IDEA
Vodafone Idea Limited
Historical option data for IDEA
01 Nov 2025 08:14 PM IST
| IDEA 25-NOV-2025 9 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 1 Nov | 8.73 | 0.45 | -0.05 | - | 3,465 | -386 | 4,428 | |||||||||
| 27 Oct | 9.97 | 1.35 | 0.1 | - | 2,582 | -131 | 1,059 | |||||||||
| 26 Oct | 9.62 | 1.2 | -0.05 | - | 1,335 | 157 | 1,190 | |||||||||
| 25 Oct | 9.62 | 1.2 | -0.05 | - | 1,335 | 157 | 1,190 | |||||||||
| 18 Oct | 8.70 | 0.8 | -0.05 | - | 299 | 45 | 1,219 | |||||||||
| 15 Oct | 8.36 | 0.55 | -0.25 | - | 523 | 141 | 548 | |||||||||
For Vodafone Idea Limited - strike price 9 expiring on 25NOV2025
Delta for 9 CE is -
Historical price for 9 CE is as follows
On 1 Nov IDEA was trading at 8.73. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -386 which decreased total open position to 4428
On 27 Oct IDEA was trading at 9.97. The strike last trading price was 1.35, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by -131 which decreased total open position to 1059
On 26 Oct IDEA was trading at 9.62. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 157 which increased total open position to 1190
On 25 Oct IDEA was trading at 9.62. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 157 which increased total open position to 1190
On 18 Oct IDEA was trading at 8.70. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 1219
On 15 Oct IDEA was trading at 8.36. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 141 which increased total open position to 548
| IDEA 25NOV2025 9 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Nov | 8.73 | 0.65 | -0.05 | - | 1,012 | 83 | 2,794 |
| 27 Oct | 9.97 | 0.25 | -0.3 | - | 4,881 | 606 | 1,741 |
| 26 Oct | 9.62 | 0.5 | -0.1 | - | 1,413 | 193 | 1,135 |
| 25 Oct | 9.62 | 0.5 | -0.1 | - | 1,413 | 193 | 1,135 |
| 18 Oct | 8.70 | 1 | 0.1 | - | 177 | 37 | 359 |
| 15 Oct | 8.36 | 1.15 | 0.2 | - | 228 | 15 | 271 |
For Vodafone Idea Limited - strike price 9 expiring on 25NOV2025
Delta for 9 PE is -
Historical price for 9 PE is as follows
On 1 Nov IDEA was trading at 8.73. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 83 which increased total open position to 2794
On 27 Oct IDEA was trading at 9.97. The strike last trading price was 0.25, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 606 which increased total open position to 1741
On 26 Oct IDEA was trading at 9.62. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 193 which increased total open position to 1135
On 25 Oct IDEA was trading at 9.62. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 193 which increased total open position to 1135
On 18 Oct IDEA was trading at 8.70. The strike last trading price was 1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 37 which increased total open position to 359
On 15 Oct IDEA was trading at 8.36. The strike last trading price was 1.15, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 271

































































































































































































































