[--[65.84.65.76]--]

IDEA

Vodafone Idea Limited
10.59 -0.26 (-2.40%)
L: 10.54 H: 10.94

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Historical option data for IDEA

27 Feb 2026 04:12 PM IST
IDEA 30-MAR-2026 8 CE
Delta: 0.98
Vega: 0
Theta: 0
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
27 Feb 10.59 2.68 -0.29 52.15 16 8 66
26 Feb 10.85 2.97 -0.09 57.4 26 12 58
25 Feb 10.73 3.03 -0.07 - 31 0 46
24 Feb 10.91 3.03 -0.07 47.35 31 23 45
23 Feb 10.98 3.1 -0.27 53.77 5 3 22
20 Feb 11.16 3.37 0.07 - 5 4 18
19 Feb 11.26 3.3 -1.03 48.84 14 12 12
18 Feb 11.56 4.33 0 - 0 0 0
17 Feb 11.38 4.33 0 - 0 0 0
16 Feb 11.43 4.33 0 - 0 0 0
13 Feb 11.30 4.33 0 - 0 0 0
12 Feb 11.55 4.33 0 - 0 0 0
11 Feb 11.85 4.33 0 - 0 0 0
10 Feb 11.48 4.33 0 - 0 0 0
9 Feb 11.58 4.33 0 - 0 0 0
6 Feb 11.12 4.33 0 - 0 0 0
5 Feb 11.24 4.33 0 - 0 0 0
4 Feb 11.35 4.33 0 - 0 0 0
3 Feb 11.41 4.33 0 - 0 0 0
2 Feb 10.81 4.33 0 - 0 0 0
1 Feb 10.87 4.33 0 - 0 0 0
30 Jan 11.17 4.33 0 - 0 0 0
29 Jan 10.05 4.33 0 - 0 0 0
28 Jan 9.95 4.33 0 - 0 0 0
27 Jan 9.83 4.33 0 - 0 0 0
23 Jan 9.93 4.33 0 - 0 0 0
22 Jan 10.18 4.33 0 - 0 0 0
21 Jan 10.12 4.33 0 - 0 0 0
20 Jan 10.13 4.33 0 - 0 0 0
19 Jan 10.59 4.33 0 - 0 0 0
16 Jan 10.82 4.33 0 - 0 0 0
14 Jan 11.08 4.33 0 - 0 0 0
13 Jan 10.80 4.33 0 - 0 0 0
12 Jan 11.25 4.33 0 - 0 0 0
9 Jan 11.26 4.33 0 - 0 0 0
8 Jan 11.50 4.33 0 - 0 0 0
7 Jan 11.46 4.33 0 - 0 0 0
6 Jan 11.59 4.33 0 - 0 0 0
5 Jan 11.43 4.33 0 - 0 0 0
2 Jan 11.78 4.33 0 - 0 0 0
1 Jan 11.60 4.33 0 - 0 0 0
31 Dec 10.76 4.33 0 - 0 0 0


For Vodafone Idea Limited - strike price 8 expiring on 30MAR2026

Delta for 8 CE is 0.98

Historical price for 8 CE is as follows

On 27 Feb IDEA was trading at 10.59. The strike last trading price was 2.68, which was -0.29 lower than the previous day. The implied volatity was 52.15, the open interest changed by 8 which increased total open position to 66


On 26 Feb IDEA was trading at 10.85. The strike last trading price was 2.97, which was -0.09 lower than the previous day. The implied volatity was 57.4, the open interest changed by 12 which increased total open position to 58


On 25 Feb IDEA was trading at 10.73. The strike last trading price was 3.03, which was -0.07 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46


On 24 Feb IDEA was trading at 10.91. The strike last trading price was 3.03, which was -0.07 lower than the previous day. The implied volatity was 47.35, the open interest changed by 23 which increased total open position to 45


On 23 Feb IDEA was trading at 10.98. The strike last trading price was 3.1, which was -0.27 lower than the previous day. The implied volatity was 53.77, the open interest changed by 3 which increased total open position to 22


On 20 Feb IDEA was trading at 11.16. The strike last trading price was 3.37, which was 0.07 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 18


On 19 Feb IDEA was trading at 11.26. The strike last trading price was 3.3, which was -1.03 lower than the previous day. The implied volatity was 48.84, the open interest changed by 12 which increased total open position to 12


