IDEA
Vodafone Idea Limited
Historical option data for IDEA
21 Sep 2025 04:13 PM IST
| IDEA 30SEP2025 9 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.33
Vega: 0.01
Theta: -0.02
Gamma: 0.37
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 8.40 | 0.2 | 0.1 | 66.69 | 29,984 | -1,701 | 7,600 | |||||||||
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| 14 Sept | 7.66 | 0.1 | 0 | 67.05 | 3,360 | 1,300 | 6,835 | |||||||||
| 17 Aug | 6.15 | 0.05 | 0 | - | 98 | 67 | 132 | |||||||||
For Vodafone Idea Limited - strike price 9 expiring on 30SEP2025
Delta for 9 CE is 0.33
Historical price for 9 CE is as follows
On 21 Sept IDEA was trading at 8.40. The strike last trading price was 0.2, which was 0.1 higher than the previous day. The implied volatity was 66.69, the open interest changed by -1701 which decreased total open position to 7600
On 14 Sept IDEA was trading at 7.66. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 67.05, the open interest changed by 1300 which increased total open position to 6835
On 17 Aug IDEA was trading at 6.15. 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 67 which increased total open position to 132
| IDEA 30SEP2025 9 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.68
Vega: 0.01
Theta: -0.01
Gamma: 0.38
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 8.40 | 0.7 | -0.5 | 64.86 | 3,337 | 1,332 | 2,878 |
| 14 Sept | 7.66 | 1.3 | -0.35 | 52.47 | 105 | 19 | 718 |
| 17 Aug | 6.15 | 2.2 | 0 | - | 0 | 0 | 0 |
For Vodafone Idea Limited - strike price 9 expiring on 30SEP2025
Delta for 9 PE is -0.68
Historical price for 9 PE is as follows
On 21 Sept IDEA was trading at 8.40. The strike last trading price was 0.7, which was -0.5 lower than the previous day. The implied volatity was 64.86, the open interest changed by 1332 which increased total open position to 2878
On 14 Sept IDEA was trading at 7.66. The strike last trading price was 1.3, which was -0.35 lower than the previous day. The implied volatity was 52.47, the open interest changed by 19 which increased total open position to 718
On 17 Aug IDEA was trading at 6.15. The strike last trading price was 2.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
