WIPRO
Wipro Ltd
Historical option data for WIPRO
22 Sep 2025 08:01 PM IST
| WIPRO 30SEP2025 237.5 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 | 13.45 | -5.55 | - | 40 | -4 | 54 | |||||||||
| 21 Sept | 255.88 | 19.25 | 1.65 | - | 10 | 0 | 58 | |||||||||
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| 18 Sept | 256.93 | 17.45 | -0.15 | 0.00 | 0 | 1 | 0 | |||||||||
| 14 Sept | 251.94 | 15.85 | -1.85 | 17.26 | 19 | -5 | 65 | |||||||||
| 17 Aug | 246.81 | 20.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Wipro Ltd - strike price 237.5 expiring on 30SEP2025
Delta for 237.5 CE is -
Historical price for 237.5 CE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 13.45, which was -5.55 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 54
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 19.25, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 17.45, which was -0.15 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 15.85, which was -1.85 lower than the previous day. The implied volatity was 17.26, the open interest changed by -5 which decreased total open position to 65
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 20.5, 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 237.5 PE | |||||||
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Delta: -0.10
Vega: 0.07
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 250.33 | 0.55 | 0.2 | 30.00 | 1,197 | 47 | 273 |
| 21 Sept | 255.88 | 0.35 | -0.05 | 29.83 | 89 | -2 | 232 |
| 18 Sept | 256.93 | 0.35 | -0.25 | 29.52 | 561 | -45 | 228 |
| 14 Sept | 251.94 | 0.85 | 0 | 25.18 | 80 | -4 | 243 |
| 17 Aug | 246.81 | 7.3 | 0 | 4.20 | 0 | 0 | 0 |
For Wipro Ltd - strike price 237.5 expiring on 30SEP2025
Delta for 237.5 PE is -0.10
Historical price for 237.5 PE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 0.55, which was 0.2 higher than the previous day. The implied volatity was 30.00, the open interest changed by 47 which increased total open position to 273
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 29.83, the open interest changed by -2 which decreased total open position to 232
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 29.52, the open interest changed by -45 which decreased total open position to 228
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 0.85, which was 0 lower than the previous day. The implied volatity was 25.18, the open interest changed by -4 which decreased total open position to 243
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 7.3, which was 0 lower than the previous day. The implied volatity was 4.20, the open interest changed by 0 which decreased total open position to 0
