WIPRO
Wipro Ltd
Historical option data for WIPRO
09 Apr 2025 04:11 PM IST
| WIPRO 24APR2025 270 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.11
Vega: 0.09
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 236.65 | 1.15 | -1.15 | 48.54 | 1,550 | 310 | 2,092 | |||
| 8 Apr | 247.25 | 2.3 | -0.2 | 43.72 | 934 | 69 | 1,774 | |||
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| 7 Apr | 242.90 | 2.45 | 0.7 | 48.73 | 1,727 | -87 | 1,711 | |||
| 4 Apr | 246.30 | 1.85 | -1.75 | 36.15 | 1,733 | 111 | 1,800 | |||
| 3 Apr | 256.35 | 3.65 | -2.55 | 32.82 | 2,064 | 271 | 1,695 | |||
| 2 Apr | 263.60 | 6.25 | 0.35 | 32.51 | 2,011 | -158 | 1,426 | |||
| 1 Apr | 262.60 | 5.85 | -0.35 | 32.15 | 1,991 | 154 | 1,586 | |||
| 28 Mar | 262.25 | 6.3 | -4.6 | 30.52 | 3,392 | 589 | 1,432 | |||
| 27 Mar | 272.20 | 10.8 | 2.25 | 28.89 | 2,700 | 52 | 845 | |||
| 26 Mar | 267.40 | 8.5 | -2.15 | 29.35 | 859 | 126 | 796 | |||
| 25 Mar | 271.00 | 10.4 | -0.25 | 30.19 | 1,976 | -9 | 667 | |||
| 24 Mar | 269.40 | 10.7 | 2.4 | 32.21 | 1,460 | 58 | 666 | |||
| 21 Mar | 264.30 | 8.4 | -1.35 | 30.64 | 813 | 169 | 610 | |||
| 20 Mar | 268.00 | 9.5 | 0.9 | 28.33 | 1,156 | 134 | 437 | |||
| 19 Mar | 265.70 | 8.75 | 1.4 | 28.32 | 487 | 148 | 305 | |||
| 18 Mar | 261.25 | 7.35 | 0.5 | 29.71 | 152 | 45 | 155 | |||
| 17 Mar | 259.85 | 6.9 | -1.75 | 29.83 | 79 | 20 | 109 | |||
| 13 Mar | 264.00 | 8.65 | -1.9 | 27.69 | 95 | 31 | 89 | |||
| 12 Mar | 268.55 | 10.6 | -3.25 | 27.05 | 109 | 48 | 57 | |||
| 11 Mar | 277.75 | 13.85 | -6.5 | 16.20 | 10 | 4 | 10 | |||
| 10 Mar | 280.90 | 20.35 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 284.80 | 20.35 | -0.75 | 21.50 | 6 | 0 | 6 | |||
| 6 Mar | 285.90 | 21.1 | -0.2 | 21.28 | 3 | 0 | 6 | |||
| 5 Mar | 285.10 | 21.3 | 0.1 | 23.23 | 5 | 3 | 6 | |||
| 4 Mar | 280.00 | 21.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 283.55 | 21.2 | 2.45 | 25.38 | 2 | 0 | 3 | |||
| 28 Feb | 277.65 | 18.75 | -28.9 | 27.06 | 3 | 2 | 2 | |||
For Wipro Ltd - strike price 270 expiring on 24APR2025
Delta for 270 CE is 0.11
Historical price for 270 CE is as follows
On 9 Apr WIPRO was trading at 236.65. The strike last trading price was 1.15, which was -1.15 lower than the previous day. The implied volatity was 48.54, the open interest changed by 310 which increased total open position to 2092
On 8 Apr WIPRO was trading at 247.25. The strike last trading price was 2.3, which was -0.2 lower than the previous day. The implied volatity was 43.72, the open interest changed by 69 which increased total open position to 1774
On 7 Apr WIPRO was trading at 242.90. The strike last trading price was 2.45, which was 0.7 higher than the previous day. The implied volatity was 48.73, the open interest changed by -87 which decreased total open position to 1711
On 4 Apr WIPRO was trading at 246.30. The strike last trading price was 1.85, which was -1.75 lower than the previous day. The implied volatity was 36.15, the open interest changed by 111 which increased total open position to 1800
On 3 Apr WIPRO was trading at 256.35. The strike last trading price was 3.65, which was -2.55 lower than the previous day. The implied volatity was 32.82, the open interest changed by 271 which increased total open position to 1695
On 2 Apr WIPRO was trading at 263.60. The strike last trading price was 6.25, which was 0.35 higher than the previous day. The implied volatity was 32.51, the open interest changed by -158 which decreased total open position to 1426
On 1 Apr WIPRO was trading at 262.60. The strike last trading price was 5.85, which was -0.35 lower than the previous day. The implied volatity was 32.15, the open interest changed by 154 which increased total open position to 1586
On 28 Mar WIPRO was trading at 262.25. The strike last trading price was 6.3, which was -4.6 lower than the previous day. The implied volatity was 30.52, the open interest changed by 589 which increased total open position to 1432
