WIPRO
Wipro Ltd
Historical option data for WIPRO
22 Sep 2025 08:01 PM IST
| WIPRO 30SEP2025 252.5 CE | ||||||||||||||||
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Delta: 0.44
Vega: 0.15
Theta: -0.25
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 250.33 | 2.95 | -2.9 | 24.48 | 2,653 | 106 | 417 | |||||||||
| 21 Sept | 255.88 | 6.15 | -0.95 | 19.34 | 371 | 18 | 312 | |||||||||
| 18 Sept | 256.93 | 7.1 | 1.4 | 20.56 | 718 | -121 | 294 | |||||||||
| 14 Sept | 251.94 | 4.95 | -1.05 | 20.50 | 1,312 | 96 | 387 | |||||||||
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| 17 Aug | 246.81 | 12.4 | 0 | 1.07 | 0 | 0 | 0 | |||||||||
For Wipro Ltd - strike price 252.5 expiring on 30SEP2025
Delta for 252.5 CE is 0.44
Historical price for 252.5 CE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 2.95, which was -2.9 lower than the previous day. The implied volatity was 24.48, the open interest changed by 106 which increased total open position to 417
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 6.15, which was -0.95 lower than the previous day. The implied volatity was 19.34, the open interest changed by 18 which increased total open position to 312
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 7.1, which was 1.4 higher than the previous day. The implied volatity was 20.56, the open interest changed by -121 which decreased total open position to 294
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 4.95, which was -1.05 lower than the previous day. The implied volatity was 20.50, the open interest changed by 96 which increased total open position to 387
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 12.4, which was 0 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0
| WIPRO 30SEP2025 252.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
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 | 4.9 | 2.5 | 27.84 | 2,667 | -113 | 275 |
| 21 Sept | 255.88 | 2.3 | 0.1 | 23.81 | 596 | -28 | 388 |
| 18 Sept | 256.93 | 2.15 | -1.4 | 23.56 | 855 | -10 | 420 |
| 14 Sept | 251.94 | 4.75 | 0.6 | 22.94 | 974 | -13 | 271 |
| 17 Aug | 246.81 | 14.05 | 0 | - | 0 | 0 | 0 |
For Wipro Ltd - strike price 252.5 expiring on 30SEP2025
Delta for 252.5 PE is -0.55
Historical price for 252.5 PE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 4.9, which was 2.5 higher than the previous day. The implied volatity was 27.84, the open interest changed by -113 which decreased total open position to 275
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 2.3, which was 0.1 higher than the previous day. The implied volatity was 23.81, the open interest changed by -28 which decreased total open position to 388
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 2.15, which was -1.4 lower than the previous day. The implied volatity was 23.56, the open interest changed by -10 which decreased total open position to 420
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 4.75, which was 0.6 higher than the previous day. The implied volatity was 22.94, the open interest changed by -13 which decreased total open position to 271
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 14.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
