IDEA
Vodafone Idea Limited
Historical option data for IDEA
21 Sep 2025 04:13 PM IST
| IDEA 30SEP2025 12 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 8.40 | 0.05 | 0 | - | 61 | 50 | 201 | |||||||||
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| 14 Sept | 7.66 | 0.05 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Vodafone Idea Limited - strike price 12 expiring on 30SEP2025
Delta for 12 CE is -
Historical price for 12 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 -, the open interest changed by 50 which increased total open position to 201
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 0.00, the open interest changed by 0 which decreased total open position to 0
| IDEA 30SEP2025 12 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 8.40 | 3.6 | -0.5 | - | 10 | 5 | 19 |
| 14 Sept | 7.66 | 4.35 | -0.75 | - | 9 | -5 | 10 |
For Vodafone Idea Limited - strike price 12 expiring on 30SEP2025
Delta for 12 PE is -
Historical price for 12 PE is as follows
On 21 Sept IDEA was trading at 8.40. The strike last trading price was 3.6, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 19
On 14 Sept IDEA was trading at 7.66. The strike last trading price was 4.35, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 10
