IDEA
Vodafone Idea Limited
Historical option data for IDEA
21 Dec 2025 04:14 PM IST
| IDEA 30-DEC-2025 11 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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 | |||||||||
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| 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: -
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| 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































































































































































































































