WIPRO
Wipro Ltd
Historical option data for WIPRO
21 Nov 2024 04:11 PM IST
| WIPRO 28NOV2024 555 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.57
Vega: 0.30
Theta: -0.63
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 557.15 | 9.35 | -2.60 | 25.16 | 1,351 | 54 | 280 | |||
| 20 Nov | 562.00 | 11.95 | 0.00 | 22.99 | 1,137 | -103 | 228 | |||
| 19 Nov | 562.00 | 11.95 | 3.65 | 22.99 | 1,137 | -101 | 228 | |||
| 18 Nov | 552.85 | 8.3 | -10.05 | 22.05 | 3,376 | 142 | 331 | |||
| 14 Nov | 566.70 | 18.35 | -2.20 | 22.36 | 188 | -12 | 188 | |||
| 13 Nov | 569.00 | 20.55 | -1.35 | 20.86 | 98 | -5 | 201 | |||
| 12 Nov | 570.65 | 21.9 | -3.55 | 25.39 | 61 | 4 | 206 | |||
| 11 Nov | 573.50 | 25.45 | 3.50 | 26.15 | 123 | -27 | 201 | |||
| 8 Nov | 569.00 | 21.95 | 3.70 | 22.59 | 259 | -33 | 228 | |||
| 7 Nov | 563.40 | 18.25 | -3.50 | 22.18 | 464 | -3 | 261 | |||
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| 6 Nov | 563.90 | 21.75 | 10.05 | 25.77 | 2,488 | -65 | 264 | |||
| 5 Nov | 543.70 | 11.7 | -0.55 | 27.65 | 813 | 49 | 329 | |||
| 4 Nov | 540.80 | 12.25 | -6.90 | 29.69 | 964 | 4 | 282 | |||
| 1 Nov | 551.35 | 19.15 | -0.60 | 31.64 | 118 | 4 | 278 | |||
| 31 Oct | 551.80 | 19.75 | -7.65 | - | 749 | 166 | 274 | |||
| 30 Oct | 565.25 | 27.4 | 2.60 | - | 167 | -4 | 110 | |||
| 29 Oct | 562.20 | 24.8 | 0.95 | - | 270 | 27 | 114 | |||
| 28 Oct | 558.60 | 23.85 | 7.80 | - | 307 | 23 | 87 | |||
| 25 Oct | 543.45 | 16.05 | -3.50 | - | 43 | 17 | 64 | |||
| 24 Oct | 546.90 | 19.55 | 1.50 | - | 29 | 5 | 46 | |||
| 23 Oct | 547.20 | 18.05 | 0.05 | - | 42 | 0 | 40 | |||
| 22 Oct | 545.45 | 18 | -0.20 | - | 65 | 5 | 39 | |||
| 21 Oct | 548.10 | 18.2 | -2.30 | - | 134 | 20 | 34 | |||
| 18 Oct | 548.65 | 20.5 | 6.30 | - | 39 | -2 | 14 | |||
| 17 Oct | 528.75 | 14.2 | 1.20 | - | 3 | 0 | 16 | |||
| 16 Oct | 532.15 | 13 | -1.60 | - | 1 | 0 | 17 | |||
| 15 Oct | 532.95 | 14.6 | -7.50 | - | 16 | 9 | 16 | |||
| 14 Oct | 549.55 | 22.1 | 6.15 | - | 5 | -1 | 6 | |||
| 11 Oct | 528.30 | 15.95 | -0.25 | - | 1 | 0 | 7 | |||
| 10 Oct | 525.00 | 16.2 | -0.65 | - | 2 | 0 | 5 | |||
| 9 Oct | 531.15 | 16.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 526.95 | 16.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 531.45 | 16.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 533.55 | 16.85 | -0.45 | - | 3 | 1 | 6 | |||
| 3 Oct | 530.15 | 17.3 | -6.35 | - | 1 | 0 | 5 | |||
| 1 Oct | 546.75 | 23.65 | -2.80 | - | 2 | 1 | 6 | |||
| 30 Sept | 541.45 | 26.45 | 0.00 | - | 0 | 5 | 0 | |||
| 27 Sept | 541.80 | 26.45 | - | 5 | 0 | 0 | ||||
For Wipro Ltd - strike price 555 expiring on 28NOV2024
Delta for 555 CE is 0.57
Historical price for 555 CE is as follows
On 21 Nov WIPRO was trading at 557.15. The strike last trading price was 9.35, which was -2.60 lower than the previous day. The implied volatity was 25.16, the open interest changed by 54 which increased total open position to 280
On 20 Nov WIPRO was trading at 562.00. The strike last trading price was 11.95, which was 0.00 lower than the previous day. The implied volatity was 22.99, the open interest changed by -103 which decreased total open position to 228
On 19 Nov WIPRO was trading at 562.00. The strike last trading price was 11.95, which was 3.65 higher than the previous day. The implied volatity was 22.99, the open interest changed by -101 which decreased total open position to 228
On 18 Nov WIPRO was trading at 552.85. The strike last trading price was 8.3, which was -10.05 lower than the previous day. The implied volatity was 22.05, the open interest changed by 142 which increased total open position to 331
On 14 Nov WIPRO was trading at 566.70. The strike last trading price was 18.35, which was -2.20 lower than the previous day. The implied volatity was 22.36, the open interest changed by -12 which decreased total open position to 188
On 13 Nov WIPRO was trading at 569.00. The strike last trading price was 20.55, which was -1.35 lower than the previous day. The implied volatity was 20.86, the open interest changed by -5 which decreased total open position to 201
