WIPRO
Wipro Ltd
Historical option data for WIPRO
22 Sep 2025 08:01 PM IST
| WIPRO 30SEP2025 242.5 CE | ||||||||||||||||
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Delta: 0.86
Vega: 0.08
Theta: -0.17
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 250.33 | 9.1 | -5.1 | 21.84 | 71 | -7 | 78 | |||||||||
| 21 Sept | 255.88 | 14.3 | -1.25 | - | 12 | 1 | 84 | |||||||||
| 18 Sept | 256.93 | 15.55 | 2.45 | 19.77 | 21 | 2 | 84 | |||||||||
| 14 Sept | 251.94 | 11.65 | -1.45 | 20.02 | 35 | -16 | 82 | |||||||||
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| 17 Aug | 246.81 | 10.4 | 3 | 17.87 | 35 | 14 | 40 | |||||||||
For Wipro Ltd - strike price 242.5 expiring on 30SEP2025
Delta for 242.5 CE is 0.86
Historical price for 242.5 CE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 9.1, which was -5.1 lower than the previous day. The implied volatity was 21.84, the open interest changed by -7 which decreased total open position to 78
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 14.3, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 84
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 15.55, which was 2.45 higher than the previous day. The implied volatity was 19.77, the open interest changed by 2 which increased total open position to 84
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 11.65, which was -1.45 lower than the previous day. The implied volatity was 20.02, the open interest changed by -16 which decreased total open position to 82
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 10.4, which was 3 higher than the previous day. The implied volatity was 17.87, the open interest changed by 14 which increased total open position to 40
| WIPRO 30SEP2025 242.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.19
Vega: 0.10
Theta: -0.16
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 250.33 | 1.1 | 0.5 | 27.48 | 1,077 | 220 | 578 |
| 21 Sept | 255.88 | 0.6 | 0 | 27.04 | 122 | -28 | 359 |
| 18 Sept | 256.93 | 0.6 | -0.4 | 26.97 | 614 | -16 | 393 |
| 14 Sept | 251.94 | 1.6 | 0.2 | 24.37 | 366 | -26 | 318 |
| 17 Aug | 246.81 | 9.25 | 0 | 2.50 | 0 | 0 | 0 |
For Wipro Ltd - strike price 242.5 expiring on 30SEP2025
Delta for 242.5 PE is -0.19
Historical price for 242.5 PE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 1.1, which was 0.5 higher than the previous day. The implied volatity was 27.48, the open interest changed by 220 which increased total open position to 578
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 27.04, the open interest changed by -28 which decreased total open position to 359
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 0.6, which was -0.4 lower than the previous day. The implied volatity was 26.97, the open interest changed by -16 which decreased total open position to 393
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 1.6, which was 0.2 higher than the previous day. The implied volatity was 24.37, the open interest changed by -26 which decreased total open position to 318
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 9.25, which was 0 lower than the previous day. The implied volatity was 2.50, the open interest changed by 0 which decreased total open position to 0
