WIPRO
Wipro Ltd
Historical option data for WIPRO
09 Apr 2025 04:11 PM IST
| WIPRO 24APR2025 230 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.66
Vega: 0.18
Theta: -0.30
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 236.65 | 12.8 | -7.1 | 44.42 | 590 | 77 | 190 | |||
| 8 Apr | 247.25 | 19.85 | 1.3 | 37.59 | 106 | -14 | 113 | |||
| 7 Apr | 242.90 | 18.65 | -0.35 | 49.09 | 490 | 89 | 127 | |||
| 4 Apr | 246.30 | 19 | -7 | 26.73 | 98 | 37 | 38 | |||
| 3 Apr | 256.35 | 26 | -57.25 | - | 1 | 0 | 0 | |||
| 2 Apr | 263.60 | 83.25 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 262.60 | 83.25 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 262.25 | 83.25 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 272.20 | 83.25 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 267.40 | 83.25 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 271.00 | 83.25 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 269.40 | 83.25 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 264.30 | 83.25 | 0 | - | 0 | 0 | 0 | |||
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| 20 Mar | 268.00 | 83.25 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 265.70 | 83.25 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 261.25 | 83.25 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 259.85 | 83.25 | 0 | - | 0 | 0 | 0 | |||
For Wipro Ltd - strike price 230 expiring on 24APR2025
Delta for 230 CE is 0.66
Historical price for 230 CE is as follows
On 9 Apr WIPRO was trading at 236.65. The strike last trading price was 12.8, which was -7.1 lower than the previous day. The implied volatity was 44.42, the open interest changed by 77 which increased total open position to 190
On 8 Apr WIPRO was trading at 247.25. The strike last trading price was 19.85, which was 1.3 higher than the previous day. The implied volatity was 37.59, the open interest changed by -14 which decreased total open position to 113
On 7 Apr WIPRO was trading at 242.90. The strike last trading price was 18.65, which was -0.35 lower than the previous day. The implied volatity was 49.09, the open interest changed by 89 which increased total open position to 127
On 4 Apr WIPRO was trading at 246.30. The strike last trading price was 19, which was -7 lower than the previous day. The implied volatity was 26.73, the open interest changed by 37 which increased total open position to 38
On 3 Apr WIPRO was trading at 256.35. The strike last trading price was 26, which was -57.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr WIPRO was trading at 263.60. The strike last trading price was 83.25, 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 1 Apr WIPRO was trading at 262.60. The strike last trading price was 83.25, 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 28 Mar WIPRO was trading at 262.25. The strike last trading price was 83.25, 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 27 Mar WIPRO was trading at 272.20. The strike last trading price was 83.25, 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 26 Mar WIPRO was trading at 267.40. The strike last trading price was 83.25, 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 25 Mar WIPRO was trading at 271.00. The strike last trading price was 83.25, 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 24 Mar WIPRO was trading at 269.40. The strike last trading price was 83.25, 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 21 Mar WIPRO was trading at 264.30. The strike last trading price was 83.25, 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 20 Mar WIPRO was trading at 268.00. The strike last trading price was 83.25, 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 19 Mar WIPRO was trading at 265.70. The strike last trading price was 83.25, 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 18 Mar WIPRO was trading at 261.25. The strike last trading price was 83.25, 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 Mar WIPRO was trading at 259.85. The strike last trading price was 83.25, 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
| WIPRO 24APR2025 230 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.36
Vega: 0.18
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 236.65 | 7.2 | 3.3 | 56.44 | 2,196 | 92 | 673 |
| 8 Apr | 247.25 | 3.8 | -2.15 | 52.76 | 827 | -84 | 582 |
| 7 Apr | 242.90 | 6 | 3.55 | 57.96 | 3,093 | -40 | 664 |
| 4 Apr | 246.30 | 2.45 | 1 | 39.11 | 1,346 | 182 | 703 |
| 3 Apr | 256.35 | 1.45 | 0.6 | 41.34 | 738 | 140 | 519 |
