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[--[65.84.65.76]--]
BPCL
Bharat Petroleum Corp Lt

294.25 0.11 (0.04%)

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Historical option data for BPCL

03 Dec 2024 04:12 PM IST
BPCL 26DEC2024 250 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 294.25 46 0.00 0.00 0 0 0
2 Dec 294.15 46 0.00 0.00 0 0 0
29 Nov 292.10 46 0.00 0.00 0 0 0
28 Nov 290.95 46 0.00 0.00 0 1 0
27 Nov 293.45 46 -2.75 22.87 1 0 1
26 Nov 293.85 48.75 -46.50 53.85 1 0 0
25 Nov 296.55 95.25 0.00 - 0 0 0
22 Nov 285.85 95.25 0.00 - 0 0 0
21 Nov 282.40 95.25 0.00 - 0 0 0
20 Nov 287.50 95.25 0.00 - 0 0 0
19 Nov 287.50 95.25 - 0 0 0


For Bharat Petroleum Corp Lt - strike price 250 expiring on 26DEC2024

Delta for 250 CE is 0.00

Historical price for 250 CE is as follows

On 3 Dec BPCL was trading at 294.25. The strike last trading price was 46, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 2 Dec BPCL was trading at 294.15. The strike last trading price was 46, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 29 Nov BPCL was trading at 292.10. The strike last trading price was 46, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 28 Nov BPCL was trading at 290.95. The strike last trading price was 46, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 27 Nov BPCL was trading at 293.45. The strike last trading price was 46, which was -2.75 lower than the previous day. The implied volatity was 22.87, the open interest changed by 0 which decreased total open position to 1


On 26 Nov BPCL was trading at 293.85. The strike last trading price was 48.75, which was -46.50 lower than the previous day. The implied volatity was 53.85, the open interest changed by 0 which decreased total open position to 0


On 25 Nov BPCL was trading at 296.55. The strike last trading price was 95.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Nov BPCL was trading at 285.85. The strike last trading price was 95.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Nov BPCL was trading at 282.40. The strike last trading price was 95.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov BPCL was trading at 287.50. The strike last trading price was 95.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Nov BPCL was trading at 287.50. The strike last trading price was 95.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


BPCL 26DEC2024 250 PE
Delta: -0.04
Vega: 0.06
Theta: -0.05
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 294.25 0.45 -0.10 39.15 311 -60 618
2 Dec 294.15 0.55 -0.25 40.71 441 87 678
29 Nov 292.10 0.8 -0.35 39.60 694 276 590
28 Nov 290.95 1.15 0.05 42.25 252 60 311
27 Nov 293.45 1.1 -0.40 41.87 78 35 250
26 Nov 293.85 1.5 0.35 44.78 74 36 214
25 Nov 296.55 1.15 -0.80 43.33 55 142 178
22 Nov 285.85 1.95 -0.80 40.22 260 128 164
21 Nov 282.40 2.75 0.50 41.87 32 21 33
20 Nov 287.50 2.25 0.00 41.34 12 12 11
19 Nov 287.50 2.25 41.34 12 11 11


For Bharat Petroleum Corp Lt - strike price 250 expiring on 26DEC2024

Delta for 250 PE is -0.04

Historical price for 250 PE is as follows

On 3 Dec BPCL was trading at 294.25. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 39.15, the open interest changed by -60 which decreased total open position to 618


On 2 Dec BPCL was trading at 294.15. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 40.71, the open interest changed by 87 which increased total open position to 678


On 29 Nov BPCL was trading at 292.10. The strike last trading price was 0.8, which was -0.35 lower than the previous day. The implied volatity was 39.60, the open interest changed by 276 which increased total open position to 590


On 28 Nov BPCL was trading at 290.95. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 42.25, the open interest changed by 60 which increased total open position to 311


On 27 Nov BPCL was trading at 293.45. The strike last trading price was 1.1, which was -0.40 lower than the previous day. The implied volatity was 41.87, the open interest changed by 35 which increased total open position to 250


On 26 Nov BPCL was trading at 293.85. The strike last trading price was 1.5, which was 0.35 higher than the previous day. The implied volatity was 44.78, the open interest changed by 36 which increased total open position to 214


On 25 Nov BPCL was trading at 296.55. The strike last trading price was 1.15, which was -0.80 lower than the previous day. The implied volatity was 43.33, the open interest changed by 142 which increased total open position to 178


On 22 Nov BPCL was trading at 285.85. The strike last trading price was 1.95, which was -0.80 lower than the previous day. The implied volatity was 40.22, the open interest changed by 128 which increased total open position to 164


On 21 Nov BPCL was trading at 282.40. The strike last trading price was 2.75, which was 0.50 higher than the previous day. The implied volatity was 41.87, the open interest changed by 21 which increased total open position to 33


On 20 Nov BPCL was trading at 287.50. The strike last trading price was 2.25, which was 0.00 lower than the previous day. The implied volatity was 41.34, the open interest changed by 12 which increased total open position to 11


On 19 Nov BPCL was trading at 287.50. The strike last trading price was 2.25, which was lower than the previous day. The implied volatity was 41.34, the open interest changed by 11 which increased total open position to 11