IDEA
Vodafone Idea Limited
Historical option data for IDEA
21 Nov 2024 04:13 PM IST
| IDEA 28NOV2024 9 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6.91 | 0.05 | 0.00 | - | 24 | -15 | 3,511 | |||
| 20 Nov | 7.10 | 0.05 | 0.00 | - | 34 | -26 | 3,528 | |||
| 19 Nov | 7.10 | 0.05 | 0.00 | - | 34 | -24 | 3,528 | |||
| 18 Nov | 7.25 | 0.05 | 0.00 | - | 418 | -96 | 3,552 | |||
| 14 Nov | 7.34 | 0.05 | -0.05 | - | 1,533 | 73 | 3,657 | |||
| 13 Nov | 7.36 | 0.1 | 0.00 | - | 466 | -22 | 3,584 | |||
| 12 Nov | 7.67 | 0.1 | -0.05 | 72.96 | 2,488 | 453 | 3,603 | |||
| 11 Nov | 7.83 | 0.15 | 0.00 | 74.70 | 410 | 127 | 3,161 | |||
| 8 Nov | 7.88 | 0.15 | -0.05 | 67.10 | 3,849 | 283 | 3,052 | |||
| 7 Nov | 8.05 | 0.2 | -0.05 | 65.68 | 2,680 | -32 | 2,767 | |||
| 6 Nov | 8.17 | 0.25 | -0.05 | 66.61 | 645 | 199 | 2,830 | |||
| 5 Nov | 8.14 | 0.3 | 0.05 | 73.18 | 3,356 | 54 | 2,614 | |||
| 4 Nov | 7.88 | 0.25 | -0.15 | 75.40 | 2,747 | 492 | 2,558 | |||
| 1 Nov | 8.45 | 0.4 | 0.05 | 66.08 | 1,922 | 67 | 2,081 | |||
| 31 Oct | 8.12 | 0.35 | 0.05 | - | 6,774 | 498 | 2,008 | |||
| 30 Oct | 7.68 | 0.3 | -0.10 | - | 4,247 | 297 | 1,528 | |||
| 29 Oct | 7.96 | 0.4 | -0.05 | - | 1,257 | 128 | 1,224 | |||
| 28 Oct | 8.25 | 0.45 | 0.10 | - | 3,449 | 121 | 1,101 | |||
| 25 Oct | 7.66 | 0.35 | -0.05 | - | 2,017 | 91 | 980 | |||
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| 24 Oct | 8.13 | 0.4 | -0.15 | - | 1,689 | 323 | 887 | |||
| 23 Oct | 8.25 | 0.55 | -0.05 | - | 695 | 55 | 565 | |||
| 22 Oct | 8.40 | 0.6 | -0.05 | - | 962 | 25 | 503 | |||
| 21 Oct | 8.50 | 0.65 | -0.30 | - | 750 | 137 | 485 | |||
| 18 Oct | 9.02 | 0.95 | 0.00 | - | 281 | 13 | 341 | |||
| 17 Oct | 9.05 | 0.95 | -0.15 | - | 347 | 88 | 318 | |||
| 16 Oct | 9.29 | 1.1 | 0.00 | - | 227 | 64 | 231 | |||
| 15 Oct | 9.12 | 1.1 | 0.00 | - | 151 | 28 | 167 | |||
| 14 Oct | 9.09 | 1.1 | 0.00 | - | 52 | 7 | 139 | |||
| 11 Oct | 9.18 | 1.1 | -0.10 | - | 42 | 13 | 133 | |||
| 10 Oct | 9.31 | 1.2 | 0.05 | - | 100 | 13 | 120 | |||
| 9 Oct | 9.19 | 1.15 | -0.15 | - | 56 | 5 | 109 | |||
| 8 Oct | 9.50 | 1.3 | 0.10 | - | 49 | 9 | 104 | |||
| 7 Oct | 9.16 | 1.2 | -0.35 | - | 142 | 71 | 94 | |||
| 4 Oct | 9.79 | 1.55 | -0.55 | - | 25 | 23 | 23 | |||
| 3 Oct | 9.87 | 2.1 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 10.17 | 2.1 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 10.36 | 2.1 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 10.66 | 2.1 | - | 0 | 0 | 0 | ||||
For Vodafone Idea Limited - strike price 9 expiring on 28NOV2024
Delta for 9 CE is -
Historical price for 9 CE is as follows
On 21 Nov IDEA was trading at 6.91. 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 -15 which decreased total open position to 3511
On 20 Nov IDEA was trading at 7.10. 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 -26 which decreased total open position to 3528
On 19 Nov IDEA was trading at 7.10. 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 -24 which decreased total open position to 3528
On 18 Nov IDEA was trading at 7.25. 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 -96 which decreased total open position to 3552
On 14 Nov IDEA was trading at 7.34. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 73 which increased total open position to 3657
On 13 Nov IDEA was trading at 7.36. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 3584
On 12 Nov IDEA was trading at 7.67. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 72.96, the open interest changed by 453 which increased total open position to 3603
On 11 Nov IDEA was trading at 7.83. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 74.70, the open interest changed by 127 which increased total open position to 3161
On 8 Nov IDEA was trading at 7.88. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 67.10, the open interest changed by 283 which increased total open position to 3052
On 7 Nov IDEA was trading at 8.05. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 65.68, the open interest changed by -32 which decreased total open position to 2767
On 6 Nov IDEA was trading at 8.17. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 66.61, the open interest changed by 199 which increased total open position to 2830
On 5 Nov IDEA was trading at 8.14. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 73.18, the open interest changed by 54 which increased total open position to 2614
On 4 Nov IDEA was trading at 7.88. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 75.40, the open interest changed by 492 which increased total open position to 2558
On 1 Nov IDEA was trading at 8.45. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 66.08, the open interest changed by 67 which increased total open position to 2081
