WIPRO
Wipro Ltd
Historical option data for WIPRO
22 Sep 2025 08:01 PM IST
| WIPRO 30SEP2025 235 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 250.33 | 15.8 | -6.85 | - | 48 | -9 | 68 | |||||||||
| 21 Sept | 255.88 | 22.6 | -0.05 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 256.93 | 22.6 | 3.1 | - | 8 | 2 | 79 | |||||||||
| 14 Sept | 251.94 | 18.2 | -1.7 | - | 29 | 9 | 78 | |||||||||
| 17 Aug | 246.81 | 41.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Wipro Ltd - strike price 235 expiring on 30SEP2025
Delta for 235 CE is -
Historical price for 235 CE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 15.8, which was -6.85 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 68
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 22.6, which was -0.05 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 22.6, which was 3.1 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 79
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 18.2, which was -1.7 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 78
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 41.7, 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 235 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 0.06
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 250.33 | 0.45 | 0.15 | 32.42 | 914 | 62 | 580 |
| 21 Sept | 255.88 | 0.3 | -0.05 | 31.70 | 152 | -36 | 518 |
| 18 Sept | 256.93 | 0.35 | -0.1 | 32.48 | 616 | -45 | 538 |
| 14 Sept | 251.94 | 0.65 | 0 | 26.26 | 168 | -21 | 680 |
| 17 Aug | 246.81 | 4.45 | 0 | 5.03 | 0 | 0 | 0 |
For Wipro Ltd - strike price 235 expiring on 30SEP2025
Delta for 235 PE is -0.08
Historical price for 235 PE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 0.45, which was 0.15 higher than the previous day. The implied volatity was 32.42, the open interest changed by 62 which increased total open position to 580
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 31.70, the open interest changed by -36 which decreased total open position to 518
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 32.48, the open interest changed by -45 which decreased total open position to 538
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 26.26, the open interest changed by -21 which decreased total open position to 680
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 4.45, which was 0 lower than the previous day. The implied volatity was 5.03, the open interest changed by 0 which decreased total open position to 0
