WIPRO
Wipro Ltd
Historical option data for WIPRO
22 Sep 2025 08:01 PM IST
| WIPRO 30SEP2025 255 CE | ||||||||||||||||
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Delta: 0.34
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 | 2.1 | -2.35 | 25.15 | 5,092 | 406 | 1,484 | |||||||||
| 21 Sept | 255.88 | 4.6 | -0.8 | 19.66 | 1,891 | 7 | 1,086 | |||||||||
| 18 Sept | 256.93 | 5.4 | 1 | 20.28 | 4,719 | -423 | 1,047 | |||||||||
| 14 Sept | 251.94 | 3.65 | -1 | 19.54 | 2,695 | 181 | 1,293 | |||||||||
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| 17 Aug | 246.81 | 4.2 | 1.1 | 18.19 | 32 | 19 | 33 | |||||||||
For Wipro Ltd - strike price 255 expiring on 30SEP2025
Delta for 255 CE is 0.34
Historical price for 255 CE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 2.1, which was -2.35 lower than the previous day. The implied volatity was 25.15, the open interest changed by 406 which increased total open position to 1484
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 4.6, which was -0.8 lower than the previous day. The implied volatity was 19.66, the open interest changed by 7 which increased total open position to 1086
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 5.4, which was 1 higher than the previous day. The implied volatity was 20.28, the open interest changed by -423 which decreased total open position to 1047
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 3.65, which was -1 lower than the previous day. The implied volatity was 19.54, the open interest changed by 181 which increased total open position to 1293
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 4.2, which was 1.1 higher than the previous day. The implied volatity was 18.19, the open interest changed by 19 which increased total open position to 33
| WIPRO 30SEP2025 255 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.64
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 | 6.5 | 3.15 | 28.40 | 1,920 | -309 | 413 |
| 21 Sept | 255.88 | 3.25 | 0.2 | 23.75 | 1,255 | 58 | 724 |
| 18 Sept | 256.93 | 3 | -1.75 | 23.31 | 2,753 | 39 | 661 |
| 14 Sept | 251.94 | 6.05 | 0.7 | 23.39 | 809 | -36 | 399 |
| 17 Aug | 246.81 | 14 | -3.35 | 31.39 | 35 | 26 | 27 |
For Wipro Ltd - strike price 255 expiring on 30SEP2025
Delta for 255 PE is -0.64
Historical price for 255 PE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 6.5, which was 3.15 higher than the previous day. The implied volatity was 28.40, the open interest changed by -309 which decreased total open position to 413
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 3.25, which was 0.2 higher than the previous day. The implied volatity was 23.75, the open interest changed by 58 which increased total open position to 724
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 3, which was -1.75 lower than the previous day. The implied volatity was 23.31, the open interest changed by 39 which increased total open position to 661
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 6.05, which was 0.7 higher than the previous day. The implied volatity was 23.39, the open interest changed by -36 which decreased total open position to 399
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 14, which was -3.35 lower than the previous day. The implied volatity was 31.39, the open interest changed by 26 which increased total open position to 27