On 31 Oct IDEA was trading at 8.12. The strike last trading price was 0.35, 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 30 Oct IDEA was trading at 7.68. The strike last trading price was 0.3, 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 29 Oct IDEA was trading at 7.96. 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 28 Oct IDEA was trading at 8.25. The strike last trading price was 0.45, 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 25 Oct IDEA was trading at 7.66. 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 24 Oct IDEA was trading at 8.13. The strike last trading price was 0.4, 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 23 Oct IDEA was trading at 8.25. The strike last trading price was 0.55, 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 22 Oct IDEA was trading at 8.40. The strike last trading price was 0.6, 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 21 Oct IDEA was trading at 8.50. The strike last trading price was 0.65, 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 0.95, 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 Oct IDEA was trading at 9.05. The strike last trading price was 0.95, 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 1.1, 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 15 Oct IDEA was trading at 9.12. The strike last trading price was 1.1, 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 1.1, 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 1.1, 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 10 Oct IDEA was trading at 9.31. The strike last trading price was 1.2, 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 9 Oct IDEA was trading at 9.19. The strike last trading price was 1.15, 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 1.3, 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 1.2, which was -0.35 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 1.55, which was -0.55 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 2.1, 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 2.1, 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 2.1, 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 2.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IDEA 28NOV2024 9 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6.91 | 2.1 | 0.25 | - | 38 | -30 | 796 |
| 20 Nov | 7.10 | 1.85 | 0.00 | - | 115 | -80 | 834 |
| 19 Nov | 7.10 | 1.85 | 0.10 | - | 115 | -72 | 834 |
| 18 Nov | 7.25 | 1.75 | 0.05 | - | 54 | -20 | 909 |
| 14 Nov | 7.34 | 1.7 | 0.05 | - | 232 | -23 | 929 |
| 13 Nov | 7.36 | 1.65 | 0.25 | - | 223 | -65 | 954 |
| 12 Nov | 7.67 | 1.4 | 0.15 | 72.81 | 282 | 5 | 1,020 |
| 11 Nov | 7.83 | 1.25 | 0.00 | 66.80 | 322 | -22 | 1,015 |
| 8 Nov | 7.88 | 1.25 | 0.15 | 68.74 | 271 | 11 | 1,031 |
| 7 Nov | 8.05 | 1.1 | 0.05 | 65.93 | 267 | 31 | 1,020 |
| 6 Nov | 8.17 | 1.05 | -0.05 | 68.58 | 257 | 28 | 989 |
| 5 Nov | 8.14 | 1.1 | -0.25 | 71.36 | 483 | -11 | 962 |
| 4 Nov | 7.88 | 1.35 | 0.35 | 80.97 | 592 | 115 | 974 |
| 1 Nov | 8.45 | 1 | -0.15 | 76.83 | 224 | 74 | 870 |
| 31 Oct | 8.12 | 1.15 | -0.35 | - | 469 | 97 | 795 |
| 30 Oct | 7.68 | 1.5 | 0.15 | - | 211 | 89 | 697 |
| 29 Oct | 7.96 | 1.35 | 0.30 | - | 133 | 30 | 606 |
| 28 Oct | 8.25 | 1.05 | -0.50 | - | 302 | 42 | 575 |
| 25 Oct | 7.66 | 1.55 | 0.40 | - | 254 | -39 | 533 |
| 24 Oct | 8.13 | 1.15 | 0.05 | - | 416 | 185 | 573 |
| 23 Oct | 8.25 | 1.1 | 0.00 | - | 198 | -12 | 389 |
| 22 Oct | 8.40 | 1.1 | 0.05 | - | 212 | 55 | 401 |
| 21 Oct | 8.50 | 1.05 | 0.35 | - | 181 | 28 | 350 |
| 18 Oct | 9.02 | 0.7 | -0.05 | - | 95 | -17 | 322 |
| 17 Oct | 9.05 | 0.75 | 0.05 | - | 155 | -1 | 339 |
| 16 Oct | 9.29 | 0.7 | -0.10 | - | 151 | 70 | 339 |
| 15 Oct | 9.12 | 0.8 | -0.05 | - | 154 | 80 | 268 |
| 14 Oct | 9.09 | 0.85 | 0.10 | - | 137 | 61 | 186 |
| 11 Oct | 9.18 | 0.75 | 0.00 | - | 21 | 12 | 125 |
| 10 Oct | 9.31 | 0.75 | 0.00 | - | 86 | 10 | 114 |
| 9 Oct | 9.19 | 0.75 | 0.10 | - | 83 | 23 | 105 |
| 8 Oct | 9.50 | 0.65 | -0.20 | - | 28 | 13 | 84 |
| 7 Oct | 9.16 | 0.85 | 0.25 | - | 122 | 47 | 72 |
| 4 Oct | 9.79 | 0.6 | 0.10 | - | 18 | 7 | 24 |
| 3 Oct | 9.87 | 0.5 | 0.00 | - | 17 | 5 | 14 |
| 1 Oct | 10.17 | 0.5 | 0.05 | - | 3 | 1 | 7 |
| 30 Sept | 10.36 | 0.45 | 0.05 | - | 7 | 4 | 5 |
| 27 Sept | 10.66 | 0.4 | - | 4 | 2 | 2 | |
For Vodafone Idea Limited - strike price 9 expiring on 28NOV2024
Delta for 9 PE is -
Historical price for 9 PE is as follows
On 21 Nov IDEA was trading at 6.91. The strike last trading price was 2.1, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 796
On 20 Nov IDEA was trading at 7.10. The strike last trading price was 1.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -80 which decreased total open position to 834
