IDEA

Vodafone Idea Limited

10.74 +0.45 (4.37%)

L: 10.1 H: 10.81

Back to Option Chain

Historical option data for IDEA
09 Dec 2025 04:12 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

IDEA 30-DEC-2025 9 CE
Delta: 0.90 Vega: 0.00 Theta: -0.01 Gamma: 0.11
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	10.74	1.9 ₹ 1,35,802.5	0.43 30734.25	64.95	678 4,84,60,050	-11 -7,86,225	768 5,48,92,800
8 Dec	10.29	1.45 ₹ 1,03,638.75	-0.48 -34308.00	57.63	412 2,94,47,700	53 37,88,175	778 5,56,07,550
5 Dec	10.80	1.94 ₹ 1,38,661.5	0.12 8577.00	62.16	268 1,91,55,300	5 3,57,375	727 5,19,62,325
4 Dec	10.68	1.82 ₹ 1,30,084.5	0.1 7147.50	52.73	459 3,28,07,025	-34 -24,30,150	722 5,16,04,950
3 Dec	10.55	1.74 ₹ 1,24,366.5	0.39 27875.25	56.55	447 3,19,49,325	-51 -36,45,225	761 5,43,92,475
2 Dec	10.13	1.37 ₹ 97,920.75	0.18 12865.50	51.15	239 1,70,82,525	52 37,16,700	812 5,80,37,700
1 Dec	9.93	1.21 ₹ 86,484.75	0 0.00	48.44	474 3,38,79,150	-18 -12,86,550	760 5,43,21,000
28 Nov	9.96	1.2 ₹ 85,770	-0.15 -10721.25	46.19	176 1,25,79,600	62 44,31,450	778 5,56,07,550
27 Nov	10.11	1.34 ₹ 95,776.5	0.02 1429.50	49.48	179 1,27,94,025	-11 -7,86,225	716 5,11,76,100
26 Nov	10.08	1.36 ₹ 97,206	0.05 3573.75	48.95	186 1,32,94,350	32 22,87,200	727 5,19,62,325
25 Nov	10.05	1.34 ₹ 95,776.5	0.04 2859.00	46.56	404 2,88,75,900	222 1,58,67,450	697 4,98,18,075
24 Nov	9.98	1.31 ₹ 93,632.25	-0.01 -714.75	54.09	150 1,07,21,250	73 52,17,675	474 3,38,79,150
21 Nov	9.97	1.34 ₹ 95,776.5	-0.11 -7862.25	47.90	148 1,05,78,300	56 40,02,600	400 2,85,90,000
20 Nov	10.17	1.47 ₹ 1,05,068.25	-0.45 -32163.75	50.70	285 2,03,70,375	56 40,02,600	343 2,45,15,925
19 Nov	10.69	1.9 ₹ 1,35,802.5	-0.07 -5003.25	50.75	114 81,48,150	46 32,87,850	287 2,05,13,325
18 Nov	10.74	1.97 ₹ 1,40,805.75	-0.19 -13580.25	51.04	116 82,91,100	-46 -32,87,850	241 1,72,25,475
17 Nov	10.93	2.16 ₹ 1,54,386	0.01 714.75	54.34	39 27,87,525	-1 -71,475	287 2,05,13,325

14 Nov	10.94	2.16 ₹ 1,54,386	0.39 27875.25	49.31	151 1,07,92,725	57 40,74,075	308 2,20,14,300
13 Nov	10.47	1.78 ₹ 1,27,225.5	0.06 4288.50	51.04	35 25,01,625	-1 -71,475	251 1,79,40,225
12 Nov	10.37	1.73 ₹ 1,23,651.75	0.05 3573.75	57.63	126 90,05,850	38 27,16,050	252 1,80,11,700
11 Nov	10.24	1.64 ₹ 1,17,219	0.52 37167.00	59.38	106 75,76,350	7 5,00,325	214 1,52,95,650
10 Nov	9.50	1.12 ₹ 80,052	-0.08 -5718.00	55.24	96 68,61,600	16 11,43,600	206 1,47,23,850
7 Nov	9.61	1.21 ₹ 86,484.75	0.24 17154.00	56.05	106 75,76,350	11 7,86,225	190 1,35,80,250
6 Nov	9.27	0.96 ₹ 68,616	-0.14 -10006.50	54.32	102 72,90,450	26 18,58,350	185 1,32,22,875
4 Nov	9.41	1.1 ₹ 78,622.5	-0.19 -13580.25	57.35	72 51,46,200	8 5,71,800	157 1,12,21,575
3 Nov	9.54	1.29 ₹ 92,202.75	0.49 35022.75	61.01	386 2,75,89,350	16 11,43,600	147 1,05,06,825
31 Oct	8.73	0.75 ₹ 53,606.25	-0.05 -3573.75	-	76 54,32,100	-8 -5,71,800	128 91,48,800
30 Oct	8.73	0.8 ₹ 57,180	-0.35 -25016.25	59.32	372 2,65,88,700	129 92,20,275	135 96,49,125
29 Oct	9.36	1.15 ₹ 82,196.25	-0.2 -14295.00	57.41	7 5,00,325	5 3,57,375	5 3,57,375

