WIPRO
Wipro Ltd
Historical option data for WIPRO
28 Sep 2025 10:07 PM IST
| WIPRO 28-OCT-2025 247.5 CE | ||||||||||||||||
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Delta: 0.30
Vega: 0.24
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 235.75 | 2.95 | -2.5 | 22.59 | 148 | 69 | 141 | |||||||||
| 22 Sept | 250.33 | 9.75 | -4.35 | 21.57 | 22 | 6 | 13 | |||||||||
| 21 Sept | 255.88 | 14.1 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 256.93 | 14.1 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 251.94 | 14.1 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Wipro Ltd - strike price 247.5 expiring on 28OCT2025
Delta for 247.5 CE is 0.30
Historical price for 247.5 CE is as follows
On 28 Sept WIPRO was trading at 235.75. The strike last trading price was 2.95, which was -2.5 lower than the previous day. The implied volatity was 22.59, the open interest changed by 69 which increased total open position to 141
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 9.75, which was -4.35 lower than the previous day. The implied volatity was 21.57, the open interest changed by 6 which increased total open position to 13
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 14.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 14.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 14.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| WIPRO 28OCT2025 247.5 PE | |||||||
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Delta: -0.60
Vega: 0.27
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 235.75 | 16.2 | 5.15 | 39.49 | 46 | 15 | 78 |
| 22 Sept | 250.33 | 6.9 | 2.1 | 30.17 | 37 | 16 | 22 |
| 21 Sept | 255.88 | 4.8 | -2.3 | 28.88 | 9 | 5 | 7 |
| 18 Sept | 256.93 | 7.1 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 251.94 | 10.25 | 0 | 2.66 | 0 | 0 | 0 |
For Wipro Ltd - strike price 247.5 expiring on 28OCT2025
Delta for 247.5 PE is -0.60
Historical price for 247.5 PE is as follows
On 28 Sept WIPRO was trading at 235.75. The strike last trading price was 16.2, which was 5.15 higher than the previous day. The implied volatity was 39.49, the open interest changed by 15 which increased total open position to 78
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 6.9, which was 2.1 higher than the previous day. The implied volatity was 30.17, the open interest changed by 16 which increased total open position to 22
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 4.8, which was -2.3 lower than the previous day. The implied volatity was 28.88, the open interest changed by 5 which increased total open position to 7
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 7.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 10.25, which was 0 lower than the previous day. The implied volatity was 2.66, the open interest changed by 0 which decreased total open position to 0
