WIPRO
Wipro Ltd
Historical option data for WIPRO
22 Sep 2025 08:01 PM IST
| WIPRO 30SEP2025 230 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 250.33 | 20.7 | -5.8 | - | 38 | -26 | 128 | |||||||||
| 21 Sept | 255.88 | 26.5 | -0.25 | - | 6 | -5 | 154 | |||||||||
| 18 Sept | 256.93 | 26.75 | 1.35 | - | 1 | 0 | 160 | |||||||||
| 14 Sept | 251.94 | 22.6 | -0.85 | - | 58 | 11 | 161 | |||||||||
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| 17 Aug | 246.81 | 17.8 | 3.25 | - | 128 | 123 | 277 | |||||||||
For Wipro Ltd - strike price 230 expiring on 30SEP2025
Delta for 230 CE is -
Historical price for 230 CE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 20.7, which was -5.8 lower than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 128
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 26.5, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 154
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 26.75, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 160
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 22.6, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 161
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 17.8, which was 3.25 higher than the previous day. The implied volatity was -, the open interest changed by 123 which increased total open position to 277
| WIPRO 30SEP2025 230 PE | |||||||
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Delta: -0.04
Vega: 0.03
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 250.33 | 0.2 | 0 | 33.98 | 717 | -9 | 856 |
| 21 Sept | 255.88 | 0.2 | 0 | 35.00 | 68 | 10 | 865 |
| 18 Sept | 256.93 | 0.2 | -0.05 | 34.52 | 328 | -58 | 855 |
| 14 Sept | 251.94 | 0.35 | -0.05 | 27.51 | 308 | -19 | 971 |
| 17 Aug | 246.81 | 2.6 | -1.25 | 27.30 | 115 | 45 | 218 |
For Wipro Ltd - strike price 230 expiring on 30SEP2025
Delta for 230 PE is -0.04
Historical price for 230 PE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 33.98, the open interest changed by -9 which decreased total open position to 856
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 35.00, the open interest changed by 10 which increased total open position to 865
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 34.52, the open interest changed by -58 which decreased total open position to 855
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 27.51, the open interest changed by -19 which decreased total open position to 971
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 2.6, which was -1.25 lower than the previous day. The implied volatity was 27.30, the open interest changed by 45 which increased total open position to 218