For Vodafone Idea Limited - strike price 9 expiring on 30DEC2025

Delta for 9 CE is 0.90

Historical price for 9 CE is as follows

On 9 Dec IDEA was trading at 10.74. The strike last trading price was 1.9, which was 0.43 higher than the previous day. The implied volatity was 64.95, the open interest changed by -11 which decreased total open position to 768

On 8 Dec IDEA was trading at 10.29. The strike last trading price was 1.45, which was -0.48 lower than the previous day. The implied volatity was 57.63, the open interest changed by 53 which increased total open position to 778

On 5 Dec IDEA was trading at 10.80. The strike last trading price was 1.94, which was 0.12 higher than the previous day. The implied volatity was 62.16, the open interest changed by 5 which increased total open position to 727

On 4 Dec IDEA was trading at 10.68. The strike last trading price was 1.82, which was 0.1 higher than the previous day. The implied volatity was 52.73, the open interest changed by -34 which decreased total open position to 722

On 3 Dec IDEA was trading at 10.55. The strike last trading price was 1.74, which was 0.39 higher than the previous day. The implied volatity was 56.55, the open interest changed by -51 which decreased total open position to 761

On 2 Dec IDEA was trading at 10.13. The strike last trading price was 1.37, which was 0.18 higher than the previous day. The implied volatity was 51.15, the open interest changed by 52 which increased total open position to 812

On 1 Dec IDEA was trading at 9.93. The strike last trading price was 1.21, which was 0 lower than the previous day. The implied volatity was 48.44, the open interest changed by -18 which decreased total open position to 760

On 28 Nov IDEA was trading at 9.96. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 46.19, the open interest changed by 62 which increased total open position to 778

On 27 Nov IDEA was trading at 10.11. The strike last trading price was 1.34, which was 0.02 higher than the previous day. The implied volatity was 49.48, the open interest changed by -11 which decreased total open position to 716

On 26 Nov IDEA was trading at 10.08. The strike last trading price was 1.36, which was 0.05 higher than the previous day. The implied volatity was 48.95, the open interest changed by 32 which increased total open position to 727

On 25 Nov IDEA was trading at 10.05. The strike last trading price was 1.34, which was 0.04 higher than the previous day. The implied volatity was 46.56, the open interest changed by 222 which increased total open position to 697

On 24 Nov IDEA was trading at 9.98. The strike last trading price was 1.31, which was -0.01 lower than the previous day. The implied volatity was 54.09, the open interest changed by 73 which increased total open position to 474

On 21 Nov IDEA was trading at 9.97. The strike last trading price was 1.34, which was -0.11 lower than the previous day. The implied volatity was 47.90, the open interest changed by 56 which increased total open position to 400

On 20 Nov IDEA was trading at 10.17. The strike last trading price was 1.47, which was -0.45 lower than the previous day. The implied volatity was 50.70, the open interest changed by 56 which increased total open position to 343

On 19 Nov IDEA was trading at 10.69. The strike last trading price was 1.9, which was -0.07 lower than the previous day. The implied volatity was 50.75, the open interest changed by 46 which increased total open position to 287

On 18 Nov IDEA was trading at 10.74. The strike last trading price was 1.97, which was -0.19 lower than the previous day. The implied volatity was 51.04, the open interest changed by -46 which decreased total open position to 241

On 17 Nov IDEA was trading at 10.93. The strike last trading price was 2.16, which was 0.01 higher than the previous day. The implied volatity was 54.34, the open interest changed by -1 which decreased total open position to 287

