WIPRO
Wipro Ltd
Historical option data for WIPRO
22 Sep 2025 08:01 PM IST
| WIPRO 28OCT2025 250 CE | ||||||||||||||||
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Delta: 0.58
Vega: 0.31
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 250.33 | 8.45 | -3.35 | 22.05 | 425 | 138 | 571 | |||||||||
| 21 Sept | 255.88 | 11.8 | -0.55 | 19.34 | 27 | 17 | 432 | |||||||||
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| 18 Sept | 256.93 | 12.3 | 1.5 | 18.58 | 89 | 0 | 416 | |||||||||
| 14 Sept | 251.94 | 9.6 | -1 | 19.04 | 48 | 26 | 335 | |||||||||
| 17 Aug | 246.81 | 9 | 0 | 18.15 | 1 | 1 | 1 | |||||||||
For Wipro Ltd - strike price 250 expiring on 28OCT2025
Delta for 250 CE is 0.58
Historical price for 250 CE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 8.45, which was -3.35 lower than the previous day. The implied volatity was 22.05, the open interest changed by 138 which increased total open position to 571
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 11.8, which was -0.55 lower than the previous day. The implied volatity was 19.34, the open interest changed by 17 which increased total open position to 432
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 12.3, which was 1.5 higher than the previous day. The implied volatity was 18.58, the open interest changed by 0 which decreased total open position to 416
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 9.6, which was -1 lower than the previous day. The implied volatity was 19.04, the open interest changed by 26 which increased total open position to 335
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 9, which was 0 lower than the previous day. The implied volatity was 18.15, the open interest changed by 1 which increased total open position to 1
| WIPRO 28OCT2025 250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.43
Vega: 0.31
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 250.33 | 7.95 | 2.45 | 29.97 | 364 | 108 | 575 |
| 21 Sept | 255.88 | 5.45 | 0.2 | 28.16 | 67 | 14 | 468 |
| 18 Sept | 256.93 | 5.2 | -1.2 | 27.93 | 219 | 29 | 449 |
| 14 Sept | 251.94 | 7.3 | 0.35 | 27.33 | 39 | 20 | 329 |
| 17 Aug | 246.81 | 10.55 | 0 | 0.00 | 0 | 0 | 0 |
For Wipro Ltd - strike price 250 expiring on 28OCT2025
Delta for 250 PE is -0.43
Historical price for 250 PE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 7.95, which was 2.45 higher than the previous day. The implied volatity was 29.97, the open interest changed by 108 which increased total open position to 575
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 5.45, which was 0.2 higher than the previous day. The implied volatity was 28.16, the open interest changed by 14 which increased total open position to 468
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 5.2, which was -1.2 lower than the previous day. The implied volatity was 27.93, the open interest changed by 29 which increased total open position to 449
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 7.3, which was 0.35 higher than the previous day. The implied volatity was 27.33, the open interest changed by 20 which increased total open position to 329
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 10.55, 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
