WIPRO
Wipro Ltd
Historical option data for WIPRO
17 Aug 2025 12:55 AM IST
| WIPRO 30SEP2025 245 CE | ||||||||||||||||
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Delta: 0.64
Vega: 0.33
Theta: -0.10
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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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 0.64
Historical price for 245 CE is as follows
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: -0.41
Vega: 0.34
Theta: -0.08
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.41
Historical price for 245 PE is as follows
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
