WIPRO
Wipro Ltd
Historical option data for WIPRO
22 Sep 2025 08:01 PM IST
| WIPRO 30SEP2025 262.5 CE | ||||||||||||||||
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Delta: 0.15
Vega: 0.09
Theta: -0.16
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 250.33 | 0.8 | -0.8 | 28.44 | 1,205 | -9 | 429 | |||||||||
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| 21 Sept | 255.88 | 1.65 | -0.45 | 20.93 | 1,091 | -72 | 439 | |||||||||
| 18 Sept | 256.93 | 2 | 0.25 | 20.53 | 3,578 | 145 | 508 | |||||||||
| 14 Sept | 251.94 | 1.4 | -0.55 | 20.31 | 461 | 12 | 367 | |||||||||
| 17 Aug | 246.81 | 8.5 | 0 | 4.19 | 0 | 0 | 0 | |||||||||
For Wipro Ltd - strike price 262.5 expiring on 30SEP2025
Delta for 262.5 CE is 0.15
Historical price for 262.5 CE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 0.8, which was -0.8 lower than the previous day. The implied volatity was 28.44, the open interest changed by -9 which decreased total open position to 429
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 1.65, which was -0.45 lower than the previous day. The implied volatity was 20.93, the open interest changed by -72 which decreased total open position to 439
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 2, which was 0.25 higher than the previous day. The implied volatity was 20.53, the open interest changed by 145 which increased total open position to 508
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 1.4, which was -0.55 lower than the previous day. The implied volatity was 20.31, the open interest changed by 12 which increased total open position to 367
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was 4.19, the open interest changed by 0 which decreased total open position to 0
| WIPRO 30SEP2025 262.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.81
Vega: 0.10
Theta: -0.14
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 250.33 | 12.65 | 4.65 | 32.89 | 83 | -33 | 175 |
| 21 Sept | 255.88 | 7.85 | 0.7 | 25.90 | 139 | -3 | 207 |
| 18 Sept | 256.93 | 7.15 | -2.5 | 24.11 | 560 | 193 | 212 |
| 14 Sept | 251.94 | 11.45 | 1.3 | 25.09 | 32 | -2 | 16 |
| 17 Aug | 246.81 | 20.05 | 0 | - | 0 | 0 | 0 |
For Wipro Ltd - strike price 262.5 expiring on 30SEP2025
Delta for 262.5 PE is -0.81
Historical price for 262.5 PE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 12.65, which was 4.65 higher than the previous day. The implied volatity was 32.89, the open interest changed by -33 which decreased total open position to 175
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 7.85, which was 0.7 higher than the previous day. The implied volatity was 25.90, the open interest changed by -3 which decreased total open position to 207
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 7.15, which was -2.5 lower than the previous day. The implied volatity was 24.11, the open interest changed by 193 which increased total open position to 212
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 11.45, which was 1.3 higher than the previous day. The implied volatity was 25.09, the open interest changed by -2 which decreased total open position to 16
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 20.05, 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
