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

7.04 -0.13 (-1.81%)

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Historical option data for IDEA

09 Apr 2025 11:13 AM IST
IDEA 24APR2025 8 CE
Delta: 0.20
Vega: 0.00
Theta: -0.01
Gamma: 0.29
Date Close Ltp Change IV Volume Change OI OI
9 Apr 7.03 0.1 -0.05 67.09 876 238 9,018
8 Apr 7.17 0.15 -0.05 69.33 7,298 1,291 8,784
7 Apr 7.36 0.2 -0.15 64.07 7,149 825 7,553
4 Apr 7.91 0.4 -0.2 54.30 8,050 -10 6,735
3 Apr 8.19 0.55 -0.05 52.14 3,951 -80 6,751
2 Apr 8.22 0.65 0 61.38 9,687 -134 6,841
1 Apr 8.10 0.65 0.45 66.07 24,712 890 7,029
28 Mar 6.80 0.2 -0.1 76.34 5,811 742 6,139
27 Mar 6.92 0.25 -0.1 77.88 2,313 542 5,391
26 Mar 7.04 0.35 0 85.11 7,151 1,534 4,681
25 Mar 7.15 0.3 -0.1 71.84 1,317 114 3,152
24 Mar 7.34 0.4 -0.15 74.90 3,060 400 3,040
21 Mar 7.62 0.55 0.2 72.79 4,399 899 2,611
20 Mar 7.26 0.4 -0.05 71.99 3,500 -62 1,712
19 Mar 7.44 0.5 0.2 73.56 4,595 617 1,780
18 Mar 7.10 0.35 0.1 70.12 1,627 430 1,158
17 Mar 6.94 0.25 -0.05 65.04 422 155 728
13 Mar 6.95 0.25 -0.05 60.15 233 72 568
12 Mar 7.07 0.3 -0.1 60.68 1,294 125 499
11 Mar 7.34 0.4 0 59.83 881 41 370
10 Mar 7.26 0.35 -0.2 58.43 386 -29 336
7 Mar 7.55 0.55 -0.1 62.35 327 75 365
6 Mar 7.73 0.6 -0.1 60.44 55 4 288
5 Mar 7.86 0.7 0.15 60.66 116 7 283
4 Mar 7.43 0.55 -0.05 66.92 147 19 276
3 Mar 7.46 0.6 -0.05 69.87 331 57 257
28 Feb 7.55 0.65 -0.15 66.69 195 115 200
27 Feb 7.80 0.75 -0.1 66.73 34 17 85
26 Feb 7.91 0.85 -0.05 67.37 8 2 67
25 Feb 7.91 0.85 -0.05 67.37 8 1 67
24 Feb 7.92 0.9 -0.1 68.39 48 44 65
21 Feb 8.04 1 -0.15 70.29 34 17 21
20 Feb 8.27 1.15 -0.05 70.01 1 0 4
19 Feb 8.30 1.2 0.1 71.27 6 -3 4
18 Feb 8.07 1.1 -0.1 74.65 10 7 8
17 Feb 8.27 1.2 -0.6 71.43 1 0 0
14 Feb 8.21 1.8 0 - 0 0 0
13 Feb 8.64 1.8 0 - 0 0 0
12 Feb 8.39 1.8 0 - 0 0 0
11 Feb 8.82 1.8 0 - 0 0 0
6 Feb 9.27 1.8 0 - 0 0 0


For Vodafone Idea Limited - strike price 8 expiring on 24APR2025

Delta for 8 CE is 0.20

Historical price for 8 CE is as follows

On 9 Apr IDEA was trading at 7.03. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 67.09, the open interest changed by 238 which increased total open position to 9018


On 8 Apr IDEA was trading at 7.17. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 69.33, the open interest changed by 1291 which increased total open position to 8784


On 7 Apr IDEA was trading at 7.36. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 64.07, the open interest changed by 825 which increased total open position to 7553


On 4 Apr IDEA was trading at 7.91. The strike last trading price was 0.4, which was -0.2 lower than the previous day. The implied volatity was 54.30, the open interest changed by -10 which decreased total open position to 6735


On 3 Apr IDEA was trading at 8.19. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 52.14, the open interest changed by -80 which decreased total open position to 6751


On 2 Apr IDEA was trading at 8.22. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 61.38, the open interest changed by -134 which decreased total open position to 6841


On 1 Apr IDEA was trading at 8.10. The strike last trading price was 0.65, which was 0.45 higher than the previous day. The implied volatity was 66.07, the open interest changed by 890 which increased total open position to 7029


On 28 Mar IDEA was trading at 6.80. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 76.34, the open interest changed by 742 which increased total open position to 6139


On 27 Mar IDEA was trading at 6.92. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 77.88, the open interest changed by 542 which increased total open position to 5391


