WIPRO
Wipro Ltd
Historical option data for WIPRO
22 Sep 2025 08:01 PM IST
| WIPRO 30SEP2025 290 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.02
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 250.33 | 0.1 | 0 | 45.24 | 12 | -10 | 107 | |||||||||
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| 21 Sept | 255.88 | 0.1 | 0 | 33.18 | 64 | -26 | 118 | |||||||||
| 18 Sept | 256.93 | 0.1 | 0 | 30.84 | 116 | 13 | 143 | |||||||||
| 14 Sept | 251.94 | 0.15 | 0 | 30.21 | 13 | 10 | 141 | |||||||||
| 17 Aug | 246.81 | 0.6 | 0.05 | 26.28 | 6 | 3 | 43 | |||||||||
For Wipro Ltd - strike price 290 expiring on 30SEP2025
Delta for 290 CE is 0.02
Historical price for 290 CE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 45.24, the open interest changed by -10 which decreased total open position to 107
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 33.18, the open interest changed by -26 which decreased total open position to 118
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 30.84, the open interest changed by 13 which increased total open position to 143
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 30.21, the open interest changed by 10 which increased total open position to 141
On 17 Aug WIPRO was trading at 246.81. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 26.28, the open interest changed by 3 which increased total open position to 43
| WIPRO 30SEP2025 290 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 0.06
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 250.33 | 39.8 | 5.55 | 68.04 | 62 | -39 | 126 |
| 21 Sept | 255.88 | 34.1 | 1.45 | 54.80 | 43 | -42 | 167 |
| 18 Sept | 256.93 | 32.5 | -1.6 | 41.91 | 4 | -3 | 206 |
| 14 Sept | 251.94 | 37.75 | 2.55 | 46.73 | 2 | 0 | 211 |
| 17 Aug | 246.81 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Wipro Ltd - strike price 290 expiring on 30SEP2025
Delta for 290 PE is -0.92
Historical price for 290 PE is as follows
On 22 Sept WIPRO was trading at 250.33. The strike last trading price was 39.8, which was 5.55 higher than the previous day. The implied volatity was 68.04, the open interest changed by -39 which decreased total open position to 126
On 21 Sept WIPRO was trading at 255.88. The strike last trading price was 34.1, which was 1.45 higher than the previous day. The implied volatity was 54.80, the open interest changed by -42 which decreased total open position to 167
On 18 Sept WIPRO was trading at 256.93. The strike last trading price was 32.5, which was -1.6 lower than the previous day. The implied volatity was 41.91, the open interest changed by -3 which decreased total open position to 206
On 14 Sept WIPRO was trading at 251.94. The strike last trading price was 37.75, which was 2.55 higher than the previous day. The implied volatity was 46.73, the open interest changed by 0 which decreased total open position to 211
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
