WIPRO
Wipro Ltd
Historical option data for WIPRO
20 Dec 2024 04:11 PM IST
| WIPRO 26DEC2024 302.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.69
Vega: 0.14
Theta: -0.30
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 305.20 | 5.5 | -6.55 | 20.70 | 677 | -12 | 102 | |||
| 19 Dec | 312.75 | 12.05 | 0.95 | 28.38 | 994 | 4 | 114 | |||
| 18 Dec | 312.60 | 11.1 | 1.50 | 23.55 | 107 | -19 | 108 | |||
| 17 Dec | 308.85 | 9.6 | 0.35 | 27.59 | 141 | -12 | 128 | |||
| 16 Dec | 309.20 | 9.25 | -1.05 | 24.64 | 179 | -3 | 141 | |||
| 13 Dec | 309.95 | 10.3 | -0.10 | 20.00 | 297 | -15 | 145 | |||
| 12 Dec | 309.10 | 10.4 | 0.65 | 22.29 | 254 | 4 | 159 | |||
| 11 Dec | 309.00 | 9.75 | 0.20 | 21.11 | 283 | 10 | 156 | |||
| 10 Dec | 308.10 | 9.55 | 1.30 | 21.52 | 776 | -8 | 147 | |||
| 9 Dec | 303.75 | 8.25 | 4.15 | 22.65 | 1,593 | -40 | 159 | |||
| 6 Dec | 297.35 | 4.1 | -1.00 | 20.25 | 692 | 34 | 199 | |||
| 5 Dec | 299.30 | 5.1 | 1.45 | 20.46 | 950 | -24 | 165 | |||
| 4 Dec | 294.00 | 3.65 | 0.50 | 21.75 | 542 | 9 | 189 | |||
| 3 Dec | 291.65 | 3.15 | 22.40 | 363 | 117.5 | 180 | ||||
For Wipro Ltd - strike price 302.5 expiring on 26DEC2024
Delta for 302.5 CE is 0.69
Historical price for 302.5 CE is as follows
On 20 Dec WIPRO was trading at 305.20. The strike last trading price was 5.5, which was -6.55 lower than the previous day. The implied volatity was 20.70, the open interest changed by -12 which decreased total open position to 102
On 19 Dec WIPRO was trading at 312.75. The strike last trading price was 12.05, which was 0.95 higher than the previous day. The implied volatity was 28.38, the open interest changed by 4 which increased total open position to 114
On 18 Dec WIPRO was trading at 312.60. The strike last trading price was 11.1, which was 1.50 higher than the previous day. The implied volatity was 23.55, the open interest changed by -19 which decreased total open position to 108
On 17 Dec WIPRO was trading at 308.85. The strike last trading price was 9.6, which was 0.35 higher than the previous day. The implied volatity was 27.59, the open interest changed by -12 which decreased total open position to 128
On 16 Dec WIPRO was trading at 309.20. The strike last trading price was 9.25, which was -1.05 lower than the previous day. The implied volatity was 24.64, the open interest changed by -3 which decreased total open position to 141
On 13 Dec WIPRO was trading at 309.95. The strike last trading price was 10.3, which was -0.10 lower than the previous day. The implied volatity was 20.00, the open interest changed by -15 which decreased total open position to 145
On 12 Dec WIPRO was trading at 309.10. The strike last trading price was 10.4, which was 0.65 higher than the previous day. The implied volatity was 22.29, the open interest changed by 4 which increased total open position to 159
On 11 Dec WIPRO was trading at 309.00. The strike last trading price was 9.75, which was 0.20 higher than the previous day. The implied volatity was 21.11, the open interest changed by 10 which increased total open position to 156
On 10 Dec WIPRO was trading at 308.10. The strike last trading price was 9.55, which was 1.30 higher than the previous day. The implied volatity was 21.52, the open interest changed by -8 which decreased total open position to 147
On 9 Dec WIPRO was trading at 303.75. The strike last trading price was 8.25, which was 4.15 higher than the previous day. The implied volatity was 22.65, the open interest changed by -40 which decreased total open position to 159
On 6 Dec WIPRO was trading at 297.35. The strike last trading price was 4.1, which was -1.00 lower than the previous day. The implied volatity was 20.25, the open interest changed by 34 which increased total open position to 199
On 5 Dec WIPRO was trading at 299.30. The strike last trading price was 5.1, which was 1.45 higher than the previous day. The implied volatity was 20.46, the open interest changed by -24 which decreased total open position to 165
On 4 Dec WIPRO was trading at 294.00. The strike last trading price was 3.65, which was 0.50 higher than the previous day. The implied volatity was 21.75, the open interest changed by 9 which increased total open position to 189
On 3 Dec WIPRO was trading at 291.65. The strike last trading price was 3.15, which was lower than the previous day. The implied volatity was 22.40, the open interest changed by 117.5 which increased total open position to 180