On 26 Mar IDEA was trading at 7.04. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 85.11, the open interest changed by 1534 which increased total open position to 4681


On 25 Mar IDEA was trading at 7.15. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 71.84, the open interest changed by 114 which increased total open position to 3152


On 24 Mar IDEA was trading at 7.34. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 74.90, the open interest changed by 400 which increased total open position to 3040


On 21 Mar IDEA was trading at 7.62. The strike last trading price was 0.55, which was 0.2 higher than the previous day. The implied volatity was 72.79, the open interest changed by 899 which increased total open position to 2611


On 20 Mar IDEA was trading at 7.26. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 71.99, the open interest changed by -62 which decreased total open position to 1712


On 19 Mar IDEA was trading at 7.44. The strike last trading price was 0.5, which was 0.2 higher than the previous day. The implied volatity was 73.56, the open interest changed by 617 which increased total open position to 1780


On 18 Mar IDEA was trading at 7.10. The strike last trading price was 0.35, which was 0.1 higher than the previous day. The implied volatity was 70.12, the open interest changed by 430 which increased total open position to 1158


On 17 Mar IDEA was trading at 6.94. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 65.04, the open interest changed by 155 which increased total open position to 728


On 13 Mar IDEA was trading at 6.95. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 60.15, the open interest changed by 72 which increased total open position to 568


On 12 Mar IDEA was trading at 7.07. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 60.68, the open interest changed by 125 which increased total open position to 499


On 11 Mar IDEA was trading at 7.34. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 59.83, the open interest changed by 41 which increased total open position to 370


On 10 Mar IDEA was trading at 7.26. The strike last trading price was 0.35, which was -0.2 lower than the previous day. The implied volatity was 58.43, the open interest changed by -29 which decreased total open position to 336


On 7 Mar IDEA was trading at 7.55. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 62.35, the open interest changed by 75 which increased total open position to 365


On 6 Mar IDEA was trading at 7.73. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 60.44, the open interest changed by 4 which increased total open position to 288


On 5 Mar IDEA was trading at 7.86. The strike last trading price was 0.7, which was 0.15 higher than the previous day. The implied volatity was 60.66, the open interest changed by 7 which increased total open position to 283


On 4 Mar IDEA was trading at 7.43. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 66.92, the open interest changed by 19 which increased total open position to 276


On 3 Mar IDEA was trading at 7.46. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 69.87, the open interest changed by 57 which increased total open position to 257


On 28 Feb IDEA was trading at 7.55. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 66.69, the open interest changed by 115 which increased total open position to 200


On 27 Feb IDEA was trading at 7.80. The strike last trading price was 0.75, which was -0.1 lower than the previous day. The implied volatity was 66.73, the open interest changed by 17 which increased total open position to 85


On 26 Feb IDEA was trading at 7.91. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 67.37, the open interest changed by 2 which increased total open position to 67


On 25 Feb IDEA was trading at 7.91. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 67.37, the open interest changed by 1 which increased total open position to 67


On 24 Feb IDEA was trading at 7.92. The strike last trading price was 0.9, which was -0.1 lower than the previous day. The implied volatity was 68.39, the open interest changed by 44 which increased total open position to 65


On 21 Feb IDEA was trading at 8.04. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 70.29, the open interest changed by 17 which increased total open position to 21


On 20 Feb IDEA was trading at 8.27. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 70.01, the open interest changed by 0 which decreased total open position to 4


On 19 Feb IDEA was trading at 8.30. The strike last trading price was 1.2, which was 0.1 higher than the previous day. The implied volatity was 71.27, the open interest changed by -3 which decreased total open position to 4


On 18 Feb IDEA was trading at 8.07. The strike last trading price was 1.1, which was -0.1 lower than the previous day. The implied volatity was 74.65, the open interest changed by 7 which increased total open position to 8


On 17 Feb IDEA was trading at 8.27. The strike last trading price was 1.2, which was -0.6 lower than the previous day. The implied volatity was 71.43, the open interest changed by 0 which decreased total open position to 0


