[--[65.84.65.76]--]

IDEA

Vodafone Idea Limited
10.22 0.00 (0.00%)
L: 10.01 H: 10.3

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Historical option data for IDEA

30 Apr 2026 04:10 PM IST
IDEA 26-May-2026 (23d) 8 CE
Delta: 0.92
Vega: 0
Theta: -0.01
Gamma: 0.07697
Date Close Ltp Change IV Volume OI Chg OI
30 Apr 10.22 2.33 -0.08000000000000007 (-3.32%) 71.22 24 9 288
29 Apr 10.29 2.36 0.2599999999999998 (12.38%) 62.75 65 -13 278
28 Apr 9.95 2.09 0.23999999999999977 (12.97%) 69.27 168 -31 291
27 Apr 9.69 1.87 0.15000000000000013 (8.72%) 67.98 61 33 322
24 Apr 9.52 1.76 -0.010000000000000009 (-0.56%) 70.74 116 61 286
23 Apr 9.58 1.76 0.050000000000000044 (2.92%) 62.16 118 84 223
22 Apr 9.54 1.71 -0.030000000000000027 (-1.72%) 59.99 109 31 140
21 Apr 9.55 1.74 0.07000000000000006 (4.19%) 63.39 64 14 109
20 Apr 9.47 1.66 -0.14000000000000012 (-7.78%) 63.98 47 20 94
17 Apr 9.61 1.81 0.09000000000000008 (5.23%) 59.83 22 -3 74
16 Apr 9.53 1.7 0.09999999999999987 (6.25%) 53.1 5 2 76
15 Apr 9.44 1.6 0.06000000000000005 (3.90%) 51.57 15 6 74
13 Apr 9.25 1.54 0.030000000000000027 (1.99%) 58.04 31 13 69
10 Apr 9.25 1.51 0.050000000000000044 (3.42%) 54.38 10 4 58
9 Apr 9.12 1.46 -0.09 (-5.81%) 56.97 18 3 54
8 Apr 9.20 1.57 0.39 (33.05%) 56.88 16 0 52
7 Apr 8.63 1.18 -0.16 (-11.94%) 62.75 69 41 51
6 Apr 8.76 1.34 0.1 (8.06%) 68.14 7 3 8
2 Apr 8.58 1.2 -5.3 (-81.54%) - 0 0 5
1 Apr 8.64 1.2 -5.3 (-81.54%) - 0 0 5
30 Mar 8.53 1.2 -5.3 (-81.54%) 64.59 7 5 6
27 Mar 8.89 6.5 3.19 (96.37%) - 0 0 1
25 Mar 9.04 6.5 3.19 (96.37%) - 0 0 1
24 Mar 8.88 6.5 3.19 (96.37%) - 0 0 1
23 Mar 8.70 6.5 3.19 (96.37%) 531.05 1 0 0
20 Mar 9.34 3.31 0 (0.00%) - 0 0 0
19 Mar 8.94 3.31 0 (0.00%) - 0 0 0
18 Mar 9.44 - - - 0 0 0
17 Mar 9.25 - - - 0 0 0
16 Mar 9.39 3.31 0 (0.00%) - 0 0 0
13 Mar 9.27 3.31 0 (0.00%) - 0 0 0
12 Mar 9.56 3.31 0 (0.00%) - 0 0 0
11 Mar 9.71 - - - 0 0 0
10 Mar 10.01 - - - 0 0 0
9 Mar 9.91 - - - 0 0 0
6 Mar 10.06 - - - 0 0 0
5 Mar 10.22 3.31 0 (0.00%) - 0 0 0
4 Mar 9.99 - - - 0 0 0
2 Mar 10.29 3.31 0 (0.00%) - 0 0 0


For Vodafone Idea Limited - strike price 8 expiring on 26MAY2026

Delta for 8 CE is 0.92

Historical price for 8 CE is as follows

On 30 Apr IDEA was trading at 10.22. The strike last trading price was 2.33, which was -0.08000000000000007 lower than the previous day. The implied volatity was 71.22, the open interest changed by 9 which increased total open position to 288


