IDEA
Vodafone Idea Limited
Historical option data for IDEA
20 Dec 2024 04:13 PM IST
| IDEA 26DEC2024 9 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 7.40 | 0.05 | 0.00 | - | 60 | -21 | 9,110 | |||
| 19 Dec | 7.69 | 0.05 | 0.00 | - | 120 | 37 | 9,130 | |||
| 18 Dec | 7.79 | 0.05 | 0.00 | 76.67 | 316 | 154 | 9,096 | |||
| 17 Dec | 7.81 | 0.05 | 0.00 | - | 2,053 | -128 | 8,943 | |||
| 16 Dec | 7.99 | 0.05 | -0.05 | 60.48 | 539 | 227 | 9,069 | |||
| 13 Dec | 7.99 | 0.1 | 0.00 | 65.38 | 1,277 | -10 | 8,848 | |||
| 12 Dec | 7.86 | 0.1 | 0.00 | 69.21 | 832 | 190 | 8,857 | |||
| 11 Dec | 8.03 | 0.1 | -0.05 | 59.91 | 4,346 | -336 | 8,671 | |||
| 10 Dec | 8.08 | 0.15 | -0.05 | 64.28 | 3,888 | 1,427 | 9,000 | |||
| 9 Dec | 8.09 | 0.2 | 0.00 | 70.52 | 3,102 | 396 | 7,544 | |||
| 6 Dec | 8.12 | 0.2 | -0.05 | 64.31 | 6,165 | -116 | 7,141 | |||
| 5 Dec | 8.08 | 0.25 | -0.15 | 72.34 | 14,013 | 1,340 | 7,239 | |||
| 4 Dec | 8.42 | 0.4 | 0.10 | 66.86 | 9,287 | 1,483 | 5,800 | |||
| 3 Dec | 8.21 | 0.3 | -0.05 | 70.01 | 3,333 | 248 | 4,312 | |||
| 2 Dec | 8.28 | 0.35 | -0.05 | 71.17 | 2,813 | 274 | 4,095 | |||
| 29 Nov | 8.36 | 0.4 | -0.10 | 69.56 | 8,119 | 490 | 3,825 | |||
| 28 Nov | 8.36 | 0.5 | 0.05 | 75.57 | 11,620 | 918 | 3,317 | |||
| 27 Nov | 8.34 | 0.45 | 0.10 | 71.06 | 7,969 | 777 | 2,369 | |||
| 26 Nov | 7.52 | 0.35 | 0.15 | 90.46 | 7,188 | 789 | 1,598 | |||
| 25 Nov | 6.97 | 0.2 | 0.10 | 86.11 | 1,623 | 320 | 799 | |||
| 22 Nov | 6.67 | 0.1 | -0.05 | - | 110 | 34 | 513 | |||
| 21 Nov | 6.91 | 0.15 | 0.00 | 79.51 | 174 | 13 | 477 | |||
| 20 Nov | 7.10 | 0.15 | 0.00 | 71.33 | 202 | -1 | 466 | |||
| 19 Nov | 7.10 | 0.15 | -0.05 | 71.33 | 202 | 1 | 466 | |||
| 18 Nov | 7.25 | 0.2 | 0.00 | 73.20 | 111 | 21 | 465 | |||
| 14 Nov | 7.34 | 0.2 | -0.05 | 66.48 | 391 | 112 | 444 | |||
| 13 Nov | 7.36 | 0.25 | -0.05 | 70.64 | 168 | 58 | 332 | |||
| 12 Nov | 7.67 | 0.3 | -0.05 | 66.84 | 235 | -10 | 274 | |||
| 11 Nov | 7.83 | 0.35 | -0.05 | 65.98 | 142 | 46 | 284 | |||
| 8 Nov | 7.88 | 0.4 | -0.20 | 67.19 | 249 | 102 | 238 | |||
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| 7 Nov | 8.05 | 0.6 | -0.05 | 78.22 | 96 | 35 | 135 | |||
| 6 Nov | 8.17 | 0.65 | 0.00 | 77.19 | 128 | 63 | 100 | |||
| 5 Nov | 8.14 | 0.65 | 0.00 | 77.09 | 54 | 20 | 36 | |||
| 4 Nov | 7.88 | 0.65 | -0.40 | 85.63 | 25 | 14 | 15 | |||
| 1 Nov | 8.45 | 1.05 | 95.24 | 1 | 0 | 0 | ||||
For Vodafone Idea Limited - strike price 9 expiring on 26DEC2024
Delta for 9 CE is -
Historical price for 9 CE is as follows
On 20 Dec IDEA was trading at 7.40. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 9110
On 19 Dec IDEA was trading at 7.69. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 37 which increased total open position to 9130
On 18 Dec IDEA was trading at 7.79. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 76.67, the open interest changed by 154 which increased total open position to 9096
On 17 Dec IDEA was trading at 7.81. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -128 which decreased total open position to 8943
On 16 Dec IDEA was trading at 7.99. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 60.48, the open interest changed by 227 which increased total open position to 9069
On 13 Dec IDEA was trading at 7.99. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 65.38, the open interest changed by -10 which decreased total open position to 8848
On 12 Dec IDEA was trading at 7.86. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 69.21, the open interest changed by 190 which increased total open position to 8857
On 11 Dec IDEA was trading at 8.03. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 59.91, the open interest changed by -336 which decreased total open position to 8671
On 10 Dec IDEA was trading at 8.08. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 64.28, the open interest changed by 1427 which increased total open position to 9000
On 9 Dec IDEA was trading at 8.09. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 70.52, the open interest changed by 396 which increased total open position to 7544
On 6 Dec IDEA was trading at 8.12. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 64.31, the open interest changed by -116 which decreased total open position to 7141