On 18 Feb IDEA was trading at 11.56. The strike last trading price was 4.33, 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 17 Feb IDEA was trading at 11.38. The strike last trading price was 4.33, 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 16 Feb IDEA was trading at 11.43. The strike last trading price was 4.33, 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 13 Feb IDEA was trading at 11.30. The strike last trading price was 4.33, 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 12 Feb IDEA was trading at 11.55. The strike last trading price was 4.33, 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 11 Feb IDEA was trading at 11.85. The strike last trading price was 4.33, 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 10 Feb IDEA was trading at 11.48. The strike last trading price was 4.33, 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 9 Feb IDEA was trading at 11.58. The strike last trading price was 4.33, 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 6 Feb IDEA was trading at 11.12. The strike last trading price was 4.33, 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 5 Feb IDEA was trading at 11.24. The strike last trading price was 4.33, 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 4 Feb IDEA was trading at 11.35. The strike last trading price was 4.33, 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 3 Feb IDEA was trading at 11.41. The strike last trading price was 4.33, 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 2 Feb IDEA was trading at 10.81. The strike last trading price was 4.33, 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 1 Feb IDEA was trading at 10.87. The strike last trading price was 4.33, 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 30 Jan IDEA was trading at 11.17. The strike last trading price was 4.33, 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 29 Jan IDEA was trading at 10.05. The strike last trading price was 4.33, 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 Jan IDEA was trading at 9.95. The strike last trading price was 4.33, 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 27 Jan IDEA was trading at 9.83. The strike last trading price was 4.33, 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 23 Jan IDEA was trading at 9.93. The strike last trading price was 4.33, 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 22 Jan IDEA was trading at 10.18. The strike last trading price was 4.33, 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 21 Jan IDEA was trading at 10.12. The strike last trading price was 4.33, 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 20 Jan IDEA was trading at 10.13. The strike last trading price was 4.33, 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 19 Jan IDEA was trading at 10.59. The strike last trading price was 4.33, 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 16 Jan IDEA was trading at 10.82. The strike last trading price was 4.33, 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 14 Jan IDEA was trading at 11.08. The strike last trading price was 4.33, 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 13 Jan IDEA was trading at 10.80. The strike last trading price was 4.33, 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 12 Jan IDEA was trading at 11.25. The strike last trading price was 4.33, 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 9 Jan IDEA was trading at 11.26. The strike last trading price was 4.33, 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 8 Jan IDEA was trading at 11.50. The strike last trading price was 4.33, 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 7 Jan IDEA was trading at 11.46. The strike last trading price was 4.33, 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 6 Jan IDEA was trading at 11.59. The strike last trading price was 4.33, 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 5 Jan IDEA was trading at 11.43. The strike last trading price was 4.33, 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 2 Jan IDEA was trading at 11.78. The strike last trading price was 4.33, 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 1 Jan IDEA was trading at 11.60. The strike last trading price was 4.33, 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 31 Dec IDEA was trading at 10.76. The strike last trading price was 4.33, 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 30MAR2026 8 PE
Delta: -0.05
Vega: 0
Theta: 0
Gamma: 0.05
Date Close Ltp Change IV Volume OI Chg OI
27 Feb 10.59 0.04 0.01 61.9 14 3 320
26 Feb 10.85 0.04 0.01 - 287 -32 317
25 Feb 10.73 0.03 -0.01 59.54 443 157 349
24 Feb 10.91 0.04 -0.01 - 175 68 190
23 Feb 10.98 0.05 0 - 76 35 121
20 Feb 11.16 0.05 0.01 - 24 1 78
19 Feb 11.26 0.04 0 - 4 2 76
18 Feb 11.56 0.04 -0.01 - 8 1 73
17 Feb 11.38 0.05 0 - 11 0 73
16 Feb 11.43 0.05 -0.01 - 7 -2 73
13 Feb 11.30 0.06 0 - 3 -1 75
12 Feb 11.55 0.06 0.01 - 12 1 76
11 Feb 11.85 0.05 -0.01 - 39 -4 76
10 Feb 11.48 0.06 -0.01 - 8 -2 82
9 Feb 11.58 0.07 -0.01 - 33 17 83
6 Feb 11.12 0.08 0 64.79 52 -2 65
5 Feb 11.24 0.08 0.01 65.16 37 9 67
4 Feb 11.35 0.07 -0.01 63.77 4 -1 57
3 Feb 11.41 0.08 -0.02 65.02 36 -10 62
2 Feb 10.81 0.1 0 61.74 23 4 72
1 Feb 10.87 0.1 0 61.49 53 4 69
30 Jan 11.17 0.1 -0.08 66.41 128 -12 65
29 Jan 10.05 0.18 0.01 59.52 67 3 77
28 Jan 9.95 0.17 -0.06 58.82 87 18 72
27 Jan 9.83 0.23 0.02 62.27 11 8 53
23 Jan 9.93 0.21 0.05 58.81 8 4 44
22 Jan 10.18 0.16 -0.02 57.19 15 -5 41
21 Jan 10.12 0.18 0.01 59.35 32 9 45
20 Jan 10.13 0.18 0.06 57.86 72 15 37
19 Jan 10.59 0.12 0 55.98 1 0 21
16 Jan 10.82 0.12 0 57.36 7 0 25
14 Jan 11.08 0.12 -0.01 59.73 4 0 24
13 Jan 10.80 0.12 -0.01 - 0 0 0
12 Jan 11.25 0.12 -0.01 60.88 1 0 22
9 Jan 11.26 0.13 0.02 61.25 2 1 21
8 Jan 11.50 0.11 -0.01 60.96 1 0 19
7 Jan 11.46 0.12 0 61.12 2 1 19
6 Jan 11.59 0.12 -0.01 62.22 2 0 19
5 Jan 11.43 0.13 0 61.28 9 6 17
2 Jan 11.78 0.13 -0.03 - 2 0 11
1 Jan 11.60 0.16 -0.15 - 11 6 12
31 Dec 10.76 0.32 0.17 70.69 12 5 5


