WIPRO
Wipro Ltd
Historical option data for WIPRO
21 Nov 2024 04:11 PM IST
| WIPRO 28NOV2024 535 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.86
Vega: 0.17
Theta: -0.47
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 557.15 | 24.6 | -3.40 | 28.54 | 18 | -12 | 117 | |||
| 20 Nov | 562.00 | 28 | 0.00 | 25.32 | 16 | -5 | 129 | |||
| 19 Nov | 562.00 | 28 | 6.15 | 25.32 | 16 | -5 | 129 | |||
| 18 Nov | 552.85 | 21.85 | -12.45 | 21.44 | 132 | 12 | 134 | |||
| 14 Nov | 566.70 | 34.3 | -5.45 | 18.42 | 22 | -3 | 123 | |||
| 13 Nov | 569.00 | 39.75 | 0.25 | 31.04 | 8 | 0 | 125 | |||
| 12 Nov | 570.65 | 39.5 | 1.45 | 31.85 | 3 | 0 | 124 | |||
| 11 Nov | 573.50 | 38.05 | 0.00 | 0.00 | 0 | -5 | 0 | |||
| 8 Nov | 569.00 | 38.05 | 4.65 | 22.90 | 18 | -4 | 125 | |||
| 7 Nov | 563.40 | 33.4 | -3.60 | 22.84 | 28 | -4 | 128 | |||
| 6 Nov | 563.90 | 37 | 15.25 | 27.64 | 235 | -40 | 132 | |||
| 5 Nov | 543.70 | 21.75 | -0.30 | 27.40 | 251 | 2 | 173 | |||
| 4 Nov | 540.80 | 22.05 | -7.45 | 29.85 | 310 | 148 | 171 | |||
| 1 Nov | 551.35 | 29.5 | 0.00 | 0.00 | 0 | 16 | 0 | |||
| 31 Oct | 551.80 | 29.5 | -15.50 | - | 27 | 9 | 16 | |||
| 30 Oct | 565.25 | 45 | 11.55 | - | 4 | -2 | 7 | |||
| 29 Oct | 562.20 | 33.45 | 0.00 | - | 0 | 4 | 0 | |||
| 28 Oct | 558.60 | 33.45 | 3.55 | - | 6 | 8 | 8 | |||
| 25 Oct | 543.45 | 29.9 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 546.90 | 29.9 | 1.15 | - | 2 | -1 | 4 | |||
| 23 Oct | 547.20 | 28.75 | -0.05 | - | 2 | 0 | 6 | |||
| 22 Oct | 545.45 | 28.8 | 0.00 | - | 0 | 2 | 0 | |||
| 21 Oct | 548.10 | 28.8 | -1.70 | - | 5 | 2 | 6 | |||
| 18 Oct | 548.65 | 30.5 | 9.10 | - | 9 | -6 | 3 | |||
| 17 Oct | 528.75 | 21.4 | -12.60 | - | 8 | 6 | 7 | |||
| 16 Oct | 532.15 | 34 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 532.95 | 34 | 0.00 | - | 0 | -1 | 0 | |||
| 14 Oct | 549.55 | 34 | 12.00 | - | 1 | 0 | 2 | |||
| 11 Oct | 528.30 | 22 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 525.00 | 22 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 531.15 | 22 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 526.95 | 22 | 0.00 | - | 1 | 0 | 2 | |||
| 7 Oct | 531.45 | 22 | -8.00 | - | 1 | 0 | 1 | |||
| 4 Oct | 533.55 | 30 | -6.20 | - | 1 | 0 | 0 | |||
| 3 Oct | 530.15 | 36.2 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 546.75 | 36.2 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 541.45 | 36.2 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 541.80 | 36.2 | - | 0 | 0 | 0 | ||||
For Wipro Ltd - strike price 535 expiring on 28NOV2024
Delta for 535 CE is 0.86
Historical price for 535 CE is as follows
On 21 Nov WIPRO was trading at 557.15. The strike last trading price was 24.6, which was -3.40 lower than the previous day. The implied volatity was 28.54, the open interest changed by -12 which decreased total open position to 117
On 20 Nov WIPRO was trading at 562.00. The strike last trading price was 28, which was 0.00 lower than the previous day. The implied volatity was 25.32, the open interest changed by -5 which decreased total open position to 129
On 19 Nov WIPRO was trading at 562.00. The strike last trading price was 28, which was 6.15 higher than the previous day. The implied volatity was 25.32, the open interest changed by -5 which decreased total open position to 129
On 18 Nov WIPRO was trading at 552.85. The strike last trading price was 21.85, which was -12.45 lower than the previous day. The implied volatity was 21.44, the open interest changed by 12 which increased total open position to 134
On 14 Nov WIPRO was trading at 566.70. The strike last trading price was 34.3, which was -5.45 lower than the previous day. The implied volatity was 18.42, the open interest changed by -3 which decreased total open position to 123
On 13 Nov WIPRO was trading at 569.00. The strike last trading price was 39.75, which was 0.25 higher than the previous day. The implied volatity was 31.04, the open interest changed by 0 which decreased total open position to 125
On 12 Nov WIPRO was trading at 570.65. The strike last trading price was 39.5, which was 1.45 higher than the previous day. The implied volatity was 31.85, the open interest changed by 0 which decreased total open position to 124
