IDEA
Vodafone Idea Limited
Historical option data for IDEA
21 Sep 2025 04:13 PM IST
| IDEA 30SEP2025 10 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.00
Theta: -0.01
Gamma: 0.17
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 8.40 | 0.05 | 0 | 71.81 | 12,123 | 4,005 | 5,799 | |||||||||
| 14 Sept | 7.66 | 0.05 | 0 | - | 33 | 32 | 1,433 | |||||||||
For Vodafone Idea Limited - strike price 10 expiring on 30SEP2025
Delta for 10 CE is 0.10
Historical price for 10 CE is as follows
On 21 Sept IDEA was trading at 8.40. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 71.81, the open interest changed by 4005 which increased total open position to 5799
On 14 Sept IDEA was trading at 7.66. 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 32 which increased total open position to 1433
| IDEA 30SEP2025 10 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.91
Vega: 0.00
Theta: -0.00
Gamma: 0.16
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 8.40 | 1.55 | -0.55 | 68.00 | 549 | -59 | 297 |
| 14 Sept | 7.66 | 2.3 | -0.3 | - | 4 | -2 | 369 |
For Vodafone Idea Limited - strike price 10 expiring on 30SEP2025
Delta for 10 PE is -0.91
Historical price for 10 PE is as follows
On 21 Sept IDEA was trading at 8.40. The strike last trading price was 1.55, which was -0.55 lower than the previous day. The implied volatity was 68.00, the open interest changed by -59 which decreased total open position to 297
On 14 Sept IDEA was trading at 7.66. The strike last trading price was 2.3, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 369
