BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
03 Dec 2024 04:12 PM IST
| BPCL 26DEC2024 265 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 0.14
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 294.25 | 32.5 | -0.95 | 38.19 | 10 | -4 | 7 | |||
| 2 Dec | 294.15 | 33.45 | 2.20 | 33.03 | 18 | 0 | 9 | |||
| 29 Nov | 292.10 | 31.25 | -20.50 | 35.24 | 10 | 8 | 8 | |||
| 28 Nov | 290.95 | 51.75 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 293.45 | 51.75 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 293.85 | 51.75 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 296.55 | 51.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 285.85 | 51.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 282.40 | 51.75 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 287.50 | 51.75 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 287.50 | 51.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 289.20 | 51.75 | 51.75 | - | 0 | 0 | 0 | |||
| 14 Nov | 298.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 305.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 12 Nov | 309.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 312.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 315.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 317.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 307.95 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Bharat Petroleum Corp Lt - strike price 265 expiring on 26DEC2024
Delta for 265 CE is 0.89
Historical price for 265 CE is as follows
On 3 Dec BPCL was trading at 294.25. The strike last trading price was 32.5, which was -0.95 lower than the previous day. The implied volatity was 38.19, the open interest changed by -4 which decreased total open position to 7
On 2 Dec BPCL was trading at 294.15. The strike last trading price was 33.45, which was 2.20 higher than the previous day. The implied volatity was 33.03, the open interest changed by 0 which decreased total open position to 9
On 29 Nov BPCL was trading at 292.10. The strike last trading price was 31.25, which was -20.50 lower than the previous day. The implied volatity was 35.24, the open interest changed by 8 which increased total open position to 8
On 28 Nov BPCL was trading at 290.95. The strike last trading price was 51.75, 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 27 Nov BPCL was trading at 293.45. The strike last trading price was 51.75, 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 26 Nov BPCL was trading at 293.85. The strike last trading price was 51.75, 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 25 Nov BPCL was trading at 296.55. The strike last trading price was 51.75, 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 51.75, 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 51.75, 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 51.75, 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 51.75, 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 18 Nov BPCL was trading at 289.20. The strike last trading price was 51.75, which was 51.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov BPCL was trading at 298.20. The strike last trading price was 0, 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 13 Nov BPCL was trading at 305.85. The strike last trading price was 0, 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 12 Nov BPCL was trading at 309.80. The strike last trading price was 0, 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 11 Nov BPCL was trading at 312.55. The strike last trading price was 0, 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 7 Nov BPCL was trading at 315.00. The strike last trading price was 0, 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 6 Nov BPCL was trading at 317.00. The strike last trading price was 0, 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 5 Nov BPCL was trading at 307.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| BPCL 26DEC2024 265 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 0.12
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 294.25 | 1 | -0.20 | 33.51 | 261 | -40 | 115 |
| 2 Dec | 294.15 | 1.2 | -0.45 | 35.46 | 307 | -5 | 161 |
| 29 Nov | 292.10 | 1.65 | 0.60 | 34.33 | 487 | 141 | 167 |
| 28 Nov | 290.95 | 1.05 | -0.95 | 29.55 | 2 | 0 | 27 |
| 27 Nov | 293.45 | 2 | -0.50 | 36.05 | 2 | 0 | 27 |
| 26 Nov | 293.85 | 2.5 | 0.15 | 38.49 | 19 | 6 | 27 |
| 25 Nov | 296.55 | 2.35 | -1.15 | 39.63 | 24 | 16 | 18 |
| 22 Nov | 285.85 | 3.5 | 0.20 | 34.96 | 2 | 0 | 2 |
| 21 Nov | 282.40 | 3.3 | 0.00 | 0.00 | 0 | 1 | 0 |
| 20 Nov | 287.50 | 3.3 | 0.00 | 33.90 | 1 | 1 | 1 |
| 19 Nov | 287.50 | 3.3 | 0.00 | 33.90 | 1 | 0 | 1 |
| 18 Nov | 289.20 | 3.3 | 3.30 | 35.79 | 1 | 0 | 0 |
| 14 Nov | 298.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 305.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 309.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 312.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 315.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 317.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 307.95 | 0 | 0.00 | 0 | 0 | 0 | |
For Bharat Petroleum Corp Lt - strike price 265 expiring on 26DEC2024
Delta for 265 PE is -0.09
Historical price for 265 PE is as follows
On 3 Dec BPCL was trading at 294.25. The strike last trading price was 1, which was -0.20 lower than the previous day. The implied volatity was 33.51, the open interest changed by -40 which decreased total open position to 115
On 2 Dec BPCL was trading at 294.15. The strike last trading price was 1.2, which was -0.45 lower than the previous day. The implied volatity was 35.46, the open interest changed by -5 which decreased total open position to 161
On 29 Nov BPCL was trading at 292.10. The strike last trading price was 1.65, which was 0.60 higher than the previous day. The implied volatity was 34.33, the open interest changed by 141 which increased total open position to 167
On 28 Nov BPCL was trading at 290.95. The strike last trading price was 1.05, which was -0.95 lower than the previous day. The implied volatity was 29.55, the open interest changed by 0 which decreased total open position to 27
On 27 Nov BPCL was trading at 293.45. The strike last trading price was 2, which was -0.50 lower than the previous day. The implied volatity was 36.05, the open interest changed by 0 which decreased total open position to 27
On 26 Nov BPCL was trading at 293.85. The strike last trading price was 2.5, which was 0.15 higher than the previous day. The implied volatity was 38.49, the open interest changed by 6 which increased total open position to 27
On 25 Nov BPCL was trading at 296.55. The strike last trading price was 2.35, which was -1.15 lower than the previous day. The implied volatity was 39.63, the open interest changed by 16 which increased total open position to 18
On 22 Nov BPCL was trading at 285.85. The strike last trading price was 3.5, which was 0.20 higher than the previous day. The implied volatity was 34.96, the open interest changed by 0 which decreased total open position to 2
On 21 Nov BPCL was trading at 282.40. The strike last trading price was 3.3, 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 20 Nov BPCL was trading at 287.50. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was 33.90, the open interest changed by 1 which increased total open position to 1
On 19 Nov BPCL was trading at 287.50. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was 33.90, the open interest changed by 0 which decreased total open position to 1
On 18 Nov BPCL was trading at 289.20. The strike last trading price was 3.3, which was 3.30 higher than the previous day. The implied volatity was 35.79, the open interest changed by 0 which decreased total open position to 0
On 14 Nov BPCL was trading at 298.20. The strike last trading price was 0, 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 13 Nov BPCL was trading at 305.85. The strike last trading price was 0, 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 12 Nov BPCL was trading at 309.80. The strike last trading price was 0, 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 11 Nov BPCL was trading at 312.55. The strike last trading price was 0, 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 7 Nov BPCL was trading at 315.00. The strike last trading price was 0, 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 6 Nov BPCL was trading at 317.00. The strike last trading price was 0, 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 5 Nov BPCL was trading at 307.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