On 11 Nov WIPRO was trading at 573.50. The strike last trading price was 38.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 8 Nov WIPRO was trading at 569.00. The strike last trading price was 38.05, which was 4.65 higher than the previous day. The implied volatity was 22.90, the open interest changed by -4 which decreased total open position to 125
On 7 Nov WIPRO was trading at 563.40. The strike last trading price was 33.4, which was -3.60 lower than the previous day. The implied volatity was 22.84, the open interest changed by -4 which decreased total open position to 128
On 6 Nov WIPRO was trading at 563.90. The strike last trading price was 37, which was 15.25 higher than the previous day. The implied volatity was 27.64, the open interest changed by -40 which decreased total open position to 132
On 5 Nov WIPRO was trading at 543.70. The strike last trading price was 21.75, which was -0.30 lower than the previous day. The implied volatity was 27.40, the open interest changed by 2 which increased total open position to 173
On 4 Nov WIPRO was trading at 540.80. The strike last trading price was 22.05, which was -7.45 lower than the previous day. The implied volatity was 29.85, the open interest changed by 148 which increased total open position to 171
On 1 Nov WIPRO was trading at 551.35. The strike last trading price was 29.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0
On 31 Oct WIPRO was trading at 551.80. The strike last trading price was 29.5, which was -15.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct WIPRO was trading at 565.25. The strike last trading price was 45, which was 11.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct WIPRO was trading at 562.20. The strike last trading price was 33.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct WIPRO was trading at 558.60. The strike last trading price was 33.45, which was 3.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct WIPRO was trading at 543.45. The strike last trading price was 29.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct WIPRO was trading at 546.90. The strike last trading price was 29.9, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct WIPRO was trading at 547.20. The strike last trading price was 28.75, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct WIPRO was trading at 545.45. The strike last trading price was 28.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct WIPRO was trading at 548.10. The strike last trading price was 28.8, which was -1.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct WIPRO was trading at 548.65. The strike last trading price was 30.5, which was 9.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct WIPRO was trading at 528.75. The strike last trading price was 21.4, which was -12.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct WIPRO was trading at 532.15. The strike last trading price was 34, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct WIPRO was trading at 532.95. The strike last trading price was 34, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct WIPRO was trading at 549.55. The strike last trading price was 34, which was 12.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct WIPRO was trading at 528.30. The strike last trading price was 22, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct WIPRO was trading at 525.00. The strike last trading price was 22, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct WIPRO was trading at 531.15. The strike last trading price was 22, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct WIPRO was trading at 526.95. The strike last trading price was 22, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct WIPRO was trading at 531.45. The strike last trading price was 22, which was -8.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct WIPRO was trading at 533.55. The strike last trading price was 30, which was -6.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct WIPRO was trading at 530.15. The strike last trading price was 36.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct WIPRO was trading at 546.75. The strike last trading price was 36.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept WIPRO was trading at 541.45. The strike last trading price was 36.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept WIPRO was trading at 541.80. The strike last trading price was 36.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| WIPRO 28NOV2024 535 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 0.18