On 19 Nov IDEA was trading at 7.10. The strike last trading price was 1.85, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by -72 which decreased total open position to 834
On 18 Nov IDEA was trading at 7.25. 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 -20 which decreased total open position to 909
On 14 Nov IDEA was trading at 7.34. The strike last trading price was 1.7, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 929
On 13 Nov IDEA was trading at 7.36. The strike last trading price was 1.65, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by -65 which decreased total open position to 954
On 12 Nov IDEA was trading at 7.67. The strike last trading price was 1.4, which was 0.15 higher than the previous day. The implied volatity was 72.81, the open interest changed by 5 which increased total open position to 1020
On 11 Nov IDEA was trading at 7.83. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was 66.80, the open interest changed by -22 which decreased total open position to 1015
On 8 Nov IDEA was trading at 7.88. The strike last trading price was 1.25, which was 0.15 higher than the previous day. The implied volatity was 68.74, the open interest changed by 11 which increased total open position to 1031
On 7 Nov IDEA was trading at 8.05. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 65.93, the open interest changed by 31 which increased total open position to 1020
On 6 Nov IDEA was trading at 8.17. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 68.58, the open interest changed by 28 which increased total open position to 989
On 5 Nov IDEA was trading at 8.14. The strike last trading price was 1.1, which was -0.25 lower than the previous day. The implied volatity was 71.36, the open interest changed by -11 which decreased total open position to 962
On 4 Nov IDEA was trading at 7.88. The strike last trading price was 1.35, which was 0.35 higher than the previous day. The implied volatity was 80.97, the open interest changed by 115 which increased total open position to 974
On 1 Nov IDEA was trading at 8.45. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 76.83, the open interest changed by 74 which increased total open position to 870
On 31 Oct IDEA was trading at 8.12. The strike last trading price was 1.15, which was -0.35 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 1.5, 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 29 Oct IDEA was trading at 7.96. The strike last trading price was 1.35, which was 0.30 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 1.05, which was -0.50 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 1.55, 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 24 Oct IDEA was trading at 8.13. The strike last trading price was 1.15, 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 23 Oct IDEA was trading at 8.25. The strike last trading price was 1.1, 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 22 Oct IDEA was trading at 8.40. The strike last trading price was 1.1, 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 21 Oct IDEA was trading at 8.50. The strike last trading price was 1.05, 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 18 Oct IDEA was trading at 9.02. The strike last trading price was 0.7, 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 0.75, 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 16 Oct IDEA was trading at 9.29. The strike last trading price was 0.7, 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 0.8, 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 14 Oct IDEA was trading at 9.09. The strike last trading price was 0.85, 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 11 Oct IDEA was trading at 9.18. The strike last trading price was 0.75, 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 0.75, 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 0.75, 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 8 Oct IDEA was trading at 9.50. The strike last trading price was 0.65, 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 7 Oct IDEA was trading at 9.16. The strike last trading price was 0.85, which was 0.25 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 0.6, 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 3 Oct IDEA was trading at 9.87. 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 1 Oct IDEA was trading at 10.17. The strike last trading price was 0.5, 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 30 Sept IDEA was trading at 10.36. 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 27 Sept IDEA was trading at 10.66. The strike last trading price was 0.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
