WIPRO
Wipro Ltd
Historical option data for WIPRO
22 Sep 2025 08:01 PM IST
| WIPRO 30SEP2025 285 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.01
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 250.33 | 0.05 | -0.05 | 36.91 | 28 | -5 | 308 | |||||||||
| 21 Sept | 255.88 | 0.1 | -0.05 | 29.13 | 27 | 0 | 313 | |||||||||
| 18 Sept | 256.93 | 0.15 | 0.05 | 28.74 | 238 | 17 | 313 | |||||||||
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| 14 Sept | 251.94 | 0.1 | -0.05 | 25.29 | 87 | -8 | 328 | |||||||||
| 17 Aug | 246.81 | 13.25 | 0 | 10.91 | 0 | 0 | 0 | |||||||||
For Wipro Ltd - strike price 285 expiring on 30SEP2025
Delta for 285 CE is 0.01
Historical price for 285 CE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 36.91, the open interest changed by -5 which decreased total open position to 308
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 29.13, the open interest changed by 0 which decreased total open position to 313
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 28.74, the open interest changed by 17 which increased total open position to 313
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 25.29, the open interest changed by -8 which decreased total open position to 328
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 13.25, which was 0 lower than the previous day. The implied volatity was 10.91, the open interest changed by 0 which decreased total open position to 0
| WIPRO 30SEP2025 285 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 0.05
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 250.33 | 34.6 | 5.8 | 58.15 | 1 | 0 | 41 |
| 21 Sept | 255.88 | 28.8 | 1 | 43.22 | 2 | -1 | 42 |
| 18 Sept | 256.93 | 27.8 | -0.3 | 41.00 | 1 | 0 | 42 |
| 14 Sept | 251.94 | 28.1 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 246.81 | 25.15 | 0 | - | 0 | 0 | 0 |
For Wipro Ltd - strike price 285 expiring on 30SEP2025
Delta for 285 PE is -0.92
Historical price for 285 PE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 34.6, which was 5.8 higher than the previous day. The implied volatity was 58.15, the open interest changed by 0 which decreased total open position to 41
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 28.8, which was 1 higher than the previous day. The implied volatity was 43.22, the open interest changed by -1 which decreased total open position to 42
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 27.8, which was -0.3 lower than the previous day. The implied volatity was 41.00, the open interest changed by 0 which decreased total open position to 42
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 28.1, 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 17 Aug WIPRO was trading at 246.81. The strike last trading price was 25.15, 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
