[--[65.84.65.76]--]

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
IDEA 30-DEC-2025 11 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
21 Dec 11.96 1.11 0.52 - 5,702 -1,276 4,172
20 Dec 11.96 1.11 0.52 - 5,702 -1,276 4,172
14 Dec 11.64 1 0.23 - 6,610 -1,514 5,587
13 Dec 11.64 1 0.23 - 6,610 -1,514 5,587
7 Dec 10.80 0.62 0.07 - 7,082 629 7,704
5 Dec 10.80 0.62 0.07 60.96 7,082 633 7,704
30 Nov 9.96 0.25 -0.05 - 3,460 32 5,739
29 Nov 9.96 0.25 -0.05 - 3,460 32 5,739
23 Nov 9.97 0.37 -0.07 - 2,390 348 2,881
22 Nov 9.97 0.37 -0.07 - 2,390 348 2,881
16 Nov 10.94 0.86 0.23 - 1,421 219 1,007
15 Nov 10.94 0.86 0.23 - 1,421 219 1,007
14 Nov 10.94 0.86 0.23 - 1,421 219 1,007
13 Nov 10.47 0.66 -0.01 - 1,256 396 794
9 Nov 9.61 0.46 0.12 - 177 -11 169
8 Nov 9.61 0.46 0.12 - 177 -11 169
2 Nov 8.73 0.3 0 - 17 8 49
1 Nov 8.73 0.3 0 - 17 8 49


For Vodafone Idea Limited - strike price 11 expiring on 30DEC2025

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 1.11, which was 0.52 higher than the previous day. The implied volatity was -, the open interest changed by -1276 which decreased total open position to 4172


On 20 Dec IDEA was trading at 11.96. The strike last trading price was 1.11, which was 0.52 higher than the previous day. The implied volatity was -, the open interest changed by -1276 which decreased total open position to 4172


On 14 Dec IDEA was trading at 11.64. The strike last trading price was 1, which was 0.23 higher than the previous day. The implied volatity was -, the open interest changed by -1514 which decreased total open position to 5587


On 13 Dec IDEA was trading at 11.64. The strike last trading price was 1, which was 0.23 higher than the previous day. The implied volatity was -, the open interest changed by -1514 which decreased total open position to 5587


On 7 Dec IDEA was trading at 10.80. The strike last trading price was 0.62, which was 0.07 higher than the previous day. The implied volatity was -, the open interest changed by 629 which increased total open position to 7704


On 5 Dec IDEA was trading at 10.80. The strike last trading price was 0.62, which was 0.07 higher than the previous day. The implied volatity was 60.96, the open interest changed by 633 which increased total open position to 7704


On 30 Nov IDEA was trading at 9.96. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 5739


On 29 Nov IDEA was trading at 9.96. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 5739


On 23 Nov IDEA was trading at 9.97. The strike last trading price was 0.37, which was -0.07 lower than the previous day. The implied volatity was -, the open interest changed by 348 which increased total open position to 2881


On 22 Nov IDEA was trading at 9.97. The strike last trading price was 0.37, which was -0.07 lower than the previous day. The implied volatity was -, the open interest changed by 348 which increased total open position to 2881


On 16 Nov IDEA was trading at 10.94. The strike last trading price was 0.86, which was 0.23 higher than the previous day. The implied volatity was -, the open interest changed by 219 which increased total open position to 1007


On 15 Nov IDEA was trading at 10.94. The strike last trading price was 0.86, which was 0.23 higher than the previous day. The implied volatity was -, the open interest changed by 219 which increased total open position to 1007


On 14 Nov IDEA was trading at 10.94. The strike last trading price was 0.86, which was 0.23 higher than the previous day. The implied volatity was -, the open interest changed by 219 which increased total open position to 1007


On 13 Nov IDEA was trading at 10.47. The strike last trading price was 0.66, which was -0.01 lower than the previous day. The implied volatity was -, the open interest changed by 396 which increased total open position to 794


On 9 Nov IDEA was trading at 9.61. The strike last trading price was 0.46, which was 0.12 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 169


On 8 Nov IDEA was trading at 9.61. The strike last trading price was 0.46, which was 0.12 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 169