On 29 Apr IDEA was trading at 10.29. The strike last trading price was 2.36, which was 0.2599999999999998 higher than the previous day. The implied volatity was 62.75, the open interest changed by -13 which decreased total open position to 278


On 28 Apr IDEA was trading at 9.95. The strike last trading price was 2.09, which was 0.23999999999999977 higher than the previous day. The implied volatity was 69.27, the open interest changed by -31 which decreased total open position to 291


On 27 Apr IDEA was trading at 9.69. The strike last trading price was 1.87, which was 0.15000000000000013 higher than the previous day. The implied volatity was 67.98, the open interest changed by 33 which increased total open position to 322


On 24 Apr IDEA was trading at 9.52. The strike last trading price was 1.76, which was -0.010000000000000009 lower than the previous day. The implied volatity was 70.74, the open interest changed by 61 which increased total open position to 286


On 23 Apr IDEA was trading at 9.58. The strike last trading price was 1.76, which was 0.050000000000000044 higher than the previous day. The implied volatity was 62.16, the open interest changed by 84 which increased total open position to 223


On 22 Apr IDEA was trading at 9.54. The strike last trading price was 1.71, which was -0.030000000000000027 lower than the previous day. The implied volatity was 59.99, the open interest changed by 31 which increased total open position to 140


On 21 Apr IDEA was trading at 9.55. The strike last trading price was 1.74, which was 0.07000000000000006 higher than the previous day. The implied volatity was 63.39, the open interest changed by 14 which increased total open position to 109


On 20 Apr IDEA was trading at 9.47. The strike last trading price was 1.66, which was -0.14000000000000012 lower than the previous day. The implied volatity was 63.98, the open interest changed by 20 which increased total open position to 94


On 17 Apr IDEA was trading at 9.61. The strike last trading price was 1.81, which was 0.09000000000000008 higher than the previous day. The implied volatity was 59.83, the open interest changed by -3 which decreased total open position to 74


On 16 Apr IDEA was trading at 9.53. The strike last trading price was 1.7, which was 0.09999999999999987 higher than the previous day. The implied volatity was 53.1, the open interest changed by 2 which increased total open position to 76


On 15 Apr IDEA was trading at 9.44. The strike last trading price was 1.6, which was 0.06000000000000005 higher than the previous day. The implied volatity was 51.57, the open interest changed by 6 which increased total open position to 74


On 13 Apr IDEA was trading at 9.25. The strike last trading price was 1.54, which was 0.030000000000000027 higher than the previous day. The implied volatity was 58.04, the open interest changed by 13 which increased total open position to 69


On 10 Apr IDEA was trading at 9.25. The strike last trading price was 1.51, which was 0.050000000000000044 higher than the previous day. The implied volatity was 54.38, the open interest changed by 4 which increased total open position to 58


On 9 Apr IDEA was trading at 9.12. The strike last trading price was 1.46, which was -0.09 lower than the previous day. The implied volatity was 56.97, the open interest changed by 3 which increased total open position to 54


On 8 Apr IDEA was trading at 9.20. The strike last trading price was 1.57, which was 0.39 higher than the previous day. The implied volatity was 56.88, the open interest changed by 0 which decreased total open position to 52


On 7 Apr IDEA was trading at 8.63. The strike last trading price was 1.18, which was -0.16 lower than the previous day. The implied volatity was 62.75, the open interest changed by 41 which increased total open position to 51


On 6 Apr IDEA was trading at 8.76. The strike last trading price was 1.34, which was 0.1 higher than the previous day. The implied volatity was 68.14, the open interest changed by 3 which increased total open position to 8


