IDEA
Vodafone Idea Limited
Historical option data for IDEA
21 Sep 2025 04:13 PM IST
| IDEA 30SEP2025 4 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 8.40 | 4.45 | 0.6 | - | 36 | 5 | 67 | |||||||||
| 14 Sept | 7.66 | 3.65 | 0.25 | - | 1 | 0 | 52 | |||||||||
| 17 Aug | 6.15 | 3.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Vodafone Idea Limited - strike price 4 expiring on 30SEP2025
Delta for 4 CE is -
Historical price for 4 CE is as follows
On 21 Sept IDEA was trading at 8.40. The strike last trading price was 4.45, which was 0.6 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 67
On 14 Sept IDEA was trading at 7.66. The strike last trading price was 3.65, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52
On 17 Aug IDEA was trading at 6.15. The strike last trading price was 3.35, 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
| IDEA 30SEP2025 4 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 8.40 | 0.05 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 7.66 | 0.05 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 6.15 | 0.05 | 0 | 30.00 | 0 | 0 | 0 |
For Vodafone Idea Limited - strike price 4 expiring on 30SEP2025
Delta for 4 PE is 0.00
Historical price for 4 PE 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 0.00, the open interest changed by 0 which decreased total open position to 0
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
On 17 Aug IDEA was trading at 6.15. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 30.00, the open interest changed by 0 which decreased total open position to 0
