WIPRO
Wipro Ltd
Historical option data for WIPRO
29 Jan 2026 04:11 PM IST
| WIPRO 24-FEB-2026 239 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.6
Vega: 0.25
Theta: -0.13
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jan | 239.80 | 6.4 | 0.85 | 19.42 | 1,111 | -11 | 630 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.42
Vega: 0.25
Theta: -0.09
Gamma: 0.02
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| 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






























































































































































































































