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Wipro Limited WIT

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Market datapartial · fetched 2026-10-22T23:48:27.202Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:31:42.845262027Z

FundamentalsAlpha Vantage · unavailable

Share price$2.19
1D+5.8%
AH$2.05$2.09$2.14$2.18$2.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWIT
Sold putSold callAH

Wipro Limited options

Live interpolated WIT call and put midpoint premiums by absolute delta.Wipro Limited$0.00$1.47$2.95$4.42$5.89$0.18$1.15$2.13$3.11$4.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WIT spot · $2.19WIT PRICE$0.31$0.35$0.39$0.43$0.47$0.51$0.56$0.60$0.64$0.68$0.12$0.13$0.14$1.53$3.64$2.56$1.49$0.70$1.89$3.08$4.27$5.47
PutsExpensive3.32×
CallsExpensive2.69×
SkewBearish+19.57 pp
Implied moveBearish±$1.92
TiltBearish67.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.65147.6%29.8%
25Δ1.80127.6%23.8%
30Δ1.95107.6%17.7%
35Δ4.93327.8%139.3%3.18279.9%24.5%
40Δ4.61309.7%126.5%4.99554.7%38.2%
45Δ4.29291.6%113.8%4.12412.4%28.7%
50Δ3.97273.5%101.0%3.26270.1%19.3%
55Δ3.65255.4%88.3%2.65152.1%10.9%
60Δ3.33237.3%75.5%3.85205.1%10.3%
65Δ3.01219.2%62.8%5.06258.1%9.8%
70Δ2.69201.0%50.0%6.26311.2%9.2%
75Δ2.37182.9%37.3%7.47364.2%8.7%
80Δ2.05164.8%24.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.65
IV
147.6%
B/E move
29.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.80
IV
127.6%
B/E move
23.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.95
IV
107.6%
B/E move
17.7%

35Δ

Calls
Pseudo strike
4.93
IV
327.8%
B/E move
139.3%
Puts
Pseudo strike
3.18
IV
279.9%
B/E move
24.5%

40Δ

Calls
Pseudo strike
4.61
IV
309.7%
B/E move
126.5%
Puts
Pseudo strike
4.99
IV
554.7%
B/E move
38.2%

45Δ

Calls
Pseudo strike
4.29
IV
291.6%
B/E move
113.8%
Puts
Pseudo strike
4.12
IV
412.4%
B/E move
28.7%

50Δ

Calls
Pseudo strike
3.97
IV
273.5%
B/E move
101.0%
Puts
Pseudo strike
3.26
IV
270.1%
B/E move
19.3%

55Δ

Calls
Pseudo strike
3.65
IV
255.4%
B/E move
88.3%
Puts
Pseudo strike
2.65
IV
152.1%
B/E move
10.9%

60Δ

Calls
Pseudo strike
3.33
IV
237.3%
B/E move
75.5%
Puts
Pseudo strike
3.85
IV
205.1%
B/E move
10.3%

65Δ

Calls
Pseudo strike
3.01
IV
219.2%
B/E move
62.8%
Puts
Pseudo strike
5.06
IV
258.1%
B/E move
9.8%

70Δ

Calls
Pseudo strike
2.69
IV
201.0%
B/E move
50.0%
Puts
Pseudo strike
6.26
IV
311.2%
B/E move
9.2%

75Δ

Calls
Pseudo strike
2.37
IV
182.9%
B/E move
37.3%
Puts
Pseudo strike
7.47
IV
364.2%
B/E move
8.7%

80Δ

Calls
Pseudo strike
2.05
IV
164.8%
B/E move
24.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations