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Wipro Limited WIT

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Market dataready · fetched 2026-11-12T02:43:21.339Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.000363674Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:43:21.015168+00:00

Share price$2.16
1D-0.7%
AH$2.10$2.12$2.14$2.16$2.185:30 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$1.39$2.78$4.18$5.57$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEWIT PRICE$0.12$0.16$0.20$0.25$0.29$0.33$0.37$4.18$5.17
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ2.46165.9%19.5%
40Δ2.38175.5%18.0%
45Δ2.31185.0%16.4%
50Δ2.23194.6%14.8%
55Δ2.16204.2%13.2%5.53800.0%37.5%
60Δ2.08213.8%11.7%6.52800.0%37.5%
65Δ2.01223.4%10.1%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
2.46
IV
165.9%
B/E move
19.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
2.38
IV
175.5%
B/E move
18.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
2.31
IV
185.0%
B/E move
16.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
2.23
IV
194.6%
B/E move
14.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.16
IV
204.2%
B/E move
13.2%
Puts
Pseudo strike
5.53
IV
800.0%
B/E move
37.5%

60Δ

Calls
Pseudo strike
2.08
IV
213.8%
B/E move
11.7%
Puts
Pseudo strike
6.52
IV
800.0%
B/E move
37.5%

65Δ

Calls
Pseudo strike
2.01
IV
223.4%
B/E move
10.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend169.65%
Daily EOD
WIT85.6%130.8%175.9%2026-10-19: 91.85%2026-10-20: 138.44%2026-10-23: 153.79%2026-10-26: 154.50%2026-10-27: 154.07%2026-10-29: 169.65%Oct 19Oct 23Oct 29
6 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
91.85%
138.44%
153.79%
154.50%
154.07%
169.65%