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Wipro Limited WIT

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Market datapartial · fetched 2026-10-23T01:39:24.309Z

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 · 2026-10-22T23:54:44.032550979Z

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$1.17$2.35$3.52$4.70$0.23$1.19$2.15$3.12$4.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WIT spot · $2.19WIT PRICE$0.31$0.35$0.39$0.43$0.47$0.51$0.55$0.59$0.64$0.68$0.12$0.13$0.15$1.61$3.61$2.52$1.42$0.79$1.98$3.17$4.36
PutsExpensive3.23×
CallsExpensive2.67×
SkewBearish+13.20 pp
Implied moveBearish±$1.86
TiltBearish60.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.66147.8%29.8%
25Δ1.80127.6%23.7%
30Δ1.95107.4%17.6%
35Δ4.93327.4%138.7%3.25291.5%25.2%
40Δ4.61309.2%126.1%4.97552.4%38.1%
45Δ4.30291.0%113.5%4.09407.6%28.5%
50Δ3.98272.8%100.9%3.21262.8%18.9%
55Δ3.66254.6%88.4%2.74157.2%11.0%
60Δ3.35236.4%75.8%3.94210.4%10.5%
65Δ3.03218.2%63.2%5.14263.6%10.0%
70Δ2.71200.0%50.6%6.35316.9%9.4%
75Δ2.39181.7%38.0%
80Δ2.08163.5%25.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.66
IV
147.8%
B/E move
29.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.80
IV
127.6%
B/E move
23.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.95
IV
107.4%
B/E move
17.6%

35Δ

Calls
Pseudo strike
4.93
IV
327.4%
B/E move
138.7%
Puts
Pseudo strike
3.25
IV
291.5%
B/E move
25.2%

40Δ

Calls
Pseudo strike
4.61
IV
309.2%
B/E move
126.1%
Puts
Pseudo strike
4.97
IV
552.4%
B/E move
38.1%

45Δ

Calls
Pseudo strike
4.30
IV
291.0%
B/E move
113.5%
Puts
Pseudo strike
4.09
IV
407.6%
B/E move
28.5%

50Δ

Calls
Pseudo strike
3.98
IV
272.8%
B/E move
100.9%
Puts
Pseudo strike
3.21
IV
262.8%
B/E move
18.9%

55Δ

Calls
Pseudo strike
3.66
IV
254.6%
B/E move
88.4%
Puts
Pseudo strike
2.74
IV
157.2%
B/E move
11.0%

60Δ

Calls
Pseudo strike
3.35
IV
236.4%
B/E move
75.8%
Puts
Pseudo strike
3.94
IV
210.4%
B/E move
10.5%

65Δ

Calls
Pseudo strike
3.03
IV
218.2%
B/E move
63.2%
Puts
Pseudo strike
5.14
IV
263.6%
B/E move
10.0%

70Δ

Calls
Pseudo strike
2.71
IV
200.0%
B/E move
50.6%
Puts
Pseudo strike
6.35
IV
316.9%
B/E move
9.4%

75Δ

Calls
Pseudo strike
2.39
IV
181.7%
B/E move
38.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.08
IV
163.5%
B/E move
25.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations