Oct 9.29 2.4 0.00 - 0 0 0
15 Oct 9.12 2.4 0.00 - 0 1 0
14 Oct 9.09 2.4 -0.25 - 1 0 1
11 Oct 9.18 2.65 0.00 - 0 1 0
10 Oct 9.31 2.65 -0.95 - 1 0 0
9 Oct 9.19 3.6 0.00 - 0 0 0
8 Oct 9.50 3.6 0.00 - 0 0 0
7 Oct 9.16 3.6 0.00 - 0 0 0
4 Oct 9.79 3.6 0.00 - 0 0 0
3 Oct 9.87 3.6 0.00 - 0 0 0
1 Oct 10.17 3.6 0.00 - 0 0 0
30 Sept 10.36 3.6 0.00 - 0 0 0
27 Sept 10.66 3.6 - 0 0 0


For Vodafone Idea Limited - strike price 7 expiring on 28NOV2024

Delta for 7 CE is 0.47

Historical price for 7 CE is as follows

On 21 Nov IDEA was trading at 6.91. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 61.58, the open interest changed by 517 which increased total open position to 1931


On 20 Nov IDEA was trading at 7.10. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 53.70, the open interest changed by 167 which increased total open position to 1469


On 19 Nov IDEA was trading at 7.10. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 53.70, the open interest changed by 222 which increased total open position to 1469


On 18 Nov IDEA was trading at 7.25. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 51.54, the open interest changed by 260 which increased total open position to 1249


On 14 Nov IDEA was trading at 7.34. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 58.67, the open interest changed by 163 which increased total open position to 990


On 13 Nov IDEA was trading at 7.36. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 70.26, the open interest changed by -15 which decreased total open position to 824


On 12 Nov IDEA was trading at 7.67. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 57.71, the open interest changed by 6 which increased total open position to 838


On 11 Nov IDEA was trading at 7.83. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 71.11, the open interest changed by 31 which increased total open position to 834


On 8 Nov IDEA was trading at 7.88. The strike last trading price was 1.05, which was -0.15 lower than the previous day. The implied volatity was 68.21, the open interest changed by 77 which increased total open position to 800


On 7 Nov IDEA was trading at 8.05. The strike last trading price was 1.2, which was -0.10 lower than the previous day. The implied volatity was 64.96, the open interest changed by -80 which decreased total open position to 722


On 6 Nov IDEA was trading at 8.17. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 64.48, the open interest changed by 159 which increased total open position to 799


On 5 Nov IDEA was trading at 8.14. The strike last trading price was 1.35, which was 0.20 higher than the previous day. The implied volatity was 77.88, the open interest changed by 68 which increased total open position to 640


On 4 Nov IDEA was trading at 7.88. The strike last trading price was 1.15, which was -0.45 lower than the previous day. The implied volatity was 75.58, the open interest changed by 145 which increased total open position to 577


On 1 Nov IDEA was trading at 8.45. The strike last trading price was 1.6, which was 0.20 higher than the previous day. The implied volatity was 70.41, the open interest changed by 20 which increased total open position to 438


On 31 Oct IDEA was trading at 8.12. The strike last trading price was 1.4, which was 0.25 higher 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 1.15, which was -0.20 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 1.35, which was -0.15 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 1.5, which was 0.35 higher 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 1.15, which was -0.30 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 1.45, which was -0.15 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 1.6, which was -0.15 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 1.75, which was -0.65 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 2.4, 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 2.4, 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 2.4, 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 2.4, 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 2.4, 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 2.4, which was -0.25 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 2.65, 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 2.65, which was -0.95 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 3.6, 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 3.6, 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 3.6, 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 3.6, 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 3.6, 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 3.6, 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 3.6, 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 3.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


