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WIPRO
Wipro Ltd
235.75 -6.25 (-2.58%)

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Historical option data for WIPRO

28 Sep 2025 10:07 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
WIPRO 28-OCT-2025 245 CE
Delta: 0.36
Vega: 0.26
Theta: -0.12
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
28 Sept 235.75 3.75 -2.8 22.74 557 146 412
22 Sept 250.33 11 -3.8 20.33 25 7 46
21 Sept 255.88 14.8 -0.65 15.72 20 16 37
18 Sept 256.93 15.45 1.45 14.55 1 0 23
14 Sept 251.94 12.6 -0.65 17.63 3 1 20
17 Aug 246.81 19.4 0 - 0 0 0

For Wipro Ltd - strike price 245 expiring on 28OCT2025

Delta for 245 CE is 0.36

Historical price for 245 CE is as follows

On 28 Sept WIPRO was trading at 235.75. The strike last trading price was 3.75, which was -2.8 lower than the previous day. The implied volatity was 22.74, the open interest changed by 146 which increased total open position to 412


On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 11, which was -3.8 lower than the previous day. The implied volatity was 20.33, the open interest changed by 7 which increased total open position to 46


On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 14.8, which was -0.65 lower than the previous day. The implied volatity was 15.72, the open interest changed by 16 which increased total open position to 37


On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 15.45, which was 1.45 higher than the previous day. The implied volatity was 14.55, the open interest changed by 0 which decreased total open position to 23


On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 12.6, which was -0.65 lower than the previous day. The implied volatity was 17.63, the open interest changed by 1 which increased total open position to 20


On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 19.4, 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 28OCT2025 245 PE
Delta: -0.57
Vega: 0.28
Theta: -0.13
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
28 Sept 235.75 14.45 4.8 38.80 152 47 301
22 Sept 250.33 5.7 1.85 29.50 102 32 96
21 Sept 255.88 3.85 0.1 28.22 42 22 65
18 Sept 256.93 3.75 -0.8 28.32 17 9 41
14 Sept 251.94 12.45 0 3.54 0 0 0
17 Aug 246.81 12.45 0 2.04 0 0 0

For Wipro Ltd - strike price 245 expiring on 28OCT2025

Delta for 245 PE is -0.57

Historical price for 245 PE is as follows

On 28 Sept WIPRO was trading at 235.75. The strike last trading price was 14.45, which was 4.8 higher than the previous day. The implied volatity was 38.80, the open interest changed by 47 which increased total open position to 301


On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 5.7, which was 1.85 higher than the previous day. The implied volatity was 29.50, the open interest changed by 32 which increased total open position to 96


On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 3.85, which was 0.1 higher than the previous day. The implied volatity was 28.22, the open interest changed by 22 which increased total open position to 65


On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 3.75, which was -0.8 lower than the previous day. The implied volatity was 28.32, the open interest changed by 9 which increased total open position to 41


On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 12.45, which was 0 lower than the previous day. The implied volatity was 3.54, the open interest changed by 0 which decreased total open position to 0


On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 12.45, which was 0 lower than the previous day. The implied volatity was 2.04, the open interest changed by 0 which decreased total open position to 0