WIPRO
Wipro Ltd
Historical option data for WIPRO
22 Sep 2025 08:01 PM IST
| WIPRO 30SEP2025 280 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.02
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 250.33 | 0.1 | -0.05 | 35.76 | 274 | -63 | 1,386 | |||||||||
| 21 Sept | 255.88 | 0.15 | -0.05 | 26.47 | 151 | -28 | 1,449 | |||||||||
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| 18 Sept | 256.93 | 0.2 | 0 | 25.78 | 1,141 | 73 | 1,476 | |||||||||
| 14 Sept | 251.94 | 0.15 | -0.1 | 23.52 | 466 | 15 | 1,486 | |||||||||
| 17 Aug | 246.81 | 0.85 | 0.1 | 23.27 | 52 | 19 | 130 | |||||||||
For Wipro Ltd - strike price 280 expiring on 30SEP2025
Delta for 280 CE is 0.02
Historical price for 280 CE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 35.76, the open interest changed by -63 which decreased total open position to 1386
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 26.47, the open interest changed by -28 which decreased total open position to 1449
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 25.78, the open interest changed by 73 which increased total open position to 1476
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 23.52, the open interest changed by 15 which increased total open position to 1486
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 0.85, which was 0.1 higher than the previous day. The implied volatity was 23.27, the open interest changed by 19 which increased total open position to 130
| WIPRO 30SEP2025 280 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
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 | 29.9 | 6.7 | 56.61 | 25 | -24 | 137 |
| 21 Sept | 255.88 | 23.2 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 256.93 | 23.2 | -1.8 | 39.67 | 8 | -2 | 163 |
| 14 Sept | 251.94 | 27.6 | 1.5 | 36.89 | 1 | -1 | 164 |
| 17 Aug | 246.81 | 33.5 | 11.35 | 36.46 | 6 | 6 | 3 |
For Wipro Ltd - strike price 280 expiring on 30SEP2025
Delta for 280 PE is -0.90
Historical price for 280 PE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 29.9, which was 6.7 higher than the previous day. The implied volatity was 56.61, the open interest changed by -24 which decreased total open position to 137
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 23.2, 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 23.2, which was -1.8 lower than the previous day. The implied volatity was 39.67, the open interest changed by -2 which decreased total open position to 163
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 27.6, which was 1.5 higher than the previous day. The implied volatity was 36.89, the open interest changed by -1 which decreased total open position to 164
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 33.5, which was 11.35 higher than the previous day. The implied volatity was 36.46, the open interest changed by 6 which increased total open position to 3
