IDEA
Vodafone Idea Limited
Historical option data for IDEA
30 Mar 2026 04:12 PM IST
| IDEA 28-Apr-2026 (28d) 9 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 0.01
Theta: -0.01
Gamma: 0.27
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Mar | 8.53 | 0.43 | -0.14 | 61.65 | 3,494 | 741 | 2,832 | |||||||||
| 27 Mar | 8.89 | 0.59 | -0.07 | 56.6 | 1,692 | 335 | 2,089 | |||||||||
| 25 Mar | 9.04 | 0.67 | 0.02 | 55.53 | 1,711 | 453 | 1,728 | |||||||||
| 24 Mar | 8.88 | 0.67 | -0.02 | 59.13 | 1,184 | 287 | 1,245 | |||||||||
| 23 Mar | 8.70 | 0.7 | -0.29 | 70.48 | 1,253 | 347 | 959 | |||||||||
| 20 Mar | 9.34 | 0.99 | 0.2 | 62.81 | 996 | 201 | 609 | |||||||||
| 19 Mar | 8.94 | 0.8 | -0.26 | 63.14 | 539 | 145 | 409 | |||||||||
| 18 Mar | 9.44 | 1.05 | 0.06 | 62.87 | 139 | 84 | 263 | |||||||||
| 17 Mar | 9.25 | 0.99 | -0.13 | 64.88 | 49 | 11 | 177 | |||||||||
| 16 Mar | 9.39 | 1.12 | 0.1 | 68.03 | 145 | 97 | 164 | |||||||||
| 13 Mar | 9.27 | 1.03 | -0.2 | 57.71 | 28 | 18 | 67 | |||||||||
| 12 Mar | 9.56 | 1.23 | -0.07 | 63.5 | 37 | 11 | 43 | |||||||||
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| 11 Mar | 9.71 | 1.27 | -0.32 | 59.91 | 3 | 2 | 31 | |||||||||
| 10 Mar | 10.01 | 1.57 | -0.28 | 63.73 | 27 | 15 | 29 | |||||||||
| 9 Mar | 9.91 | 1.85 | 0.23 | 91.91 | 1 | 0 | 14 | |||||||||
| 6 Mar | 10.06 | 1.62 | 0 | 63.01 | 4 | 1 | 15 | |||||||||
| 5 Mar | 10.22 | 1.62 | 0.09 | 50.66 | 17 | 11 | 14 | |||||||||
| 4 Mar | 9.99 | 1.53 | -0.09 | 60.31 | 4 | 1 | 2 | |||||||||
| 2 Mar | 10.29 | 1.62 | -0.76 | 41.04 | 1 | 0 | 0 | |||||||||
For Vodafone Idea Limited - strike price 9 expiring on 28APR2026
Delta for 9 CE is 0.43
Historical price for 9 CE is as follows
On 30 Mar IDEA was trading at 8.53. The strike last trading price was 0.43, which was -0.14 lower than the previous day. The implied volatity was 61.65, the open interest changed by 741 which increased total open position to 2832
On 27 Mar IDEA was trading at 8.89. The strike last trading price was 0.59, which was -0.07 lower than the previous day. The implied volatity was 56.6, the open interest changed by 335 which increased total open position to 2089
On 25 Mar IDEA was trading at 9.04. The strike last trading price was 0.67, which was 0.02 higher than the previous day. The implied volatity was 55.53, the open interest changed by 453 which increased total open position to 1728
On 24 Mar IDEA was trading at 8.88. The strike last trading price was 0.67, which was -0.02 lower than the previous day. The implied volatity was 59.13, the open interest changed by 287 which increased total open position to 1245
On 23 Mar IDEA was trading at 8.70. The strike last trading price was 0.7, which was -0.29 lower than the previous day. The implied volatity was 70.48, the open interest changed by 347 which increased total open position to 959
On 20 Mar IDEA was trading at 9.34. The strike last trading price was 0.99, which was 0.2 higher than the previous day. The implied volatity was 62.81, the open interest changed by 201 which increased total open position to 609
On 19 Mar IDEA was trading at 8.94. The strike last trading price was 0.8, which was -0.26 lower than the previous day. The implied volatity was 63.14, the open interest changed by 145 which increased total open position to 409
On 18 Mar IDEA was trading at 9.44. The strike last trading price was 1.05, which was 0.06 higher than the previous day. The implied volatity was 62.87, the open interest changed by 84 which increased total open position to 263
On 17 Mar IDEA was trading at 9.25. The strike last trading price was 0.99, which was -0.13 lower than the previous day. The implied volatity was 64.88, the open interest changed by 11 which increased total open position to 177
On 16 Mar IDEA was trading at 9.39. The strike last trading price was 1.12, which was 0.1 higher than the previous day. The implied volatity was 68.03, the open interest changed by 97 which increased total open position to 164