On 2 Apr IDEA was trading at 8.58. The strike last trading price was 1.2, which was -5.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 1 Apr IDEA was trading at 8.64. The strike last trading price was 1.2, which was -5.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 30 Mar IDEA was trading at 8.53. The strike last trading price was 1.2, which was -5.3 lower than the previous day. The implied volatity was 64.59, the open interest changed by 5 which increased total open position to 6


On 27 Mar IDEA was trading at 8.89. The strike last trading price was 6.5, which was 3.19 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 25 Mar IDEA was trading at 9.04. The strike last trading price was 6.5, which was 3.19 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 24 Mar IDEA was trading at 8.88. The strike last trading price was 6.5, which was 3.19 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 23 Mar IDEA was trading at 8.70. The strike last trading price was 6.5, which was 3.19 higher than the previous day. The implied volatity was 531.05, the open interest changed by 0 which decreased total open position to 0


On 20 Mar IDEA was trading at 9.34. The strike last trading price was 3.31, 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 Mar IDEA was trading at 8.94. The strike last trading price was 3.31, 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 18 Mar IDEA was trading at 9.44. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Mar IDEA was trading at 9.25. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Mar IDEA was trading at 9.39. The strike last trading price was 3.31, 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 Mar IDEA was trading at 9.27. The strike last trading price was 3.31, 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 Mar IDEA was trading at 9.56. The strike last trading price was 3.31, 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 Mar IDEA was trading at 9.71. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Mar IDEA was trading at 10.01. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Mar IDEA was trading at 9.91. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Mar IDEA was trading at 10.06. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Mar IDEA was trading at 10.22. The strike last trading price was 3.31, 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 Mar IDEA was trading at 9.99. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Mar IDEA was trading at 10.29. The strike last trading price was 3.31, 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 26-May-2026 (23d) 8 PE
Delta: -0.05
Vega: 0
Theta: 0
Gamma: 0.06638
Date Close Ltp Change IV Volume OI Chg OI
30 Apr 10.22 0.04 0 (0.00%) 60.18 269 25 730
29 Apr 10.29 0.04 -0.010000000000000002 (-20.00%) 60.5 1,122 30 706
28 Apr 9.95 0.05 -0.03 (-37.50%) 56.55 589 53 670
27 Apr 9.69 0.08 -0.020000000000000004 (-20.00%) 57.35 255 13 621
24 Apr 9.52 0.1 -0.009999999999999995 (-9.09%) 55.16 232 88 610
23 Apr 9.58 0.11 0.009999999999999995 (10.00%) 57.33 176 36 522
22 Apr 9.54 0.1 0 (0.00%) 54.01 118 7 486
21 Apr 9.55 0.11 -0.009999999999999995 (-8.33%) 55.34 86 10 479
20 Apr 9.47 0.12 0.01999999999999999 (20.00%) 53.72 154 36 467
17 Apr 9.61 0.1 0 (0.00%) 51.94 124 -6 427
16 Apr 9.53 0.1 -0.009999999999999995 (-9.09%) 49.82 126 3 433
15 Apr 9.44 0.11 -0.05 (-31.25%) 50.01 154 79 429
13 Apr 9.25 0.17 0 (0.00%) 51.42 210 13 349
10 Apr 9.25 0.17 -0.06 (-26.09%) 50.65 326 182 335
9 Apr 9.12 0.24 0 (0.00%) 56.16 55 9 154
8 Apr 9.20 0.24 -0.19 (-44.19%) 58.45 217 17 145
7 Apr 8.63 0.44 0.04 (10.00%) 62.45 105 35 128
6 Apr 8.76 0.43 -0.06 (-12.24%) 64.52 89 36 93
2 Apr 8.58 0.49 -0.01 (-2.00%) 61.95 48 16 57
1 Apr 8.64 0.5 -0.08 (-13.79%) 64.98 28 8 40
30 Mar 8.53 0.59 0.17 (40.48%) 68.73 18 15 31
27 Mar 8.89 0.42 0.02 (5.00%) 62.12 13 4 16
25 Mar 9.04 0.4 -0.09 (-18.37%) 62.38 22 -11 11
24 Mar 8.88 0.49 -0.09 (-15.52%) 67.17 5 1 22
23 Mar 8.70 0.6 0.18 (42.86%) 71.09 21 15 21
20 Mar 9.34 0.42 -0.1 (-19.23%) 68.01 13 3 15
19 Mar 8.94 0.52 0.26 (100.00%) 68.78 12 9 9
18 Mar 9.44 - - - 0 0 0
17 Mar 9.25 - - - 0 0 0
16 Mar 9.39 0.26 0 (0.00%) 15.87 0 0 0
13 Mar 9.27 0.26 0 (0.00%) 16.41 0 0 0
12 Mar 9.56 0.26 0 (0.00%) 16.24 0 0 0
11 Mar 9.71 - - - 0 0 0
10 Mar 10.01 - - - 0 0 0
9 Mar 9.91 - - - 0 0 0
6 Mar 10.06 - - - 0 0 0
5 Mar 10.22 0.26 0 (0.00%) - 0 0 0
4 Mar 9.99 - - - 0 0 0
2 Mar 10.29 0.26 0 (0.00%) 19.62 0 0 0