IDEA 28NOV2024 7 PE
Delta: -0.54
Vega: 0.00
Theta: -0.01
Gamma: 0.76
Date Close Ltp Change IV Volume Change OI OI
21 Nov 6.91 0.25 0.00 54.58 4,821 53 2,184
20 Nov 7.10 0.25 0.00 69.19 2,462 58 2,183
19 Nov 7.10 0.25 0.05 69.19 2,462 110 2,183
18 Nov 7.25 0.2 0.00 67.44 2,147 29 2,079
14 Nov 7.34 0.2 -0.05 63.97 2,794 262 2,080
13 Nov 7.36 0.25 0.10 73.77 1,561 11 1,809
12 Nov 7.67 0.15 0.00 66.41 217 -10 1,798
11 Nov 7.83 0.15 0.00 71.64 940 34 1,818
8 Nov 7.88 0.15 0.00 67.87 237 -31 1,794
7 Nov 8.05 0.15 0.00 73.24 109 -5 1,825
6 Nov 8.17 0.15 0.00 75.40 349 -14 1,840
5 Nov 8.14 0.15 -0.05 72.83 518 84 1,853
4 Nov 7.88 0.2 0.05 71.60 1,428 259 1,768
1 Nov 8.45 0.15 -0.05 76.58 285 35 1,510
31 Oct 8.12 0.2 -0.15 - 1,020 156 1,440
30 Oct 7.68 0.35 0.10 - 865 144 1,270
29 Oct 7.96 0.25 0.00 - 293 21 1,126
28 Oct 8.25 0.25 -0.15 - 1,029 263 1,111
25 Oct 7.66 0.4 0.20 - 1,150 68 848
24 Oct 8.13 0.2 0.00 - 403 286 779
23 Oct 8.25 0.2 -0.05 - 498 284 493
22 Oct 8.40 0.25 0.00 - 53 25 209
21 Oct 8.50 0.25 0.10 - 120 58 187
18 Oct 9.02 0.15 -0.05 - 21 -2 128
17 Oct 9.05 0.2 0.05 - 35 29 125
16 Oct 9.29 0.15 -0.05 - 14 8 91
15 Oct 9.12 0.2 0.00 - 45 5 82
14 Oct 9.09 0.2 0.00 - 7 3 77
11 Oct 9.18 0.2 0.00 - 22 11 73
10 Oct 9.31 0.2 0.00 - 53 50 61
9 Oct 9.19 0.2 0.00 - 1 0 10
8 Oct 9.50 0.2 0.05 - 15 8 8
7 Oct 9.16 0.15 0.00 - 0 0 0
4 Oct 9.79 0.15 0.00 - 0 0 0
3 Oct 9.87 0.15 0.00 - 0 0 0
1 Oct 10.17 0.15 0.00 - 0 0 0
30 Sept 10.36 0.15 0.00 - 0 0 0
27 Sept 10.66 0.15 - 0 0 0


For Vodafone Idea Limited - strike price 7 expiring on 28NOV2024

Delta for 7 PE is -0.54

Historical price for 7 PE is as follows

On 21 Nov IDEA was trading at 6.91. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 54.58, the open interest changed by 53 which increased total open position to 2184


On 20 Nov IDEA was trading at 7.10. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 69.19, the open interest changed by 58 which increased total open position to 2183


On 19 Nov IDEA was trading at 7.10. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 69.19, the open interest changed by 110 which increased total open position to 2183


On 18 Nov IDEA was trading at 7.25. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 67.44, the open interest changed by 29 which increased total open position to 2079


On 14 Nov IDEA was trading at 7.34. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 63.97, the open interest changed by 262 which increased total open position to 2080


On 13 Nov IDEA was trading at 7.36. The strike last trading price was 0.25, which was 0.10 higher than the previous day. The implied volatity was 73.77, the open interest changed by 11 which increased total open position to 1809


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 66.41, the open interest changed by -10 which decreased total open position to 1798


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 71.64, the open interest changed by 34 which increased total open position to 1818


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 67.87, the open interest changed by -31 which decreased total open position to 1794


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 73.24, the open interest changed by -5 which decreased total open position to 1825


On 6 Nov IDEA was trading at 8.17. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 75.40, the open interest changed by -14 which decreased total open position to 1840


On 5 Nov IDEA was trading at 8.14. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 72.83, the open interest changed by 84 which increased total open position to 1853


On 4 Nov IDEA was trading at 7.88. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 71.60, the open interest changed by 259 which increased total open position to 1768


On 1 Nov IDEA was trading at 8.45. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 76.58, the open interest changed by 35 which increased total open position to 1510


On 31 Oct IDEA was trading at 8.12. The strike last trading price was 0.2, which was -0.15 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 0.35, 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 0.25, 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 28 Oct IDEA was trading at 8.25. The strike last trading price was 0.25, which was -0.15 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 0.4, which was 0.20 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 -0.05 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 0.25, 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 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 0.05 higher 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 0.15, 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 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 0.00 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 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 8 Oct IDEA was trading at 9.50. 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 which decreased total open position to


On 7 Oct IDEA was trading at 9.16. 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 4 Oct IDEA was trading at 9.79. 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 3 Oct IDEA was trading at 9.87. 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 1 Oct IDEA was trading at 10.17. 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 30 Sept IDEA was trading at 10.36. 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 27 Sept IDEA was trading at 10.66. 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