For Vodafone Idea Limited - strike price 8 expiring on 30MAR2026

Delta for 8 PE is -0.05

Historical price for 8 PE is as follows

On 27 Feb IDEA was trading at 10.59. The strike last trading price was 0.04, which was 0.01 higher than the previous day. The implied volatity was 61.9, the open interest changed by 3 which increased total open position to 320


On 26 Feb IDEA was trading at 10.85. The strike last trading price was 0.04, which was 0.01 higher than the previous day. The implied volatity was -, the open interest changed by -32 which decreased total open position to 317


On 25 Feb IDEA was trading at 10.73. The strike last trading price was 0.03, which was -0.01 lower than the previous day. The implied volatity was 59.54, the open interest changed by 157 which increased total open position to 349


On 24 Feb IDEA was trading at 10.91. The strike last trading price was 0.04, which was -0.01 lower than the previous day. The implied volatity was -, the open interest changed by 68 which increased total open position to 190


On 23 Feb IDEA was trading at 10.98. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 121


On 20 Feb IDEA was trading at 11.16. The strike last trading price was 0.05, which was 0.01 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 78


On 19 Feb IDEA was trading at 11.26. The strike last trading price was 0.04, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 76


On 18 Feb IDEA was trading at 11.56. The strike last trading price was 0.04, which was -0.01 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 73


On 17 Feb IDEA was trading at 11.38. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 73


On 16 Feb IDEA was trading at 11.43. The strike last trading price was 0.05, which was -0.01 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 73


On 13 Feb IDEA was trading at 11.30. The strike last trading price was 0.06, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 75


On 12 Feb IDEA was trading at 11.55. The strike last trading price was 0.06, which was 0.01 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 76


On 11 Feb IDEA was trading at 11.85. The strike last trading price was 0.05, which was -0.01 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 76


On 10 Feb IDEA was trading at 11.48. The strike last trading price was 0.06, which was -0.01 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 82


On 9 Feb IDEA was trading at 11.58. The strike last trading price was 0.07, which was -0.01 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 83


On 6 Feb IDEA was trading at 11.12. The strike last trading price was 0.08, which was 0 lower than the previous day. The implied volatity was 64.79, the open interest changed by -2 which decreased total open position to 65


On 5 Feb IDEA was trading at 11.24. The strike last trading price was 0.08, which was 0.01 higher than the previous day. The implied volatity was 65.16, the open interest changed by 9 which increased total open position to 67


On 4 Feb IDEA was trading at 11.35. The strike last trading price was 0.07, which was -0.01 lower than the previous day. The implied volatity was 63.77, the open interest changed by -1 which decreased total open position to 57


