BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
03 Dec 2024 04:12 PM IST
| BPCL 26DEC2024 270 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 0.16
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 294.25 | 28.1 | 1.35 | 35.45 | 7 | 4 | 133 | |||
| 2 Dec | 294.15 | 26.75 | -0.25 | - | 12 | -2 | 129 | |||
| 29 Nov | 292.10 | 27 | 1.05 | 34.62 | 92 | 30 | 133 | |||
| 28 Nov | 290.95 | 25.95 | -1.90 | 28.97 | 86 | 71 | 103 | |||
| 27 Nov | 293.45 | 27.85 | -1.95 | 32.84 | 8 | 5 | 32 | |||
| 26 Nov | 293.85 | 29.8 | -0.40 | 39.75 | 5 | 1 | 23 | |||
| 25 Nov | 296.55 | 30.2 | 8.20 | 24.34 | 8 | 2 | 21 | |||
| 22 Nov | 285.85 | 22 | -3.25 | 30.55 | 4 | 0 | 19 | |||
| 21 Nov | 282.40 | 25.25 | 0.00 | 0.00 | 0 | 1 | 0 | |||
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| 20 Nov | 287.50 | 25.25 | 0.00 | 36.46 | 4 | 1 | 18 | |||
| 19 Nov | 287.50 | 25.25 | 0.25 | 36.46 | 4 | 0 | 18 | |||
| 18 Nov | 289.20 | 25 | -16.80 | 25.21 | 5 | 0 | 18 | |||
| 14 Nov | 298.20 | 41.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 305.85 | 41.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 309.80 | 41.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 312.55 | 41.8 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 8 Nov | 310.45 | 41.8 | 0.70 | - | 12 | 4 | 16 | |||
| 7 Nov | 315.00 | 41.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 317.00 | 41.1 | 0.00 | 0.00 | 0 | 12 | 0 | |||
| 5 Nov | 307.95 | 41.1 | - | 12 | 10 | 10 | ||||
For Bharat Petroleum Corp Lt - strike price 270 expiring on 26DEC2024
Delta for 270 CE is 0.86
Historical price for 270 CE is as follows
On 3 Dec BPCL was trading at 294.25. The strike last trading price was 28.1, which was 1.35 higher than the previous day. The implied volatity was 35.45, the open interest changed by 4 which increased total open position to 133
On 2 Dec BPCL was trading at 294.15. The strike last trading price was 26.75, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 129
On 29 Nov BPCL was trading at 292.10. The strike last trading price was 27, which was 1.05 higher than the previous day. The implied volatity was 34.62, the open interest changed by 30 which increased total open position to 133
On 28 Nov BPCL was trading at 290.95. The strike last trading price was 25.95, which was -1.90 lower than the previous day. The implied volatity was 28.97, the open interest changed by 71 which increased total open position to 103
On 27 Nov BPCL was trading at 293.45. The strike last trading price was 27.85, which was -1.95 lower than the previous day. The implied volatity was 32.84, the open interest changed by 5 which increased total open position to 32
On 26 Nov BPCL was trading at 293.85. The strike last trading price was 29.8, which was -0.40 lower than the previous day. The implied volatity was 39.75, the open interest changed by 1 which increased total open position to 23
On 25 Nov BPCL was trading at 296.55. The strike last trading price was 30.2, which was 8.20 higher than the previous day. The implied volatity was 24.34, the open interest changed by 2 which increased total open position to 21
On 22 Nov BPCL was trading at 285.85. The strike last trading price was 22, which was -3.25 lower than the previous day. The implied volatity was 30.55, the open interest changed by 0 which decreased total open position to 19
On 21 Nov BPCL was trading at 282.40. The strike last trading price was 25.25, 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 25.25, which was 0.00 lower than the previous day. The implied volatity was 36.46, the open interest changed by 1 which increased total open position to 18
On 19 Nov BPCL was trading at 287.50. The strike last trading price was 25.25, which was 0.25 higher than the previous day. The implied volatity was 36.46, the open interest changed by 0 which decreased total open position to 18
On 18 Nov BPCL was trading at 289.20. The strike last trading price was 25, which was -16.80 lower than the previous day. The implied volatity was 25.21, the open interest changed by 0 which decreased total open position to 18
On 14 Nov BPCL was trading at 298.20. The strike last trading price was 41.8, 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 41.8, 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 41.8, 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 41.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 8 Nov BPCL was trading at 310.45. The strike last trading price was 41.8, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 16
On 7 Nov BPCL was trading at 315.00. The strike last trading price was 41.1, 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 41.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 5 Nov BPCL was trading at 307.95. The strike last trading price was 41.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
| BPCL 26DEC2024 270 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0.14
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 294.25 | 1.4 | -0.20 | 32.18 | 388 | 13 | 474 |
| 2 Dec | 294.15 | 1.6 | -0.70 | 33.93 | 465 | 48 | 468 |
