WIPRO
Wipro Ltd
Historical option data for WIPRO
22 Sep 2025 08:01 PM IST
| WIPRO 30SEP2025 265 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.07
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 250.33 | 0.55 | -0.55 | 29.05 | 4,133 | -176 | 1,090 | |||||||||
| 21 Sept | 255.88 | 1.1 | -0.35 | 21.21 | 1,430 | 4 | 1,267 | |||||||||
| 18 Sept | 256.93 | 1.4 | 0.15 | 21.02 | 5,355 | 118 | 1,271 | |||||||||
| 14 Sept | 251.94 | 1.1 | -0.35 | 21.08 | 1,489 | -50 | 834 | |||||||||
| 17 Aug | 246.81 | 2.1 | 0.45 | 20.08 | 7 | 3 | 15 | |||||||||
For Wipro Ltd - strike price 265 expiring on 30SEP2025
Delta for 265 CE is 0.11
Historical price for 265 CE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 0.55, which was -0.55 lower than the previous day. The implied volatity was 29.05, the open interest changed by -176 which decreased total open position to 1090
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 1.1, which was -0.35 lower than the previous day. The implied volatity was 21.21, the open interest changed by 4 which increased total open position to 1267
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 1.4, which was 0.15 higher than the previous day. The implied volatity was 21.02, the open interest changed by 118 which increased total open position to 1271
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 1.1, which was -0.35 lower than the previous day. The implied volatity was 21.08, the open interest changed by -50 which decreased total open position to 834
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 2.1, which was 0.45 higher than the previous day. The implied volatity was 20.08, the open interest changed by 3 which increased total open position to 15
| WIPRO 30SEP2025 265 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 0.09
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 250.33 | 14.9 | 5 | 34.43 | 93 | -40 | 45 |
| 21 Sept | 255.88 | 9.65 | 0.65 | 25.88 | 111 | 14 | 84 |
| 18 Sept | 256.93 | 8.9 | -2.8 | 24.12 | 285 | 29 | 72 |
| 14 Sept | 251.94 | 13.4 | 1.45 | 26.14 | 47 | -25 | 57 |
| 17 Aug | 246.81 | 14.35 | 0 | - | 0 | 0 | 0 |
For Wipro Ltd - strike price 265 expiring on 30SEP2025
Delta for 265 PE is -0.85
Historical price for 265 PE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 14.9, which was 5 higher than the previous day. The implied volatity was 34.43, the open interest changed by -40 which decreased total open position to 45
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 9.65, which was 0.65 higher than the previous day. The implied volatity was 25.88, the open interest changed by 14 which increased total open position to 84
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 8.9, which was -2.8 lower than the previous day. The implied volatity was 24.12, the open interest changed by 29 which increased total open position to 72
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 13.4, which was 1.45 higher than the previous day. The implied volatity was 26.14, the open interest changed by -25 which decreased total open position to 57
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 14.35, 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