On 5 Dec IDEA was trading at 8.08. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 72.34, the open interest changed by 1340 which increased total open position to 7239
On 4 Dec IDEA was trading at 8.42. The strike last trading price was 0.4, which was 0.10 higher than the previous day. The implied volatity was 66.86, the open interest changed by 1483 which increased total open position to 5800
On 3 Dec IDEA was trading at 8.21. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 70.01, the open interest changed by 248 which increased total open position to 4312
On 2 Dec IDEA was trading at 8.28. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 71.17, the open interest changed by 274 which increased total open position to 4095
On 29 Nov IDEA was trading at 8.36. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 69.56, the open interest changed by 490 which increased total open position to 3825
On 28 Nov IDEA was trading at 8.36. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 75.57, the open interest changed by 918 which increased total open position to 3317
On 27 Nov IDEA was trading at 8.34. The strike last trading price was 0.45, which was 0.10 higher than the previous day. The implied volatity was 71.06, the open interest changed by 777 which increased total open position to 2369
On 26 Nov IDEA was trading at 7.52. The strike last trading price was 0.35, which was 0.15 higher than the previous day. The implied volatity was 90.46, the open interest changed by 789 which increased total open position to 1598
On 25 Nov IDEA was trading at 6.97. The strike last trading price was 0.2, which was 0.10 higher than the previous day. The implied volatity was 86.11, the open interest changed by 320 which increased total open position to 799
On 22 Nov IDEA was trading at 6.67. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 513
On 21 Nov IDEA was trading at 6.91. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 79.51, the open interest changed by 13 which increased total open position to 477
On 20 Nov IDEA was trading at 7.10. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 71.33, the open interest changed by -1 which decreased total open position to 466
On 19 Nov IDEA was trading at 7.10. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 71.33, the open interest changed by 1 which increased total open position to 466
On 18 Nov IDEA was trading at 7.25. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 73.20, the open interest changed by 21 which increased total open position to 465
On 14 Nov IDEA was trading at 7.34. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 66.48, the open interest changed by 112 which increased total open position to 444
On 13 Nov IDEA was trading at 7.36. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 70.64, the open interest changed by 58 which increased total open position to 332
On 12 Nov IDEA was trading at 7.67. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 66.84, the open interest changed by -10 which decreased total open position to 274
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 65.98, the open interest changed by 46 which increased total open position to 284
On 8 Nov IDEA was trading at 7.88. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 67.19, the open interest changed by 102 which increased total open position to 238
On 7 Nov IDEA was trading at 8.05. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 78.22, the open interest changed by 35 which increased total open position to 135
On 6 Nov IDEA was trading at 8.17. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 77.19, the open interest changed by 63 which increased total open position to 100
On 5 Nov IDEA was trading at 8.14. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 77.09, the open interest changed by 20 which increased total open position to 36
On 4 Nov IDEA was trading at 7.88. The strike last trading price was 0.65, which was -0.40 lower than the previous day. The implied volatity was 85.63, the open interest changed by 14 which increased total open position to 15
On 1 Nov IDEA was trading at 8.45. The strike last trading price was 1.05, which was lower than the previous day. The implied volatity was 95.24, the open interest changed by 0 which decreased total open position to 0
| IDEA 26DEC2024 9 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 7.40 | 1.65 | 0.35 | - | 113 | -45 | 1,767 |