On 12 Nov WIPRO was trading at 570.65. The strike last trading price was 21.9, which was -3.55 lower than the previous day. The implied volatity was 25.39, the open interest changed by 4 which increased total open position to 206
On 11 Nov WIPRO was trading at 573.50. The strike last trading price was 25.45, which was 3.50 higher than the previous day. The implied volatity was 26.15, the open interest changed by -27 which decreased total open position to 201
On 8 Nov WIPRO was trading at 569.00. The strike last trading price was 21.95, which was 3.70 higher than the previous day. The implied volatity was 22.59, the open interest changed by -33 which decreased total open position to 228
On 7 Nov WIPRO was trading at 563.40. The strike last trading price was 18.25, which was -3.50 lower than the previous day. The implied volatity was 22.18, the open interest changed by -3 which decreased total open position to 261
On 6 Nov WIPRO was trading at 563.90. The strike last trading price was 21.75, which was 10.05 higher than the previous day. The implied volatity was 25.77, the open interest changed by -65 which decreased total open position to 264
On 5 Nov WIPRO was trading at 543.70. The strike last trading price was 11.7, which was -0.55 lower than the previous day. The implied volatity was 27.65, the open interest changed by 49 which increased total open position to 329
On 4 Nov WIPRO was trading at 540.80. The strike last trading price was 12.25, which was -6.90 lower than the previous day. The implied volatity was 29.69, the open interest changed by 4 which increased total open position to 282
On 1 Nov WIPRO was trading at 551.35. The strike last trading price was 19.15, which was -0.60 lower than the previous day. The implied volatity was 31.64, the open interest changed by 4 which increased total open position to 278
On 31 Oct WIPRO was trading at 551.80. The strike last trading price was 19.75, which was -7.65 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 27.4, which was 2.60 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 24.8, which was 0.95 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 23.85, which was 7.80 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 16.05, which was -3.50 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 19.55, 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 23 Oct WIPRO was trading at 547.20. The strike last trading price was 18.05, 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 22 Oct WIPRO was trading at 545.45. The strike last trading price was 18, which was -0.20 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 18.2, which was -2.30 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 20.5, which was 6.30 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 14.2, which was 1.20 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 13, 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 15 Oct WIPRO was trading at 532.95. The strike last trading price was 14.6, which was -7.50 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 22.1, which was 6.15 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 15.95, which was -0.25 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 16.2, 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 9 Oct WIPRO was trading at 531.15. The strike last trading price was 16.85, 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 8 Oct WIPRO was trading at 526.95. The strike last trading price was 16.85, 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 16.85, 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 4 Oct WIPRO was trading at 533.55. The strike last trading price was 16.85, which was -0.45 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 17.3, which was -6.35 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 23.65, which was -2.80 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 26.45, 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 27 Sept WIPRO was trading at 541.80. The strike last trading price was 26.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| WIPRO 28NOV2024 555 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 0.30
