IDEA
Vodafone Idea Limited
Historical option data for IDEA
09 Apr 2025 11:13 AM IST
| IDEA 24APR2025 9 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 7.03 | 0.05 | 0 | - | 1,003 | 161 | 6,307 | |||
| 8 Apr | 7.17 | 0.05 | -0.05 | - | 1,772 | -91 | 6,135 | |||
| 7 Apr | 7.36 | 0.05 | -0.1 | 66.74 | 878 | -42 | 6,229 | |||
| 4 Apr | 7.91 | 0.15 | -0.05 | 63.34 | 2,793 | 1,172 | 6,302 | |||
| 3 Apr | 8.19 | 0.2 | -0.05 | 58.35 | 8,055 | 182 | 5,161 | |||
| 2 Apr | 8.22 | 0.25 | -0.05 | 62.60 | 6,719 | -26 | 4,974 | |||
| 1 Apr | 8.10 | 0.3 | 0.2 | 71.37 | 20,613 | 2,399 | 4,968 | |||
| 28 Mar | 6.80 | 0.1 | -0.05 | - | 4,000 | 1,088 | 2,569 | |||
| 27 Mar | 6.92 | 0.15 | -0.05 | - | 1,641 | 94 | 1,480 | |||
| 26 Mar | 7.04 | 0.2 | 0.05 | - | 1,844 | 75 | 1,412 | |||
| 25 Mar | 7.15 | 0.15 | -0.05 | 78.26 | 301 | 155 | 1,336 | |||
| 24 Mar | 7.34 | 0.2 | -0.05 | 78.72 | 2,387 | 341 | 1,187 | |||
| 21 Mar | 7.62 | 0.3 | 0.1 | 78.19 | 1,236 | 93 | 841 | |||
| 20 Mar | 7.26 | 0.2 | -0.05 | 75.45 | 1,170 | 99 | 748 | |||
| 19 Mar | 7.44 | 0.25 | 0.1 | 75.23 | 2,415 | 229 | 641 | |||
| 18 Mar | 7.10 | 0.2 | 0.05 | 78.17 | 263 | 25 | 411 | |||
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| 17 Mar | 6.94 | 0.15 | 0.05 | 75.25 | 10 | 4 | 389 | |||
| 13 Mar | 6.95 | 0.1 | -0.05 | 61.69 | 198 | 63 | 384 | |||
| 12 Mar | 7.07 | 0.15 | 0 | 65.87 | 184 | 68 | 320 | |||
| 11 Mar | 7.34 | 0.15 | -0.05 | 57.55 | 118 | -1 | 251 | |||
| 10 Mar | 7.26 | 0.2 | -0.1 | 66.61 | 180 | 16 | 257 | |||
| 7 Mar | 7.55 | 0.3 | -0.05 | 66.25 | 174 | 67 | 241 | |||
| 6 Mar | 7.73 | 0.3 | -0.1 | 61.51 | 77 | 25 | 174 | |||
| 5 Mar | 7.86 | 0.4 | 0.1 | 65.06 | 159 | 103 | 153 | |||
| 4 Mar | 7.43 | 0.3 | 0 | 68.96 | 95 | 33 | 48 | |||
| 3 Mar | 7.46 | 0.3 | -0.05 | 67.33 | 14 | 9 | 12 | |||
| 28 Feb | 7.55 | 0.35 | -0.15 | 66.67 | 4 | 3 | 3 | |||
For Vodafone Idea Limited - strike price 9 expiring on 24APR2025
Delta for 9 CE is -
Historical price for 9 CE is as follows
On 9 Apr IDEA was trading at 7.03. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 161 which increased total open position to 6307
On 8 Apr IDEA was trading at 7.17. 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 -91 which decreased total open position to 6135
On 7 Apr IDEA was trading at 7.36. The strike last trading price was 0.05, which was -0.1 lower than the previous day. The implied volatity was 66.74, the open interest changed by -42 which decreased total open position to 6229
On 4 Apr IDEA was trading at 7.91. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 63.34, the open interest changed by 1172 which increased total open position to 6302
On 3 Apr IDEA was trading at 8.19. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 58.35, the open interest changed by 182 which increased total open position to 5161
On 2 Apr IDEA was trading at 8.22. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 62.60, the open interest changed by -26 which decreased total open position to 4974
On 1 Apr IDEA was trading at 8.10. The strike last trading price was 0.3, which was 0.2 higher than the previous day. The implied volatity was 71.37, the open interest changed by 2399 which increased total open position to 4968
On 28 Mar IDEA was trading at 6.80. 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 1088 which increased total open position to 2569
On 27 Mar IDEA was trading at 6.92. 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 94 which increased total open position to 1480
On 26 Mar IDEA was trading at 7.04. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1412
On 25 Mar IDEA was trading at 7.15. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 78.26, the open interest changed by 155 which increased total open position to 1336
On 24 Mar 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 78.72, the open interest changed by 341 which increased total open position to 1187
On 21 Mar IDEA was trading at 7.62. The strike last trading price was 0.3, which was 0.1 higher than the previous day. The implied volatity was 78.19, the open interest changed by 93 which increased total open position to 841
On 20 Mar IDEA was trading at 7.26. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 75.45, the open interest changed by 99 which increased total open position to 748