On 27 Mar WIPRO was trading at 272.20. The strike last trading price was 10.8, which was 2.25 higher than the previous day. The implied volatity was 28.89, the open interest changed by 52 which increased total open position to 845
On 26 Mar WIPRO was trading at 267.40. The strike last trading price was 8.5, which was -2.15 lower than the previous day. The implied volatity was 29.35, the open interest changed by 126 which increased total open position to 796
On 25 Mar WIPRO was trading at 271.00. The strike last trading price was 10.4, which was -0.25 lower than the previous day. The implied volatity was 30.19, the open interest changed by -9 which decreased total open position to 667
On 24 Mar WIPRO was trading at 269.40. The strike last trading price was 10.7, which was 2.4 higher than the previous day. The implied volatity was 32.21, the open interest changed by 58 which increased total open position to 666
On 21 Mar WIPRO was trading at 264.30. The strike last trading price was 8.4, which was -1.35 lower than the previous day. The implied volatity was 30.64, the open interest changed by 169 which increased total open position to 610
On 20 Mar WIPRO was trading at 268.00. The strike last trading price was 9.5, which was 0.9 higher than the previous day. The implied volatity was 28.33, the open interest changed by 134 which increased total open position to 437
On 19 Mar WIPRO was trading at 265.70. The strike last trading price was 8.75, which was 1.4 higher than the previous day. The implied volatity was 28.32, the open interest changed by 148 which increased total open position to 305
On 18 Mar WIPRO was trading at 261.25. The strike last trading price was 7.35, which was 0.5 higher than the previous day. The implied volatity was 29.71, the open interest changed by 45 which increased total open position to 155
On 17 Mar WIPRO was trading at 259.85. The strike last trading price was 6.9, which was -1.75 lower than the previous day. The implied volatity was 29.83, the open interest changed by 20 which increased total open position to 109
On 13 Mar WIPRO was trading at 264.00. The strike last trading price was 8.65, which was -1.9 lower than the previous day. The implied volatity was 27.69, the open interest changed by 31 which increased total open position to 89
On 12 Mar WIPRO was trading at 268.55. The strike last trading price was 10.6, which was -3.25 lower than the previous day. The implied volatity was 27.05, the open interest changed by 48 which increased total open position to 57
On 11 Mar WIPRO was trading at 277.75. The strike last trading price was 13.85, which was -6.5 lower than the previous day. The implied volatity was 16.20, the open interest changed by 4 which increased total open position to 10
On 10 Mar WIPRO was trading at 280.90. The strike last trading price was 20.35, 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 7 Mar WIPRO was trading at 284.80. The strike last trading price was 20.35, which was -0.75 lower than the previous day. The implied volatity was 21.50, the open interest changed by 0 which decreased total open position to 6
On 6 Mar WIPRO was trading at 285.90. The strike last trading price was 21.1, which was -0.2 lower than the previous day. The implied volatity was 21.28, the open interest changed by 0 which decreased total open position to 6
On 5 Mar WIPRO was trading at 285.10. The strike last trading price was 21.3, which was 0.1 higher than the previous day. The implied volatity was 23.23, the open interest changed by 3 which increased total open position to 6
On 4 Mar WIPRO was trading at 280.00. The strike last trading price was 21.2, 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 3 Mar WIPRO was trading at 283.55. The strike last trading price was 21.2, which was 2.45 higher than the previous day. The implied volatity was 25.38, the open interest changed by 0 which decreased total open position to 3
On 28 Feb WIPRO was trading at 277.65. The strike last trading price was 18.75, which was -28.9 lower than the previous day. The implied volatity was 27.06, the open interest changed by 2 which increased total open position to 2
| WIPRO 24APR2025 270 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 0.13
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 236.65 | 35.1 | 9.1 | 65.38 | 9 | 0 | 420 |
| 8 Apr | 247.25 | 26 | -4.15 | 57.05 | 4 | 0 | 421 |
| 7 Apr | 242.90 | 29.1 | 3.85 | 55.84 | 96 | -45 | 422 |
| 4 Apr | 246.30 | 24.65 | 6.4 | 43.79 | 275 | -102 | 467 |
| 3 Apr | 256.35 | 18.4 | 5.85 | 46.02 | 591 | 1 | 531 |
| 2 Apr | 263.60 | 12.55 | -1.65 | 38.10 | 205 | -33 | 530 |
| 1 Apr | 262.60 | 14.15 | -0.15 | 40.88 | 189 | 2 | 564 |
| 28 Mar | 262.25 | 14.3 | 4.75 | 39.39 | 1,199 | -37 | 562 |
| 27 Mar | 272.20 | 9.7 | -2.2 | 38.97 | 1,059 | 214 | 598 |
| 26 Mar | 267.40 | 11.85 | 1.3 | 38.29 | 546 | 51 | 383 |
| 25 Mar | 271.00 | 11.1 | -0.05 | 39.53 | 452 | 37 | 333 |
| 24 Mar | 269.40 | 11 | -2.4 | 37.30 | 353 | 46 | 299 |
| 21 Mar | 264.30 | 13.1 | 1.05 | 35.32 | 237 | 83 | 259 |
| 20 Mar | 268.00 | 12.35 | -0.05 | 37.80 | 141 | 80 | 164 |
| 19 Mar | 265.70 | 12.45 | -2.5 | 35.07 | 29 | 19 | 85 |
| 18 Mar | 261.25 | 14.95 | -0.35 | 35.27 | 13 | 6 | 65 |
| 17 Mar | 259.85 | 15.3 | 1.2 | 33.34 | 35 | 7 | 60 |
| 13 Mar | 264.00 | 14.1 | 1.85 | 35.36 | 12 | 1 | 54 |
| 12 Mar | 268.55 | 12.3 | 4.7 | 35.43 | 88 | 10 | 53 |
| 11 Mar | 277.75 | 7.6 | 0.7 | 33.60 | 39 | 8 | 41 |
| 10 Mar | 280.90 | 6.95 | 0.85 | 33.37 | 27 | 18 | 29 |
| 7 Mar | 284.80 | 6.1 | 1.95 | 33.08 | 19 | 11 | 11 |
| 6 Mar | 285.90 | 4.15 | 0 | 5.52 | 0 | 0 | 0 |
| 5 Mar | 285.10 | 4.15 | 0 | 5.32 | 0 | 0 | 0 |
| 4 Mar | 280.00 | 4.15 | 0 | 4.00 | 0 | 0 | 0 |
| 3 Mar | 283.55 | 4.15 | 0 | 4.92 | 0 | 0 | 0 |
| 28 Feb | 277.65 | 4.15 | 0 | 3.57 | 0 | 0 | 0 |
For Wipro Ltd - strike price 270 expiring on 24APR2025
Delta for 270 PE is -0.81
Historical price for 270 PE is as follows
On 9 Apr WIPRO was trading at 236.65. The strike last trading price was 35.1, which was 9.1 higher than the previous day. The implied volatity was 65.38, the open interest changed by 0 which decreased total open position to 420
On 8 Apr WIPRO was trading at 247.25. The strike last trading price was 26, which was -4.15 lower than the previous day. The implied volatity was 57.05, the open interest changed by 0 which decreased total open position to 421
On 7 Apr WIPRO was trading at 242.90. The strike last trading price was 29.1, which was 3.85 higher than the previous day. The implied volatity was 55.84, the open interest changed by -45 which decreased total open position to 422
On 4 Apr WIPRO was trading at 246.30. The strike last trading price was 24.65, which was 6.4 higher than the previous day. The implied volatity was 43.79, the open interest changed by -102 which decreased total open position to 467
On 3 Apr WIPRO was trading at 256.35. The strike last trading price was 18.4, which was 5.85 higher than the previous day. The implied volatity was 46.02, the open interest changed by 1 which increased total open position to 531
On 2 Apr WIPRO was trading at 263.60. The strike last trading price was 12.55, which was -1.65 lower than the previous day. The implied volatity was 38.10, the open interest changed by -33 which decreased total open position to 530
On 1 Apr WIPRO was trading at 262.60. The strike last trading price was 14.15, which was -0.15 lower than the previous day. The implied volatity was 40.88, the open interest changed by 2 which increased total open position to 564
On 28 Mar WIPRO was trading at 262.25. The strike last trading price was 14.3, which was 4.75 higher than the previous day. The implied volatity was 39.39, the open interest changed by -37 which decreased total open position to 562
On 27 Mar WIPRO was trading at 272.20. The strike last trading price was 9.7, which was -2.2 lower than the previous day. The implied volatity was 38.97, the open interest changed by 214 which increased total open position to 598
On 26 Mar WIPRO was trading at 267.40. The strike last trading price was 11.85, which was 1.3 higher than the previous day. The implied volatity was 38.29, the open interest changed by 51 which increased total open position to 383
On 25 Mar WIPRO was trading at 271.00. The strike last trading price was 11.1, which was -0.05 lower than the previous day. The implied volatity was 39.53, the open interest changed by 37 which increased total open position to 333
On 24 Mar WIPRO was trading at 269.40. The strike last trading price was 11, which was -2.4 lower than the previous day. The implied volatity was 37.30, the open interest changed by 46 which increased total open position to 299
On 21 Mar WIPRO was trading at 264.30. The strike last trading price was 13.1, which was 1.05 higher than the previous day. The implied volatity was 35.32, the open interest changed by 83 which increased total open position to 259
On 20 Mar WIPRO was trading at 268.00. The strike last trading price was 12.35, which was -0.05 lower than the previous day. The implied volatity was 37.80, the open interest changed by 80 which increased total open position to 164
On 19 Mar WIPRO was trading at 265.70. The strike last trading price was 12.45, which was -2.5 lower than the previous day. The implied volatity was 35.07, the open interest changed by 19 which increased total open position to 85
On 18 Mar WIPRO was trading at 261.25. The strike last trading price was 14.95, which was -0.35 lower than the previous day. The implied volatity was 35.27, the open interest changed by 6 which increased total open position to 65
On 17 Mar WIPRO was trading at 259.85. The strike last trading price was 15.3, which was 1.2 higher than the previous day. The implied volatity was 33.34, the open interest changed by 7 which increased total open position to 60
On 13 Mar WIPRO was trading at 264.00. The strike last trading price was 14.1, which was 1.85 higher than the previous day. The implied volatity was 35.36, the open interest changed by 1 which increased total open position to 54
On 12 Mar WIPRO was trading at 268.55. The strike last trading price was 12.3, which was 4.7 higher than the previous day. The implied volatity was 35.43, the open interest changed by 10 which increased total open position to 53
On 11 Mar WIPRO was trading at 277.75. The strike last trading price was 7.6, which was 0.7 higher than the previous day. The implied volatity was 33.60, the open interest changed by 8 which increased total open position to 41
On 10 Mar WIPRO was trading at 280.90. The strike last trading price was 6.95, which was 0.85 higher than the previous day. The implied volatity was 33.37, the open interest changed by 18 which increased total open position to 29
On 7 Mar WIPRO was trading at 284.80. The strike last trading price was 6.1, which was 1.95 higher than the previous day. The implied volatity was 33.08, the open interest changed by 11 which increased total open position to 11
On 6 Mar WIPRO was trading at 285.90. The strike last trading price was 4.15, which was 0 lower than the previous day. The implied volatity was 5.52, the open interest changed by 0 which decreased total open position to 0
On 5 Mar WIPRO was trading at 285.10. The strike last trading price was 4.15, which was 0 lower than the previous day. The implied volatity was 5.32, the open interest changed by 0 which decreased total open position to 0
On 4 Mar WIPRO was trading at 280.00. The strike last trading price was 4.15, which was 0 lower than the previous day. The implied volatity was 4.00, the open interest changed by 0 which decreased total open position to 0
On 3 Mar WIPRO was trading at 283.55. The strike last trading price was 4.15, which was 0 lower than the previous day. The implied volatity was 4.92, the open interest changed by 0 which decreased total open position to 0
On 28 Feb WIPRO was trading at 277.65. The strike last trading price was 4.15, which was 0 lower than the previous day. The implied volatity was 3.57, the open interest changed by 0 which decreased total open position to 0