| WIPRO 26DEC2024 302.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.32
Vega: 0.14
Theta: -0.23
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 305.20 | 1.85 | 0.60 | 22.11 | 2,038 | 88 | 665 |
| 19 Dec | 312.75 | 1.25 | -0.10 | 28.64 | 2,715 | 125 | 602 |
| 18 Dec | 312.60 | 1.35 | -0.65 | 26.52 | 685 | 25 | 489 |
| 17 Dec | 308.85 | 2 | -0.25 | 24.79 | 653 | 31 | 467 |
| 16 Dec | 309.20 | 2.25 | 0.25 | 24.80 | 650 | 36 | 434 |
| 13 Dec | 309.95 | 2 | -0.60 | 22.94 | 1,034 | 74 | 403 |
| 12 Dec | 309.10 | 2.6 | -0.70 | 24.32 | 938 | 86 | 335 |
| 11 Dec | 309.00 | 3.3 | -0.60 | 25.70 | 432 | 15 | 249 |
| 10 Dec | 308.10 | 3.9 | -1.25 | 26.62 | 935 | 44 | 235 |
| 9 Dec | 303.75 | 5.15 | -3.25 | 27.03 | 580 | 94 | 189 |
| 6 Dec | 297.35 | 8.4 | 0.55 | 23.39 | 264 | -15 | 96 |
| 5 Dec | 299.30 | 7.85 | -3.70 | 24.44 | 243 | 58 | 111 |
| 4 Dec | 294.00 | 11.55 | -1.55 | 27.31 | 29 | 4 | 52 |
| 3 Dec | 291.65 | 13.1 | 26.76 | 40 | 32.5 | 48 | |
For Wipro Ltd - strike price 302.5 expiring on 26DEC2024
Delta for 302.5 PE is -0.32
Historical price for 302.5 PE is as follows
On 20 Dec WIPRO was trading at 305.20. The strike last trading price was 1.85, which was 0.60 higher than the previous day. The implied volatity was 22.11, the open interest changed by 88 which increased total open position to 665
On 19 Dec WIPRO was trading at 312.75. The strike last trading price was 1.25, which was -0.10 lower than the previous day. The implied volatity was 28.64, the open interest changed by 125 which increased total open position to 602
On 18 Dec WIPRO was trading at 312.60. The strike last trading price was 1.35, which was -0.65 lower than the previous day. The implied volatity was 26.52, the open interest changed by 25 which increased total open position to 489
On 17 Dec WIPRO was trading at 308.85. The strike last trading price was 2, which was -0.25 lower than the previous day. The implied volatity was 24.79, the open interest changed by 31 which increased total open position to 467
On 16 Dec WIPRO was trading at 309.20. The strike last trading price was 2.25, which was 0.25 higher than the previous day. The implied volatity was 24.80, the open interest changed by 36 which increased total open position to 434
On 13 Dec WIPRO was trading at 309.95. The strike last trading price was 2, which was -0.60 lower than the previous day. The implied volatity was 22.94, the open interest changed by 74 which increased total open position to 403
On 12 Dec WIPRO was trading at 309.10. The strike last trading price was 2.6, which was -0.70 lower than the previous day. The implied volatity was 24.32, the open interest changed by 86 which increased total open position to 335
On 11 Dec WIPRO was trading at 309.00. The strike last trading price was 3.3, which was -0.60 lower than the previous day. The implied volatity was 25.70, the open interest changed by 15 which increased total open position to 249
On 10 Dec WIPRO was trading at 308.10. The strike last trading price was 3.9, which was -1.25 lower than the previous day. The implied volatity was 26.62, the open interest changed by 44 which increased total open position to 235
On 9 Dec WIPRO was trading at 303.75. The strike last trading price was 5.15, which was -3.25 lower than the previous day. The implied volatity was 27.03, the open interest changed by 94 which increased total open position to 189
On 6 Dec WIPRO was trading at 297.35. The strike last trading price was 8.4, which was 0.55 higher than the previous day. The implied volatity was 23.39, the open interest changed by -15 which decreased total open position to 96
On 5 Dec WIPRO was trading at 299.30. The strike last trading price was 7.85, which was -3.70 lower than the previous day. The implied volatity was 24.44, the open interest changed by 58 which increased total open position to 111
On 4 Dec WIPRO was trading at 294.00. The strike last trading price was 11.55, which was -1.55 lower than the previous day. The implied volatity was 27.31, the open interest changed by 4 which increased total open position to 52
On 3 Dec WIPRO was trading at 291.65. The strike last trading price was 13.1, which was lower than the previous day. The implied volatity was 26.76, the open interest changed by 32.5 which increased total open position to 48
