WIPRO
Wipro Ltd
Historical option data for WIPRO
22 Sep 2025 08:01 PM IST
| WIPRO 30SEP2025 272.5 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.04
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 250.33 | 0.25 | -0.15 | 33.14 | 544 | -75 | 182 | |||||||||
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| 21 Sept | 255.88 | 0.4 | -0.05 | 23.95 | 113 | -28 | 257 | |||||||||
| 18 Sept | 256.93 | 0.45 | -0.05 | 22.56 | 585 | 149 | 289 | |||||||||
| 14 Sept | 251.94 | 0.4 | -0.15 | 22.34 | 80 | 3 | 95 | |||||||||
| 17 Aug | 246.81 | 5.6 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Wipro Ltd - strike price 272.5 expiring on 30SEP2025
Delta for 272.5 CE is 0.05
Historical price for 272.5 CE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 33.14, the open interest changed by -75 which decreased total open position to 182
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 23.95, the open interest changed by -28 which decreased total open position to 257
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 22.56, the open interest changed by 149 which increased total open position to 289
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 22.34, the open interest changed by 3 which increased total open position to 95
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 5.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| WIPRO 30SEP2025 272.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 250.33 | 16.55 | -0.05 | 0.00 | 0 | -1 | 0 |
| 21 Sept | 255.88 | 16.55 | 1.05 | 32.47 | 37 | -1 | 16 |
| 18 Sept | 256.93 | 15.45 | -2.9 | 27.90 | 24 | -9 | 17 |
| 14 Sept | 251.94 | 20.25 | 1.8 | 29.16 | 12 | -5 | 32 |
| 17 Aug | 246.81 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Wipro Ltd - strike price 272.5 expiring on 30SEP2025
Delta for 272.5 PE is 0.00
Historical price for 272.5 PE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 16.55, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 16.55, which was 1.05 higher than the previous day. The implied volatity was 32.47, the open interest changed by -1 which decreased total open position to 16
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 15.45, which was -2.9 lower than the previous day. The implied volatity was 27.90, the open interest changed by -9 which decreased total open position to 17
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 20.25, which was 1.8 higher than the previous day. The implied volatity was 29.16, the open interest changed by -5 which decreased total open position to 32
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