| 19 Dec | 7.69 | 1.3 | 0.10 | - | 188 | -116 | 1,812 |
| 18 Dec | 7.79 | 1.2 | 0.00 | - | 465 | 32 | 1,930 |
| 17 Dec | 7.81 | 1.2 | 0.10 | 59.23 | 468 | -18 | 1,898 |
| 16 Dec | 7.99 | 1.1 | 0.10 | 77.22 | 120 | 13 | 1,916 |
| 13 Dec | 7.99 | 1 | -0.20 | 45.99 | 518 | -55 | 1,903 |
| 12 Dec | 7.86 | 1.2 | 0.15 | 67.84 | 301 | 99 | 1,959 |
| 11 Dec | 8.03 | 1.05 | 0.10 | 61.43 | 185 | -10 | 1,860 |
| 10 Dec | 8.08 | 0.95 | -0.10 | 52.21 | 159 | 23 | 1,871 |
| 9 Dec | 8.09 | 1.05 | 0.00 | 70.83 | 453 | 187 | 1,843 |
| 6 Dec | 8.12 | 1.05 | -0.05 | 66.17 | 740 | 62 | 1,655 |
| 5 Dec | 8.08 | 1.1 | 0.35 | 68.11 | 1,120 | 351 | 1,593 |
| 4 Dec | 8.42 | 0.75 | -0.30 | 62.49 | 766 | -55 | 1,247 |
| 3 Dec | 8.21 | 1.05 | 0.10 | 70.88 | 256 | 37 | 1,302 |
| 2 Dec | 8.28 | 0.95 | 0.00 | 63.49 | 546 | 132 | 1,265 |
| 29 Nov | 8.36 | 0.95 | 0.00 | 65.70 | 774 | 44 | 1,136 |
| 28 Nov | 8.36 | 0.95 | -0.05 | 69.97 | 1,721 | 590 | 1,091 |
| 27 Nov | 8.34 | 1 | -0.65 | 71.20 | 603 | 248 | 497 |
| 26 Nov | 7.52 | 1.65 | -0.35 | 88.34 | 405 | 158 | 249 |
| 25 Nov | 6.97 | 2 | -0.35 | - | 48 | 48 | 90 |
| 22 Nov | 6.67 | 2.35 | 0.25 | - | 12 | 3 | 45 |
| 21 Nov | 6.91 | 2.1 | 0.30 | 69.18 | 9 | 3 | 42 |
| 20 Nov | 7.10 | 1.8 | 0.00 | - | 2 | 2 | 37 |
| 19 Nov | 7.10 | 1.8 | 0.00 | - | 2 | 0 | 37 |
| 18 Nov | 7.25 | 1.8 | 0.15 | 63.42 | 1 | 0 | 36 |
| 14 Nov | 7.34 | 1.65 | 0.00 | 51.01 | 1 | 0 | 35 |
| 13 Nov | 7.36 | 1.65 | 0.20 | 57.05 | 3 | 2 | 34 |
| 12 Nov | 7.67 | 1.45 | 0.05 | 59.33 | 6 | 4 | 30 |
| 11 Nov | 7.83 | 1.4 | 0.00 | 63.99 | 2 | 1 | 27 |
| 8 Nov | 7.88 | 1.4 | 0.10 | 65.68 | 2 | 1 | 26 |
| 7 Nov | 8.05 | 1.3 | -0.05 | 66.47 | 10 | 5 | 24 |
| 6 Nov | 8.17 | 1.35 | 0.00 | 76.18 | 3 | 2 | 18 |
| 5 Nov | 8.14 | 1.35 | -0.20 | 73.68 | 14 | 9 | 14 |
| 4 Nov | 7.88 | 1.55 | 0.10 | 77.61 | 5 | 4 | 4 |
| 1 Nov | 8.45 | 1.45 | - | 0 | 0 | 0 | |
For Vodafone Idea Limited - strike price 9 expiring on 26DEC2024
Delta for 9 PE is -
Historical price for 9 PE is as follows
On 20 Dec IDEA was trading at 7.40. The strike last trading price was 1.65, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by -45 which decreased total open position to 1767
On 19 Dec IDEA was trading at 7.69. The strike last trading price was 1.3, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by -116 which decreased total open position to 1812
On 18 Dec IDEA was trading at 7.79. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 1930
On 17 Dec IDEA was trading at 7.81. The strike last trading price was 1.2, which was 0.10 higher than the previous day. The implied volatity was 59.23, the open interest changed by -18 which decreased total open position to 1898
On 16 Dec IDEA was trading at 7.99. The strike last trading price was 1.1, which was 0.10 higher than the previous day. The implied volatity was 77.22, the open interest changed by 13 which increased total open position to 1916
On 13 Dec IDEA was trading at 7.99. The strike last trading price was 1, which was -0.20 lower than the previous day. The implied volatity was 45.99, the open interest changed by -55 which decreased total open position to 1903
On 12 Dec IDEA was trading at 7.86. The strike last trading price was 1.2, which was 0.15 higher than the previous day. The implied volatity was 67.84, the open interest changed by 99 which increased total open position to 1959
On 11 Dec IDEA was trading at 8.03. The strike last trading price was 1.05, which was 0.10 higher than the previous day. The implied volatity was 61.43, the open interest changed by -10 which decreased total open position to 1860
On 10 Dec IDEA was trading at 8.08. The strike last trading price was 0.95, which was -0.10 lower than the previous day. The implied volatity was 52.21, the open interest changed by 23 which increased total open position to 1871
On 9 Dec IDEA was trading at 8.09. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 70.83, the open interest changed by 187 which increased total open position to 1843
On 6 Dec IDEA was trading at 8.12. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 66.17, the open interest changed by 62 which increased total open position to 1655
On 5 Dec IDEA was trading at 8.08. The strike last trading price was 1.1, which was 0.35 higher than the previous day. The implied volatity was 68.11, the open interest changed by 351 which increased total open position to 1593