Theta: -0.48
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 557.15 | 6.35 | 0.35 | 25.37 | 3,201 | 396 | 811 |
| 20 Nov | 562.00 | 6 | 0.00 | 26.41 | 1,871 | 44 | 423 |
| 19 Nov | 562.00 | 6 | -3.40 | 26.41 | 1,871 | 52 | 423 |
| 18 Nov | 552.85 | 9.4 | 4.60 | 26.35 | 2,082 | -98 | 370 |
| 14 Nov | 566.70 | 4.8 | -0.25 | 23.63 | 936 | -19 | 466 |
| 13 Nov | 569.00 | 5.05 | -0.15 | 25.85 | 904 | 20 | 495 |
| 12 Nov | 570.65 | 5.2 | 0.25 | 24.83 | 666 | 8 | 479 |
| 11 Nov | 573.50 | 4.95 | -1.60 | 26.09 | 1,013 | 52 | 471 |
| 8 Nov | 569.00 | 6.55 | -2.45 | 25.31 | 902 | 34 | 418 |
| 7 Nov | 563.40 | 9 | 0.30 | 26.03 | 1,208 | -23 | 402 |
| 6 Nov | 563.90 | 8.7 | -12.55 | 26.33 | 1,657 | 170 | 429 |
| 5 Nov | 543.70 | 21.25 | -2.20 | 31.43 | 206 | -10 | 258 |
| 4 Nov | 540.80 | 23.45 | 3.15 | 32.69 | 523 | -136 | 269 |
| 1 Nov | 551.35 | 20.3 | 1.50 | 34.52 | 52 | 6 | 405 |
| 31 Oct | 551.80 | 18.8 | 6.55 | - | 1,437 | 256 | 402 |
| 30 Oct | 565.25 | 12.25 | -1.80 | - | 352 | 47 | 150 |
| 29 Oct | 562.20 | 14.05 | -1.00 | - | 286 | 15 | 103 |
| 28 Oct | 558.60 | 15.05 | -5.95 | - | 231 | 66 | 88 |
| 25 Oct | 543.45 | 21 | 0.30 | - | 7 | 2 | 22 |
| 24 Oct | 546.90 | 20.7 | 0.85 | - | 5 | 1 | 20 |
| 23 Oct | 547.20 | 19.85 | 0.55 | - | 48 | 7 | 19 |
| 22 Oct | 545.45 | 19.3 | -0.70 | - | 13 | 0 | 13 |
| 21 Oct | 548.10 | 20 | 3.10 | - | 44 | 9 | 13 |
| 18 Oct | 548.65 | 16.9 | -15.70 | - | 5 | 3 | 3 |
| 17 Oct | 528.75 | 32.6 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 532.15 | 32.6 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 532.95 | 32.6 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 549.55 | 32.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 528.30 | 32.6 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 525.00 | 32.6 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 531.15 | 32.6 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 526.95 | 32.6 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 531.45 | 32.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 533.55 | 32.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 530.15 | 32.6 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 546.75 | 32.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 541.45 | 32.6 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 541.80 | 32.6 | - | 0 | 0 | 0 | |
For Wipro Ltd - strike price 555 expiring on 28NOV2024
Delta for 555 PE is -0.43
Historical price for 555 PE is as follows
On 21 Nov WIPRO was trading at 557.15. The strike last trading price was 6.35, which was 0.35 higher than the previous day. The implied volatity was 25.37, the open interest changed by 396 which increased total open position to 811
On 20 Nov WIPRO was trading at 562.00. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was 26.41, the open interest changed by 44 which increased total open position to 423
On 19 Nov WIPRO was trading at 562.00. The strike last trading price was 6, which was -3.40 lower than the previous day. The implied volatity was 26.41, the open interest changed by 52 which increased total open position to 423
On 18 Nov WIPRO was trading at 552.85. The strike last trading price was 9.4, which was 4.60 higher than the previous day. The implied volatity was 26.35, the open interest changed by -98 which decreased total open position to 370
On 14 Nov WIPRO was trading at 566.70. The strike last trading price was 4.8, which was -0.25 lower than the previous day. The implied volatity was 23.63, the open interest changed by -19 which decreased total open position to 466
On 13 Nov WIPRO was trading at 569.00. The strike last trading price was 5.05, which was -0.15 lower than the previous day. The implied volatity was 25.85, the open interest changed by 20 which increased total open position to 495
On 12 Nov WIPRO was trading at 570.65. The strike last trading price was 5.2, which was 0.25 higher than the previous day. The implied volatity was 24.83, the open interest changed by 8 which increased total open position to 479
