WIPRO
Wipro Ltd
Historical option data for WIPRO
22 Sep 2025 08:01 PM IST
| WIPRO 30SEP2025 257.5 CE | ||||||||||||||||
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Delta: 0.26
Vega: 0.12
Theta: -0.21
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 250.33 | 1.45 | -1.85 | 25.65 | 1,509 | 101 | 779 | |||||||||
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| 21 Sept | 255.88 | 3.35 | -0.7 | 20.06 | 1,493 | 2 | 681 | |||||||||
| 18 Sept | 256.93 | 4 | 0.75 | 20.31 | 4,638 | 182 | 681 | |||||||||
| 14 Sept | 251.94 | 2.75 | -0.75 | 20.25 | 1,124 | 50 | 410 | |||||||||
| 17 Aug | 246.81 | 10.3 | 0 | 2.63 | 0 | 0 | 0 | |||||||||
For Wipro Ltd - strike price 257.5 expiring on 30SEP2025
Delta for 257.5 CE is 0.26
Historical price for 257.5 CE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 1.45, which was -1.85 lower than the previous day. The implied volatity was 25.65, the open interest changed by 101 which increased total open position to 779
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 3.35, which was -0.7 lower than the previous day. The implied volatity was 20.06, the open interest changed by 2 which increased total open position to 681
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 4, which was 0.75 higher than the previous day. The implied volatity was 20.31, the open interest changed by 182 which increased total open position to 681
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 2.75, which was -0.75 lower than the previous day. The implied volatity was 20.25, the open interest changed by 50 which increased total open position to 410
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 10.3, which was 0 lower than the previous day. The implied volatity was 2.63, the open interest changed by 0 which decreased total open position to 0
| WIPRO 30SEP2025 257.5 PE | |||||||
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Delta: -0.71
Vega: 0.13
Theta: -0.19
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 250.33 | 8.45 | 3.8 | 30.12 | 672 | -195 | 196 |
| 21 Sept | 255.88 | 4.5 | 0.35 | 24.09 | 962 | -14 | 390 |
| 18 Sept | 256.93 | 4.1 | -2.05 | 23.25 | 2,368 | 197 | 406 |
| 14 Sept | 251.94 | 7.75 | 1 | 23.86 | 178 | -3 | 117 |
| 17 Aug | 246.81 | 16.9 | 0 | - | 0 | 0 | 0 |
For Wipro Ltd - strike price 257.5 expiring on 30SEP2025
Delta for 257.5 PE is -0.71
Historical price for 257.5 PE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 8.45, which was 3.8 higher than the previous day. The implied volatity was 30.12, the open interest changed by -195 which decreased total open position to 196
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 4.5, which was 0.35 higher than the previous day. The implied volatity was 24.09, the open interest changed by -14 which decreased total open position to 390
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 4.1, which was -2.05 lower than the previous day. The implied volatity was 23.25, the open interest changed by 197 which increased total open position to 406
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 7.75, which was 1 higher than the previous day. The implied volatity was 23.86, the open interest changed by -3 which decreased total open position to 117
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 16.9, 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
