IDEA
Vodafone Idea Limited
Historical option data for IDEA
21 Sep 2025 04:13 PM IST
| IDEA 30SEP2025 8 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.70
Vega: 0.01
Theta: -0.02
Gamma: 0.32
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 8.40 | 0.7 | 0.35 | 72.76 | 20,020 | -3,174 | 4,863 | |||||||||
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| 14 Sept | 7.66 | 0.3 | 0.05 | 60.23 | 9,197 | -262 | 7,446 | |||||||||
| 17 Aug | 6.15 | 0.1 | -0.05 | 61.23 | 157 | 120 | 583 | |||||||||
For Vodafone Idea Limited - strike price 8 expiring on 30SEP2025
Delta for 8 CE is 0.70
Historical price for 8 CE is as follows
On 21 Sept IDEA was trading at 8.40. The strike last trading price was 0.7, which was 0.35 higher than the previous day. The implied volatity was 72.76, the open interest changed by -3174 which decreased total open position to 4863
On 14 Sept IDEA was trading at 7.66. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 60.23, the open interest changed by -262 which decreased total open position to 7446
On 17 Aug IDEA was trading at 6.15. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 61.23, the open interest changed by 120 which increased total open position to 583
| IDEA 30SEP2025 8 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.29
Vega: 0.01
Theta: -0.02
Gamma: 0.34
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 8.40 | 0.2 | -0.25 | 69.61 | 6,621 | 1,411 | 4,668 |
| 14 Sept | 7.66 | 0.5 | -0.3 | 51.14 | 2,022 | 545 | 1,954 |
| 17 Aug | 6.15 | 1.9 | 0.25 | 73.64 | 45 | 28 | 296 |
For Vodafone Idea Limited - strike price 8 expiring on 30SEP2025
Delta for 8 PE is -0.29
Historical price for 8 PE is as follows
On 21 Sept IDEA was trading at 8.40. The strike last trading price was 0.2, which was -0.25 lower than the previous day. The implied volatity was 69.61, the open interest changed by 1411 which increased total open position to 4668
On 14 Sept IDEA was trading at 7.66. The strike last trading price was 0.5, which was -0.3 lower than the previous day. The implied volatity was 51.14, the open interest changed by 545 which increased total open position to 1954
On 17 Aug IDEA was trading at 6.15. The strike last trading price was 1.9, which was 0.25 higher than the previous day. The implied volatity was 73.64, the open interest changed by 28 which increased total open position to 296
