IDEA
Vodafone Idea Limited
Historical option data for IDEA
21 Sep 2025 04:13 PM IST
| IDEA 30SEP2025 6 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 8.40 | 2.5 | 0.6 | - | 249 | 5 | 861 | |||||||||
| 14 Sept | 7.66 | 1.7 | 0.25 | - | 618 | -36 | 969 | |||||||||
| 17 Aug | 6.15 | 0.55 | -0.15 | 48.01 | 841 | 176 | 474 | |||||||||
For Vodafone Idea Limited - strike price 6 expiring on 30SEP2025
Delta for 6 CE is -
Historical price for 6 CE is as follows
On 21 Sept IDEA was trading at 8.40. The strike last trading price was 2.5, 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 861
On 14 Sept IDEA was trading at 7.66. The strike last trading price was 1.7, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by -36 which decreased total open position to 969
On 17 Aug IDEA was trading at 6.15. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 48.01, the open interest changed by 176 which increased total open position to 474
| IDEA 30SEP2025 6 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 | 0.05 | 0 | - | 9 | 9 | 3,543 |
| 14 Sept | 7.66 | 0.05 | 0 | - | 38 | 17 | 3,494 |
| 17 Aug | 6.15 | 0.3 | 0.05 | 47.62 | 253 | 79 | 445 |
For Vodafone Idea Limited - strike price 6 expiring on 30SEP2025
Delta for 6 PE is -
Historical price for 6 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 -, the open interest changed by 9 which increased total open position to 3543
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 -, the open interest changed by 17 which increased total open position to 3494
On 17 Aug IDEA was trading at 6.15. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 47.62, the open interest changed by 79 which increased total open position to 445
