WIPRO
Wipro Ltd
Historical option data for WIPRO
22 Sep 2025 08:01 PM IST
| WIPRO 30SEP2025 247.5 CE | ||||||||||||||||
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Delta: 0.66
Vega: 0.14
Theta: -0.24
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 250.33 | 5.5 | -4.4 | 23.49 | 500 | 67 | 223 | |||||||||
| 21 Sept | 255.88 | 9.9 | -1.15 | 17.21 | 33 | 1 | 155 | |||||||||
| 18 Sept | 256.93 | 11 | 1.95 | 20.10 | 116 | -11 | 156 | |||||||||
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| 14 Sept | 251.94 | 7.95 | -1.4 | 20.52 | 226 | -14 | 221 | |||||||||
| 17 Aug | 246.81 | 8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Wipro Ltd - strike price 247.5 expiring on 30SEP2025
Delta for 247.5 CE is 0.66
Historical price for 247.5 CE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 5.5, which was -4.4 lower than the previous day. The implied volatity was 23.49, the open interest changed by 67 which increased total open position to 223
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 9.9, which was -1.15 lower than the previous day. The implied volatity was 17.21, the open interest changed by 1 which increased total open position to 155
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 11, which was 1.95 higher than the previous day. The implied volatity was 20.10, the open interest changed by -11 which decreased total open position to 156
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 7.95, which was -1.4 lower than the previous day. The implied volatity was 20.52, the open interest changed by -14 which decreased total open position to 221
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 8, 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 30SEP2025 247.5 PE | |||||||
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Delta: -0.35
Vega: 0.14
Theta: -0.20
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 250.33 | 2.4 | 1.2 | 26.65 | 2,851 | -130 | 449 |
| 21 Sept | 255.88 | 1.1 | -0.05 | 24.58 | 283 | 5 | 580 |
| 18 Sept | 256.93 | 1.1 | -0.85 | 24.82 | 1,114 | 251 | 576 |
| 14 Sept | 251.94 | 2.8 | 0.25 | 23.39 | 598 | -46 | 325 |
| 17 Aug | 246.81 | 11.5 | 0 | 0.84 | 0 | 0 | 0 |
For Wipro Ltd - strike price 247.5 expiring on 30SEP2025
Delta for 247.5 PE is -0.35
Historical price for 247.5 PE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 2.4, which was 1.2 higher than the previous day. The implied volatity was 26.65, the open interest changed by -130 which decreased total open position to 449
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 24.58, the open interest changed by 5 which increased total open position to 580
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 1.1, which was -0.85 lower than the previous day. The implied volatity was 24.82, the open interest changed by 251 which increased total open position to 576
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 2.8, which was 0.25 higher than the previous day. The implied volatity was 23.39, the open interest changed by -46 which decreased total open position to 325
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 11.5, which was 0 lower than the previous day. The implied volatity was 0.84, the open interest changed by 0 which decreased total open position to 0