| 29 Nov | 292.10 | 2.3 | -0.50 | 33.54 | 662 | 117 | 416 |
| 28 Nov | 290.95 | 2.8 | 0.10 | 35.32 | 599 | 89 | 299 |
| 27 Nov | 293.45 | 2.7 | -0.50 | 35.28 | 207 | 53 | 208 |
| 26 Nov | 293.85 | 3.2 | 0.50 | 37.35 | 110 | 28 | 159 |
| 25 Nov | 296.55 | 2.7 | -2.10 | 37.15 | 198 | 61 | 131 |
| 22 Nov | 285.85 | 4.8 | -1.25 | 35.01 | 197 | 71 | 141 |
| 21 Nov | 282.40 | 6.05 | 0.95 | 35.82 | 70 | 26 | 71 |
| 20 Nov | 287.50 | 5.1 | 0.00 | 36.02 | 32 | 12 | 44 |
| 19 Nov | 287.50 | 5.1 | 0.80 | 36.02 | 32 | 11 | 44 |
| 18 Nov | 289.20 | 4.3 | 2.45 | 35.23 | 50 | 29 | 32 |
| 14 Nov | 298.20 | 1.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 305.85 | 1.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 309.80 | 1.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 312.55 | 1.85 | -0.15 | 36.25 | 1 | 0 | 3 |
| 8 Nov | 310.45 | 2 | -1.30 | 34.77 | 2 | 0 | 2 |
| 7 Nov | 315.00 | 3.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 317.00 | 3.3 | 0.00 | 0.00 | 0 | 2 | 0 |
| 5 Nov | 307.95 | 3.3 | 38.17 | 2 | 0 | 0 | |
For Bharat Petroleum Corp Lt - strike price 270 expiring on 26DEC2024
Delta for 270 PE is -0.12
Historical price for 270 PE is as follows
On 3 Dec BPCL was trading at 294.25. The strike last trading price was 1.4, which was -0.20 lower than the previous day. The implied volatity was 32.18, the open interest changed by 13 which increased total open position to 474
On 2 Dec BPCL was trading at 294.15. The strike last trading price was 1.6, which was -0.70 lower than the previous day. The implied volatity was 33.93, the open interest changed by 48 which increased total open position to 468
On 29 Nov BPCL was trading at 292.10. The strike last trading price was 2.3, which was -0.50 lower than the previous day. The implied volatity was 33.54, the open interest changed by 117 which increased total open position to 416
On 28 Nov BPCL was trading at 290.95. The strike last trading price was 2.8, which was 0.10 higher than the previous day. The implied volatity was 35.32, the open interest changed by 89 which increased total open position to 299
On 27 Nov BPCL was trading at 293.45. The strike last trading price was 2.7, which was -0.50 lower than the previous day. The implied volatity was 35.28, the open interest changed by 53 which increased total open position to 208
On 26 Nov BPCL was trading at 293.85. The strike last trading price was 3.2, which was 0.50 higher than the previous day. The implied volatity was 37.35, the open interest changed by 28 which increased total open position to 159
On 25 Nov BPCL was trading at 296.55. The strike last trading price was 2.7, which was -2.10 lower than the previous day. The implied volatity was 37.15, the open interest changed by 61 which increased total open position to 131
On 22 Nov BPCL was trading at 285.85. The strike last trading price was 4.8, which was -1.25 lower than the previous day. The implied volatity was 35.01, the open interest changed by 71 which increased total open position to 141
On 21 Nov BPCL was trading at 282.40. The strike last trading price was 6.05, which was 0.95 higher than the previous day. The implied volatity was 35.82, the open interest changed by 26 which increased total open position to 71
On 20 Nov BPCL was trading at 287.50. The strike last trading price was 5.1, which was 0.00 lower than the previous day. The implied volatity was 36.02, the open interest changed by 12 which increased total open position to 44
On 19 Nov BPCL was trading at 287.50. The strike last trading price was 5.1, which was 0.80 higher than the previous day. The implied volatity was 36.02, the open interest changed by 11 which increased total open position to 44
On 18 Nov BPCL was trading at 289.20. The strike last trading price was 4.3, which was 2.45 higher than the previous day. The implied volatity was 35.23, the open interest changed by 29 which increased total open position to 32
On 14 Nov BPCL was trading at 298.20. The strike last trading price was 1.85, 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 1.85, 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 1.85, 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 1.85, which was -0.15 lower than the previous day. The implied volatity was 36.25, the open interest changed by 0 which decreased total open position to 3
On 8 Nov BPCL was trading at 310.45. The strike last trading price was 2, which was -1.30 lower than the previous day. The implied volatity was 34.77, the open interest changed by 0 which decreased total open position to 2
On 7 Nov BPCL was trading at 315.00. 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 0 which decreased total open position to 0
On 6 Nov BPCL was trading at 317.00. 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 2 which increased total open position to 0
On 5 Nov BPCL was trading at 307.95. The strike last trading price was 3.3, which was lower than the previous day. The implied volatity was 38.17, the open interest changed by 0 which decreased total open position to 0
