IDEA

Vodafone Idea Limited

11.96 +0.66 (5.84%)

L: 11.25 H: 12

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Historical option data for IDEA
21 Dec 2025 04:14 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

IDEA 27-JAN-2026 11 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
21 Dec	11.96	1.58 ₹ 1,12,930.5	0.53 37881.75	-	756 5,40,35,100	96 68,61,600	917 6,55,42,575
20 Dec	11.96	1.58 ₹ 1,12,930.5	0.53 37881.75	-	756 5,40,35,100	96 68,61,600	917 6,55,42,575
14 Dec	11.64	1.37 ₹ 97,920.75	0.21 15009.75	-	495 3,53,80,125	63 45,02,925	566 4,04,54,850
13 Dec	11.64	1.37 ₹ 97,920.75	0.21 15009.75	-	495 3,53,80,125	63 45,02,925	566 4,04,54,850
7 Dec	10.80	0.93 ₹ 66,471.75	0.08 5718.00	-	435 3,10,91,625	47 33,59,325	360 2,57,31,000

5 Dec	10.80	0.93 ₹ 66,471.75	0.08 5718.00	58.85	435 3,10,91,625	47 33,59,325	360 2,57,31,000
30 Nov	9.96	0.51 ₹ 36,452.25	-0.1 -7147.50	-	71 50,74,725	29 20,72,775	49 35,02,275
29 Nov	9.96	0.51 ₹ 36,452.25	-0.1 -7147.50	-	71 50,74,725	29 20,72,775	49 35,02,275

For Vodafone Idea Limited - strike price 11 expiring on 27JAN2026

Delta for 11 CE is -

Historical price for 11 CE is as follows

On 21 Dec IDEA was trading at 11.96. The strike last trading price was 1.58, which was 0.53 higher than the previous day. The implied volatity was -, the open interest changed by 96 which increased total open position to 917

On 20 Dec IDEA was trading at 11.96. The strike last trading price was 1.58, which was 0.53 higher than the previous day. The implied volatity was -, the open interest changed by 96 which increased total open position to 917

On 14 Dec IDEA was trading at 11.64. The strike last trading price was 1.37, which was 0.21 higher than the previous day. The implied volatity was -, the open interest changed by 63 which increased total open position to 566

On 13 Dec IDEA was trading at 11.64. The strike last trading price was 1.37, which was 0.21 higher than the previous day. The implied volatity was -, the open interest changed by 63 which increased total open position to 566

On 7 Dec IDEA was trading at 10.80. The strike last trading price was 0.93, which was 0.08 higher than the previous day. The implied volatity was -, the open interest changed by 47 which increased total open position to 360

On 5 Dec IDEA was trading at 10.80. The strike last trading price was 0.93, which was 0.08 higher than the previous day. The implied volatity was 58.85, the open interest changed by 47 which increased total open position to 360

On 30 Nov IDEA was trading at 9.96. The strike last trading price was 0.51, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 49

On 29 Nov IDEA was trading at 9.96. The strike last trading price was 0.51, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 49

IDEA 27JAN2026 11 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
21 Dec	11.96	0.5 ₹ 35,737.5	-0.11 -7862.25	-	930 6,64,71,750	175 1,25,08,125	839 5,99,67,525
20 Dec	11.96	0.5 ₹ 35,737.5	-0.11 -7862.25	-	930 6,64,71,750	175 1,25,08,125	839 5,99,67,525
14 Dec	11.64	0.55 ₹ 39,311.25	-0.2 -14295.00	-	386 2,75,89,350	69 49,31,775	358 2,55,88,050
13 Dec	11.64	0.55 ₹ 39,311.25	-0.2 -14295.00	-	386 2,75,89,350	69 49,31,775	358 2,55,88,050
7 Dec	10.80	0.98 ₹ 70,045.5	-0.04 -2859.00	-	118 84,34,050	49 35,02,275	135 96,49,125
5 Dec	10.80	0.98 ₹ 70,045.5	-0.04 -2859.00	57.54	118 84,34,050	50 35,73,750	135 96,49,125
30 Nov	9.96	1.37 ₹ 97,920.75	0.07 5003.25	-	6 4,28,850	5 3,57,375	17 12,15,075
29 Nov	9.96	1.37 ₹ 97,920.75	0.07 5003.25	-	6 4,28,850	5 3,57,375	17 12,15,075

For Vodafone Idea Limited - strike price 11 expiring on 27JAN2026

Delta for 11 PE is -

Historical price for 11 PE is as follows

On 21 Dec IDEA was trading at 11.96. The strike last trading price was 0.5, which was -0.11 lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 839

On 20 Dec IDEA was trading at 11.96. The strike last trading price was 0.5, which was -0.11 lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 839

On 14 Dec IDEA was trading at 11.64. The strike last trading price was 0.55, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 69 which increased total open position to 358

On 13 Dec IDEA was trading at 11.64. The strike last trading price was 0.55, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 69 which increased total open position to 358

On 7 Dec IDEA was trading at 10.80. The strike last trading price was 0.98, which was -0.04 lower than the previous day. The implied volatity was -, the open interest changed by 49 which increased total open position to 135

On 5 Dec IDEA was trading at 10.80. The strike last trading price was 0.98, which was -0.04 lower than the previous day. The implied volatity was 57.54, the open interest changed by 50 which increased total open position to 135

On 30 Nov IDEA was trading at 9.96. The strike last trading price was 1.37, which was 0.07 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 17

On 29 Nov IDEA was trading at 9.96. The strike last trading price was 1.37, which was 0.07 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 17

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