On 4 Dec IDEA was trading at 8.42. The strike last trading price was 0.75, which was -0.30 lower than the previous day. The implied volatity was 62.49, the open interest changed by -55 which decreased total open position to 1247
On 3 Dec IDEA was trading at 8.21. The strike last trading price was 1.05, which was 0.10 higher than the previous day. The implied volatity was 70.88, the open interest changed by 37 which increased total open position to 1302
On 2 Dec IDEA was trading at 8.28. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 63.49, the open interest changed by 132 which increased total open position to 1265
On 29 Nov IDEA was trading at 8.36. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 65.70, the open interest changed by 44 which increased total open position to 1136
On 28 Nov IDEA was trading at 8.36. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 69.97, the open interest changed by 590 which increased total open position to 1091
On 27 Nov IDEA was trading at 8.34. The strike last trading price was 1, which was -0.65 lower than the previous day. The implied volatity was 71.20, the open interest changed by 248 which increased total open position to 497
On 26 Nov IDEA was trading at 7.52. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 88.34, the open interest changed by 158 which increased total open position to 249
On 25 Nov IDEA was trading at 6.97. The strike last trading price was 2, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 48 which increased total open position to 90
On 22 Nov IDEA was trading at 6.67. The strike last trading price was 2.35, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 45
On 21 Nov IDEA was trading at 6.91. The strike last trading price was 2.1, which was 0.30 higher than the previous day. The implied volatity was 69.18, the open interest changed by 3 which increased total open position to 42
On 20 Nov IDEA was trading at 7.10. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 37
On 19 Nov IDEA was trading at 7.10. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 18 Nov IDEA was trading at 7.25. The strike last trading price was 1.8, which was 0.15 higher than the previous day. The implied volatity was 63.42, the open interest changed by 0 which decreased total open position to 36
On 14 Nov IDEA was trading at 7.34. The strike last trading price was 1.65, which was 0.00 lower than the previous day. The implied volatity was 51.01, the open interest changed by 0 which decreased total open position to 35
On 13 Nov IDEA was trading at 7.36. The strike last trading price was 1.65, which was 0.20 higher than the previous day. The implied volatity was 57.05, the open interest changed by 2 which increased total open position to 34
On 12 Nov IDEA was trading at 7.67. The strike last trading price was 1.45, which was 0.05 higher than the previous day. The implied volatity was 59.33, the open interest changed by 4 which increased total open position to 30
On 11 Nov IDEA was trading at 7.83. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 63.99, the open interest changed by 1 which increased total open position to 27
On 8 Nov IDEA was trading at 7.88. The strike last trading price was 1.4, which was 0.10 higher than the previous day. The implied volatity was 65.68, the open interest changed by 1 which increased total open position to 26
On 7 Nov IDEA was trading at 8.05. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 66.47, the open interest changed by 5 which increased total open position to 24
On 6 Nov IDEA was trading at 8.17. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 76.18, the open interest changed by 2 which increased total open position to 18
On 5 Nov IDEA was trading at 8.14. The strike last trading price was 1.35, which was -0.20 lower than the previous day. The implied volatity was 73.68, the open interest changed by 9 which increased total open position to 14
On 4 Nov IDEA was trading at 7.88. The strike last trading price was 1.55, which was 0.10 higher than the previous day. The implied volatity was 77.61, the open interest changed by 4 which increased total open position to 4
On 1 Nov IDEA was trading at 8.45. The strike last trading price was 1.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