For Vodafone Idea Limited - strike price 8 expiring on 26MAY2026

Delta for 8 PE is -0.05

Historical price for 8 PE is as follows

On 30 Apr IDEA was trading at 10.22. The strike last trading price was 0.04, which was 0 lower than the previous day. The implied volatity was 60.18, the open interest changed by 25 which increased total open position to 730


On 29 Apr IDEA was trading at 10.29. The strike last trading price was 0.04, which was -0.010000000000000002 lower than the previous day. The implied volatity was 60.5, the open interest changed by 30 which increased total open position to 706


On 28 Apr IDEA was trading at 9.95. The strike last trading price was 0.05, which was -0.03 lower than the previous day. The implied volatity was 56.55, the open interest changed by 53 which increased total open position to 670


On 27 Apr IDEA was trading at 9.69. The strike last trading price was 0.08, which was -0.020000000000000004 lower than the previous day. The implied volatity was 57.35, the open interest changed by 13 which increased total open position to 621


On 24 Apr IDEA was trading at 9.52. The strike last trading price was 0.1, which was -0.009999999999999995 lower than the previous day. The implied volatity was 55.16, the open interest changed by 88 which increased total open position to 610


On 23 Apr IDEA was trading at 9.58. The strike last trading price was 0.11, which was 0.009999999999999995 higher than the previous day. The implied volatity was 57.33, the open interest changed by 36 which increased total open position to 522


On 22 Apr IDEA was trading at 9.54. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 54.01, the open interest changed by 7 which increased total open position to 486


On 21 Apr IDEA was trading at 9.55. The strike last trading price was 0.11, which was -0.009999999999999995 lower than the previous day. The implied volatity was 55.34, the open interest changed by 10 which increased total open position to 479


On 20 Apr IDEA was trading at 9.47. The strike last trading price was 0.12, which was 0.01999999999999999 higher than the previous day. The implied volatity was 53.72, the open interest changed by 36 which increased total open position to 467


On 17 Apr IDEA was trading at 9.61. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 51.94, the open interest changed by -6 which decreased total open position to 427


On 16 Apr IDEA was trading at 9.53. The strike last trading price was 0.1, which was -0.009999999999999995 lower than the previous day. The implied volatity was 49.82, the open interest changed by 3 which increased total open position to 433


On 15 Apr IDEA was trading at 9.44. The strike last trading price was 0.11, which was -0.05 lower than the previous day. The implied volatity was 50.01, the open interest changed by 79 which increased total open position to 429


On 13 Apr IDEA was trading at 9.25. The strike last trading price was 0.17, which was 0 lower than the previous day. The implied volatity was 51.42, the open interest changed by 13 which increased total open position to 349


