WIPRO
Wipro Ltd
Historical option data for WIPRO
22 Sep 2025 08:01 PM IST
| WIPRO 30SEP2025 260 CE | ||||||||||||||||
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Delta: 0.20
Vega: 0.10
Theta: -0.19
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 250.33 | 1.1 | -1.25 | 27.33 | 6,625 | -25 | 4,500 | |||||||||
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| 21 Sept | 255.88 | 2.4 | -0.55 | 20.62 | 3,738 | 521 | 4,530 | |||||||||
| 18 Sept | 256.93 | 2.9 | 0.45 | 20.55 | 16,388 | 577 | 4,002 | |||||||||
| 14 Sept | 251.94 | 2.05 | -0.6 | 20.30 | 2,529 | 248 | 2,036 | |||||||||
| 17 Aug | 246.81 | 2.95 | 0.7 | 19.09 | 186 | 52 | 201 | |||||||||
For Wipro Ltd - strike price 260 expiring on 30SEP2025
Delta for 260 CE is 0.20
Historical price for 260 CE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 1.1, which was -1.25 lower than the previous day. The implied volatity was 27.33, the open interest changed by -25 which decreased total open position to 4500
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 2.4, which was -0.55 lower than the previous day. The implied volatity was 20.62, the open interest changed by 521 which increased total open position to 4530
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 2.9, which was 0.45 higher than the previous day. The implied volatity was 20.55, the open interest changed by 577 which increased total open position to 4002
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 2.05, which was -0.6 lower than the previous day. The implied volatity was 20.30, the open interest changed by 248 which increased total open position to 2036
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 2.95, which was 0.7 higher than the previous day. The implied volatity was 19.09, the open interest changed by 52 which increased total open position to 201
| WIPRO 30SEP2025 260 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 0.11
Theta: -0.17
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 250.33 | 10.5 | 4.15 | 31.55 | 699 | -222 | 513 |
| 21 Sept | 255.88 | 6 | 0.45 | 24.55 | 772 | 0 | 736 |
| 18 Sept | 256.93 | 5.55 | -2.25 | 23.85 | 3,283 | 302 | 740 |
| 14 Sept | 251.94 | 9.45 | 1.15 | 24.73 | 179 | -6 | 389 |
| 17 Aug | 246.81 | 17 | -4.3 | 31.08 | 28 | 20 | 87 |
For Wipro Ltd - strike price 260 expiring on 30SEP2025
Delta for 260 PE is -0.77
Historical price for 260 PE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 10.5, which was 4.15 higher than the previous day. The implied volatity was 31.55, the open interest changed by -222 which decreased total open position to 513
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 6, which was 0.45 higher than the previous day. The implied volatity was 24.55, the open interest changed by 0 which decreased total open position to 736
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 5.55, which was -2.25 lower than the previous day. The implied volatity was 23.85, the open interest changed by 302 which increased total open position to 740
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 9.45, which was 1.15 higher than the previous day. The implied volatity was 24.73, the open interest changed by -6 which decreased total open position to 389
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 17, which was -4.3 lower than the previous day. The implied volatity was 31.08, the open interest changed by 20 which increased total open position to 87