On 14 Nov IDEA was trading at 10.94. The strike last trading price was 2.16, which was 0.39 higher than the previous day. The implied volatity was 49.31, the open interest changed by 57 which increased total open position to 308

On 13 Nov IDEA was trading at 10.47. The strike last trading price was 1.78, which was 0.06 higher than the previous day. The implied volatity was 51.04, the open interest changed by -1 which decreased total open position to 251

On 12 Nov IDEA was trading at 10.37. The strike last trading price was 1.73, which was 0.05 higher than the previous day. The implied volatity was 57.63, the open interest changed by 38 which increased total open position to 252

On 11 Nov IDEA was trading at 10.24. The strike last trading price was 1.64, which was 0.52 higher than the previous day. The implied volatity was 59.38, the open interest changed by 7 which increased total open position to 214

On 10 Nov IDEA was trading at 9.50. The strike last trading price was 1.12, which was -0.08 lower than the previous day. The implied volatity was 55.24, the open interest changed by 16 which increased total open position to 206

On 7 Nov IDEA was trading at 9.61. The strike last trading price was 1.21, which was 0.24 higher than the previous day. The implied volatity was 56.05, the open interest changed by 11 which increased total open position to 190

On 6 Nov IDEA was trading at 9.27. The strike last trading price was 0.96, which was -0.14 lower than the previous day. The implied volatity was 54.32, the open interest changed by 26 which increased total open position to 185

On 4 Nov IDEA was trading at 9.41. The strike last trading price was 1.1, which was -0.19 lower than the previous day. The implied volatity was 57.35, the open interest changed by 8 which increased total open position to 157

On 3 Nov IDEA was trading at 9.54. The strike last trading price was 1.29, which was 0.49 higher than the previous day. The implied volatity was 61.01, the open interest changed by 16 which increased total open position to 147

On 31 Oct IDEA was trading at 8.73. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 128

On 30 Oct IDEA was trading at 8.73. The strike last trading price was 0.8, which was -0.35 lower than the previous day. The implied volatity was 59.32, the open interest changed by 129 which increased total open position to 135

On 29 Oct IDEA was trading at 9.36. The strike last trading price was 1.15, which was -0.2 lower than the previous day. The implied volatity was 57.41, the open interest changed by 5 which increased total open position to 5

