WIPRO
Wipro Ltd
Historical option data for WIPRO
22 Sep 2025 08:01 PM IST
| WIPRO 30SEP2025 240 CE | ||||||||||||||||
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Delta: 0.93
Vega: 0.05
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 250.33 | 11.25 | -5.25 | 20.66 | 148 | -24 | 173 | |||||||||
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| 21 Sept | 255.88 | 16.8 | -1.2 | - | 38 | -20 | 197 | |||||||||
| 18 Sept | 256.93 | 17.9 | 2.6 | 15.63 | 48 | -9 | 218 | |||||||||
| 14 Sept | 251.94 | 13.7 | -1.75 | 17.15 | 53 | -10 | 221 | |||||||||
| 17 Aug | 246.81 | 10.7 | 2.25 | 12.53 | 234 | 113 | 235 | |||||||||
For Wipro Ltd - strike price 240 expiring on 30SEP2025
Delta for 240 CE is 0.93
Historical price for 240 CE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 11.25, which was -5.25 lower than the previous day. The implied volatity was 20.66, the open interest changed by -24 which decreased total open position to 173
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 16.8, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 197
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 17.9, which was 2.6 higher than the previous day. The implied volatity was 15.63, the open interest changed by -9 which decreased total open position to 218
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 13.7, which was -1.75 lower than the previous day. The implied volatity was 17.15, the open interest changed by -10 which decreased total open position to 221
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 10.7, which was 2.25 higher than the previous day. The implied volatity was 12.53, the open interest changed by 113 which increased total open position to 235
| WIPRO 30SEP2025 240 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0.08
Theta: -0.14
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 250.33 | 0.75 | 0.3 | 28.40 | 2,705 | 347 | 1,250 |
| 21 Sept | 255.88 | 0.4 | -0.1 | 27.54 | 799 | -183 | 1,144 |
| 18 Sept | 256.93 | 0.5 | -0.25 | 28.87 | 1,448 | -200 | 1,087 |
| 14 Sept | 251.94 | 1.15 | 0.05 | 24.82 | 716 | 3 | 1,113 |
| 17 Aug | 246.81 | 5.7 | -2.2 | 28.18 | 260 | 115 | 267 |
For Wipro Ltd - strike price 240 expiring on 30SEP2025
Delta for 240 PE is -0.14
Historical price for 240 PE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 0.75, which was 0.3 higher than the previous day. The implied volatity was 28.40, the open interest changed by 347 which increased total open position to 1250
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 27.54, the open interest changed by -183 which decreased total open position to 1144
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 28.87, the open interest changed by -200 which decreased total open position to 1087
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 24.82, the open interest changed by 3 which increased total open position to 1113
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 5.7, which was -2.2 lower than the previous day. The implied volatity was 28.18, the open interest changed by 115 which increased total open position to 267
