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Wipro Limited WIT

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Market datapartial · fetched 2026-10-22T22:06:22.922Z

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 · 2026-10-22T20:55:10.566065165Z

FundamentalsAlpha Vantage · unavailable

Share price$2.18
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$1.43$2.86$4.28$5.71$0.21$1.17$2.14$3.11$4.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WIT spot · $2.18WIT PRICE$0.31$0.35$0.39$0.43$0.48$0.52$0.56$0.60$0.65$0.69$0.11$0.13$0.14$1.35$3.56$2.65$1.62$0.58$1.71$2.90$4.10$5.30
PutsExpensive3.27×
CallsExpensive2.72×
SkewBearish+12.29 pp
Implied moveBearish±$2.05
TiltBearish65.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.65147.3%29.8%
25Δ1.79127.6%23.8%
30Δ1.93107.9%17.9%
35Δ4.93329.1%140.4%3.03254.9%23.0%
40Δ4.61311.2%127.4%4.92542.7%37.5%
45Δ4.28293.2%114.3%4.20422.3%29.2%
50Δ3.95275.3%101.2%3.36284.8%20.0%
55Δ3.62257.4%88.1%2.53147.4%10.8%
60Δ3.30239.4%75.1%3.67194.4%10.0%
65Δ2.97221.5%62.0%4.88247.0%9.5%
70Δ2.64203.6%48.9%6.09299.7%8.9%
75Δ2.32185.7%35.8%7.29352.4%8.4%
80Δ1.99167.7%22.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.65
IV
147.3%
B/E move
29.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.79
IV
127.6%
B/E move
23.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.93
IV
107.9%
B/E move
17.9%

35Δ

Calls
Pseudo strike
4.93
IV
329.1%
B/E move
140.4%
Puts
Pseudo strike
3.03
IV
254.9%
B/E move
23.0%

40Δ

Calls
Pseudo strike
4.61
IV
311.2%
B/E move
127.4%
Puts
Pseudo strike
4.92
IV
542.7%
B/E move
37.5%

45Δ

Calls
Pseudo strike
4.28
IV
293.2%
B/E move
114.3%
Puts
Pseudo strike
4.20
IV
422.3%
B/E move
29.2%

50Δ

Calls
Pseudo strike
3.95
IV
275.3%
B/E move
101.2%
Puts
Pseudo strike
3.36
IV
284.8%
B/E move
20.0%

55Δ

Calls
Pseudo strike
3.62
IV
257.4%
B/E move
88.1%
Puts
Pseudo strike
2.53
IV
147.4%
B/E move
10.8%

60Δ

Calls
Pseudo strike
3.30
IV
239.4%
B/E move
75.1%
Puts
Pseudo strike
3.67
IV
194.4%
B/E move
10.0%

65Δ

Calls
Pseudo strike
2.97
IV
221.5%
B/E move
62.0%
Puts
Pseudo strike
4.88
IV
247.0%
B/E move
9.5%

70Δ

Calls
Pseudo strike
2.64
IV
203.6%
B/E move
48.9%
Puts
Pseudo strike
6.09
IV
299.7%
B/E move
8.9%

75Δ

Calls
Pseudo strike
2.32
IV
185.7%
B/E move
35.8%
Puts
Pseudo strike
7.29
IV
352.4%
B/E move
8.4%

80Δ

Calls
Pseudo strike
1.99
IV
167.7%
B/E move
22.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations