WIPRO
Wipro Ltd
Historical option data for WIPRO
26 Dec 2024 04:11 PM IST
| WIPRO 30JAN2025 290 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.78
Vega: 0.28
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 305.05 | 20.7 | 0.40 | 25.79 | 74 | 0 | 537 | |||
| 24 Dec | 305.30 | 20.3 | -4.70 | 20.10 | 65 | -43 | 536 | |||
| 23 Dec | 307.90 | 25 | 0.85 | 31.60 | 216 | 56 | 579 | |||
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| 20 Dec | 305.20 | 24.15 | -5.35 | 31.13 | 44 | -27 | 523 | |||
| 19 Dec | 312.75 | 29.5 | 0.25 | 30.41 | 597 | 448 | 550 | |||
| 18 Dec | 312.60 | 29.25 | 2.90 | 31.20 | 52 | 37 | 97 | |||
| 17 Dec | 308.85 | 26.35 | 2.35 | 29.09 | 116 | 23 | 60 | |||
| 16 Dec | 309.20 | 24 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 309.95 | 24 | -5.20 | - | 6 | 0 | 37 | |||
| 12 Dec | 309.10 | 29.2 | 3.50 | 34.73 | 1 | 0 | 38 | |||
| 11 Dec | 309.00 | 25.7 | 1.20 | 24.63 | 13 | 1 | 39 | |||
| 10 Dec | 308.10 | 24.5 | 5.30 | 22.12 | 32 | 13 | 37 | |||
| 9 Dec | 303.75 | 19.2 | 1.30 | - | 15 | 8 | 25 | |||
| 6 Dec | 297.35 | 17.9 | 2.05 | 24.50 | 1 | 0 | 18 | |||
| 5 Dec | 299.30 | 15.85 | 1.85 | 15.54 | 2 | 0 | 19 | |||
| 4 Dec | 294.00 | 14 | 0.00 | 0.00 | 0 | 19 | 0 | |||
| 3 Dec | 291.65 | 14 | 22.97 | 4 | 9.5 | 18 | ||||
For Wipro Ltd - strike price 290 expiring on 30JAN2025
Delta for 290 CE is 0.78
Historical price for 290 CE is as follows
On 26 Dec WIPRO was trading at 305.05. The strike last trading price was 20.7, which was 0.40 higher than the previous day. The implied volatity was 25.79, the open interest changed by 0 which decreased total open position to 537
On 24 Dec WIPRO was trading at 305.30. The strike last trading price was 20.3, which was -4.70 lower than the previous day. The implied volatity was 20.10, the open interest changed by -43 which decreased total open position to 536
On 23 Dec WIPRO was trading at 307.90. The strike last trading price was 25, which was 0.85 higher than the previous day. The implied volatity was 31.60, the open interest changed by 56 which increased total open position to 579
On 20 Dec WIPRO was trading at 305.20. The strike last trading price was 24.15, which was -5.35 lower than the previous day. The implied volatity was 31.13, the open interest changed by -27 which decreased total open position to 523
On 19 Dec WIPRO was trading at 312.75. The strike last trading price was 29.5, which was 0.25 higher than the previous day. The implied volatity was 30.41, the open interest changed by 448 which increased total open position to 550
On 18 Dec WIPRO was trading at 312.60. The strike last trading price was 29.25, which was 2.90 higher than the previous day. The implied volatity was 31.20, the open interest changed by 37 which increased total open position to 97
On 17 Dec WIPRO was trading at 308.85. The strike last trading price was 26.35, which was 2.35 higher than the previous day. The implied volatity was 29.09, the open interest changed by 23 which increased total open position to 60
On 16 Dec WIPRO was trading at 309.20. The strike last trading price was 24, which was 0.00 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 13 Dec WIPRO was trading at 309.95. The strike last trading price was 24, which was -5.20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 12 Dec WIPRO was trading at 309.10. The strike last trading price was 29.2, which was 3.50 higher than the previous day. The implied volatity was 34.73, the open interest changed by 0 which decreased total open position to 38
On 11 Dec WIPRO was trading at 309.00. The strike last trading price was 25.7, which was 1.20 higher than the previous day. The implied volatity was 24.63, the open interest changed by 1 which increased total open position to 39
On 10 Dec WIPRO was trading at 308.10. The strike last trading price was 24.5, which was 5.30 higher than the previous day. The implied volatity was 22.12, the open interest changed by 13 which increased total open position to 37
On 9 Dec WIPRO was trading at 303.75. The strike last trading price was 19.2, which was 1.30 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 25
On 6 Dec WIPRO was trading at 297.35. The strike last trading price was 17.9, which was 2.05 higher than the previous day. The implied volatity was 24.50, the open interest changed by 0 which decreased total open position to 18
On 5 Dec WIPRO was trading at 299.30. The strike last trading price was 15.85, which was 1.85 higher than the previous day. The implied volatity was 15.54, the open interest changed by 0 which decreased total open position to 19
On 4 Dec WIPRO was trading at 294.00. The strike last trading price was 14, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 19 which increased total open position to 0
On 3 Dec WIPRO was trading at 291.65. The strike last trading price was 14, which was lower than the previous day. The implied volatity was 22.97, the open interest changed by 9.5 which increased total open position to 18
| WIPRO 30JAN2025 290 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 0.30
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 305.05 | 4.25 | -0.40 | 29.68 | 606 | 101 | 418 |
| 24 Dec | 305.30 | 4.65 | -0.10 | 31.07 | 312 | 71 | 317 |
| 23 Dec | 307.90 | 4.75 | -1.85 | 32.43 | 464 | -33 | 240 |
| 20 Dec | 305.20 | 6.6 | 1.75 | 35.73 | 236 | 38 | 273 |
| 19 Dec | 312.75 | 4.85 | 0.60 | 35.17 | 256 | 124 | 231 |
| 18 Dec | 312.60 | 4.25 | -0.25 | 32.34 | 35 | 10 | 103 |
| 17 Dec | 308.85 | 4.5 | -0.15 | 30.74 | 53 | 30 | 93 |
| 16 Dec | 309.20 | 4.65 | 0.20 | 30.78 | 11 | 3 | 63 |
| 13 Dec | 309.95 | 4.45 | -0.20 | 30.42 | 31 | 4 | 60 |
| 12 Dec | 309.10 | 4.65 | -0.25 | 30.30 | 36 | 8 | 56 |
| 11 Dec | 309.00 | 4.9 | -0.10 | 30.23 | 15 | 4 | 48 |
| 10 Dec | 308.10 | 5 | -0.75 | 29.81 | 49 | 24 | 43 |
| 9 Dec | 303.75 | 5.75 | -2.15 | 29.80 | 31 | -4 | 20 |
| 6 Dec | 297.35 | 7.9 | 0.80 | 28.66 | 3 | 2 | 23 |
| 5 Dec | 299.30 | 7.1 | -2.05 | 27.93 | 22 | 5 | 20 |
| 4 Dec | 294.00 | 9.15 | -1.15 | 28.64 | 26 | 11 | 14 |
| 3 Dec | 291.65 | 10.3 | 28.87 | 1 | 1 | 2 | |
For Wipro Ltd - strike price 290 expiring on 30JAN2025
Delta for 290 PE is -0.24
Historical price for 290 PE is as follows
On 26 Dec WIPRO was trading at 305.05. The strike last trading price was 4.25, which was -0.40 lower than the previous day. The implied volatity was 29.68, the open interest changed by 101 which increased total open position to 418
On 24 Dec WIPRO was trading at 305.30. The strike last trading price was 4.65, which was -0.10 lower than the previous day. The implied volatity was 31.07, the open interest changed by 71 which increased total open position to 317
On 23 Dec WIPRO was trading at 307.90. The strike last trading price was 4.75, which was -1.85 lower than the previous day. The implied volatity was 32.43, the open interest changed by -33 which decreased total open position to 240
On 20 Dec WIPRO was trading at 305.20. The strike last trading price was 6.6, which was 1.75 higher than the previous day. The implied volatity was 35.73, the open interest changed by 38 which increased total open position to 273
On 19 Dec WIPRO was trading at 312.75. The strike last trading price was 4.85, which was 0.60 higher than the previous day. The implied volatity was 35.17, the open interest changed by 124 which increased total open position to 231
On 18 Dec WIPRO was trading at 312.60. The strike last trading price was 4.25, which was -0.25 lower than the previous day. The implied volatity was 32.34, the open interest changed by 10 which increased total open position to 103
On 17 Dec WIPRO was trading at 308.85. The strike last trading price was 4.5, which was -0.15 lower than the previous day. The implied volatity was 30.74, the open interest changed by 30 which increased total open position to 93
On 16 Dec WIPRO was trading at 309.20. The strike last trading price was 4.65, which was 0.20 higher than the previous day. The implied volatity was 30.78, the open interest changed by 3 which increased total open position to 63
On 13 Dec WIPRO was trading at 309.95. The strike last trading price was 4.45, which was -0.20 lower than the previous day. The implied volatity was 30.42, the open interest changed by 4 which increased total open position to 60
On 12 Dec WIPRO was trading at 309.10. The strike last trading price was 4.65, which was -0.25 lower than the previous day. The implied volatity was 30.30, the open interest changed by 8 which increased total open position to 56
On 11 Dec WIPRO was trading at 309.00. The strike last trading price was 4.9, which was -0.10 lower than the previous day. The implied volatity was 30.23, the open interest changed by 4 which increased total open position to 48
On 10 Dec WIPRO was trading at 308.10. The strike last trading price was 5, which was -0.75 lower than the previous day. The implied volatity was 29.81, the open interest changed by 24 which increased total open position to 43
On 9 Dec WIPRO was trading at 303.75. The strike last trading price was 5.75, which was -2.15 lower than the previous day. The implied volatity was 29.80, the open interest changed by -4 which decreased total open position to 20
On 6 Dec WIPRO was trading at 297.35. The strike last trading price was 7.9, which was 0.80 higher than the previous day. The implied volatity was 28.66, the open interest changed by 2 which increased total open position to 23
On 5 Dec WIPRO was trading at 299.30. The strike last trading price was 7.1, which was -2.05 lower than the previous day. The implied volatity was 27.93, the open interest changed by 5 which increased total open position to 20
On 4 Dec WIPRO was trading at 294.00. The strike last trading price was 9.15, which was -1.15 lower than the previous day. The implied volatity was 28.64, the open interest changed by 11 which increased total open position to 14
On 3 Dec WIPRO was trading at 291.65. The strike last trading price was 10.3, which was lower than the previous day. The implied volatity was 28.87, the open interest changed by 1 which increased total open position to 2
