IDEA
Vodafone Idea Limited
Historical option data for IDEA
17 Aug 2025 12:57 AM IST
| IDEA 30SEP2025 7 CE | ||||||||||||||||
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Delta: 0.30
Vega: 0.01
Theta: -0.00
Gamma: 0.30
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 6.15 | 0.2 | -0.05 | 51.76 | 640 | 146 | 669 | |||||||||
For Vodafone Idea Limited - strike price 7 expiring on 30SEP2025
Delta for 7 CE is 0.30
Historical price for 7 CE is as follows
On 17 Aug IDEA was trading at 6.15. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 51.76, the open interest changed by 146 which increased total open position to 669
| IDEA 30SEP2025 7 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.67
Vega: 0.01
Theta: -0.00
Gamma: 0.28
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 6.15 | 1 | 0.2 | 59.20 | 232 | 60 | 262 |
For Vodafone Idea Limited - strike price 7 expiring on 30SEP2025
Delta for 7 PE is -0.67
Historical price for 7 PE is as follows
On 17 Aug IDEA was trading at 6.15. The strike last trading price was 1, which was 0.2 higher than the previous day. The implied volatity was 59.20, the open interest changed by 60 which increased total open position to 262
