IDEA
Vodafone Idea Limited
Historical option data for IDEA
21 Sep 2025 04:13 PM IST
| IDEA 30SEP2025 7 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 | 1.5 | 0.55 | - | 4,015 | -1,375 | 2,508 | |||||||||
| 14 Sept | 7.66 | 0.85 | 0.2 | 57.57 | 5,522 | -985 | 4,805 | |||||||||
| 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 -
Historical price for 7 CE is as follows
On 21 Sept IDEA was trading at 8.40. The strike last trading price was 1.5, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by -1375 which decreased total open position to 2508
On 14 Sept IDEA was trading at 7.66. The strike last trading price was 0.85, which was 0.2 higher than the previous day. The implied volatity was 57.57, the open interest changed by -985 which decreased total open position to 4805
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: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 8.40 | 0.05 | 0 | - | 4,444 | 719 | 6,907 |
| 14 Sept | 7.66 | 0.1 | -0.1 | 54.24 | 1,929 | 51 | 4,187 |
| 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 -
Historical price for 7 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 719 which increased total open position to 6907
On 14 Sept IDEA was trading at 7.66. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 54.24, the open interest changed by 51 which increased total open position to 4187
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