On 3 Feb IDEA was trading at 11.41. The strike last trading price was 0.08, which was -0.02 lower than the previous day. The implied volatity was 65.02, the open interest changed by -10 which decreased total open position to 62


On 2 Feb IDEA was trading at 10.81. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 61.74, the open interest changed by 4 which increased total open position to 72


On 1 Feb IDEA was trading at 10.87. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 61.49, the open interest changed by 4 which increased total open position to 69


On 30 Jan IDEA was trading at 11.17. The strike last trading price was 0.1, which was -0.08 lower than the previous day. The implied volatity was 66.41, the open interest changed by -12 which decreased total open position to 65


On 29 Jan IDEA was trading at 10.05. The strike last trading price was 0.18, which was 0.01 higher than the previous day. The implied volatity was 59.52, the open interest changed by 3 which increased total open position to 77


On 28 Jan IDEA was trading at 9.95. The strike last trading price was 0.17, which was -0.06 lower than the previous day. The implied volatity was 58.82, the open interest changed by 18 which increased total open position to 72


On 27 Jan IDEA was trading at 9.83. The strike last trading price was 0.23, which was 0.02 higher than the previous day. The implied volatity was 62.27, the open interest changed by 8 which increased total open position to 53


On 23 Jan IDEA was trading at 9.93. The strike last trading price was 0.21, which was 0.05 higher than the previous day. The implied volatity was 58.81, the open interest changed by 4 which increased total open position to 44


On 22 Jan IDEA was trading at 10.18. The strike last trading price was 0.16, which was -0.02 lower than the previous day. The implied volatity was 57.19, the open interest changed by -5 which decreased total open position to 41


On 21 Jan IDEA was trading at 10.12. The strike last trading price was 0.18, which was 0.01 higher than the previous day. The implied volatity was 59.35, the open interest changed by 9 which increased total open position to 45


On 20 Jan IDEA was trading at 10.13. The strike last trading price was 0.18, which was 0.06 higher than the previous day. The implied volatity was 57.86, the open interest changed by 15 which increased total open position to 37


On 19 Jan IDEA was trading at 10.59. The strike last trading price was 0.12, which was 0 lower than the previous day. The implied volatity was 55.98, the open interest changed by 0 which decreased total open position to 21


On 16 Jan IDEA was trading at 10.82. The strike last trading price was 0.12, which was 0 lower than the previous day. The implied volatity was 57.36, the open interest changed by 0 which decreased total open position to 25


On 14 Jan IDEA was trading at 11.08. The strike last trading price was 0.12, which was -0.01 lower than the previous day. The implied volatity was 59.73, the open interest changed by 0 which decreased total open position to 24


On 13 Jan IDEA was trading at 10.80. The strike last trading price was 0.12, which was -0.01 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Jan IDEA was trading at 11.25. The strike last trading price was 0.12, which was -0.01 lower than the previous day. The implied volatity was 60.88, the open interest changed by 0 which decreased total open position to 22


On 9 Jan IDEA was trading at 11.26. The strike last trading price was 0.13, which was 0.02 higher than the previous day. The implied volatity was 61.25, the open interest changed by 1 which increased total open position to 21


On 8 Jan IDEA was trading at 11.50. The strike last trading price was 0.11, which was -0.01 lower than the previous day. The implied volatity was 60.96, the open interest changed by 0 which decreased total open position to 19


On 7 Jan IDEA was trading at 11.46. The strike last trading price was 0.12, which was 0 lower than the previous day. The implied volatity was 61.12, the open interest changed by 1 which increased total open position to 19


On 6 Jan IDEA was trading at 11.59. The strike last trading price was 0.12, which was -0.01 lower than the previous day. The implied volatity was 62.22, the open interest changed by 0 which decreased total open position to 19


On 5 Jan IDEA was trading at 11.43. The strike last trading price was 0.13, which was 0 lower than the previous day. The implied volatity was 61.28, the open interest changed by 6 which increased total open position to 17


On 2 Jan IDEA was trading at 11.78. The strike last trading price was 0.13, which was -0.03 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 1 Jan IDEA was trading at 11.60. The strike last trading price was 0.16, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 12


On 31 Dec IDEA was trading at 10.76. The strike last trading price was 0.32, which was 0.17 higher than the previous day. The implied volatity was 70.69, the open interest changed by 5 which increased total open position to 5