IDEA
Vodafone Idea Limited
Historical option data for IDEA
06 Feb 2026 04:12 PM IST
| IDEA 24-FEB-2026 11 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.59
Vega: 0.01
Theta: -0.02
Gamma: 0.31
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Feb | 11.12 | 0.61 | -0.11 | 51.25 | 2,268 | 200 | 4,196 | |||||||||
| 5 Feb | 11.24 | 0.72 | -0.09 | 56.02 | 2,561 | -91 | 3,998 | |||||||||
| 4 Feb | 11.35 | 0.8 | -0.06 | 56.24 | 1,691 | 190 | 4,090 | |||||||||
| 3 Feb | 11.41 | 0.86 | 0.37 | 54.94 | 5,979 | -352 | 3,955 | |||||||||
| 2 Feb | 10.81 | 0.49 | -0.01 | 52.12 | 4,846 | -2 | 4,358 | |||||||||
| 1 Feb | 10.87 | 0.47 | -0.32 | 48.16 | 5,746 | -543 | 4,355 | |||||||||
| 30 Jan | 11.17 | 0.77 | 0.48 | 57.59 | 13,691 | 1,033 | 4,924 | |||||||||
| 29 Jan | 10.05 | 0.28 | 0.01 | 57.35 | 5,147 | 101 | 3,890 | |||||||||
| 28 Jan | 9.95 | 0.29 | 0.01 | 55.38 | 5,856 | 679 | 3,783 | |||||||||
|
|
||||||||||||||||
| 27 Jan | 9.83 | 0.3 | -0.07 | 62.58 | 3,400 | 700 | 3,040 | |||||||||
| 23 Jan | 9.93 | 0.36 | -0.07 | 61.88 | 2,473 | 675 | 2,338 | |||||||||
| 22 Jan | 10.18 | 0.44 | 0.04 | 58.44 | 1,096 | 327 | 1,604 | |||||||||
| 21 Jan | 10.12 | 0.44 | 0.03 | 56.84 | 1,698 | 293 | 1,281 | |||||||||
| 20 Jan | 10.13 | 0.43 | -0.14 | 57.98 | 1,462 | 315 | 973 | |||||||||
| 19 Jan | 10.59 | 0.57 | -0.18 | 53.24 | 620 | 224 | 653 | |||||||||
| 16 Jan | 10.82 | 0.74 | -0.14 | 55.31 | 246 | 83 | 428 | |||||||||
| 14 Jan | 11.08 | 0.88 | 0.12 | 52.82 | 232 | 56 | 346 | |||||||||
| 13 Jan | 10.80 | 0.78 | -0.3 | 55.02 | 219 | 94 | 289 | |||||||||
| 12 Jan | 11.25 | 1.06 | -0.04 | 55.88 | 144 | 69 | 195 | |||||||||
| 9 Jan | 11.26 | 1.14 | -0.14 | 57.73 | 109 | 33 | 125 | |||||||||
| 8 Jan | 11.50 | 1.3 | 0.05 | 60.45 | 21 | 3 | 91 | |||||||||
| 7 Jan | 11.46 | 1.25 | -0.1 | 56.9 | 12 | 2 | 88 | |||||||||
| 6 Jan | 11.59 | 1.35 | 0.07 | 56.76 | 13 | 10 | 86 | |||||||||
| 5 Jan | 11.43 | 1.28 | -0.26 | 60.23 | 34 | 11 | 76 | |||||||||
| 2 Jan | 11.78 | 1.58 | 0.15 | 58.33 | 13 | -1 | 64 | |||||||||
| 1 Jan | 11.60 | 1.39 | 0.26 | 54.76 | 148 | 36 | 66 | |||||||||
| 31 Dec | 10.76 | 1.13 | -0.73 | 72.97 | 52 | 30 | 30 | |||||||||
For Vodafone Idea Limited - strike price 11 expiring on 24FEB2026
Delta for 11 CE is 0.59
Historical price for 11 CE is as follows
On 6 Feb IDEA was trading at 11.12. The strike last trading price was 0.61, which was -0.11 lower than the previous day. The implied volatity was 51.25, the open interest changed by 200 which increased total open position to 4196
On 5 Feb IDEA was trading at 11.24. The strike last trading price was 0.72, which was -0.09 lower than the previous day. The implied volatity was 56.02, the open interest changed by -91 which decreased total open position to 3998
On 4 Feb IDEA was trading at 11.35. The strike last trading price was 0.8, which was -0.06 lower than the previous day. The implied volatity was 56.24, the open interest changed by 190 which increased total open position to 4090
On 3 Feb IDEA was trading at 11.41. The strike last trading price was 0.86, which was 0.37 higher than the previous day. The implied volatity was 54.94, the open interest changed by -352 which decreased total open position to 3955
On 2 Feb IDEA was trading at 10.81. The strike last trading price was 0.49, which was -0.01 lower than the previous day. The implied volatity was 52.12, the open interest changed by -2 which decreased total open position to 4358
On 1 Feb IDEA was trading at 10.87. The strike last trading price was 0.47, which was -0.32 lower than the previous day. The implied volatity was 48.16, the open interest changed by -543 which decreased total open position to 4355
On 30 Jan IDEA was trading at 11.17. The strike last trading price was 0.77, which was 0.48 higher than the previous day. The implied volatity was 57.59, the open interest changed by 1033 which increased total open position to 4924
On 29 Jan IDEA was trading at 10.05. The strike last trading price was 0.28, which was 0.01 higher than the previous day. The implied volatity was 57.35, the open interest changed by 101 which increased total open position to 3890
