WIPRO
Wipro Ltd
Historical option data for WIPRO
21 Nov 2024 04:11 PM IST
| WIPRO 28NOV2024 640 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.03
Theta: -0.08
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 557.15 | 0.15 | -0.10 | 43.85 | 84 | -17 | 330 | |||
| 20 Nov | 562.00 | 0.25 | 0.00 | 39.49 | 51 | -35 | 347 | |||
| 19 Nov | 562.00 | 0.25 | 0.10 | 39.49 | 51 | -35 | 347 | |||
| 18 Nov | 552.85 | 0.15 | -0.20 | 37.76 | 162 | -29 | 382 | |||
| 14 Nov | 566.70 | 0.35 | -0.15 | 30.74 | 54 | -20 | 412 | |||
| 13 Nov | 569.00 | 0.5 | 0.05 | 30.24 | 183 | -53 | 432 | |||
| 12 Nov | 570.65 | 0.45 | -0.15 | 29.06 | 345 | 6 | 486 | |||
| 11 Nov | 573.50 | 0.6 | -0.10 | 28.16 | 482 | 44 | 488 | |||
| 8 Nov | 569.00 | 0.7 | 0.00 | 28.12 | 821 | 19 | 450 | |||
| 7 Nov | 563.40 | 0.7 | 0.00 | 29.35 | 703 | 119 | 431 | |||
| 6 Nov | 563.90 | 0.7 | 0.15 | 27.94 | 201 | 21 | 316 | |||
| 5 Nov | 543.70 | 0.55 | 0.00 | 32.91 | 64 | -27 | 293 | |||
| 4 Nov | 540.80 | 0.55 | -0.65 | 32.88 | 380 | 46 | 324 | |||
| 1 Nov | 551.35 | 1.2 | -0.10 | 32.53 | 45 | 8 | 283 | |||
| 31 Oct | 551.80 | 1.3 | -1.05 | - | 350 | -12 | 261 | |||
| 30 Oct | 565.25 | 2.35 | 0.30 | - | 837 | 259 | 273 | |||
| 29 Oct | 562.20 | 2.05 | - | 15 | 13 | 13 | ||||
For Wipro Ltd - strike price 640 expiring on 28NOV2024
Delta for 640 CE is 0.01
Historical price for 640 CE is as follows
On 21 Nov WIPRO was trading at 557.15. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 43.85, the open interest changed by -17 which decreased total open position to 330
On 20 Nov WIPRO was trading at 562.00. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 39.49, the open interest changed by -35 which decreased total open position to 347
On 19 Nov WIPRO was trading at 562.00. The strike last trading price was 0.25, which was 0.10 higher than the previous day. The implied volatity was 39.49, the open interest changed by -35 which decreased total open position to 347
On 18 Nov WIPRO was trading at 552.85. The strike last trading price was 0.15, which was -0.20 lower than the previous day. The implied volatity was 37.76, the open interest changed by -29 which decreased total open position to 382
On 14 Nov WIPRO was trading at 566.70. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 30.74, the open interest changed by -20 which decreased total open position to 412
On 13 Nov WIPRO was trading at 569.00. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 30.24, the open interest changed by -53 which decreased total open position to 432
On 12 Nov WIPRO was trading at 570.65. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 29.06, the open interest changed by 6 which increased total open position to 486
On 11 Nov WIPRO was trading at 573.50. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 28.16, the open interest changed by 44 which increased total open position to 488
On 8 Nov WIPRO was trading at 569.00. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 28.12, the open interest changed by 19 which increased total open position to 450
On 7 Nov WIPRO was trading at 563.40. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 29.35, the open interest changed by 119 which increased total open position to 431
On 6 Nov WIPRO was trading at 563.90. The strike last trading price was 0.7, which was 0.15 higher than the previous day. The implied volatity was 27.94, the open interest changed by 21 which increased total open position to 316
On 5 Nov WIPRO was trading at 543.70. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 32.91, the open interest changed by -27 which decreased total open position to 293
On 4 Nov WIPRO was trading at 540.80. The strike last trading price was 0.55, which was -0.65 lower than the previous day. The implied volatity was 32.88, the open interest changed by 46 which increased total open position to 324
On 1 Nov WIPRO was trading at 551.35. The strike last trading price was 1.2, which was -0.10 lower than the previous day. The implied volatity was 32.53, the open interest changed by 8 which increased total open position to 283
On 31 Oct WIPRO was trading at 551.80. The strike last trading price was 1.3, which was -1.05 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 2.35, 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 29 Oct WIPRO was trading at 562.20. The strike last trading price was 2.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| WIPRO 28NOV2024 640 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 557.15 | 59 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 562.00 | 59 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 562.00 | 59 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 552.85 | 59 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 566.70 | 59 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 569.00 | 59 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 570.65 | 59 | 0.00 | 0.00 | 0 | -5 | 0 |
| 11 Nov | 573.50 | 59 | -10.00 | - | 5 | -1 | 6 |
| 8 Nov | 569.00 | 69 | -6.00 | 28.61 | 1 | 0 | 6 |
| 7 Nov | 563.40 | 75 | -12.00 | 35.27 | 1 | 0 | 5 |
| 6 Nov | 563.90 | 87 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 543.70 | 87 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 540.80 | 87 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 551.35 | 87 | 0.00 | 0.00 | 0 | 3 | 0 |
| 31 Oct | 551.80 | 87 | 24.00 | - | 3 | 2 | 4 |
| 30 Oct | 565.25 | 63 | -17.00 | - | 1 | 0 | 1 |
| 29 Oct | 562.20 | 80 | - | 1 | 0 | 0 | |
For Wipro Ltd - strike price 640 expiring on 28NOV2024
Delta for 640 PE is 0.00
Historical price for 640 PE is as follows
On 21 Nov WIPRO was trading at 557.15. The strike last trading price was 59, 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 20 Nov WIPRO was trading at 562.00. The strike last trading price was 59, 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 19 Nov WIPRO was trading at 562.00. The strike last trading price was 59, 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 18 Nov WIPRO was trading at 552.85. The strike last trading price was 59, 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 14 Nov WIPRO was trading at 566.70. The strike last trading price was 59, 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 Nov WIPRO was trading at 569.00. The strike last trading price was 59, 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 12 Nov WIPRO was trading at 570.65. The strike last trading price was 59, 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 11 Nov WIPRO was trading at 573.50. The strike last trading price was 59, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 6
On 8 Nov WIPRO was trading at 569.00. The strike last trading price was 69, which was -6.00 lower than the previous day. The implied volatity was 28.61, the open interest changed by 0 which decreased total open position to 6
On 7 Nov WIPRO was trading at 563.40. The strike last trading price was 75, which was -12.00 lower than the previous day. The implied volatity was 35.27, the open interest changed by 0 which decreased total open position to 5
On 6 Nov WIPRO was trading at 563.90. The strike last trading price was 87, 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 5 Nov WIPRO was trading at 543.70. The strike last trading price was 87, 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 4 Nov WIPRO was trading at 540.80. The strike last trading price was 87, 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 1 Nov WIPRO was trading at 551.35. The strike last trading price was 87, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 31 Oct WIPRO was trading at 551.80. The strike last trading price was 87, which was 24.00 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 63, which was -17.00 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 80, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
