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

7.34 -0.02 (-0.27%)

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Historical option data for IDEA

14 Nov 2024 04:13 PM IST
IDEA 28NOV2024 8 CE
Delta: 0.28
Vega: 0.00
Theta: -0.01
Gamma: 0.37
Date Close Ltp Change IV Volume Change OI OI
14 Nov 7.34 0.15 -0.05 64.00 8,904 849 4,828
13 Nov 7.36 0.2 -0.05 69.03 2,732 44 3,971
12 Nov 7.67 0.25 -0.10 58.80 3,008 119 3,904
11 Nov 7.83 0.35 -0.05 61.50 1,436 174 3,785
8 Nov 7.88 0.4 -0.10 60.51 2,448 209 3,610
7 Nov 8.05 0.5 -0.05 58.87 5,666 5 3,401
6 Nov 8.17 0.55 -0.10 55.57 3,345 380 3,400
5 Nov 8.14 0.65 0.10 68.31 4,667 245 3,028
4 Nov 7.88 0.55 -0.25 72.22 7,118 594 2,789
1 Nov 8.45 0.8 0.10 58.75 1,673 -23 2,177
31 Oct 8.12 0.7 0.10 - 6,787 629 2,206
30 Oct 7.68 0.6 -0.20 - 7,003 -53 1,582
29 Oct 7.96 0.8 -0.05 - 932 177 1,622
28 Oct 8.25 0.85 0.20 - 2,137 471 1,443
25 Oct 7.66 0.65 -0.10 - 2,161 632 972
24 Oct 8.13 0.75 -0.20 - 703 94 350
23 Oct 8.25 0.95 -0.10 - 665 99 253
22 Oct 8.40 1.05 -0.10 - 206 5 154
21 Oct 8.50 1.15 -0.30 - 120 6 148
18 Oct 9.02 1.45 -0.15 - 12 0 141
17 Oct 9.05 1.6 -0.15 - 44 15 137
16 Oct 9.29 1.75 0.05 - 5 3 122
15 Oct 9.12 1.7 0.00 - 8 2 119
14 Oct 9.09 1.7 -0.20 - 7 2 116
11 Oct 9.18 1.9 0.00 - 0 14 0
10 Oct 9.31 1.9 0.15 - 18 11 111
9 Oct 9.19 1.75 -0.15 - 8 7 99
8 Oct 9.50 1.9 0.10 - 12 8 91
7 Oct 9.16 1.8 -6.70 - 86 82 82
4 Oct 9.79 8.5 0.00 - 0 0 0
3 Oct 9.87 8.5 0.00 - 0 0 0
1 Oct 10.17 8.5 0.00 - 0 0 0
30 Sept 10.36 8.5 0.00 - 0 0 0
27 Sept 10.66 8.5 0.00 - 0 0 0
25 Sept 10.36 8.5 0.00 - 0 0 0
23 Sept 10.82 8.5 0.00 - 0 0 0
20 Sept 10.47 8.5 0.00 - 0 0 0
19 Sept 10.38 8.5 0.00 - 0 0 0
18 Sept 12.90 8.5 0.00 - 0 0 0
17 Sept 13.12 8.5 0.00 - 0 0 0
11 Sept 13.14 8.5 0.00 - 0 0 0
9 Sept 13.20 8.5 0.00 - 0 0 0
6 Sept 13.35 8.5 - 0 0 0


For Vodafone Idea Limited - strike price 8 expiring on 28NOV2024

Delta for 8 CE is 0.28

Historical price for 8 CE is as follows

On 14 Nov IDEA was trading at 7.34. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 64.00, the open interest changed by 849 which increased total open position to 4828


On 13 Nov IDEA was trading at 7.36. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 69.03, the open interest changed by 44 which increased total open position to 3971


On 12 Nov IDEA was trading at 7.67. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 58.80, the open interest changed by 119 which increased total open position to 3904


On 11 Nov IDEA was trading at 7.83. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 61.50, the open interest changed by 174 which increased total open position to 3785


On 8 Nov IDEA was trading at 7.88. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 60.51, the open interest changed by 209 which increased total open position to 3610


On 7 Nov IDEA was trading at 8.05. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 58.87, the open interest changed by 5 which increased total open position to 3401


On 6 Nov IDEA was trading at 8.17. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 55.57, the open interest changed by 380 which increased total open position to 3400


On 5 Nov IDEA was trading at 8.14. The strike last trading price was 0.65, which was 0.10 higher than the previous day. The implied volatity was 68.31, the open interest changed by 245 which increased total open position to 3028