IDEA 30DEC2025 9 PE
Delta: -0.09 Vega: 0.00 Theta: -0.01 Gamma: 0.10
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	10.74	0.07 ₹ 5,003.25	-0.04 -2859.00	60.84	4,193 29,96,94,675	63 45,02,925	3,874 27,68,94,150
8 Dec	10.29	0.12 ₹ 8,577	0.05 3573.75	58.33	3,216 22,98,63,600	122 87,19,950	3,811 27,23,91,225
5 Dec	10.80	0.07 ₹ 5,003.25	-0.03 -2144.25	56.37	3,999 28,58,28,525	340 2,43,01,500	3,689 26,36,71,275
4 Dec	10.68	0.1 ₹ 7,147.5	0 0.00	59.43	4,034 28,83,30,150	103 73,61,925	3,359 24,00,84,525
3 Dec	10.55	0.11 ₹ 7,862.25	-0.03 -2144.25	57.63	3,507 25,06,62,825	238 1,70,11,050	3,258 23,28,65,550
2 Dec	10.13	0.13 ₹ 9,291.75	-0.03 -2144.25	50.97	1,671 11,94,34,725	94 67,18,650	3,011 21,52,11,225
1 Dec	9.93	0.15 ₹ 10,721.25	-0.01 -714.75	48.61	2,956 21,12,80,100	193 1,37,94,675	2,917 20,84,92,575
28 Nov	9.96	0.16 ₹ 11,436	0.01 714.75	47.25	1,480 10,57,83,000	154 1,10,07,150	2,729 19,50,55,275
27 Nov	10.11	0.16 ₹ 11,436	0 0.00	49.60	2,376 16,98,24,600	156 1,11,50,100	2,571 18,37,62,225
26 Nov	10.08	0.16 ₹ 11,436	-0.01 -714.75	49.38	1,198 8,56,27,050	275 1,96,55,625	2,415 17,26,12,125
25 Nov	10.05	0.16 ₹ 11,436	-0.07 -5003.25	48.52	1,154 8,24,82,150	247 1,76,54,325	2,135 15,25,99,125
24 Nov	9.98	0.23 ₹ 16,439.25	0.01 714.75	52.85	1,120 8,00,52,000	306 2,18,71,350	1,889 13,50,16,275
21 Nov	9.97	0.21 ₹ 15,009.75	0.01 714.75	50.68	924 6,60,42,900	236 1,68,68,100	1,582 11,30,73,450
20 Nov	10.17	0.21 ₹ 15,009.75	0.1 7147.50	52.67	1,072 7,66,21,200	112 80,05,200	1,335 9,54,19,125
19 Nov	10.69	0.12 ₹ 8,577	0.01 714.75	50.82	1,014 7,24,75,650	368 2,63,02,800	1,224 8,74,85,400
18 Nov	10.74	0.12 ₹ 8,577	0.01 714.75	51.45	277 1,97,98,575	103 73,61,925	856 6,11,82,600
17 Nov	10.93	0.12 ₹ 8,577	0.01 714.75	53.70	345 2,46,58,875	31 22,15,725	752 5,37,49,200
14 Nov	10.94	0.11 ₹ 7,862.25	-0.07 -5003.25	51.00	527 3,76,67,325	150 1,07,21,250	720 5,14,62,000
13 Nov	10.47	0.19 ₹ 13,580.25	-0.07 -5003.25	52.68	406 2,90,18,850	95 67,90,125	570 4,07,40,750
12 Nov	10.37	0.26 ₹ 18,583.5	-0.04 -2859.00	56.45	254 1,81,54,650	6 4,28,850	476 3,40,22,100
11 Nov	10.24	0.31 ₹ 22,157.25	-0.19 -13580.25	57.61	670 4,78,88,250	56 40,02,600	468 3,34,50,300
10 Nov	9.50	0.52 ₹ 37,167	0.03 2144.25	59.35	199 1,42,23,525	58 41,45,550	411 2,93,76,225
7 Nov	9.61	0.49 ₹ 35,022.75	-0.1 -7147.50	57.57	106 75,76,350	-11 -7,86,225	354 2,53,02,150
6 Nov	9.27	0.59 ₹ 42,170.25	0.03 2144.25	55.21	166 1,18,64,850	-6 -4,28,850	365 2,60,88,375
4 Nov	9.41	0.58 ₹ 41,455.5	-0.03 -2144.25	57.14	379 2,70,89,025	215 1,53,67,125	370 2,64,45,750
3 Nov	9.54	0.58 ₹ 41,455.5	-0.32 -22872.00	61.70	301 2,15,13,975	74 52,89,150	150 1,07,21,250
31 Oct	8.73	0.9 ₹ 64,327.5	0 0.00	-	44 31,44,900	27 19,29,825	86 61,46,850
30 Oct	8.73	0.9 ₹ 64,327.5	0.25 17868.75	59.26	122 87,19,950	41 29,30,475	58 41,45,550
29 Oct	9.36	0.65 ₹ 46,458.75	-0.15 -10721.25	59.60	19 13,58,025	14 10,00,650	14 10,00,650

For Vodafone Idea Limited - strike price 9 expiring on 30DEC2025

Delta for 9 PE is -0.09

Historical price for 9 PE is as follows

On 9 Dec IDEA was trading at 10.74. The strike last trading price was 0.07, which was -0.04 lower than the previous day. The implied volatity was 60.84, the open interest changed by 63 which increased total open position to 3874

On 8 Dec IDEA was trading at 10.29. The strike last trading price was 0.12, which was 0.05 higher than the previous day. The implied volatity was 58.33, the open interest changed by 122 which increased total open position to 3811

On 5 Dec IDEA was trading at 10.80. The strike last trading price was 0.07, which was -0.03 lower than the previous day. The implied volatity was 56.37, the open interest changed by 340 which increased total open position to 3689

On 4 Dec IDEA was trading at 10.68. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 59.43, the open interest changed by 103 which increased total open position to 3359

On 3 Dec IDEA was trading at 10.55. The strike last trading price was 0.11, which was -0.03 lower than the previous day. The implied volatity was 57.63, the open interest changed by 238 which increased total open position to 3258

On 2 Dec IDEA was trading at 10.13. The strike last trading price was 0.13, which was -0.03 lower than the previous day. The implied volatity was 50.97, the open interest changed by 94 which increased total open position to 3011

On 1 Dec IDEA was trading at 9.93. The strike last trading price was 0.15, which was -0.01 lower than the previous day. The implied volatity was 48.61, the open interest changed by 193 which increased total open position to 2917