On 10 Apr IDEA was trading at 9.25. The strike last trading price was 0.17, which was -0.06 lower than the previous day. The implied volatity was 50.65, the open interest changed by 182 which increased total open position to 335


On 9 Apr IDEA was trading at 9.12. The strike last trading price was 0.24, which was 0 lower than the previous day. The implied volatity was 56.16, the open interest changed by 9 which increased total open position to 154


On 8 Apr IDEA was trading at 9.20. The strike last trading price was 0.24, which was -0.19 lower than the previous day. The implied volatity was 58.45, the open interest changed by 17 which increased total open position to 145


On 7 Apr IDEA was trading at 8.63. The strike last trading price was 0.44, which was 0.04 higher than the previous day. The implied volatity was 62.45, the open interest changed by 35 which increased total open position to 128


On 6 Apr IDEA was trading at 8.76. The strike last trading price was 0.43, which was -0.06 lower than the previous day. The implied volatity was 64.52, the open interest changed by 36 which increased total open position to 93


On 2 Apr IDEA was trading at 8.58. The strike last trading price was 0.49, which was -0.01 lower than the previous day. The implied volatity was 61.95, the open interest changed by 16 which increased total open position to 57


On 1 Apr IDEA was trading at 8.64. The strike last trading price was 0.5, which was -0.08 lower than the previous day. The implied volatity was 64.98, the open interest changed by 8 which increased total open position to 40


On 30 Mar IDEA was trading at 8.53. The strike last trading price was 0.59, which was 0.17 higher than the previous day. The implied volatity was 68.73, the open interest changed by 15 which increased total open position to 31


On 27 Mar IDEA was trading at 8.89. The strike last trading price was 0.42, which was 0.02 higher than the previous day. The implied volatity was 62.12, the open interest changed by 4 which increased total open position to 16


On 25 Mar IDEA was trading at 9.04. The strike last trading price was 0.4, which was -0.09 lower than the previous day. The implied volatity was 62.38, the open interest changed by -11 which decreased total open position to 11


On 24 Mar IDEA was trading at 8.88. The strike last trading price was 0.49, which was -0.09 lower than the previous day. The implied volatity was 67.17, the open interest changed by 1 which increased total open position to 22


On 23 Mar IDEA was trading at 8.70. The strike last trading price was 0.6, which was 0.18 higher than the previous day. The implied volatity was 71.09, the open interest changed by 15 which increased total open position to 21


On 20 Mar IDEA was trading at 9.34. The strike last trading price was 0.42, which was -0.1 lower than the previous day. The implied volatity was 68.01, the open interest changed by 3 which increased total open position to 15


On 19 Mar IDEA was trading at 8.94. The strike last trading price was 0.52, which was 0.26 higher than the previous day. The implied volatity was 68.78, the open interest changed by 9 which increased total open position to 9


On 18 Mar IDEA was trading at 9.44. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Mar IDEA was trading at 9.25. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Mar IDEA was trading at 9.39. The strike last trading price was 0.26, which was 0 lower than the previous day. The implied volatity was 15.87, the open interest changed by 0 which decreased total open position to 0


On 13 Mar IDEA was trading at 9.27. The strike last trading price was 0.26, which was 0 lower than the previous day. The implied volatity was 16.41, the open interest changed by 0 which decreased total open position to 0


On 12 Mar IDEA was trading at 9.56. The strike last trading price was 0.26, which was 0 lower than the previous day. The implied volatity was 16.24, the open interest changed by 0 which decreased total open position to 0


On 11 Mar IDEA was trading at 9.71. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Mar IDEA was trading at 10.01. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Mar IDEA was trading at 9.91. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Mar IDEA was trading at 10.06. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Mar IDEA was trading at 10.22. The strike last trading price was 0.26, 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 Mar IDEA was trading at 9.99. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Mar IDEA was trading at 10.29. The strike last trading price was 0.26, which was 0 lower than the previous day. The implied volatity was 19.62, the open interest changed by 0 which decreased total open position to 0