WIPRO
Wipro Ltd
Historical option data for WIPRO
21 Nov 2024 04:11 PM IST
| WIPRO 28NOV2024 545 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.76
Vega: 0.24
Theta: -0.54
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 557.15 | 15.85 | -3.50 | 25.05 | 76 | -2 | 258 | |||
| 20 Nov | 562.00 | 19.35 | 0.00 | 22.53 | 173 | -42 | 260 | |||
| 19 Nov | 562.00 | 19.35 | 5.10 | 22.53 | 173 | -42 | 260 | |||
| 18 Nov | 552.85 | 14.25 | -12.05 | 21.98 | 1,827 | 58 | 303 | |||
| 14 Nov | 566.70 | 26.3 | -2.45 | 23.25 | 27 | -10 | 246 | |||
| 13 Nov | 569.00 | 28.75 | -1.35 | 21.00 | 16 | -2 | 257 | |||
| 12 Nov | 570.65 | 30.1 | -3.90 | 27.49 | 13 | -2 | 261 | |||
| 11 Nov | 573.50 | 34 | 4.00 | 28.64 | 16 | 2 | 264 | |||
| 8 Nov | 569.00 | 30 | 4.75 | 24.02 | 35 | -3 | 262 | |||
| 7 Nov | 563.40 | 25.25 | -3.55 | 22.32 | 91 | -7 | 265 | |||
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| 6 Nov | 563.90 | 28.8 | 12.65 | 26.28 | 1,201 | -16 | 272 | |||
| 5 Nov | 543.70 | 16.15 | -0.45 | 27.43 | 973 | 117 | 279 | |||
| 4 Nov | 540.80 | 16.6 | -8.40 | 29.63 | 529 | 75 | 162 | |||
| 1 Nov | 551.35 | 25 | -0.45 | 32.66 | 3 | -2 | 86 | |||
| 31 Oct | 551.80 | 25.45 | -8.05 | - | 122 | 23 | 86 | |||
| 30 Oct | 565.25 | 33.5 | 2.00 | - | 31 | 0 | 63 | |||
| 29 Oct | 562.20 | 31.5 | 1.95 | - | 50 | 20 | 62 | |||
| 28 Oct | 558.60 | 29.55 | 8.70 | - | 44 | -3 | 43 | |||
| 25 Oct | 543.45 | 20.85 | -2.90 | - | 65 | 24 | 46 | |||
| 24 Oct | 546.90 | 23.75 | 0.75 | - | 24 | 4 | 22 | |||
| 23 Oct | 547.20 | 23 | 0.00 | - | 44 | 8 | 17 | |||
| 22 Oct | 545.45 | 23 | -0.50 | - | 3 | 1 | 8 | |||
| 21 Oct | 548.10 | 23.5 | -1.20 | - | 9 | -1 | 4 | |||
| 18 Oct | 548.65 | 24.7 | 6.70 | - | 26 | -3 | 4 | |||
| 17 Oct | 528.75 | 18 | 0.80 | - | 10 | 1 | 5 | |||
| 16 Oct | 532.15 | 17.2 | -3.65 | - | 2 | 1 | 3 | |||
| 15 Oct | 532.95 | 20.85 | -6.25 | - | 2 | 0 | 2 | |||
| 14 Oct | 549.55 | 27.1 | 8.50 | - | 2 | 1 | 3 | |||
| 11 Oct | 528.30 | 18.6 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 525.00 | 18.6 | -1.60 | - | 2 | 0 | 2 | |||
| 9 Oct | 531.15 | 20.2 | -0.65 | - | 1 | 0 | 1 | |||
| 8 Oct | 526.95 | 20.85 | 0.00 | - | 0 | 1 | 0 | |||
| 7 Oct | 531.45 | 20.85 | -10.20 | - | 2 | 1 | 1 | |||
| 4 Oct | 533.55 | 31.05 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 530.15 | 31.05 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 546.75 | 31.05 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 541.45 | 31.05 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 541.80 | 31.05 | - | 0 | 0 | 0 | ||||
For Wipro Ltd - strike price 545 expiring on 28NOV2024
Delta for 545 CE is 0.76
Historical price for 545 CE is as follows
On 21 Nov WIPRO was trading at 557.15. The strike last trading price was 15.85, which was -3.50 lower than the previous day. The implied volatity was 25.05, the open interest changed by -2 which decreased total open position to 258
On 20 Nov WIPRO was trading at 562.00. The strike last trading price was 19.35, which was 0.00 lower than the previous day. The implied volatity was 22.53, the open interest changed by -42 which decreased total open position to 260
On 19 Nov WIPRO was trading at 562.00. The strike last trading price was 19.35, which was 5.10 higher than the previous day. The implied volatity was 22.53, the open interest changed by -42 which decreased total open position to 260
On 18 Nov WIPRO was trading at 552.85. The strike last trading price was 14.25, which was -12.05 lower than the previous day. The implied volatity was 21.98, the open interest changed by 58 which increased total open position to 303
On 14 Nov WIPRO was trading at 566.70. The strike last trading price was 26.3, which was -2.45 lower than the previous day. The implied volatity was 23.25, the open interest changed by -10 which decreased total open position to 246
On 13 Nov WIPRO was trading at 569.00. The strike last trading price was 28.75, which was -1.35 lower than the previous day. The implied volatity was 21.00, the open interest changed by -2 which decreased total open position to 257
On 12 Nov WIPRO was trading at 570.65. The strike last trading price was 30.1, which was -3.90 lower than the previous day. The implied volatity was 27.49, the open interest changed by -2 which decreased total open position to 261
On 11 Nov WIPRO was trading at 573.50. The strike last trading price was 34, which was 4.00 higher than the previous day. The implied volatity was 28.64, the open interest changed by 2 which increased total open position to 264
On 8 Nov WIPRO was trading at 569.00. The strike last trading price was 30, which was 4.75 higher than the previous day. The implied volatity was 24.02, the open interest changed by -3 which decreased total open position to 262
On 7 Nov WIPRO was trading at 563.40. The strike last trading price was 25.25, which was -3.55 lower than the previous day. The implied volatity was 22.32, the open interest changed by -7 which decreased total open position to 265
On 6 Nov WIPRO was trading at 563.90. The strike last trading price was 28.8, which was 12.65 higher than the previous day. The implied volatity was 26.28, the open interest changed by -16 which decreased total open position to 272
On 5 Nov WIPRO was trading at 543.70. The strike last trading price was 16.15, which was -0.45 lower than the previous day. The implied volatity was 27.43, the open interest changed by 117 which increased total open position to 279
On 4 Nov WIPRO was trading at 540.80. The strike last trading price was 16.6, which was -8.40 lower than the previous day. The implied volatity was 29.63, the open interest changed by 75 which increased total open position to 162
On 1 Nov WIPRO was trading at 551.35. The strike last trading price was 25, which was -0.45 lower than the previous day. The implied volatity was 32.66, the open interest changed by -2 which decreased total open position to 86
On 31 Oct WIPRO was trading at 551.80. The strike last trading price was 25.45, which was -8.05 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 33.5, which was 2.00 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 31.5, which was 1.95 higher 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 29.55, which was 8.70 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 20.85, which was -2.90 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 23.75, which was 0.75 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 23, 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 22 Oct WIPRO was trading at 545.45. The strike last trading price was 23, which was -0.50 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 23.5, which was -1.20 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 24.7, which was 6.70 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 18, which was 0.80 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 17.2, which was -3.65 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 20.85, which was -6.25 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 27.1, which was 8.50 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 18.6, 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 18.6, which was -1.60 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 20.2, which was -0.65 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 20.85, 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 20.85, which was -10.20 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 31.05, 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 31.05, 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 31.05, 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 31.05, 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 31.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| WIPRO 28NOV2024 545 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.26
Vega: 0.25
Theta: -0.46
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 557.15 | 3.45 | 0.05 | 27.66 | 1,283 | 7 | 523 |
| 20 Nov | 562.00 | 3.4 | 0.00 | 28.05 | 1,524 | 57 | 511 |
| 19 Nov | 562.00 | 3.4 | -2.20 | 28.05 | 1,524 | 52 | 511 |
| 18 Nov | 552.85 | 5.6 | 2.95 | 27.50 | 3,099 | 73 | 459 |
| 14 Nov | 566.70 | 2.65 | -0.50 | 24.44 | 715 | 3 | 392 |
| 13 Nov | 569.00 | 3.15 | -0.10 | 27.24 | 741 | -83 | 390 |
| 12 Nov | 570.65 | 3.25 | 0.00 | 26.20 | 565 | 36 | 487 |
| 11 Nov | 573.50 | 3.25 | -1.05 | 27.65 | 880 | 61 | 451 |
| 8 Nov | 569.00 | 4.3 | -1.65 | 26.37 | 929 | 50 | 393 |
| 7 Nov | 563.40 | 5.95 | 0.05 | 26.60 | 1,089 | 14 | 345 |
| 6 Nov | 563.90 | 5.9 | -9.95 | 27.13 | 1,236 | 76 | 338 |
| 5 Nov | 543.70 | 15.85 | -1.95 | 31.35 | 750 | 56 | 260 |
| 4 Nov | 540.80 | 17.8 | 2.30 | 32.47 | 759 | 37 | 205 |
| 1 Nov | 551.35 | 15.5 | 1.00 | 34.39 | 24 | 8 | 170 |
| 31 Oct | 551.80 | 14.5 | 5.45 | - | 788 | 41 | 162 |
| 30 Oct | 565.25 | 9.05 | -1.40 | - | 178 | 37 | 121 |
| 29 Oct | 562.20 | 10.45 | -0.90 | - | 69 | 1 | 83 |
| 28 Oct | 558.60 | 11.35 | -6.80 | - | 85 | 53 | 82 |
| 25 Oct | 543.45 | 18.15 | 2.40 | - | 38 | 8 | 29 |
| 24 Oct | 546.90 | 15.75 | 1.60 | - | 21 | 16 | 20 |
| 23 Oct | 547.20 | 14.15 | -2.65 | - | 8 | 3 | 5 |
| 22 Oct | 545.45 | 16.8 | 1.50 | - | 3 | 0 | 2 |
| 21 Oct | 548.10 | 15.3 | -8.05 | - | 9 | 1 | 2 |
| 18 Oct | 548.65 | 23.35 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 528.75 | 23.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 532.15 | 23.35 | 0.00 | - | 0 | -2 | 0 |
| 15 Oct | 532.95 | 23.35 | 6.10 | - | 4 | -2 | 1 |
| 14 Oct | 549.55 | 17.25 | -5.75 | - | 4 | 3 | 3 |
| 11 Oct | 528.30 | 23 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 525.00 | 23 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 531.15 | 23 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 526.95 | 23 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 531.45 | 23 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 533.55 | 23 | -4.30 | - | 2 | 1 | 1 |
| 3 Oct | 530.15 | 27.3 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 546.75 | 27.3 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 541.45 | 27.3 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 541.80 | 27.3 | - | 0 | 0 | 0 | |
For Wipro Ltd - strike price 545 expiring on 28NOV2024
Delta for 545 PE is -0.26
Historical price for 545 PE is as follows
On 21 Nov WIPRO was trading at 557.15. The strike last trading price was 3.45, which was 0.05 higher than the previous day. The implied volatity was 27.66, the open interest changed by 7 which increased total open position to 523
On 20 Nov WIPRO was trading at 562.00. The strike last trading price was 3.4, which was 0.00 lower than the previous day. The implied volatity was 28.05, the open interest changed by 57 which increased total open position to 511
On 19 Nov WIPRO was trading at 562.00. The strike last trading price was 3.4, which was -2.20 lower than the previous day. The implied volatity was 28.05, the open interest changed by 52 which increased total open position to 511
On 18 Nov WIPRO was trading at 552.85. The strike last trading price was 5.6, which was 2.95 higher than the previous day. The implied volatity was 27.50, the open interest changed by 73 which increased total open position to 459
On 14 Nov WIPRO was trading at 566.70. The strike last trading price was 2.65, which was -0.50 lower than the previous day. The implied volatity was 24.44, the open interest changed by 3 which increased total open position to 392
On 13 Nov WIPRO was trading at 569.00. The strike last trading price was 3.15, which was -0.10 lower than the previous day. The implied volatity was 27.24, the open interest changed by -83 which decreased total open position to 390
On 12 Nov WIPRO was trading at 570.65. The strike last trading price was 3.25, which was 0.00 lower than the previous day. The implied volatity was 26.20, the open interest changed by 36 which increased total open position to 487
On 11 Nov WIPRO was trading at 573.50. The strike last trading price was 3.25, which was -1.05 lower than the previous day. The implied volatity was 27.65, the open interest changed by 61 which increased total open position to 451
On 8 Nov WIPRO was trading at 569.00. The strike last trading price was 4.3, which was -1.65 lower than the previous day. The implied volatity was 26.37, the open interest changed by 50 which increased total open position to 393
On 7 Nov WIPRO was trading at 563.40. The strike last trading price was 5.95, which was 0.05 higher than the previous day. The implied volatity was 26.60, the open interest changed by 14 which increased total open position to 345
On 6 Nov WIPRO was trading at 563.90. The strike last trading price was 5.9, which was -9.95 lower than the previous day. The implied volatity was 27.13, the open interest changed by 76 which increased total open position to 338
On 5 Nov WIPRO was trading at 543.70. The strike last trading price was 15.85, which was -1.95 lower than the previous day. The implied volatity was 31.35, the open interest changed by 56 which increased total open position to 260
On 4 Nov WIPRO was trading at 540.80. The strike last trading price was 17.8, which was 2.30 higher than the previous day. The implied volatity was 32.47, the open interest changed by 37 which increased total open position to 205
On 1 Nov WIPRO was trading at 551.35. The strike last trading price was 15.5, which was 1.00 higher than the previous day. The implied volatity was 34.39, the open interest changed by 8 which increased total open position to 170
On 31 Oct WIPRO was trading at 551.80. The strike last trading price was 14.5, which was 5.45 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 9.05, which was -1.40 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 10.45, which was -0.90 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 11.35, which was -6.80 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 18.15, which was 2.40 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 15.75, which was 1.60 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 14.15, which was -2.65 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 16.8, which was 1.50 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 15.3, which was -8.05 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 23.35, 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 17 Oct WIPRO was trading at 528.75. The strike last trading price was 23.35, 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 16 Oct WIPRO was trading at 532.15. The strike last trading price was 23.35, 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 15 Oct WIPRO was trading at 532.95. The strike last trading price was 23.35, which was 6.10 higher 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 17.25, which was -5.75 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 23, 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 23, 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 23, 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 23, 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 23, 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 4 Oct WIPRO was trading at 533.55. The strike last trading price was 23, which was -4.30 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 27.3, 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 27.3, 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 27.3, 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 27.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
