IDEA
Vodafone Idea Limited
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
