IDEA
Vodafone Idea Limited
Historical option data for IDEA
21 Sep 2025 04:13 PM IST
| IDEA 28OCT2025 8 CE | ||||||||||||||||
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Delta: 0.67
Vega: 0.01
Theta: -0.01
Gamma: 0.22
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 8.40 | 0.95 | 0.3 | 60.16 | 4,976 | -607 | 2,142 | |||||||||
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| 14 Sept | 7.66 | 0.55 | 0.1 | 58.50 | 2,085 | 18 | 2,483 | |||||||||
| 17 Aug | 6.15 | 0.2 | -0.05 | 60.78 | 50 | 35 | 126 | |||||||||
For Vodafone Idea Limited - strike price 8 expiring on 28OCT2025
Delta for 8 CE is 0.67
Historical price for 8 CE is as follows
On 21 Sept IDEA was trading at 8.40. The strike last trading price was 0.95, which was 0.3 higher than the previous day. The implied volatity was 60.16, the open interest changed by -607 which decreased total open position to 2142
On 14 Sept IDEA was trading at 7.66. The strike last trading price was 0.55, which was 0.1 higher than the previous day. The implied volatity was 58.50, the open interest changed by 18 which increased total open position to 2483
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 60.78, the open interest changed by 35 which increased total open position to 126
| IDEA 28OCT2025 8 PE | |||||||
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Delta: -0.34
Vega: 0.01
Theta: -0.01
Gamma: 0.20
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 8.40 | 0.45 | -0.25 | 64.64 | 1,843 | 213 | 836 |
| 14 Sept | 7.66 | 0.75 | -0.2 | 58.51 | 155 | 56 | 253 |
| 17 Aug | 6.15 | 1.8 | 0.15 | 51.00 | 2 | 2 | 25 |
For Vodafone Idea Limited - strike price 8 expiring on 28OCT2025
Delta for 8 PE is -0.34
Historical price for 8 PE is as follows
On 21 Sept IDEA was trading at 8.40. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 64.64, the open interest changed by 213 which increased total open position to 836
On 14 Sept IDEA was trading at 7.66. The strike last trading price was 0.75, which was -0.2 lower than the previous day. The implied volatity was 58.51, the open interest changed by 56 which increased total open position to 253
On 17 Aug IDEA was trading at 6.15. The strike last trading price was 1.8, which was 0.15 higher than the previous day. The implied volatity was 51.00, the open interest changed by 2 which increased total open position to 25
