BPCL
Bharat Petroleum Corp Lt
Historical option data for BPCL
14 Nov 2024 04:12 PM IST
| BPCL 28NOV2024 275 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.97
Vega: 0.04
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 298.20 | 24.4 | -8.00 | 22.97 | 6 | 4 | 36 | |||
| 13 Nov | 305.85 | 32.4 | -2.10 | - | 10 | 4 | 34 | |||
| 12 Nov | 309.80 | 34.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 312.55 | 34.5 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 8 Nov | 310.45 | 34.5 | -4.35 | - | 12 | 0 | 32 | |||
| 7 Nov | 315.00 | 38.85 | -1.00 | - | 4 | -2 | 34 | |||
| 6 Nov | 317.00 | 39.85 | 5.00 | - | 2 | 0 | 38 | |||
| 5 Nov | 307.95 | 34.85 | 2.80 | 25.45 | 20 | 4 | 38 | |||
| 4 Nov | 303.45 | 32.05 | -43.00 | 36.69 | 48 | 32 | 32 | |||
| 1 Nov | 313.00 | 75.05 | 0.00 | - | 0 | 0 | 0 | |||
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| 31 Oct | 310.75 | 75.05 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 311.30 | 75.05 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 311.45 | 75.05 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 310.40 | 75.05 | 75.05 | - | 0 | 0 | 0 | |||
| 24 Oct | 321.45 | 0 | - | 0 | 0 | 0 | ||||
For Bharat Petroleum Corp Lt - strike price 275 expiring on 28NOV2024
Delta for 275 CE is 0.97
Historical price for 275 CE is as follows
On 14 Nov BPCL was trading at 298.20. The strike last trading price was 24.4, which was -8.00 lower than the previous day. The implied volatity was 22.97, the open interest changed by 2 which increased total open position to 18
On 13 Nov BPCL was trading at 305.85. The strike last trading price was 32.4, which was -2.10 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 17
On 12 Nov BPCL was trading at 309.80. The strike last trading price was 34.5, 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 34.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 8 Nov BPCL was trading at 310.45. The strike last trading price was 34.5, which was -4.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 7 Nov BPCL was trading at 315.00. The strike last trading price was 38.85, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 17
On 6 Nov BPCL was trading at 317.00. The strike last trading price was 39.85, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 5 Nov BPCL was trading at 307.95. The strike last trading price was 34.85, which was 2.80 higher than the previous day. The implied volatity was 25.45, the open interest changed by 2 which increased total open position to 19
On 4 Nov BPCL was trading at 303.45. The strike last trading price was 32.05, which was -43.00 lower than the previous day. The implied volatity was 36.69, the open interest changed by 16 which increased total open position to 16
On 1 Nov BPCL was trading at 313.00. The strike last trading price was 75.05, 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 75.05, 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 75.05, 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 75.05, 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 28 Oct BPCL was trading at 310.40. The strike last trading price was 75.05, which was 75.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BPCL was trading at 321.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BPCL 28NOV2024 275 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 0.11
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 298.20 | 1.15 | 0.35 | 36.25 | 1,168 | 230 | 528 |
| 13 Nov | 305.85 | 0.8 | 0.15 | 39.17 | 196 | -18 | 306 |
| 12 Nov | 309.80 | 0.65 | 0.05 | 38.43 | 66 | -20 | 324 |
| 11 Nov | 312.55 | 0.6 | -0.20 | 39.11 | 304 | 24 | 348 |
| 8 Nov | 310.45 | 0.8 | 0.15 | 36.65 | 364 | 64 | 326 |
| 7 Nov | 315.00 | 0.65 | 0.05 | 37.51 | 150 | 6 | 260 |
| 6 Nov | 317.00 | 0.6 | -1.00 | 37.15 | 712 | -196 | 268 |
| 5 Nov | 307.95 | 1.6 | -1.15 | 39.49 | 918 | 126 | 468 |
| 4 Nov | 303.45 | 2.75 | 0.90 | 42.24 | 1,288 | 160 | 342 |
| 1 Nov | 313.00 | 1.85 | 0.00 | 0.00 | 0 | 182 | 0 |
| 31 Oct | 310.75 | 1.85 | 0.35 | - | 398 | 186 | 186 |
| 30 Oct | 311.30 | 1.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 311.45 | 1.5 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 310.40 | 1.5 | 1.50 | - | 0 | 0 | 0 |
| 24 Oct | 321.45 | 0 | - | 0 | 0 | 0 | |
For Bharat Petroleum Corp Lt - strike price 275 expiring on 28NOV2024
Delta for 275 PE is -0.11
Historical price for 275 PE is as follows
On 14 Nov BPCL was trading at 298.20. The strike last trading price was 1.15, which was 0.35 higher than the previous day. The implied volatity was 36.25, the open interest changed by 115 which increased total open position to 264
On 13 Nov BPCL was trading at 305.85. The strike last trading price was 0.8, which was 0.15 higher than the previous day. The implied volatity was 39.17, the open interest changed by -9 which decreased total open position to 153
On 12 Nov BPCL was trading at 309.80. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 38.43, the open interest changed by -10 which decreased total open position to 162
On 11 Nov BPCL was trading at 312.55. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 39.11, the open interest changed by 12 which increased total open position to 174
On 8 Nov BPCL was trading at 310.45. The strike last trading price was 0.8, which was 0.15 higher than the previous day. The implied volatity was 36.65, the open interest changed by 32 which increased total open position to 163
On 7 Nov BPCL was trading at 315.00. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 37.51, the open interest changed by 3 which increased total open position to 130
On 6 Nov BPCL was trading at 317.00. The strike last trading price was 0.6, which was -1.00 lower than the previous day. The implied volatity was 37.15, the open interest changed by -98 which decreased total open position to 134
On 5 Nov BPCL was trading at 307.95. The strike last trading price was 1.6, which was -1.15 lower than the previous day. The implied volatity was 39.49, the open interest changed by 63 which increased total open position to 234
On 4 Nov BPCL was trading at 303.45. The strike last trading price was 2.75, which was 0.90 higher than the previous day. The implied volatity was 42.24, the open interest changed by 80 which increased total open position to 171
On 1 Nov BPCL was trading at 313.00. 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 91 which increased total open position to 0
On 31 Oct BPCL was trading at 310.75. The strike last trading price was 1.85, which was 0.35 higher 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 1.5, 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 1.5, 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 28 Oct BPCL was trading at 310.40. The strike last trading price was 1.5, which was 1.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BPCL was trading at 321.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