On 19 Mar IDEA was trading at 7.44. The strike last trading price was 0.25, which was 0.1 higher than the previous day. The implied volatity was 75.23, the open interest changed by 229 which increased total open position to 641
On 18 Mar IDEA was trading at 7.10. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 78.17, the open interest changed by 25 which increased total open position to 411
On 17 Mar IDEA was trading at 6.94. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 75.25, the open interest changed by 4 which increased total open position to 389
On 13 Mar IDEA was trading at 6.95. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 61.69, the open interest changed by 63 which increased total open position to 384
On 12 Mar IDEA was trading at 7.07. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 65.87, the open interest changed by 68 which increased total open position to 320
On 11 Mar 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 57.55, the open interest changed by -1 which decreased total open position to 251
On 10 Mar IDEA was trading at 7.26. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 66.61, the open interest changed by 16 which increased total open position to 257
On 7 Mar IDEA was trading at 7.55. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 66.25, the open interest changed by 67 which increased total open position to 241
On 6 Mar IDEA was trading at 7.73. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 61.51, the open interest changed by 25 which increased total open position to 174
On 5 Mar IDEA was trading at 7.86. The strike last trading price was 0.4, which was 0.1 higher than the previous day. The implied volatity was 65.06, the open interest changed by 103 which increased total open position to 153
On 4 Mar IDEA was trading at 7.43. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 68.96, the open interest changed by 33 which increased total open position to 48
On 3 Mar IDEA was trading at 7.46. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 67.33, the open interest changed by 9 which increased total open position to 12
On 28 Feb IDEA was trading at 7.55. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 66.67, the open interest changed by 3 which increased total open position to 3
| IDEA 24APR2025 9 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 7.03 | 1.95 | 0.1 | - | 209 | -35 | 1,608 |
| 8 Apr | 7.17 | 1.8 | 0.1 | - | 175 | -6 | 1,643 |
| 7 Apr | 7.36 | 1.65 | 0.45 | 79.18 | 436 | -118 | 1,650 |
| 4 Apr | 7.91 | 1.15 | 0.2 | 63.20 | 671 | 25 | 1,774 |
| 3 Apr | 8.19 | 0.9 | -0.05 | 54.12 | 692 | 90 | 1,748 |
| 2 Apr | 8.22 | 0.9 | -0.25 | 56.22 | 1,053 | 132 | 1,664 |
| 1 Apr | 8.10 | 1.05 | -1.2 | 68.23 | 3,152 | 97 | 1,532 |
| 28 Mar | 6.80 | 2.25 | 0.15 | - | 282 | 1 | 1,435 |
| 27 Mar | 6.92 | 2.1 | 0.1 | - | 1,501 | 911 | 1,434 |
| 26 Mar | 7.04 | 2 | 0.05 | 73.62 | 132 | 75 | 522 |
| 25 Mar | 7.15 | 1.95 | 0.2 | - | 56 | 2 | 443 |
| 24 Mar | 7.34 | 1.75 | 0.2 | 71.61 | 133 | 100 | 439 |
| 21 Mar | 7.62 | 1.55 | -0.25 | 73.22 | 163 | 106 | 324 |
| 20 Mar | 7.26 | 1.85 | 0.15 | 77.87 | 37 | 14 | 218 |
| 19 Mar | 7.44 | 1.7 | -0.25 | 75.02 | 235 | 157 | 204 |
| 18 Mar | 7.10 | 1.9 | -0.15 | 65.47 | 17 | 6 | 47 |
| 17 Mar | 6.94 | 2.1 | 0.05 | 72.35 | 18 | 16 | 40 |
| 13 Mar | 6.95 | 2.05 | 0.35 | 67.43 | 8 | 2 | 24 |
| 12 Mar | 7.07 | 1.7 | 0 | 0.00 | 0 | 22 | 0 |
| 11 Mar | 7.34 | 1.7 | 0.1 | 61.33 | 26 | 12 | 12 |
| 10 Mar | 7.26 | 1.6 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 7.55 | 1.6 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 7.73 | 1.6 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 7.86 | 1.6 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 7.43 | 1.6 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 7.46 | 1.6 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 7.55 | 1.6 | 0 | - | 0 | 0 | 0 |
For Vodafone Idea Limited - strike price 9 expiring on 24APR2025
Delta for 9 PE is -
Historical price for 9 PE is as follows
On 9 Apr IDEA was trading at 7.03. The strike last trading price was 1.95, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by -35 which decreased total open position to 1608
On 8 Apr IDEA was trading at 7.17. The strike last trading price was 1.8, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 1643
