WIPRO
Wipro Ltd
Historical option data for WIPRO
22 Sep 2025 08:01 PM IST
| WIPRO 30SEP2025 250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.55
Vega: 0.15
Theta: -0.25
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 250.33 | 4.05 | -3.85 | 23.76 | 6,220 | 314 | 1,334 | |||||||||
| 21 Sept | 255.88 | 7.95 | -1 | 18.86 | 581 | -28 | 1,020 | |||||||||
| 18 Sept | 256.93 | 8.95 | 1.65 | 20.34 | 1,960 | -342 | 1,061 | |||||||||
| 14 Sept | 251.94 | 6.25 | -1.3 | 19.47 | 1,911 | 321 | 1,581 | |||||||||
| 17 Aug | 246.81 | 5.9 | 1.35 | 17.14 | 373 | 158 | 353 | |||||||||
For Wipro Ltd - strike price 250 expiring on 30SEP2025
Delta for 250 CE is 0.55
Historical price for 250 CE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 4.05, which was -3.85 lower than the previous day. The implied volatity was 23.76, the open interest changed by 314 which increased total open position to 1334
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 7.95, which was -1 lower than the previous day. The implied volatity was 18.86, the open interest changed by -28 which decreased total open position to 1020
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 8.95, which was 1.65 higher than the previous day. The implied volatity was 20.34, the open interest changed by -342 which decreased total open position to 1061
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 6.25, which was -1.3 lower than the previous day. The implied volatity was 19.47, the open interest changed by 321 which increased total open position to 1581
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 5.9, which was 1.35 higher than the previous day. The implied volatity was 17.14, the open interest changed by 158 which increased total open position to 353
| WIPRO 30SEP2025 250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.45
Vega: 0.15
Theta: -0.22
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 250.33 | 3.5 | 1.8 | 27.08 | 6,895 | 36 | 1,961 |
| 21 Sept | 255.88 | 1.65 | 0.1 | 24.46 | 923 | -23 | 1,925 |
| 18 Sept | 256.93 | 1.55 | -1.15 | 24.19 | 3,076 | 23 | 1,952 |
| 14 Sept | 251.94 | 3.7 | 0.45 | 23.60 | 1,834 | -43 | 1,593 |
| 17 Aug | 246.81 | 10.75 | -2.95 | 30.03 | 172 | 114 | 262 |
For Wipro Ltd - strike price 250 expiring on 30SEP2025
Delta for 250 PE is -0.45
Historical price for 250 PE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 3.5, which was 1.8 higher than the previous day. The implied volatity was 27.08, the open interest changed by 36 which increased total open position to 1961
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 1.65, which was 0.1 higher than the previous day. The implied volatity was 24.46, the open interest changed by -23 which decreased total open position to 1925
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 1.55, which was -1.15 lower than the previous day. The implied volatity was 24.19, the open interest changed by 23 which increased total open position to 1952
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 3.7, which was 0.45 higher than the previous day. The implied volatity was 23.60, the open interest changed by -43 which decreased total open position to 1593
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 10.75, which was -2.95 lower than the previous day. The implied volatity was 30.03, the open interest changed by 114 which increased total open position to 262
