WIPRO
Wipro Ltd
Historical option data for WIPRO
22 Sep 2025 08:01 PM IST
| WIPRO 30SEP2025 277.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.03
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 250.33 | 0.15 | -0.1 | 35.49 | 7 | -1 | 21 | |||||||||
| 21 Sept | 255.88 | 0.25 | -0.05 | 26.82 | 2 | 1 | 21 | |||||||||
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| 18 Sept | 256.93 | 0.3 | 0 | 25.50 | 66 | 17 | 21 | |||||||||
| 14 Sept | 251.94 | 4.5 | 0 | 11.86 | 0 | 0 | 0 | |||||||||
| 17 Aug | 246.81 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Wipro Ltd - strike price 277.5 expiring on 30SEP2025
Delta for 277.5 CE is 0.03
Historical price for 277.5 CE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 35.49, the open interest changed by -1 which decreased total open position to 21
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 26.82, the open interest changed by 1 which increased total open position to 21
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 25.50, the open interest changed by 17 which increased total open position to 21
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 4.5, which was 0 lower than the previous day. The implied volatity was 11.86, the open interest changed by 0 which decreased total open position to 0
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
| WIPRO 30SEP2025 277.5 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 | 20.75 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 255.88 | 20.75 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 256.93 | 20.75 | -10.15 | 37.07 | 8 | 3 | 3 |
| 14 Sept | 251.94 | 30.9 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 246.81 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Wipro Ltd - strike price 277.5 expiring on 30SEP2025
Delta for 277.5 PE is 0.00
Historical price for 277.5 PE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 20.75, 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
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 20.75, 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
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 20.75, which was -10.15 lower than the previous day. The implied volatity was 37.07, the open interest changed by 3 which increased total open position to 3
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 30.9, 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
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