On 11 Nov WIPRO was trading at 573.50. The strike last trading price was 4.95, which was -1.60 lower than the previous day. The implied volatity was 26.09, the open interest changed by 52 which increased total open position to 471
On 8 Nov WIPRO was trading at 569.00. The strike last trading price was 6.55, which was -2.45 lower than the previous day. The implied volatity was 25.31, the open interest changed by 34 which increased total open position to 418
On 7 Nov WIPRO was trading at 563.40. The strike last trading price was 9, which was 0.30 higher than the previous day. The implied volatity was 26.03, the open interest changed by -23 which decreased total open position to 402
On 6 Nov WIPRO was trading at 563.90. The strike last trading price was 8.7, which was -12.55 lower than the previous day. The implied volatity was 26.33, the open interest changed by 170 which increased total open position to 429
On 5 Nov WIPRO was trading at 543.70. The strike last trading price was 21.25, which was -2.20 lower than the previous day. The implied volatity was 31.43, the open interest changed by -10 which decreased total open position to 258
On 4 Nov WIPRO was trading at 540.80. The strike last trading price was 23.45, which was 3.15 higher than the previous day. The implied volatity was 32.69, the open interest changed by -136 which decreased total open position to 269
On 1 Nov WIPRO was trading at 551.35. The strike last trading price was 20.3, which was 1.50 higher than the previous day. The implied volatity was 34.52, the open interest changed by 6 which increased total open position to 405
On 31 Oct WIPRO was trading at 551.80. The strike last trading price was 18.8, which was 6.55 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 12.25, which was -1.80 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 14.05, 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 28 Oct WIPRO was trading at 558.60. The strike last trading price was 15.05, which was -5.95 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 21, which was 0.30 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 20.7, which was 0.85 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 19.85, which was 0.55 higher 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 19.3, which was -0.70 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 20, which was 3.10 higher 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 16.9, which was -15.70 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 32.6, 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 16 Oct WIPRO was trading at 532.15. The strike last trading price was 32.6, 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 15 Oct WIPRO was trading at 532.95. The strike last trading price was 32.6, 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 14 Oct WIPRO was trading at 549.55. The strike last trading price was 32.6, 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 11 Oct WIPRO was trading at 528.30. The strike last trading price was 32.6, 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 32.6, 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 9 Oct WIPRO was trading at 531.15. The strike last trading price was 32.6, 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 8 Oct WIPRO was trading at 526.95. The strike last trading price was 32.6, 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 7 Oct WIPRO was trading at 531.45. The strike last trading price was 32.6, 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 4 Oct WIPRO was trading at 533.55. The strike last trading price was 32.6, 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 3 Oct WIPRO was trading at 530.15. The strike last trading price was 32.6, 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 1 Oct WIPRO was trading at 546.75. The strike last trading price was 32.6, 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 30 Sept WIPRO was trading at 541.45. The strike last trading price was 32.6, 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 27 Sept WIPRO was trading at 541.80. The strike last trading price was 32.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
