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Related Pages for WIPRO
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WIPRO
Wipro Ltd
557.15 -4.85 (-0.86%)

Option Chain for WIPRO

21 Nov 2024 04:01 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 1500
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 113.00 0.00 450 -0.05 0.10 - 22 -5 374 -
0.00 0 0 0 0.00 0.00 0.00 455 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 92.70 0.00 460 -0.05 0.15 - 12 0 281 -
0.00 0 0 0 0.00 0.00 0.00 465 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 92.00 0.00 470 0.15 0.25 - 12 -2 75 -
0.00 0 0 0 0.00 77.85 0.00 475 0.00 0.25 54.86 1 0 32 -0.02
0.00 0 0 0 0.00 65.90 0.00 480 -0.05 0.20 50.48 32 1 205 -0.01
- 0 0 0 - 69.75 0.00 485 0.15 0.30 50.45 21 -1 28 -0.02
0.00 0 -2 0 0.00 76.00 0.00 490 0.05 0.30 47.27 66 -2 285 -0.02
- 0 0 0 - 62.05 0.00 495 0.20 0.50 48.07 7 -2 86 -0.03
0.00 0 0 0 0.00 66.15 0.00 500 -0.10 0.40 43.01 229 -56 797 -0.03
0.00 0 0 0 0.00 48.10 0.00 505 -0.05 0.45 40.60 56 8 89 -0.04
0.00 0 0 0 0.00 56.45 0.00 510 -0.05 0.55 38.74 315 16 290 -0.04
0.00 0 0 0 0.00 39.90 0.00 515 -0.05 0.70 37.15 329 -21 260 -0.06
0.97 150 -7 18 27.50 38.25 -7.75 520 0.00 0.90 35.57 756 -4 829 -0.07
0.95 15 -1 3 27.14 33.45 2.05 525 -0.10 1.05 33.09 708 -3 212 -0.09
0.92 84 -5 14 27.49 28.85 -4.75 530 -0.10 1.40 31.67 1,441 -60 944 -0.12
0.86 117 -12 18 28.54 24.60 -3.40 535 -0.05 1.90 30.39 1,046 114 363 -0.15
0.82 399 -18 128 26.18 20.00 -3.30 540 -0.05 2.55 28.98 2,342 92 1,903 -0.20
0.76 258 -2 76 25.05 15.85 -3.50 545 0.05 3.45 27.66 1,283 7 523 -0.26
0.66 988 -109 1,175 26.32 12.70 -2.80 550 0.20 4.65 26.33 3,308 57 973 -0.34
0.57 280 54 1,351 25.16 9.35 -2.60 555 0.35 6.35 25.37 3,201 396 811 -0.43
0.47 1,706 341 4,869 24.90 6.75 -2.35 560 0.75 8.55 24.49 4,214 -124 985 -0.53
0.36 832 347 5,199 24.25 4.55 -2.10 565 1.15 11.65 24.88 1,530 1 198 -0.63
0.27 1,782 348 6,373 24.50 3.10 -1.55 570 1.50 15.05 24.66 809 -31 381 -0.73
0.20 966 197 3,105 25.46 2.20 -1.10 575 2.05 19.50 27.25 242 -9 253 -0.78
0.15 2,955 424 4,677 26.63 1.60 -0.90 580 2.90 24.20 30.30 69 -7 401 -0.82
0.12 692 45 1,400 27.99 1.20 -0.60 585 7.20 28.15 28.45 4 -1 104 -0.88
0.09 2,101 161 2,741 29.24 0.90 -0.50 590 4.20 33.55 34.69 34 -4 75 -0.87
0.07 298 -25 755 30.15 0.65 -0.45 595 0.00 33.15 0.00 0 1 0 0.00
0.06 2,844 110 2,369 32.61 0.60 -0.25 600 3.00 42.50 33.17 38 -6 143 -0.94
0.04 391 14 176 33.56 0.45 -0.25 605 -0.80 42.60 - 6 -3 18 -
0.03 648 -3 307 34.69 0.35 -0.15 610 16.05 54.10 51.97 1 0 12 -0.89
0.03 147 -15 57 36.33 0.30 -0.15 615 0.00 41.00 0.00 0 0 0 0.00
0.02 601 -49 161 37.71 0.25 -0.10 620 6.10 58.00 - 1 0 16 -
0.02 191 -9 67 38.79 0.20 -0.10 625 0.00 82.30 - 0 0 0 -
0.02 541 -33 71 41.10 0.20 -0.05 630 0.00 90.25 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 635 0.00 0.00 0.00 0 0 0 0.00
0.01 330 -17 84 43.85 0.15 -0.10 640 0.00 59.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 645 0.00 0.00 0.00 0 0 0 0.00
0.01 645 -26 53 48.05 0.15 -0.05 650 0.00 106.95 - 0 0 0 -
19,961 11,946
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.