On 14 Feb IDEA was trading at 8.21. The strike last trading price was 1.8, 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 8.64. The strike last trading price was 1.8, 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 8.39. The strike last trading price was 1.8, 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 8.82. The strike last trading price was 1.8, 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 9.27. The strike last trading price was 1.8, 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 8 PE
Delta: -0.79
Vega: 0.00
Theta: -0.01
Gamma: 0.29
Date Close Ltp Change IV Volume Change OI OI
9 Apr 7.03 1.05 0.1 70.33 502 64 3,166
8 Apr 7.17 0.95 0.15 70.36 1,338 4 3,109
7 Apr 7.36 0.75 0.3 61.82 1,516 -195 3,097
4 Apr 7.91 0.45 0.1 60.19 4,698 -179 3,292
3 Apr 8.19 0.35 0 60.93 1,414 112 3,471
2 Apr 8.22 0.3 -0.2 54.60 5,875 390 3,355
1 Apr 8.10 0.45 -0.9 68.62 9,187 1,492 2,976
28 Mar 6.80 1.3 0.05 69.34 585 232 1,484
27 Mar 6.92 1.25 0 74.57 656 205 1,246
26 Mar 7.04 1.25 0.1 84.20 898 103 1,035
25 Mar 7.15 1.1 0.1 72.57 449 94 930
24 Mar 7.34 0.95 0.1 67.26 625 56 835
21 Mar 7.62 0.85 -0.15 73.24 784 141 778
20 Mar 7.26 0.95 0 61.04 279 12 633
19 Mar 7.44 0.9 -0.2 66.89 643 191 621
18 Mar 7.10 1.05 -0.1 60.67 114 55 425
17 Mar 6.94 1.15 -0.05 54.78 11 2 363
13 Mar 6.95 1.2 0.05 62.72 58 -1 361
12 Mar 7.07 1.15 0.15 65.53 43 8 362
11 Mar 7.34 0.95 -0.1 61.43 168 -1 354
10 Mar 7.26 1.05 0.15 63.76 135 93 355
7 Mar 7.55 0.9 0.1 65.50 39 2 262
6 Mar 7.73 0.8 0.05 61.92 92 -8 255
5 Mar 7.86 0.75 -0.25 64.00 96 11 260
4 Mar 7.43 1 -0.05 65.19 14 -4 249
3 Mar 7.46 1.05 0.05 70.16 23 0 253
28 Feb 7.55 1 0.15 70.08 137 105 248
27 Feb 7.80 0.85 0.05 65.94 33 21 143
26 Feb 7.91 0.8 -0.05 65.00 5 3 121
25 Feb 7.91 0.8 -0.05 65.00 5 2 121
24 Feb 7.92 0.85 0.05 69.58 41 37 118
21 Feb 8.04 0.8 0.05 67.56 27 14 80
20 Feb 8.27 0.75 0 70.53 12 1 67
19 Feb 8.30 0.7 -0.25 67.10 21 14 66
18 Feb 8.07 0.9 0.05 74.74 53 -9 51
17 Feb 8.27 0.85 0 78.04 3 -1 59
14 Feb 8.21 0.85 0.15 72.41 74 45 60
13 Feb 8.64 0.7 -0.05 72.96 12 3 15
12 Feb 8.39 0.75 0.05 72.25 15 12 12
11 Feb 8.82 0.7 0 10.19 0 0 0
6 Feb 9.27 0.7 0 13.21 0 0 0


For Vodafone Idea Limited - strike price 8 expiring on 24APR2025

Delta for 8 PE is -0.79

Historical price for 8 PE is as follows

On 9 Apr IDEA was trading at 7.03. The strike last trading price was 1.05, which was 0.1 higher than the previous day. The implied volatity was 70.33, the open interest changed by 64 which increased total open position to 3166


On 8 Apr IDEA was trading at 7.17. The strike last trading price was 0.95, which was 0.15 higher than the previous day. The implied volatity was 70.36, the open interest changed by 4 which increased total open position to 3109


On 7 Apr IDEA was trading at 7.36. The strike last trading price was 0.75, which was 0.3 higher than the previous day. The implied volatity was 61.82, the open interest changed by -195 which decreased total open position to 3097


On 4 Apr IDEA was trading at 7.91. The strike last trading price was 0.45, which was 0.1 higher than the previous day. The implied volatity was 60.19, the open interest changed by -179 which decreased total open position to 3292


On 3 Apr IDEA was trading at 8.19. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 60.93, the open interest changed by 112 which increased total open position to 3471


On 2 Apr IDEA was trading at 8.22. The strike last trading price was 0.3, which was -0.2 lower than the previous day. The implied volatity was 54.60, the open interest changed by 390 which increased total open position to 3355


On 1 Apr IDEA was trading at 8.10. The strike last trading price was 0.45, which was -0.9 lower than the previous day. The implied volatity was 68.62, the open interest changed by 1492 which increased total open position to 2976


On 28 Mar IDEA was trading at 6.80. The strike last trading price was 1.3, which was 0.05 higher than the previous day. The implied volatity was 69.34, the open interest changed by 232 which increased total open position to 1484


On 27 Mar IDEA was trading at 6.92. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 74.57, the open interest changed by 205 which increased total open position to 1246


On 26 Mar IDEA was trading at 7.04. The strike last trading price was 1.25, which was 0.1 higher than the previous day. The implied volatity was 84.20, the open interest changed by 103 which increased total open position to 1035