On 7 Apr IDEA was trading at 7.36. The strike last trading price was 1.65, which was 0.45 higher than the previous day. The implied volatity was 79.18, the open interest changed by -118 which decreased total open position to 1650
On 4 Apr IDEA was trading at 7.91. The strike last trading price was 1.15, which was 0.2 higher than the previous day. The implied volatity was 63.20, the open interest changed by 25 which increased total open position to 1774
On 3 Apr IDEA was trading at 8.19. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 54.12, the open interest changed by 90 which increased total open position to 1748
On 2 Apr IDEA was trading at 8.22. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 56.22, the open interest changed by 132 which increased total open position to 1664
On 1 Apr IDEA was trading at 8.10. The strike last trading price was 1.05, which was -1.2 lower than the previous day. The implied volatity was 68.23, the open interest changed by 97 which increased total open position to 1532
On 28 Mar IDEA was trading at 6.80. The strike last trading price was 2.25, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1435
On 27 Mar IDEA was trading at 6.92. The strike last trading price was 2.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 911 which increased total open position to 1434
On 26 Mar IDEA was trading at 7.04. The strike last trading price was 2, which was 0.05 higher than the previous day. The implied volatity was 73.62, the open interest changed by 75 which increased total open position to 522
On 25 Mar IDEA was trading at 7.15. The strike last trading price was 1.95, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 443
On 24 Mar IDEA was trading at 7.34. The strike last trading price was 1.75, which was 0.2 higher than the previous day. The implied volatity was 71.61, the open interest changed by 100 which increased total open position to 439
On 21 Mar IDEA was trading at 7.62. The strike last trading price was 1.55, which was -0.25 lower than the previous day. The implied volatity was 73.22, the open interest changed by 106 which increased total open position to 324
On 20 Mar IDEA was trading at 7.26. The strike last trading price was 1.85, which was 0.15 higher than the previous day. The implied volatity was 77.87, the open interest changed by 14 which increased total open position to 218
On 19 Mar IDEA was trading at 7.44. The strike last trading price was 1.7, which was -0.25 lower than the previous day. The implied volatity was 75.02, the open interest changed by 157 which increased total open position to 204
On 18 Mar IDEA was trading at 7.10. The strike last trading price was 1.9, which was -0.15 lower than the previous day. The implied volatity was 65.47, the open interest changed by 6 which increased total open position to 47
On 17 Mar IDEA was trading at 6.94. The strike last trading price was 2.1, which was 0.05 higher than the previous day. The implied volatity was 72.35, the open interest changed by 16 which increased total open position to 40
On 13 Mar IDEA was trading at 6.95. The strike last trading price was 2.05, which was 0.35 higher than the previous day. The implied volatity was 67.43, the open interest changed by 2 which increased total open position to 24
On 12 Mar IDEA was trading at 7.07. The strike last trading price was 1.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 11 Mar IDEA was trading at 7.34. The strike last trading price was 1.7, which was 0.1 higher than the previous day. The implied volatity was 61.33, the open interest changed by 12 which increased total open position to 12
On 10 Mar IDEA was trading at 7.26. The strike last trading price was 1.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Mar IDEA was trading at 7.55. The strike last trading price was 1.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar IDEA was trading at 7.73. The strike last trading price was 1.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar IDEA was trading at 7.86. The strike last trading price was 1.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar IDEA was trading at 7.43. The strike last trading price was 1.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Mar IDEA was trading at 7.46. The strike last trading price was 1.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Feb IDEA was trading at 7.55. The strike last trading price was 1.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