On 28 Nov IDEA was trading at 9.96. The strike last trading price was 0.16, which was 0.01 higher than the previous day. The implied volatity was 47.25, the open interest changed by 154 which increased total open position to 2729

On 27 Nov IDEA was trading at 10.11. The strike last trading price was 0.16, which was 0 lower than the previous day. The implied volatity was 49.60, the open interest changed by 156 which increased total open position to 2571

On 26 Nov IDEA was trading at 10.08. The strike last trading price was 0.16, which was -0.01 lower than the previous day. The implied volatity was 49.38, the open interest changed by 275 which increased total open position to 2415

On 25 Nov IDEA was trading at 10.05. The strike last trading price was 0.16, which was -0.07 lower than the previous day. The implied volatity was 48.52, the open interest changed by 247 which increased total open position to 2135

On 24 Nov IDEA was trading at 9.98. The strike last trading price was 0.23, which was 0.01 higher than the previous day. The implied volatity was 52.85, the open interest changed by 306 which increased total open position to 1889

On 21 Nov IDEA was trading at 9.97. The strike last trading price was 0.21, which was 0.01 higher than the previous day. The implied volatity was 50.68, the open interest changed by 236 which increased total open position to 1582

On 20 Nov IDEA was trading at 10.17. The strike last trading price was 0.21, which was 0.1 higher than the previous day. The implied volatity was 52.67, the open interest changed by 112 which increased total open position to 1335

On 19 Nov IDEA was trading at 10.69. The strike last trading price was 0.12, which was 0.01 higher than the previous day. The implied volatity was 50.82, the open interest changed by 368 which increased total open position to 1224

On 18 Nov IDEA was trading at 10.74. The strike last trading price was 0.12, which was 0.01 higher than the previous day. The implied volatity was 51.45, the open interest changed by 103 which increased total open position to 856

On 17 Nov IDEA was trading at 10.93. The strike last trading price was 0.12, which was 0.01 higher than the previous day. The implied volatity was 53.70, the open interest changed by 31 which increased total open position to 752

On 14 Nov IDEA was trading at 10.94. The strike last trading price was 0.11, which was -0.07 lower than the previous day. The implied volatity was 51.00, the open interest changed by 150 which increased total open position to 720

On 13 Nov IDEA was trading at 10.47. The strike last trading price was 0.19, which was -0.07 lower than the previous day. The implied volatity was 52.68, the open interest changed by 95 which increased total open position to 570

On 12 Nov IDEA was trading at 10.37. The strike last trading price was 0.26, which was -0.04 lower than the previous day. The implied volatity was 56.45, the open interest changed by 6 which increased total open position to 476

On 11 Nov IDEA was trading at 10.24. The strike last trading price was 0.31, which was -0.19 lower than the previous day. The implied volatity was 57.61, the open interest changed by 56 which increased total open position to 468

On 10 Nov IDEA was trading at 9.50. The strike last trading price was 0.52, which was 0.03 higher than the previous day. The implied volatity was 59.35, the open interest changed by 58 which increased total open position to 411

On 7 Nov IDEA was trading at 9.61. The strike last trading price was 0.49, which was -0.1 lower than the previous day. The implied volatity was 57.57, the open interest changed by -11 which decreased total open position to 354

On 6 Nov IDEA was trading at 9.27. The strike last trading price was 0.59, which was 0.03 higher than the previous day. The implied volatity was 55.21, the open interest changed by -6 which decreased total open position to 365

On 4 Nov IDEA was trading at 9.41. The strike last trading price was 0.58, which was -0.03 lower than the previous day. The implied volatity was 57.14, the open interest changed by 215 which increased total open position to 370

On 3 Nov IDEA was trading at 9.54. The strike last trading price was 0.58, which was -0.32 lower than the previous day. The implied volatity was 61.70, the open interest changed by 74 which increased total open position to 150

On 31 Oct IDEA was trading at 8.73. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 86

On 30 Oct IDEA was trading at 8.73. The strike last trading price was 0.9, which was 0.25 higher than the previous day. The implied volatity was 59.26, the open interest changed by 41 which increased total open position to 58

On 29 Oct IDEA was trading at 9.36. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 59.60, the open interest changed by 14 which increased total open position to 14

Related Pages for IDEA

IDEA

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

CYIENT

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD