BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
21 Nov 2024 04:12 PM IST
| BPCL 28NOV2024 265 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.87
Vega: 0.08
Theta: -0.31
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 282.40 | 19.2 | -4.80 | 43.02 | 90 | 48 | 70 | |||
| 20 Nov | 287.50 | 24 | 0.00 | 43.89 | 8 | 6 | 18 | |||
| 19 Nov | 287.50 | 24 | -2.05 | 43.89 | 8 | 2 | 18 | |||
| 18 Nov | 289.20 | 26.05 | -11.85 | - | 8 | -4 | 20 | |||
| 14 Nov | 298.20 | 37.9 | 0.30 | 68.28 | 4 | 0 | 22 | |||
| 13 Nov | 305.85 | 37.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 309.80 | 37.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 312.55 | 37.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 8 Nov | 310.45 | 37.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 315.00 | 37.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 317.00 | 37.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 307.95 | 37.6 | 0.00 | 0.00 | 0 | 22 | 0 | |||
| 4 Nov | 303.45 | 37.6 | -46.70 | - | 22 | 20 | 20 | |||
| 1 Nov | 313.00 | 84.3 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 310.75 | 84.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 311.30 | 84.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 311.45 | 84.3 | - | 0 | 0 | 0 | ||||
For Bharat Petroleum Corp Lt - strike price 265 expiring on 28NOV2024
Delta for 265 CE is 0.87
Historical price for 265 CE is as follows
On 21 Nov BPCL was trading at 282.40. The strike last trading price was 19.2, which was -4.80 lower than the previous day. The implied volatity was 43.02, the open interest changed by 24 which increased total open position to 35
On 20 Nov BPCL was trading at 287.50. The strike last trading price was 24, which was 0.00 lower than the previous day. The implied volatity was 43.89, the open interest changed by 3 which increased total open position to 9
On 19 Nov BPCL was trading at 287.50. The strike last trading price was 24, which was -2.05 lower than the previous day. The implied volatity was 43.89, the open interest changed by 1 which increased total open position to 9
On 18 Nov BPCL was trading at 289.20. The strike last trading price was 26.05, which was -11.85 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 10
On 14 Nov BPCL was trading at 298.20. The strike last trading price was 37.9, which was 0.30 higher than the previous day. The implied volatity was 68.28, the open interest changed by 0 which decreased total open position to 11
On 13 Nov BPCL was trading at 305.85. The strike last trading price was 37.6, 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 37.6, 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 37.6, 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 8 Nov BPCL was trading at 310.45. The strike last trading price was 37.6, 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 37.6, 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 37.6, 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 37.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 4 Nov BPCL was trading at 303.45. The strike last trading price was 37.6, which was -46.70 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 1 Nov BPCL was trading at 313.00. The strike last trading price was 84.3, 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 31 Oct BPCL was trading at 310.75. The strike last trading price was 84.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BPCL was trading at 311.30. The strike last trading price was 84.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BPCL was trading at 311.45. The strike last trading price was 84.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BPCL 28NOV2024 265 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 0.08
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 282.40 | 1.2 | 0.10 | 44.33 | 2,698 | 824 | 1,188 |
| 20 Nov | 287.50 | 1.1 | 0.00 | 44.52 | 488 | 94 | 364 |
| 19 Nov | 287.50 | 1.1 | 0.35 | 44.52 | 488 | 94 | 364 |
| 18 Nov | 289.20 | 0.75 | 0.10 | 41.63 | 442 | 10 | 288 |
| 14 Nov | 298.20 | 0.65 | 0.10 | 41.23 | 296 | -20 | 274 |
| 13 Nov | 305.85 | 0.55 | 0.15 | 45.15 | 74 | -20 | 296 |
| 12 Nov | 309.80 | 0.4 | 0.05 | 43.15 | 8 | 0 | 318 |
| 11 Nov | 312.55 | 0.35 | -0.15 | 43.09 | 70 | -6 | 334 |
| 8 Nov | 310.45 | 0.5 | 0.00 | 40.81 | 78 | 38 | 344 |
| 7 Nov | 315.00 | 0.5 | 0.10 | 42.99 | 10 | 0 | 316 |
| 6 Nov | 317.00 | 0.4 | -0.55 | 41.35 | 124 | -22 | 332 |
| 5 Nov | 307.95 | 0.95 | -0.65 | 42.38 | 424 | 150 | 352 |
| 4 Nov | 303.45 | 1.6 | 0.30 | 44.15 | 872 | 182 | 202 |
| 1 Nov | 313.00 | 1.3 | 0.10 | 45.64 | 4 | 2 | 20 |
| 31 Oct | 310.75 | 1.2 | -0.20 | - | 32 | 12 | 16 |
| 30 Oct | 311.30 | 1.4 | 0.00 | - | 4 | 0 | 2 |
| 29 Oct | 311.45 | 1.4 | - | 0 | 2 | 0 | |
For Bharat Petroleum Corp Lt - strike price 265 expiring on 28NOV2024
Delta for 265 PE is -0.13
Historical price for 265 PE is as follows
On 21 Nov BPCL was trading at 282.40. The strike last trading price was 1.2, which was 0.10 higher than the previous day. The implied volatity was 44.33, the open interest changed by 412 which increased total open position to 594
On 20 Nov BPCL was trading at 287.50. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 44.52, the open interest changed by 47 which increased total open position to 182
On 19 Nov BPCL was trading at 287.50. The strike last trading price was 1.1, which was 0.35 higher than the previous day. The implied volatity was 44.52, the open interest changed by 47 which increased total open position to 182
On 18 Nov BPCL was trading at 289.20. The strike last trading price was 0.75, which was 0.10 higher than the previous day. The implied volatity was 41.63, the open interest changed by 5 which increased total open position to 144
On 14 Nov BPCL was trading at 298.20. The strike last trading price was 0.65, which was 0.10 higher than the previous day. The implied volatity was 41.23, the open interest changed by -10 which decreased total open position to 137
On 13 Nov BPCL was trading at 305.85. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 45.15, the open interest changed by -10 which decreased total open position to 148
On 12 Nov BPCL was trading at 309.80. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 43.15, the open interest changed by 0 which decreased total open position to 159
On 11 Nov BPCL was trading at 312.55. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 43.09, the open interest changed by -3 which decreased total open position to 167
On 8 Nov BPCL was trading at 310.45. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 40.81, the open interest changed by 19 which increased total open position to 172
On 7 Nov BPCL was trading at 315.00. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was 42.99, the open interest changed by 0 which decreased total open position to 158
On 6 Nov BPCL was trading at 317.00. The strike last trading price was 0.4, which was -0.55 lower than the previous day. The implied volatity was 41.35, the open interest changed by -11 which decreased total open position to 166
On 5 Nov BPCL was trading at 307.95. The strike last trading price was 0.95, which was -0.65 lower than the previous day. The implied volatity was 42.38, the open interest changed by 75 which increased total open position to 176
On 4 Nov BPCL was trading at 303.45. The strike last trading price was 1.6, which was 0.30 higher than the previous day. The implied volatity was 44.15, the open interest changed by 91 which increased total open position to 101
On 1 Nov BPCL was trading at 313.00. The strike last trading price was 1.3, which was 0.10 higher than the previous day. The implied volatity was 45.64, the open interest changed by 1 which increased total open position to 10
On 31 Oct BPCL was trading at 310.75. The strike last trading price was 1.2, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BPCL was trading at 311.30. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BPCL was trading at 311.45. The strike last trading price was 1.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