On 13 Mar IDEA was trading at 9.27. The strike last trading price was 1.03, which was -0.2 lower than the previous day. The implied volatity was 57.71, the open interest changed by 18 which increased total open position to 67
On 12 Mar IDEA was trading at 9.56. The strike last trading price was 1.23, which was -0.07 lower than the previous day. The implied volatity was 63.5, the open interest changed by 11 which increased total open position to 43
On 11 Mar IDEA was trading at 9.71. The strike last trading price was 1.27, which was -0.32 lower than the previous day. The implied volatity was 59.91, the open interest changed by 2 which increased total open position to 31
On 10 Mar IDEA was trading at 10.01. The strike last trading price was 1.57, which was -0.28 lower than the previous day. The implied volatity was 63.73, the open interest changed by 15 which increased total open position to 29
On 9 Mar IDEA was trading at 9.91. The strike last trading price was 1.85, which was 0.23 higher than the previous day. The implied volatity was 91.91, the open interest changed by 0 which decreased total open position to 14
On 6 Mar IDEA was trading at 10.06. The strike last trading price was 1.62, which was 0 lower than the previous day. The implied volatity was 63.01, the open interest changed by 1 which increased total open position to 15
On 5 Mar IDEA was trading at 10.22. The strike last trading price was 1.62, which was 0.09 higher than the previous day. The implied volatity was 50.66, the open interest changed by 11 which increased total open position to 14
On 4 Mar IDEA was trading at 9.99. The strike last trading price was 1.53, which was -0.09 lower than the previous day. The implied volatity was 60.31, the open interest changed by 1 which increased total open position to 2
On 2 Mar IDEA was trading at 10.29. The strike last trading price was 1.62, which was -0.76 lower than the previous day. The implied volatity was 41.04, the open interest changed by 0 which decreased total open position to 0
| IDEA 28-Apr-2026 (28d) 9 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.57
Vega: 0.01
Theta: -0.01
Gamma: 0.27
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Mar | 8.53 | 0.8 | 0.21 | 59.66 | 2,396 | 849 | 3,169 |
| 27 Mar | 8.89 | 0.58 | 0.08 | 54.56 | 1,065 | 288 | 2,316 |
| 25 Mar | 9.04 | 0.51 | -0.16 | 52.25 | 1,808 | 654 | 2,020 |
| 24 Mar | 8.88 | 0.65 | -0.21 | 60.58 | 628 | 105 | 1,366 |
| 23 Mar | 8.70 | 0.86 | 0.32 | 70.33 | 751 | 306 | 1,252 |
| 20 Mar | 9.34 | 0.53 | -0.25 | 61.56 | 520 | 28 | 943 |
| 19 Mar | 8.94 | 0.7 | 0.23 | 63.83 | 783 | 321 | 913 |
| 18 Mar | 9.44 | 0.48 | -0.12 | 57.79 | 233 | 112 | 588 |
| 17 Mar | 9.25 | 0.61 | 0.03 | 63.46 | 161 | 71 | 476 |
| 16 Mar | 9.39 | 0.59 | -0.02 | 65.16 | 235 | 8 | 404 |
| 13 Mar | 9.27 | 0.59 | 0.11 | 63.55 | 97 | 5 | 394 |
| 12 Mar | 9.56 | 0.47 | 0.02 | 58.26 | 195 | 58 | 389 |
| 11 Mar | 9.71 | 0.48 | 0.09 | 61.33 | 140 | 97 | 331 |
| 10 Mar | 10.01 | 0.39 | -0.03 | 61.21 | 57 | 16 | 235 |
| 9 Mar | 9.91 | 0.42 | 0.06 | 60.52 | 201 | 63 | 221 |
| 6 Mar | 10.06 | 0.36 | 0.02 | 57.28 | 82 | 9 | 157 |
| 5 Mar | 10.22 | 0.34 | -0.06 | 58.87 | 188 | 37 | 150 |
| 4 Mar | 9.99 | 0.41 | 0.14 | 58.31 | 151 | 35 | 113 |
| 2 Mar | 10.29 | 0.27 | -0.09 | 53.35 | 123 | 81 | 81 |
For Vodafone Idea Limited - strike price 9 expiring on 28APR2026
Delta for 9 PE is -0.57
Historical price for 9 PE is as follows
On 30 Mar IDEA was trading at 8.53. The strike last trading price was 0.8, which was 0.21 higher than the previous day. The implied volatity was 59.66, the open interest changed by 849 which increased total open position to 3169
On 27 Mar IDEA was trading at 8.89. The strike last trading price was 0.58, which was 0.08 higher than the previous day. The implied volatity was 54.56, the open interest changed by 288 which increased total open position to 2316