On 4 Nov IDEA was trading at 7.88. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 72.22, the open interest changed by 594 which increased total open position to 2789


On 1 Nov IDEA was trading at 8.45. The strike last trading price was 0.8, which was 0.10 higher than the previous day. The implied volatity was 58.75, the open interest changed by -23 which decreased total open position to 2177


On 31 Oct IDEA was trading at 8.12. The strike last trading price was 0.7, 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 30 Oct IDEA was trading at 7.68. The strike last trading price was 0.6, 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 0.8, 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 28 Oct IDEA was trading at 8.25. The strike last trading price was 0.85, 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 25 Oct IDEA was trading at 7.66. The strike last trading price was 0.65, which was -0.10 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 0.75, 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 23 Oct IDEA was trading at 8.25. The strike last trading price was 0.95, which was -0.10 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 1.05, which was -0.10 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 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 18 Oct IDEA was trading at 9.02. 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 17 Oct IDEA was trading at 9.05. 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 16 Oct IDEA was trading at 9.29. The strike last trading price was 1.75, 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 15 Oct IDEA was trading at 9.12. The strike last trading price was 1.7, 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 1.7, 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 11 Oct IDEA was trading at 9.18. The strike last trading price was 1.9, 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 1.9, which was 0.15 higher 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 1.75, 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 8 Oct IDEA was trading at 9.50. The strike last trading price was 1.9, 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 7 Oct IDEA was trading at 9.16. The strike last trading price was 1.8, which was -6.70 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 8.5, 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 8.5, 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 8.5, 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 8.5, 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 8.5, 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 25 Sept IDEA was trading at 10.36. The strike last trading price was 8.5, 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 Sept IDEA was trading at 10.82. The strike last trading price was 8.5, 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 20 Sept IDEA was trading at 10.47. The strike last trading price was 8.5, 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 19 Sept IDEA was trading at 10.38. The strike last trading price was 8.5, 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 Sept IDEA was trading at 12.90. The strike last trading price was 8.5, 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 Sept IDEA was trading at 13.12. The strike last trading price was 8.5, 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 Sept IDEA was trading at 13.14. The strike last trading price was 8.5, 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 Sept IDEA was trading at 13.20. The strike last trading price was 8.5, 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 6 Sept IDEA was trading at 13.35. The strike last trading price was 8.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


IDEA 28NOV2024 8 PE
Delta: -0.74
Vega: 0.00
Theta: -0.01
Gamma: 0.38
Date Close Ltp Change IV Volume Change OI OI
14 Nov 7.34 0.75 0.00 59.95 1,944 82 2,724
13 Nov 7.36 0.75 0.25 63.90 1,311 26 2,651
12 Nov 7.67 0.5 0.05 49.83 1,048 -101 2,628
11 Nov 7.83 0.45 0.00 55.12 1,710 221 2,730
8 Nov 7.88 0.45 0.05 54.20 1,174 0 2,502
7 Nov 8.05 0.4 0.00 58.33 1,597 142 2,501
6 Nov 8.17 0.4 -0.05 63.07 1,240 -44 2,362
5 Nov 8.14 0.45 -0.15 67.08 2,355 1 2,412
4 Nov 7.88 0.6 0.20 70.04 2,502 381 2,414
1 Nov 8.45 0.4 -0.10 69.42 1,557 436 1,914
31 Oct 8.12 0.5 -0.25 - 1,877 172 1,484
30 Oct 7.68 0.75 0.05 - 692 58 1,314
29 Oct 7.96 0.7 0.20 - 389 45 1,256
28 Oct 8.25 0.5 -0.40 - 1,181 297 1,203
25 Oct 7.66 0.9 0.35 - 1,347 63 906
24 Oct 8.13 0.55 0.00 - 550 68 843
23 Oct 8.25 0.55 0.05 - 635 220 774
22 Oct 8.40 0.5 0.00 - 439 236 554
21 Oct 8.50 0.5 0.15 - 390 86 317
18 Oct 9.02 0.35 -0.05 - 45 -1 230
17 Oct 9.05 0.4 0.05 - 168 18 227
16 Oct 9.29 0.35 -0.10 - 76 7 210
15 Oct 9.12 0.45 0.05 - 149 15 202
14 Oct 9.09 0.4 0.00 - 42 12 186
11 Oct 9.18 0.4 0.00 - 15 2 178
10 Oct 9.31 0.4 0.00 - 42 11 176
9 Oct 9.19 0.4 0.00 - 59 13 164
8 Oct 9.50 0.4 -0.05 - 45 9 151
7 Oct 9.16 0.45 0.15 - 140 23 141
4 Oct 9.79 0.3 0.00 - 23 1 117
3 Oct 9.87 0.3 0.05 - 18 1 116
1 Oct 10.17 0.25 0.00 - 9 4 116
30 Sept 10.36 0.25 0.00 - 8 4 112
27 Sept 10.66 0.25 0.00 - 11 -1 108
25 Sept 10.36 0.25 -0.05 - 1 0 110
23 Sept 10.82 0.3 0.00 - 52 6 110
20 Sept 10.47 0.3 -0.25 - 157 -3 105
19 Sept 10.38 0.55 0.40 - 161 92 108
18 Sept 12.90 0.15 0.00 - 13 -3 16
17 Sept 13.12 0.15 0.00 - 10 9 20
11 Sept 13.14 0.15 -0.05 - 1 0 11
9 Sept 13.20 0.2 -0.05 - 5 2 9
6 Sept 13.35 0.25 - 11 5 5


