WIPRO
Wipro Ltd
Historical option data for WIPRO
22 Sep 2025 08:01 PM IST
| WIPRO 30SEP2025 275 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.03
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 250.33 | 0.2 | -0.05 | 34.55 | 387 | -24 | 476 | |||||||||
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| 21 Sept | 255.88 | 0.25 | -0.1 | 24.09 | 436 | -7 | 514 | |||||||||
| 18 Sept | 256.93 | 0.35 | -0.05 | 23.82 | 1,521 | -11 | 506 | |||||||||
| 14 Sept | 251.94 | 0.35 | -0.1 | 23.55 | 350 | -18 | 505 | |||||||||
| 17 Aug | 246.81 | 17.25 | 0 | 7.71 | 0 | 0 | 0 | |||||||||
For Wipro Ltd - strike price 275 expiring on 30SEP2025
Delta for 275 CE is 0.04
Historical price for 275 CE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 34.55, the open interest changed by -24 which decreased total open position to 476
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 24.09, the open interest changed by -7 which decreased total open position to 514
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 23.82, the open interest changed by -11 which decreased total open position to 506
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 23.55, the open interest changed by -18 which decreased total open position to 505
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 17.25, which was 0 lower than the previous day. The implied volatity was 7.71, the open interest changed by 0 which decreased total open position to 0
| WIPRO 30SEP2025 275 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 0.07
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 250.33 | 25 | 6.05 | 50.98 | 1 | 0 | 40 |
| 21 Sept | 255.88 | 18.95 | 1.15 | 34.85 | 32 | -13 | 42 |
| 18 Sept | 256.93 | 17.75 | -3.15 | 28.97 | 9 | -1 | 53 |
| 14 Sept | 251.94 | 22.65 | 1.75 | 32.33 | 18 | -2 | 54 |
| 17 Aug | 246.81 | 35.5 | 0 | 0.00 | 0 | 0 | 0 |
For Wipro Ltd - strike price 275 expiring on 30SEP2025
Delta for 275 PE is -0.88
Historical price for 275 PE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 25, which was 6.05 higher than the previous day. The implied volatity was 50.98, the open interest changed by 0 which decreased total open position to 40
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 18.95, which was 1.15 higher than the previous day. The implied volatity was 34.85, the open interest changed by -13 which decreased total open position to 42
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 17.75, which was -3.15 lower than the previous day. The implied volatity was 28.97, the open interest changed by -1 which decreased total open position to 53
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 22.65, which was 1.75 higher than the previous day. The implied volatity was 32.33, the open interest changed by -2 which decreased total open position to 54
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 35.5, 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