On 25 Mar IDEA was trading at 7.15. The strike last trading price was 1.1, which was 0.1 higher than the previous day. The implied volatity was 72.57, the open interest changed by 94 which increased total open position to 930


On 24 Mar IDEA was trading at 7.34. The strike last trading price was 0.95, which was 0.1 higher than the previous day. The implied volatity was 67.26, the open interest changed by 56 which increased total open position to 835


On 21 Mar IDEA was trading at 7.62. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 73.24, the open interest changed by 141 which increased total open position to 778


On 20 Mar IDEA was trading at 7.26. The strike last trading price was 0.95, which was 0 lower than the previous day. The implied volatity was 61.04, the open interest changed by 12 which increased total open position to 633


On 19 Mar IDEA was trading at 7.44. The strike last trading price was 0.9, which was -0.2 lower than the previous day. The implied volatity was 66.89, the open interest changed by 191 which increased total open position to 621


On 18 Mar IDEA was trading at 7.10. The strike last trading price was 1.05, which was -0.1 lower than the previous day. The implied volatity was 60.67, the open interest changed by 55 which increased total open position to 425


On 17 Mar IDEA was trading at 6.94. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 54.78, the open interest changed by 2 which increased total open position to 363


On 13 Mar IDEA was trading at 6.95. The strike last trading price was 1.2, which was 0.05 higher than the previous day. The implied volatity was 62.72, the open interest changed by -1 which decreased total open position to 361


On 12 Mar IDEA was trading at 7.07. The strike last trading price was 1.15, which was 0.15 higher than the previous day. The implied volatity was 65.53, the open interest changed by 8 which increased total open position to 362


On 11 Mar IDEA was trading at 7.34. The strike last trading price was 0.95, which was -0.1 lower than the previous day. The implied volatity was 61.43, the open interest changed by -1 which decreased total open position to 354


On 10 Mar IDEA was trading at 7.26. The strike last trading price was 1.05, which was 0.15 higher than the previous day. The implied volatity was 63.76, the open interest changed by 93 which increased total open position to 355


On 7 Mar IDEA was trading at 7.55. The strike last trading price was 0.9, which was 0.1 higher than the previous day. The implied volatity was 65.50, the open interest changed by 2 which increased total open position to 262


On 6 Mar IDEA was trading at 7.73. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 61.92, the open interest changed by -8 which decreased total open position to 255


On 5 Mar IDEA was trading at 7.86. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 64.00, the open interest changed by 11 which increased total open position to 260


On 4 Mar IDEA was trading at 7.43. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 65.19, the open interest changed by -4 which decreased total open position to 249


On 3 Mar IDEA was trading at 7.46. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 70.16, the open interest changed by 0 which decreased total open position to 253


On 28 Feb IDEA was trading at 7.55. The strike last trading price was 1, which was 0.15 higher than the previous day. The implied volatity was 70.08, the open interest changed by 105 which increased total open position to 248


On 27 Feb IDEA was trading at 7.80. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 65.94, the open interest changed by 21 which increased total open position to 143


On 26 Feb IDEA was trading at 7.91. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 65.00, the open interest changed by 3 which increased total open position to 121


On 25 Feb IDEA was trading at 7.91. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 65.00, the open interest changed by 2 which increased total open position to 121


On 24 Feb IDEA was trading at 7.92. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 69.58, the open interest changed by 37 which increased total open position to 118


On 21 Feb IDEA was trading at 8.04. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 67.56, the open interest changed by 14 which increased total open position to 80


On 20 Feb IDEA was trading at 8.27. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was 70.53, the open interest changed by 1 which increased total open position to 67


On 19 Feb IDEA was trading at 8.30. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 67.10, the open interest changed by 14 which increased total open position to 66


On 18 Feb IDEA was trading at 8.07. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was 74.74, the open interest changed by -9 which decreased total open position to 51


On 17 Feb IDEA was trading at 8.27. The strike last trading price was 0.85, which was 0 lower than the previous day. The implied volatity was 78.04, the open interest changed by -1 which decreased total open position to 59


On 14 Feb IDEA was trading at 8.21. The strike last trading price was 0.85, which was 0.15 higher than the previous day. The implied volatity was 72.41, the open interest changed by 45 which increased total open position to 60


On 13 Feb IDEA was trading at 8.64. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 72.96, the open interest changed by 3 which increased total open position to 15


On 12 Feb IDEA was trading at 8.39. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 72.25, the open interest changed by 12 which increased total open position to 12


On 11 Feb IDEA was trading at 8.82. The strike last trading price was 0.7, which was 0 lower than the previous day. The implied volatity was 10.19, the open interest changed by 0 which decreased total open position to 0


On 6 Feb IDEA was trading at 9.27. The strike last trading price was 0.7, which was 0 lower than the previous day. The implied volatity was 13.21, the open interest changed by 0 which decreased total open position to 0