WIPRO
Wipro Ltd
Historical option data for WIPRO
22 Sep 2025 08:01 PM IST
| WIPRO 30SEP2025 267.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.07
Vega: 0.05
Theta: -0.10
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 250.33 | 0.35 | -0.4 | 29.18 | 600 | -81 | 256 | |||||||||
|
|
||||||||||||||||
| 21 Sept | 255.88 | 0.75 | -0.25 | 21.83 | 305 | -31 | 338 | |||||||||
| 18 Sept | 256.93 | 0.95 | 0 | 21.38 | 1,478 | 80 | 372 | |||||||||
| 14 Sept | 251.94 | 0.75 | -0.3 | 21.31 | 300 | -6 | 262 | |||||||||
| 17 Aug | 246.81 | 6.95 | 0 | 5.67 | 0 | 0 | 0 | |||||||||
For Wipro Ltd - strike price 267.5 expiring on 30SEP2025
Delta for 267.5 CE is 0.07
Historical price for 267.5 CE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 0.35, which was -0.4 lower than the previous day. The implied volatity was 29.18, the open interest changed by -81 which decreased total open position to 256
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 21.83, the open interest changed by -31 which decreased total open position to 338
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 0.95, which was 0 lower than the previous day. The implied volatity was 21.38, the open interest changed by 80 which increased total open position to 372
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 0.75, which was -0.3 lower than the previous day. The implied volatity was 21.31, the open interest changed by -6 which decreased total open position to 262
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 6.95, which was 0 lower than the previous day. The implied volatity was 5.67, the open interest changed by 0 which decreased total open position to 0
| WIPRO 30SEP2025 267.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 0.08
Theta: -0.13
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 250.33 | 17.4 | 5.45 | 38.41 | 30 | -8 | 13 |
| 21 Sept | 255.88 | 11.85 | 0.75 | 27.75 | 33 | 4 | 19 |
| 18 Sept | 256.93 | 11 | -2.75 | 25.42 | 38 | -1 | 17 |
| 14 Sept | 251.94 | 15.65 | 1.55 | 26.63 | 20 | -6 | 28 |
| 17 Aug | 246.81 | 23.4 | 0 | - | 0 | 0 | 0 |
For Wipro Ltd - strike price 267.5 expiring on 30SEP2025
Delta for 267.5 PE is -0.86
Historical price for 267.5 PE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 17.4, which was 5.45 higher than the previous day. The implied volatity was 38.41, the open interest changed by -8 which decreased total open position to 13
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 11.85, which was 0.75 higher than the previous day. The implied volatity was 27.75, the open interest changed by 4 which increased total open position to 19
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 11, which was -2.75 lower than the previous day. The implied volatity was 25.42, the open interest changed by -1 which decreased total open position to 17
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 15.65, which was 1.55 higher than the previous day. The implied volatity was 26.63, the open interest changed by -6 which decreased total open position to 28
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 23.4, 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