For Vodafone Idea Limited - strike price 8 expiring on 28NOV2024

Delta for 8 PE is -0.74

Historical price for 8 PE is as follows

On 14 Nov IDEA was trading at 7.34. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 59.95, the open interest changed by 82 which increased total open position to 2724


On 13 Nov IDEA was trading at 7.36. The strike last trading price was 0.75, which was 0.25 higher than the previous day. The implied volatity was 63.90, the open interest changed by 26 which increased total open position to 2651


On 12 Nov IDEA was trading at 7.67. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 49.83, the open interest changed by -101 which decreased total open position to 2628


On 11 Nov IDEA was trading at 7.83. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 55.12, the open interest changed by 221 which increased total open position to 2730


On 8 Nov IDEA was trading at 7.88. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 54.20, the open interest changed by 0 which decreased total open position to 2502


On 7 Nov IDEA was trading at 8.05. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 58.33, the open interest changed by 142 which increased total open position to 2501


On 6 Nov IDEA was trading at 8.17. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 63.07, the open interest changed by -44 which decreased total open position to 2362


On 5 Nov IDEA was trading at 8.14. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 67.08, the open interest changed by 1 which increased total open position to 2412


On 4 Nov IDEA was trading at 7.88. The strike last trading price was 0.6, which was 0.20 higher than the previous day. The implied volatity was 70.04, the open interest changed by 381 which increased total open position to 2414


On 1 Nov IDEA was trading at 8.45. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 69.42, the open interest changed by 436 which increased total open position to 1914


On 31 Oct IDEA was trading at 8.12. The strike last trading price was 0.5, 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 30 Oct IDEA was trading at 7.68. The strike last trading price was 0.75, 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 29 Oct IDEA was trading at 7.96. The strike last trading price was 0.7, 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 28 Oct IDEA was trading at 8.25. The strike last trading price was 0.5, which was -0.40 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 0.9, 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 24 Oct IDEA was trading at 8.13. The strike last trading price was 0.55, 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 0.55, 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 22 Oct IDEA was trading at 8.40. The strike last trading price was 0.5, 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 0.5, which was 0.15 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 0.35, 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 0.4, 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 0.35, which was -0.10 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 0.45, 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 14 Oct IDEA was trading at 9.09. The strike last trading price was 0.4, 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 11 Oct IDEA was trading at 9.18. The strike last trading price was 0.4, 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 10 Oct IDEA was trading at 9.31. The strike last trading price was 0.4, 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 9 Oct IDEA was trading at 9.19. The strike last trading price was 0.4, 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 8 Oct IDEA was trading at 9.50. The strike last trading price was 0.4, 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 7 Oct IDEA was trading at 9.16. The strike last trading price was 0.45, which was 0.15 higher 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 0.3, 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 0.3, 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 1 Oct IDEA was trading at 10.17. 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 30 Sept IDEA was trading at 10.36. 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 27 Sept IDEA was trading at 10.66. 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 25 Sept IDEA was trading at 10.36. The strike last trading price was 0.25, 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 23 Sept IDEA was trading at 10.82. The strike last trading price was 0.3, 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 20 Sept IDEA was trading at 10.47. The strike last trading price was 0.3, 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 19 Sept IDEA was trading at 10.38. The strike last trading price was 0.55, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Sept IDEA was trading at 12.90. 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 17 Sept IDEA was trading at 13.12. 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 11 Sept IDEA was trading at 13.14. 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 9 Sept IDEA was trading at 13.20. 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 6 Sept IDEA was trading at 13.35. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to