WIPRO
Wipro Ltd
Historical option data for WIPRO
22 Sep 2025 08:01 PM IST
| WIPRO 30SEP2025 245 CE | ||||||||||||||||
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Delta: 0.76
Vega: 0.11
Theta: -0.22
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 250.33 | 7.25 | -4.85 | 23.44 | 439 | -7 | 485 | |||||||||
| 21 Sept | 255.88 | 12.05 | -1.15 | 12.32 | 56 | 0 | 491 | |||||||||
| 18 Sept | 256.93 | 13.25 | 2.25 | 20.40 | 109 | -27 | 492 | |||||||||
| 14 Sept | 251.94 | 9.65 | -1.5 | 18.97 | 111 | -27 | 497 | |||||||||
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| 17 Aug | 246.81 | 8.1 | 1.65 | 15.66 | 186 | 128 | 208 | |||||||||
For Wipro Ltd - strike price 245 expiring on 30SEP2025
Delta for 245 CE is 0.76
Historical price for 245 CE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 7.25, which was -4.85 lower than the previous day. The implied volatity was 23.44, the open interest changed by -7 which decreased total open position to 485
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 12.05, which was -1.15 lower than the previous day. The implied volatity was 12.32, the open interest changed by 0 which decreased total open position to 491
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 13.25, which was 2.25 higher than the previous day. The implied volatity was 20.40, the open interest changed by -27 which decreased total open position to 492
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 9.65, which was -1.5 lower than the previous day. The implied volatity was 18.97, the open interest changed by -27 which decreased total open position to 497
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 8.1, which was 1.65 higher than the previous day. The implied volatity was 15.66, the open interest changed by 128 which increased total open position to 208
| WIPRO 30SEP2025 245 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.26
Vega: 0.12
Theta: -0.19
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 250.33 | 1.65 | 0.8 | 27.06 | 3,877 | -114 | 903 |
| 21 Sept | 255.88 | 0.75 | -0.1 | 25.17 | 504 | -17 | 1,018 |
| 18 Sept | 256.93 | 0.8 | -0.65 | 25.77 | 1,757 | -17 | 1,047 |
| 14 Sept | 251.94 | 2.15 | 0.25 | 24.27 | 1,073 | -186 | 949 |
| 17 Aug | 246.81 | 8.05 | -2.2 | 29.19 | 201 | 136 | 172 |
For Wipro Ltd - strike price 245 expiring on 30SEP2025
Delta for 245 PE is -0.26
Historical price for 245 PE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 1.65, which was 0.8 higher than the previous day. The implied volatity was 27.06, the open interest changed by -114 which decreased total open position to 903
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 0.75, which was -0.1 lower than the previous day. The implied volatity was 25.17, the open interest changed by -17 which decreased total open position to 1018
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 0.8, which was -0.65 lower than the previous day. The implied volatity was 25.77, the open interest changed by -17 which decreased total open position to 1047
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 2.15, which was 0.25 higher than the previous day. The implied volatity was 24.27, the open interest changed by -186 which decreased total open position to 949
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 8.05, which was -2.2 lower than the previous day. The implied volatity was 29.19, the open interest changed by 136 which increased total open position to 172