On 2 Nov IDEA was trading at 8.73. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 49


On 1 Nov IDEA was trading at 8.73. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 49


IDEA 30DEC2025 11 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
21 Dec 11.96 0.12 -0.12 - 7,660 12 3,092
20 Dec 11.96 0.12 -0.12 - 7,660 12 3,092
14 Dec 11.64 0.28 -0.17 - 6,062 -257 3,586
13 Dec 11.64 0.28 -0.17 - 6,062 -257 3,586
7 Dec 10.80 0.76 -0.05 - 1,516 212 2,608
5 Dec 10.80 0.76 -0.05 60.53 1,516 214 2,608
30 Nov 9.96 1.19 0.11 - 152 28 2,073
29 Nov 9.96 1.19 0.11 - 152 28 2,073
23 Nov 9.97 1.21 0.03 - 503 234 1,715
22 Nov 9.97 1.21 0.03 - 503 234 1,715
16 Nov 10.94 0.78 -0.24 - 535 116 498
15 Nov 10.94 0.78 -0.24 - 535 116 498
14 Nov 10.94 0.78 -0.24 - 535 115 498
13 Nov 10.47 1.03 -0.12 - 412 295 381
9 Nov 9.61 2.05 0 - 0 0 0
8 Nov 9.61 2.05 0 - 0 0 0
2 Nov 8.73 2.05 0 - 0 0 0
1 Nov 8.73 2.05 0 - 0 0 0


For Vodafone Idea Limited - strike price 11 expiring on 30DEC2025

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 0.12, which was -0.12 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 3092


On 20 Dec IDEA was trading at 11.96. The strike last trading price was 0.12, which was -0.12 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 3092


On 14 Dec IDEA was trading at 11.64. The strike last trading price was 0.28, which was -0.17 lower than the previous day. The implied volatity was -, the open interest changed by -257 which decreased total open position to 3586


On 13 Dec IDEA was trading at 11.64. The strike last trading price was 0.28, which was -0.17 lower than the previous day. The implied volatity was -, the open interest changed by -257 which decreased total open position to 3586


On 7 Dec IDEA was trading at 10.80. The strike last trading price was 0.76, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 212 which increased total open position to 2608


On 5 Dec IDEA was trading at 10.80. The strike last trading price was 0.76, which was -0.05 lower than the previous day. The implied volatity was 60.53, the open interest changed by 214 which increased total open position to 2608


On 30 Nov IDEA was trading at 9.96. The strike last trading price was 1.19, which was 0.11 higher than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 2073


On 29 Nov IDEA was trading at 9.96. The strike last trading price was 1.19, which was 0.11 higher than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 2073


On 23 Nov IDEA was trading at 9.97. The strike last trading price was 1.21, which was 0.03 higher than the previous day. The implied volatity was -, the open interest changed by 234 which increased total open position to 1715


On 22 Nov IDEA was trading at 9.97. The strike last trading price was 1.21, which was 0.03 higher than the previous day. The implied volatity was -, the open interest changed by 234 which increased total open position to 1715


On 16 Nov IDEA was trading at 10.94. The strike last trading price was 0.78, which was -0.24 lower than the previous day. The implied volatity was -, the open interest changed by 116 which increased total open position to 498


On 15 Nov IDEA was trading at 10.94. The strike last trading price was 0.78, which was -0.24 lower than the previous day. The implied volatity was -, the open interest changed by 116 which increased total open position to 498


On 14 Nov IDEA was trading at 10.94. The strike last trading price was 0.78, which was -0.24 lower than the previous day. The implied volatity was -, the open interest changed by 115 which increased total open position to 498


On 13 Nov IDEA was trading at 10.47. The strike last trading price was 1.03, which was -0.12 lower than the previous day. The implied volatity was -, the open interest changed by 295 which increased total open position to 381


On 9 Nov IDEA was trading at 9.61. The strike last trading price was 2.05, 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 8 Nov IDEA was trading at 9.61. The strike last trading price was 2.05, 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 2 Nov IDEA was trading at 8.73. The strike last trading price was 2.05, 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 1 Nov IDEA was trading at 8.73. The strike last trading price was 2.05, 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