[--[65.84.65.76]--]

WIPRO

Wipro Ltd
239.8 +2.45 (1.03%)
L: 235.45 H: 240.9

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Historical option data for WIPRO

29 Jan 2026 04:11 PM IST
WIPRO 24-FEB-2026 239 CE
Delta: 0.6
Vega: 0.25
Theta: -0.13
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 239.80 6.4 0.85 19.42 1,111 -11 630
28 Jan 237.35 5.7 0.6 20.7 1,420 140 647
27 Jan 234.80 5.1 0.5 22.77 903 -5 506


For Wipro Ltd - strike price 239 expiring on 24FEB2026

Delta for 239 CE is 0.6

Historical price for 239 CE is as follows

On 29 Jan WIPRO was trading at 239.80. The strike last trading price was 6.4, which was 0.85 higher than the previous day. The implied volatity was 19.42, the open interest changed by -11 which decreased total open position to 630


On 28 Jan WIPRO was trading at 237.35. The strike last trading price was 5.7, which was 0.6 higher than the previous day. The implied volatity was 20.7, the open interest changed by 140 which increased total open position to 647


On 27 Jan WIPRO was trading at 234.80. The strike last trading price was 5.1, which was 0.5 higher than the previous day. The implied volatity was 22.77, the open interest changed by -5 which decreased total open position to 506


WIPRO 24FEB2026 239 PE
Delta: -0.42
Vega: 0.25
Theta: -0.09
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 239.80 5.05 -0.95 24.82 332 -9 382
28 Jan 237.35 5.85 -1.65 24.05 259 76 392
27 Jan 234.80 7.5 -2.35 25.19 191 23 318


For Wipro Ltd - strike price 239 expiring on 24FEB2026

Delta for 239 PE is -0.42

Historical price for 239 PE is as follows

On 29 Jan WIPRO was trading at 239.80. The strike last trading price was 5.05, which was -0.95 lower than the previous day. The implied volatity was 24.82, the open interest changed by -9 which decreased total open position to 382


On 28 Jan WIPRO was trading at 237.35. The strike last trading price was 5.85, which was -1.65 lower than the previous day. The implied volatity was 24.05, the open interest changed by 76 which increased total open position to 392


On 27 Jan WIPRO was trading at 234.80. The strike last trading price was 7.5, which was -2.35 lower than the previous day. The implied volatity was 25.19, the open interest changed by 23 which increased total open position to 318