Theta: -0.37
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 557.15 | 1.9 | -0.05 | 30.39 | 1,046 | 114 | 363 |
| 20 Nov | 562.00 | 1.95 | 0.00 | 30.00 | 963 | -38 | 253 |
| 19 Nov | 562.00 | 1.95 | -1.05 | 30.00 | 963 | -34 | 253 |
| 18 Nov | 552.85 | 3 | 1.40 | 28.10 | 1,908 | -11 | 293 |
| 14 Nov | 566.70 | 1.6 | -0.55 | 26.34 | 476 | 13 | 308 |
| 13 Nov | 569.00 | 2.15 | 0.10 | 29.59 | 487 | 14 | 296 |
| 12 Nov | 570.65 | 2.05 | -0.25 | 27.81 | 218 | 17 | 284 |
| 11 Nov | 573.50 | 2.3 | -0.60 | 29.94 | 497 | 35 | 267 |
| 8 Nov | 569.00 | 2.9 | -0.90 | 27.90 | 578 | 15 | 228 |
| 7 Nov | 563.40 | 3.8 | -0.25 | 27.24 | 643 | -18 | 214 |
| 6 Nov | 563.90 | 4.05 | -7.50 | 28.37 | 1,017 | 49 | 233 |
| 5 Nov | 543.70 | 11.55 | -1.70 | 31.61 | 369 | 23 | 182 |
| 4 Nov | 540.80 | 13.25 | 1.45 | 32.68 | 990 | 44 | 159 |
| 1 Nov | 551.35 | 11.8 | 1.20 | 34.86 | 13 | 6 | 117 |
| 31 Oct | 551.80 | 10.6 | 4.05 | - | 360 | 40 | 111 |
| 30 Oct | 565.25 | 6.55 | -1.00 | - | 120 | 17 | 70 |
| 29 Oct | 562.20 | 7.55 | -0.95 | - | 26 | 14 | 54 |
| 28 Oct | 558.60 | 8.5 | -3.80 | - | 32 | 12 | 40 |
| 25 Oct | 543.45 | 12.3 | 0.05 | - | 31 | 6 | 28 |
| 24 Oct | 546.90 | 12.25 | 2.10 | - | 4 | 1 | 22 |
| 23 Oct | 547.20 | 10.15 | -2.05 | - | 9 | 2 | 22 |
| 22 Oct | 545.45 | 12.2 | 2.30 | - | 2 | 0 | 20 |
| 21 Oct | 548.10 | 9.9 | -1.50 | - | 9 | -3 | 19 |
| 18 Oct | 548.65 | 11.4 | -7.75 | - | 23 | 10 | 20 |
| 17 Oct | 528.75 | 19.15 | 0.15 | - | 2 | 1 | 9 |
| 16 Oct | 532.15 | 19 | 0.00 | - | 1 | 0 | 7 |
| 15 Oct | 532.95 | 19 | -2.35 | - | 8 | 2 | 6 |
| 14 Oct | 549.55 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 528.30 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 525.00 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 531.15 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 526.95 | 21.35 | 0.00 | - | 0 | 1 | 0 |
| 7 Oct | 531.45 | 21.35 | 2.35 | - | 3 | 1 | 4 |
| 4 Oct | 533.55 | 19 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 530.15 | 19 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 546.75 | 19 | 0.00 | - | 0 | 1 | 0 |
| 30 Sept | 541.45 | 19 | 0.00 | - | 1 | 0 | 2 |
| 27 Sept | 541.80 | 19 | - | 2 | 0 | 0 | |
For Wipro Ltd - strike price 535 expiring on 28NOV2024
Delta for 535 PE is -0.15
Historical price for 535 PE is as follows
On 21 Nov WIPRO was trading at 557.15. The strike last trading price was 1.9, which was -0.05 lower than the previous day. The implied volatity was 30.39, the open interest changed by 114 which increased total open position to 363
On 20 Nov WIPRO was trading at 562.00. The strike last trading price was 1.95, which was 0.00 lower than the previous day. The implied volatity was 30.00, the open interest changed by -38 which decreased total open position to 253
On 19 Nov WIPRO was trading at 562.00. The strike last trading price was 1.95, which was -1.05 lower than the previous day. The implied volatity was 30.00, the open interest changed by -34 which decreased total open position to 253
On 18 Nov WIPRO was trading at 552.85. The strike last trading price was 3, which was 1.40 higher than the previous day. The implied volatity was 28.10, the open interest changed by -11 which decreased total open position to 293
On 14 Nov WIPRO was trading at 566.70. The strike last trading price was 1.6, which was -0.55 lower than the previous day. The implied volatity was 26.34, the open interest changed by 13 which increased total open position to 308
On 13 Nov WIPRO was trading at 569.00. The strike last trading price was 2.15, which was 0.10 higher than the previous day. The implied volatity was 29.59, the open interest changed by 14 which increased total open position to 296
On 12 Nov WIPRO was trading at 570.65. The strike last trading price was 2.05, which was -0.25 lower than the previous day. The implied volatity was 27.81, the open interest changed by 17 which increased total open position to 284
On 11 Nov WIPRO was trading at 573.50. The strike last trading price was 2.3, which was -0.60 lower than the previous day. The implied volatity was 29.94, the open interest changed by 35 which increased total open position to 267
On 8 Nov WIPRO was trading at 569.00. The strike last trading price was 2.9, which was -0.90 lower than the previous day. The implied volatity was 27.90, the open interest changed by 15 which increased total open position to 228
On 7 Nov WIPRO was trading at 563.40. The strike last trading price was 3.8, which was -0.25 lower than the previous day. The implied volatity was 27.24, the open interest changed by -18 which decreased total open position to 214
On 6 Nov WIPRO was trading at 563.90. The strike last trading price was 4.05, which was -7.50 lower than the previous day. The implied volatity was 28.37, the open interest changed by 49 which increased total open position to 233
On 5 Nov WIPRO was trading at 543.70. The strike last trading price was 11.55, which was -1.70 lower than the previous day. The implied volatity was 31.61, the open interest changed by 23 which increased total open position to 182
On 4 Nov WIPRO was trading at 540.80. The strike last trading price was 13.25, which was 1.45 higher than the previous day. The implied volatity was 32.68, the open interest changed by 44 which increased total open position to 159
On 1 Nov WIPRO was trading at 551.35. The strike last trading price was 11.8, which was 1.20 higher than the previous day. The implied volatity was 34.86, the open interest changed by 6 which increased total open position to 117
On 31 Oct WIPRO was trading at 551.80. The strike last trading price was 10.6, which was 4.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct WIPRO was trading at 565.25. The strike last trading price was 6.55, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct WIPRO was trading at 562.20. The strike last trading price was 7.55, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct WIPRO was trading at 558.60. The strike last trading price was 8.5, which was -3.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct WIPRO was trading at 543.45. The strike last trading price was 12.3, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct WIPRO was trading at 546.90. The strike last trading price was 12.25, which was 2.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct WIPRO was trading at 547.20. The strike last trading price was 10.15, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct WIPRO was trading at 545.45. The strike last trading price was 12.2, which was 2.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct WIPRO was trading at 548.10. The strike last trading price was 9.9, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct WIPRO was trading at 548.65. The strike last trading price was 11.4, which was -7.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct WIPRO was trading at 528.75. The strike last trading price was 19.15, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct WIPRO was trading at 532.15. The strike last trading price was 19, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct WIPRO was trading at 532.95. The strike last trading price was 19, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct WIPRO was trading at 549.55. The strike last trading price was 21.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct WIPRO was trading at 528.30. The strike last trading price was 21.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct WIPRO was trading at 525.00. The strike last trading price was 21.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct WIPRO was trading at 531.15. The strike last trading price was 21.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct WIPRO was trading at 526.95. The strike last trading price was 21.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct WIPRO was trading at 531.45. The strike last trading price was 21.35, which was 2.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct WIPRO was trading at 533.55. The strike last trading price was 19, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct WIPRO was trading at 530.15. The strike last trading price was 19, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct WIPRO was trading at 546.75. The strike last trading price was 19, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept WIPRO was trading at 541.45. The strike last trading price was 19, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept WIPRO was trading at 541.80. The strike last trading price was 19, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