On 28 Jan IDEA was trading at 9.95. The strike last trading price was 0.29, which was 0.01 higher than the previous day. The implied volatity was 55.38, the open interest changed by 679 which increased total open position to 3783
On 27 Jan IDEA was trading at 9.83. The strike last trading price was 0.3, which was -0.07 lower than the previous day. The implied volatity was 62.58, the open interest changed by 700 which increased total open position to 3040
On 23 Jan IDEA was trading at 9.93. The strike last trading price was 0.36, which was -0.07 lower than the previous day. The implied volatity was 61.88, the open interest changed by 675 which increased total open position to 2338
On 22 Jan IDEA was trading at 10.18. The strike last trading price was 0.44, which was 0.04 higher than the previous day. The implied volatity was 58.44, the open interest changed by 327 which increased total open position to 1604
On 21 Jan IDEA was trading at 10.12. The strike last trading price was 0.44, which was 0.03 higher than the previous day. The implied volatity was 56.84, the open interest changed by 293 which increased total open position to 1281
On 20 Jan IDEA was trading at 10.13. The strike last trading price was 0.43, which was -0.14 lower than the previous day. The implied volatity was 57.98, the open interest changed by 315 which increased total open position to 973
On 19 Jan IDEA was trading at 10.59. The strike last trading price was 0.57, which was -0.18 lower than the previous day. The implied volatity was 53.24, the open interest changed by 224 which increased total open position to 653
On 16 Jan IDEA was trading at 10.82. The strike last trading price was 0.74, which was -0.14 lower than the previous day. The implied volatity was 55.31, the open interest changed by 83 which increased total open position to 428
On 14 Jan IDEA was trading at 11.08. The strike last trading price was 0.88, which was 0.12 higher than the previous day. The implied volatity was 52.82, the open interest changed by 56 which increased total open position to 346
On 13 Jan IDEA was trading at 10.80. The strike last trading price was 0.78, which was -0.3 lower than the previous day. The implied volatity was 55.02, the open interest changed by 94 which increased total open position to 289
On 12 Jan IDEA was trading at 11.25. The strike last trading price was 1.06, which was -0.04 lower than the previous day. The implied volatity was 55.88, the open interest changed by 69 which increased total open position to 195
On 9 Jan IDEA was trading at 11.26. The strike last trading price was 1.14, which was -0.14 lower than the previous day. The implied volatity was 57.73, the open interest changed by 33 which increased total open position to 125
On 8 Jan IDEA was trading at 11.50. The strike last trading price was 1.3, which was 0.05 higher than the previous day. The implied volatity was 60.45, the open interest changed by 3 which increased total open position to 91
On 7 Jan IDEA was trading at 11.46. The strike last trading price was 1.25, which was -0.1 lower than the previous day. The implied volatity was 56.9, the open interest changed by 2 which increased total open position to 88
On 6 Jan IDEA was trading at 11.59. The strike last trading price was 1.35, which was 0.07 higher than the previous day. The implied volatity was 56.76, the open interest changed by 10 which increased total open position to 86
On 5 Jan IDEA was trading at 11.43. The strike last trading price was 1.28, which was -0.26 lower than the previous day. The implied volatity was 60.23, the open interest changed by 11 which increased total open position to 76
On 2 Jan IDEA was trading at 11.78. The strike last trading price was 1.58, which was 0.15 higher than the previous day. The implied volatity was 58.33, the open interest changed by -1 which decreased total open position to 64
On 1 Jan IDEA was trading at 11.60. The strike last trading price was 1.39, which was 0.26 higher than the previous day. The implied volatity was 54.76, the open interest changed by 36 which increased total open position to 66
On 31 Dec IDEA was trading at 10.76. The strike last trading price was 1.13, which was -0.73 lower than the previous day. The implied volatity was 72.97, the open interest changed by 30 which increased total open position to 30
| IDEA 24FEB2026 11 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 0.01
Theta: -0.01
Gamma: 0.31
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Feb | 11.12 | 0.4 | 0.01 | 50.64 | 1,770 | 129 | 2,087 |
| 5 Feb | 11.24 | 0.39 | 0.02 | 51.67 | 1,585 | 57 | 1,962 |
| 4 Feb | 11.35 | 0.38 | 0.01 | 53.25 | 1,297 | 35 | 1,905 |
| 3 Feb | 11.41 | 0.36 | -0.23 | 53.26 | 3,345 | 137 | 1,894 |
| 2 Feb | 10.81 | 0.6 | 0.02 | 49.86 | 1,888 | -30 | 1,754 |
| 1 Feb | 10.87 | 0.62 | 0.07 | 51.78 | 2,891 | -121 | 1,795 |
| 30 Jan | 11.17 | 0.54 | -0.61 | 55.4 | 6,015 | 371 | 1,931 |
| 29 Jan | 10.05 | 1.19 | -0.01 | 56.08 | 101 | -4 | 1,565 |
| 28 Jan | 9.95 | 1.17 | -0.15 | 57.43 | 234 | 40 | 1,568 |
| 27 Jan | 9.83 | 1.31 | -0.01 | 59 | 1,048 | 518 | 1,528 |
| 23 Jan | 9.93 | 1.38 | 0.28 | 63.38 | 537 | 303 | 1,009 |
| 22 Jan | 10.18 | 1.1 | -0.04 | 54.92 | 234 | 86 | 713 |
| 21 Jan | 10.12 | 1.12 | -0.01 | 57 | 221 | 45 | 626 |
| 20 Jan | 10.13 | 1.15 | 0.31 | 54.71 | 145 | 19 | 580 |
| 19 Jan | 10.59 | 0.85 | 0.05 | 50.81 | 178 | 71 | 563 |
| 16 Jan | 10.82 | 0.82 | 0.17 | 55.09 | 140 | 48 | 489 |
| 14 Jan | 11.08 | 0.66 | -0.15 | 51.64 | 210 | 104 | 439 |
| 13 Jan | 10.80 | 0.82 | 0.17 | 54.05 | 157 | 67 | 334 |
| 12 Jan | 11.25 | 0.65 | -0.04 | 55.12 | 103 | 40 | 267 |
| 9 Jan | 11.26 | 0.7 | 0.05 | 57.58 | 312 | 24 | 227 |
| 8 Jan | 11.50 | 0.66 | 0.03 | 58.55 | 81 | 41 | 203 |
| 7 Jan | 11.46 | 0.63 | 0.02 | 55.85 | 35 | 13 | 163 |
| 6 Jan | 11.59 | 0.61 | -0.07 | 57.19 | 79 | 6 | 151 |
| 5 Jan | 11.43 | 0.7 | 0.12 | 57.7 | 138 | 27 | 146 |
| 2 Jan | 11.78 | 0.57 | -0.07 | 57.61 | 146 | 43 | 120 |
| 1 Jan | 11.60 | 0.64 | -0.58 | 57.32 | 167 | 25 | 75 |
| 31 Dec | 10.76 | 1.29 | 0.59 | 72.63 | 182 | 50 | 50 |
For Vodafone Idea Limited - strike price 11 expiring on 24FEB2026
Delta for 11 PE is -0.41
Historical price for 11 PE is as follows
On 6 Feb IDEA was trading at 11.12. The strike last trading price was 0.4, which was 0.01 higher than the previous day. The implied volatity was 50.64, the open interest changed by 129 which increased total open position to 2087
On 5 Feb IDEA was trading at 11.24. The strike last trading price was 0.39, which was 0.02 higher than the previous day. The implied volatity was 51.67, the open interest changed by 57 which increased total open position to 1962
On 4 Feb IDEA was trading at 11.35. The strike last trading price was 0.38, which was 0.01 higher than the previous day. The implied volatity was 53.25, the open interest changed by 35 which increased total open position to 1905
On 3 Feb IDEA was trading at 11.41. The strike last trading price was 0.36, which was -0.23 lower than the previous day. The implied volatity was 53.26, the open interest changed by 137 which increased total open position to 1894
On 2 Feb IDEA was trading at 10.81. The strike last trading price was 0.6, which was 0.02 higher than the previous day. The implied volatity was 49.86, the open interest changed by -30 which decreased total open position to 1754
On 1 Feb IDEA was trading at 10.87. The strike last trading price was 0.62, which was 0.07 higher than the previous day. The implied volatity was 51.78, the open interest changed by -121 which decreased total open position to 1795
On 30 Jan IDEA was trading at 11.17. The strike last trading price was 0.54, which was -0.61 lower than the previous day. The implied volatity was 55.4, the open interest changed by 371 which increased total open position to 1931
On 29 Jan IDEA was trading at 10.05. The strike last trading price was 1.19, which was -0.01 lower than the previous day. The implied volatity was 56.08, the open interest changed by -4 which decreased total open position to 1565
On 28 Jan IDEA was trading at 9.95. The strike last trading price was 1.17, which was -0.15 lower than the previous day. The implied volatity was 57.43, the open interest changed by 40 which increased total open position to 1568
On 27 Jan IDEA was trading at 9.83. The strike last trading price was 1.31, which was -0.01 lower than the previous day. The implied volatity was 59, the open interest changed by 518 which increased total open position to 1528
On 23 Jan IDEA was trading at 9.93. The strike last trading price was 1.38, which was 0.28 higher than the previous day. The implied volatity was 63.38, the open interest changed by 303 which increased total open position to 1009
On 22 Jan IDEA was trading at 10.18. The strike last trading price was 1.1, which was -0.04 lower than the previous day. The implied volatity was 54.92, the open interest changed by 86 which increased total open position to 713
On 21 Jan IDEA was trading at 10.12. The strike last trading price was 1.12, which was -0.01 lower than the previous day. The implied volatity was 57, the open interest changed by 45 which increased total open position to 626
On 20 Jan IDEA was trading at 10.13. The strike last trading price was 1.15, which was 0.31 higher than the previous day. The implied volatity was 54.71, the open interest changed by 19 which increased total open position to 580
On 19 Jan IDEA was trading at 10.59. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 50.81, the open interest changed by 71 which increased total open position to 563
On 16 Jan IDEA was trading at 10.82. The strike last trading price was 0.82, which was 0.17 higher than the previous day. The implied volatity was 55.09, the open interest changed by 48 which increased total open position to 489
On 14 Jan IDEA was trading at 11.08. The strike last trading price was 0.66, which was -0.15 lower than the previous day. The implied volatity was 51.64, the open interest changed by 104 which increased total open position to 439
On 13 Jan IDEA was trading at 10.80. The strike last trading price was 0.82, which was 0.17 higher than the previous day. The implied volatity was 54.05, the open interest changed by 67 which increased total open position to 334
On 12 Jan IDEA was trading at 11.25. The strike last trading price was 0.65, which was -0.04 lower than the previous day. The implied volatity was 55.12, the open interest changed by 40 which increased total open position to 267
On 9 Jan IDEA was trading at 11.26. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 57.58, the open interest changed by 24 which increased total open position to 227
On 8 Jan IDEA was trading at 11.50. The strike last trading price was 0.66, which was 0.03 higher than the previous day. The implied volatity was 58.55, the open interest changed by 41 which increased total open position to 203
On 7 Jan IDEA was trading at 11.46. The strike last trading price was 0.63, which was 0.02 higher than the previous day. The implied volatity was 55.85, the open interest changed by 13 which increased total open position to 163
On 6 Jan IDEA was trading at 11.59. The strike last trading price was 0.61, which was -0.07 lower than the previous day. The implied volatity was 57.19, the open interest changed by 6 which increased total open position to 151
On 5 Jan IDEA was trading at 11.43. The strike last trading price was 0.7, which was 0.12 higher than the previous day. The implied volatity was 57.7, the open interest changed by 27 which increased total open position to 146
On 2 Jan IDEA was trading at 11.78. The strike last trading price was 0.57, which was -0.07 lower than the previous day. The implied volatity was 57.61, the open interest changed by 43 which increased total open position to 120
On 1 Jan IDEA was trading at 11.60. The strike last trading price was 0.64, which was -0.58 lower than the previous day. The implied volatity was 57.32, the open interest changed by 25 which increased total open position to 75
On 31 Dec IDEA was trading at 10.76. The strike last trading price was 1.29, which was 0.59 higher than the previous day. The implied volatity was 72.63, the open interest changed by 50 which increased total open position to 50
