WIPRO
Wipro Ltd
Historical option data for WIPRO
22 Sep 2025 08:01 PM IST
| WIPRO 30SEP2025 220 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 250.33 | 35.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 255.88 | 35.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 256.93 | 35.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 251.94 | 32.55 | -1.35 | - | 2 | 0 | 40 | |||||||||
| 17 Aug | 246.81 | 54.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Wipro Ltd - strike price 220 expiring on 30SEP2025
Delta for 220 CE is 0.00
Historical price for 220 CE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 35.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 35.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 35.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 32.55, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 54.05, 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
| WIPRO 30SEP2025 220 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.02
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 250.33 | 0.1 | -0.05 | 42.80 | 285 | 78 | 424 |
| 21 Sept | 255.88 | 0.15 | 0 | 44.37 | 27 | 0 | 344 |
| 18 Sept | 256.93 | 0.15 | 0.05 | 43.46 | 220 | -47 | 348 |
| 14 Sept | 251.94 | 0.1 | -0.1 | 30.25 | 32 | -16 | 486 |
| 17 Aug | 246.81 | 1.2 | -0.8 | 28.33 | 15 | 12 | 10 |
For Wipro Ltd - strike price 220 expiring on 30SEP2025
Delta for 220 PE is -0.02
Historical price for 220 PE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 42.80, the open interest changed by 78 which increased total open position to 424
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 44.37, the open interest changed by 0 which decreased total open position to 344
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 43.46, the open interest changed by -47 which decreased total open position to 348
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 30.25, the open interest changed by -16 which decreased total open position to 486
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 1.2, which was -0.8 lower than the previous day. The implied volatity was 28.33, the open interest changed by 12 which increased total open position to 10