On 25 Mar IDEA was trading at 9.04. The strike last trading price was 0.51, which was -0.16 lower than the previous day. The implied volatity was 52.25, the open interest changed by 654 which increased total open position to 2020
On 24 Mar IDEA was trading at 8.88. The strike last trading price was 0.65, which was -0.21 lower than the previous day. The implied volatity was 60.58, the open interest changed by 105 which increased total open position to 1366
On 23 Mar IDEA was trading at 8.70. The strike last trading price was 0.86, which was 0.32 higher than the previous day. The implied volatity was 70.33, the open interest changed by 306 which increased total open position to 1252
On 20 Mar IDEA was trading at 9.34. The strike last trading price was 0.53, which was -0.25 lower than the previous day. The implied volatity was 61.56, the open interest changed by 28 which increased total open position to 943
On 19 Mar IDEA was trading at 8.94. The strike last trading price was 0.7, which was 0.23 higher than the previous day. The implied volatity was 63.83, the open interest changed by 321 which increased total open position to 913
On 18 Mar IDEA was trading at 9.44. The strike last trading price was 0.48, which was -0.12 lower than the previous day. The implied volatity was 57.79, the open interest changed by 112 which increased total open position to 588
On 17 Mar IDEA was trading at 9.25. The strike last trading price was 0.61, which was 0.03 higher than the previous day. The implied volatity was 63.46, the open interest changed by 71 which increased total open position to 476
On 16 Mar IDEA was trading at 9.39. The strike last trading price was 0.59, which was -0.02 lower than the previous day. The implied volatity was 65.16, the open interest changed by 8 which increased total open position to 404
On 13 Mar IDEA was trading at 9.27. The strike last trading price was 0.59, which was 0.11 higher than the previous day. The implied volatity was 63.55, the open interest changed by 5 which increased total open position to 394
On 12 Mar IDEA was trading at 9.56. The strike last trading price was 0.47, which was 0.02 higher than the previous day. The implied volatity was 58.26, the open interest changed by 58 which increased total open position to 389
On 11 Mar IDEA was trading at 9.71. The strike last trading price was 0.48, which was 0.09 higher than the previous day. The implied volatity was 61.33, the open interest changed by 97 which increased total open position to 331
On 10 Mar IDEA was trading at 10.01. The strike last trading price was 0.39, which was -0.03 lower than the previous day. The implied volatity was 61.21, the open interest changed by 16 which increased total open position to 235
On 9 Mar IDEA was trading at 9.91. The strike last trading price was 0.42, which was 0.06 higher than the previous day. The implied volatity was 60.52, the open interest changed by 63 which increased total open position to 221
On 6 Mar IDEA was trading at 10.06. The strike last trading price was 0.36, which was 0.02 higher than the previous day. The implied volatity was 57.28, the open interest changed by 9 which increased total open position to 157
On 5 Mar IDEA was trading at 10.22. The strike last trading price was 0.34, which was -0.06 lower than the previous day. The implied volatity was 58.87, the open interest changed by 37 which increased total open position to 150
On 4 Mar IDEA was trading at 9.99. The strike last trading price was 0.41, which was 0.14 higher than the previous day. The implied volatity was 58.31, the open interest changed by 35 which increased total open position to 113
On 2 Mar IDEA was trading at 10.29. The strike last trading price was 0.27, which was -0.09 lower than the previous day. The implied volatity was 53.35, the open interest changed by 81 which increased total open position to 81