| 2 Apr | 263.60 | 0.85 | -0.2 | 40.61 | 126 | 0 | 376 |
| 1 Apr | 262.60 | 1.05 | 0.05 | 40.90 | 334 | 53 | 376 |
| 28 Mar | 262.25 | 1 | 0.3 | 37.69 | 392 | 87 | 323 |
| 27 Mar | 272.20 | 0.7 | -0.2 | 40.42 | 250 | 21 | 235 |
| 26 Mar | 267.40 | 0.85 | 0 | 38.30 | 104 | 47 | 214 |
| 25 Mar | 271.00 | 0.85 | -0.15 | 39.53 | 87 | 19 | 166 |
| 24 Mar | 269.40 | 1 | -0.35 | 39.82 | 142 | 28 | 147 |
| 21 Mar | 264.30 | 1.3 | 0.05 | 37.59 | 146 | 43 | 118 |
| 20 Mar | 268.00 | 1.25 | -0.15 | 38.96 | 50 | -9 | 75 |
| 19 Mar | 265.70 | 1.35 | -0.2 | 38.07 | 72 | 35 | 82 |
| 18 Mar | 261.25 | 1.5 | -0.45 | 35.72 | 89 | -22 | 47 |
| 17 Mar | 259.85 | 1.95 | 0.95 | 37.05 | 99 | 64 | 69 |
For Wipro Ltd - strike price 230 expiring on 24APR2025
Delta for 230 PE is -0.36
Historical price for 230 PE is as follows
On 9 Apr WIPRO was trading at 236.65. The strike last trading price was 7.2, which was 3.3 higher than the previous day. The implied volatity was 56.44, the open interest changed by 92 which increased total open position to 673
On 8 Apr WIPRO was trading at 247.25. The strike last trading price was 3.8, which was -2.15 lower than the previous day. The implied volatity was 52.76, the open interest changed by -84 which decreased total open position to 582
On 7 Apr WIPRO was trading at 242.90. The strike last trading price was 6, which was 3.55 higher than the previous day. The implied volatity was 57.96, the open interest changed by -40 which decreased total open position to 664
On 4 Apr WIPRO was trading at 246.30. The strike last trading price was 2.45, which was 1 higher than the previous day. The implied volatity was 39.11, the open interest changed by 182 which increased total open position to 703
On 3 Apr WIPRO was trading at 256.35. The strike last trading price was 1.45, which was 0.6 higher than the previous day. The implied volatity was 41.34, the open interest changed by 140 which increased total open position to 519
On 2 Apr WIPRO was trading at 263.60. The strike last trading price was 0.85, which was -0.2 lower than the previous day. The implied volatity was 40.61, the open interest changed by 0 which decreased total open position to 376
On 1 Apr WIPRO was trading at 262.60. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 40.90, the open interest changed by 53 which increased total open position to 376
On 28 Mar WIPRO was trading at 262.25. The strike last trading price was 1, which was 0.3 higher than the previous day. The implied volatity was 37.69, the open interest changed by 87 which increased total open position to 323
On 27 Mar WIPRO was trading at 272.20. The strike last trading price was 0.7, which was -0.2 lower than the previous day. The implied volatity was 40.42, the open interest changed by 21 which increased total open position to 235
On 26 Mar WIPRO was trading at 267.40. The strike last trading price was 0.85, which was 0 lower than the previous day. The implied volatity was 38.30, the open interest changed by 47 which increased total open position to 214
On 25 Mar WIPRO was trading at 271.00. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 39.53, the open interest changed by 19 which increased total open position to 166
On 24 Mar WIPRO was trading at 269.40. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was 39.82, the open interest changed by 28 which increased total open position to 147
On 21 Mar WIPRO was trading at 264.30. The strike last trading price was 1.3, which was 0.05 higher than the previous day. The implied volatity was 37.59, the open interest changed by 43 which increased total open position to 118
On 20 Mar WIPRO was trading at 268.00. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 38.96, the open interest changed by -9 which decreased total open position to 75
On 19 Mar WIPRO was trading at 265.70. The strike last trading price was 1.35, which was -0.2 lower than the previous day. The implied volatity was 38.07, the open interest changed by 35 which increased total open position to 82
On 18 Mar WIPRO was trading at 261.25. The strike last trading price was 1.5, which was -0.45 lower than the previous day. The implied volatity was 35.72, the open interest changed by -22 which decreased total open position to 47
On 17 Mar WIPRO was trading at 259.85. The strike last trading price was 1.95, which was 0.95 higher than the previous day. The implied volatity was 37.05, the open interest changed by 64 which increased total open position to 69
